PIPER SANDLER & CO. Quant / Systematic

CIK: 0000724683 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 13, 2022

Total Value ($000): $132,182 (34.7% shares, 65.3% debt)

Holdings (37)

— TERADYNE INC 28.0%

Value ($000) $37,064 Shares 10,148,000 Est. Cost $3.65 Unrealized —

— DANAHER CORPORATION 19.8%

Value ($000) $26,226 Shares 13,427 Est. Cost $1953.23 Unrealized —

— BLACKSTONE MORTGAGE TRUST IN 10.5%

Value ($000) $13,921 Shares 13,921,000 Est. Cost $1.00 Unrealized —

— AVANTOR INC 10.4%

Value ($000) $13,786 Shares 133,447 Est. Cost $103.31 Unrealized —

— SERVICENOW INC 7.5%

Value ($000) $9,901 Shares 2,400,000 Est. Cost $3.95 Unrealized —

— MANDIANT INC 4.7%

Value ($000) $6,148 Shares 6,179,000 Est. Cost $0.99 Unrealized —

— NICE SYS INC 3.9%

Value ($000) $5,113 Shares 2,015,000 Est. Cost $2.61 Unrealized —

— TESLA INC 3.3%

Value ($000) $4,392 Shares 258,000 Est. Cost $11.27 Unrealized —

— APOLLO COML REAL ESTATE FIN 3.0%

Value ($000) $4,022 Shares 4,040,000 Est. Cost $1.00 Unrealized —

— VONAGE HLDGS CORP 2.4%

Value ($000) $3,163 Shares 2,397,000 Est. Cost $1.32 Unrealized —

— VEONEER INC 1.9%

Value ($000) $2,544 Shares 1,500,000 Est. Cost $1.70 Unrealized —

VRP INVESCO EXCH TRADED FD TR II 1.3%

Value ($000) $1,711 Shares 70,000 Est. Cost $24.44 Unrealized —

— DTE ENERGY CO 1.0%

Value ($000) $1,264 Shares 23,724 Est. Cost $53.28 Unrealized —

— ATLANTIC AVE ACQUISITION COR 0.2%

Value ($000) $247 Shares 25,000 Est. Cost $9.88 Unrealized —

— ABG ACQUISITION CORP I 0.2%

Value ($000) $245 Shares 25,000 Est. Cost $9.80 Unrealized —

— HEALTHCARE SERVICES ACQU COR 0.2%

Value ($000) $245 Shares 25,000 Est. Cost $9.80 Unrealized —

SLAMF SLAM CORP 0.2%

Value ($000) $245 Shares 25,100 Est. Cost $9.74 Unrealized 0.0%

Value ($000) $245 Shares 25,003 Est. Cost $9.80 Unrealized —

— DA32 LIFE SCNCE TEC ACQSTN C 0.2%

Value ($000) $244 Shares 25,003 Est. Cost $9.76 Unrealized —

— LERER HIPPEAU ACQUISITION CO 0.2%

Value ($000) $244 Shares 25,026 Est. Cost $9.75 Unrealized —

— COLOMBIER ACQUISITION CORP 0.2%

Value ($000) $242 Shares 25,000 Est. Cost $9.68 Unrealized —

OPFI OPPFI INC 0.2%

Value ($000) $204 Shares 59,438 Est. Cost $4.24 Unrealized 0.0%

STTK SHATTUCK LABS INC 0.1%

Value ($000) $168 Shares 39,467 Est. Cost $27.08 Unrealized -79.1%

— VECTOR ACQUISITION CORP II 0.1%

Value ($000) $165 Shares 16,888 Est. Cost $9.77 Unrealized —

— US WELL SERVICES INC 0.1%

Value ($000) $160 Shares 145,525 Est. Cost $1.10 Unrealized —

— FINTECH EVOLUTION ACQUIS GRO 0.0%

Value ($000) $56 Shares 5,705 Est. Cost $9.82 Unrealized —

— BCLS ACQUISITION CORP 0.0%

Value ($000) $55 Shares 5,603 Est. Cost $9.82 Unrealized —

— BITE ACQUISITION CORP 0.0%

Value ($000) $51 Shares 5,200 Est. Cost $9.81 Unrealized —

— BLACKROCK CAP INVT CORP 0.0%

Value ($000) $50 Shares 50,000 Est. Cost $1.00 Unrealized —

Value ($000) $21 Shares 13,000 Est. Cost $1.62 Unrealized —

OPFI/WS OPPFI INC 0.0%

Value ($000) $15 Shares 29,719 Est. Cost $0.50 Unrealized —

— LIMESTONE BANCORP INC 0.0%

Value ($000) $12 Shares 573 Est. Cost $20.94 Unrealized —

— FOOT LOCKER INC 0.0%

Value ($000) $8 Shares 271 Est. Cost $29.52 Unrealized —

OBT ORANGE CNTY BANCORP INC 0.0%

Value ($000) $4 Shares 98 Est. Cost $20.39 Unrealized 0.0%

DOLE DOLE PLC 0.0%

Value ($000) $1 Shares 102 Est. Cost $12.61 Unrealized 0.0%

— BERRY GLOBAL GROUP INC 0.0%

Value ($000) $0 Shares 1 Est. Cost — Unrealized —

MVIS MICROVISION INC DEL 0.0%

Value ($000) $0 Shares 86 Est. Cost $3.94 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TERADYNE INC	10,148,000	$37,064	28.0%	$3.65	—	NOTE 1.250%12/1	880770AG7
—	DANAHER CORPORATION	13,427	$26,226	19.8%	$1953.23	—	4.75 MND CV PFD	235851300
—	BLACKSTONE MORTGAGE TRUST IN	13,921,000	$13,921	10.5%	$1.00	—	NOTE 4.375% 5/0	09257WAB6
—	AVANTOR INC	133,447	$13,786	10.4%	$103.31	—	6.25 PFD CNV SR	05352A209
—	SERVICENOW INC	2,400,000	$9,901	7.5%	$3.95	—	NOTE 6/0	81762PAC6
—	MANDIANT INC	6,179,000	$6,148	4.7%	$0.99	—	NOTE 1.625% 6/0	31816QAD3
—	NICE SYS INC	2,015,000	$5,113	3.9%	$2.61	—	NOTE 1.250% 1/1	65366HAB9
—	TESLA INC	258,000	$4,392	3.3%	$11.27	—	NOTE 2.000% 5/1	88160RAG6
—	APOLLO COML REAL ESTATE FIN	4,040,000	$4,022	3.0%	$1.00	—	NOTE 4.750% 8/2	03762UAB1
—	VONAGE HLDGS CORP	2,397,000	$3,163	2.4%	$1.32	—	NOTE 1.750% 6/0	92886TAJ1
—	VEONEER INC	1,500,000	$2,544	1.9%	$1.70	—	NOTE 4.000% 6/0	92336XAA7
VRP	INVESCO EXCH TRADED FD TR II	70,000	$1,711	1.3%	$24.44	—	VAR RATE PFD	46138G870
—	DTE ENERGY CO	23,724	$1,264	1.0%	$53.28	—	UNIT 11/01/2022S	233331842
—	ATLANTIC AVE ACQUISITION COR	25,000	$247	0.2%	$9.88	—	COM CL A	04906P101
—	ABG ACQUISITION CORP I	25,000	$245	0.2%	$9.80	—	CL A SHS	G00496102
—	HEALTHCARE SERVICES ACQU COR	25,000	$245	0.2%	$9.80	—	COM CL A	42227K104
SLAMF	SLAM CORP	25,100	$245	0.2%	$9.74	0.0%	CL A SHS	G8210L105
—	TWO	25,003	$245	0.2%	$9.80	—	COM CL A	G9152V101
—	DA32 LIFE SCNCE TEC ACQSTN C	25,003	$244	0.2%	$9.76	—	CLASS A COM	23312M106
—	LERER HIPPEAU ACQUISITION CO	25,026	$244	0.2%	$9.75	—	CL A	526749106
—	COLOMBIER ACQUISITION CORP	25,000	$242	0.2%	$9.68	—	CL A	19533H108
OPFI	OPPFI INC	59,438	$204	0.2%	$4.24	0.0%	COM CL A	68386H103
STTK	SHATTUCK LABS INC	39,467	$168	0.1%	$27.08	-79.1%	COM	82024L103
—	VECTOR ACQUISITION CORP II	16,888	$165	0.1%	$9.77	—	CL A SHS	G9460A104
—	US WELL SERVICES INC	145,525	$160	0.1%	$1.10	—	CL A NEW	91274U200
—	FINTECH EVOLUTION ACQUIS GRO	5,705	$56	0.0%	$9.82	—	SHS CL A	G3R19A104
—	BCLS ACQUISITION CORP	5,603	$55	0.0%	$9.82	—	COM CL A	G0904B105
—	BITE ACQUISITION CORP	5,200	$51	0.0%	$9.81	—	COMMON STOCK	09175K105
—	BLACKROCK CAP INVT CORP	50,000	$50	0.0%	$1.00	—	NOTE 5.000% 6/1	092533AC2
—	RH	13,000	$21	0.0%	$1.62	—	NOTE 6/1	74967XAA1
OPFI/WS	OPPFI INC	29,719	$15	0.0%	$0.50	—	*W EXP 07/20/202	68386H111
—	LIMESTONE BANCORP INC	573	$12	0.0%	$20.94	—	COM	53262L105
—	FOOT LOCKER INC	271	$8	0.0%	$29.52	—	COM	344849104
OBT	ORANGE CNTY BANCORP INC	98	$4	0.0%	$20.39	0.0%	COM	68417L107
DOLE	DOLE PLC	102	$1	0.0%	$12.61	0.0%	ORD SHS	G27907107
—	BERRY GLOBAL GROUP INC	1	$0	0.0%	—	—	COM	08579W103
MVIS	MICROVISION INC DEL	86	$0	0.0%	$3.94	0.0%	COM NEW	594960304