PIPER SANDLER & CO. Quant / Systematic

Location: Minneapolis, MN

CIK: 0000724683 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 14, 2023

Total Value: $106M (0.3% shares, 99.7% debt)

Holdings (10)

— KBR INC 72.5%

Value $76.61M Shares 33,398,000 Est. Cost $2.33 Unrealized —

— WESTERN DIGITAL CORP 11.5%

Value $12.1M Shares 12,311,000 Est. Cost $0.97 Unrealized —

— APOLLO COML REAL ESTATE FIN 9.4%

Value $9.943M Shares 9,993,000 Est. Cost $0.97 Unrealized —

— HERBALIFE LTD 3.4%

Value $3.611M Shares 3,700,000 Est. Cost $0.95 Unrealized —

— MFA FINL INC 2.8%

Value $3.006M Shares 3,029,000 Est. Cost $0.99 Unrealized —

OPFI OPPFI INC 0.1%

Value $150K Shares 59,438 Est. Cost $4.24 Unrealized -45.1%

ACDC PROFRAC HLDG CORP 0.1%

Value $88,824 Shares 8,164 Est. Cost $22.09 Unrealized -47.6%

REEWF CARTESIAN GROWTH CORP II 0.1%

Value $64,400 Shares 402,500 Est. Cost $0.12 Unrealized —

STTK SHATTUCK LABS INC 0.1%

Value $59,990 Shares 39,467 Est. Cost $27.08 Unrealized -91.6%

OPFI/WS OPPFI INC 0.0%

Value $1,382 Shares 29,719 Est. Cost $0.50 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	KBR INC	33,398,000	$76.61M	72.5%	$2.33	—	NOTE	48242WAB2
—	WESTERN DIGITAL CORP	12,311,000	$12.1M	11.5%	$0.97	—	NOTE	958102AP0
—	APOLLO COML REAL ESTATE FIN	9,993,000	$9.943M	9.4%	$0.97	—	NOTE	03762UAC9
—	HERBALIFE LTD	3,700,000	$3.611M	3.4%	$0.95	—	NOTE	42703MAD5
—	MFA FINL INC	3,029,000	$3.006M	2.8%	$0.99	—	NOTE	55272XAA0
OPFI	OPPFI INC	59,438	$150K	0.1%	$4.24	-45.1%	COM CL A	68386H103
ACDC	PROFRAC HLDG CORP	8,164	$88,824	0.1%	$22.09	-47.6%	CLASS A COM	74319N100
REEWF	CARTESIAN GROWTH CORP II	402,500	$64,400	0.1%	$0.12	—	W EXP	G19305120
STTK	SHATTUCK LABS INC	39,467	$59,990	0.1%	$27.08	-91.6%	COM	82024L103
OPFI/WS	OPPFI INC	29,719	$1,382	0.0%	$0.50	—	W EXP	68386H111