PIPER SANDLER & CO. Quant / Systematic

CIK: 0000724683 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 15, 2014

Total Value ($000): $115,349 (47.3% shares, 52.7% debt)

Holdings (96)

MASTEC INC 13.0%
Value ($000) $14,948 Shares 5,432,000 Est. Cost $2.75 Unrealized
EXTERRAN HLDGS INC 12.9%
Value ($000) $14,840 Shares 7,800,000 Est. Cost $1.90 Unrealized
OMNICARE CAP TR II 12.0%
Value ($000) $13,799 Shares 188,000 Est. Cost $74.14 Unrealized
SPY SPDR S&P 500 ETF TR 11.3%
Value ($000) $13,091 Shares 70,000 Est. Cost Unrealized
WESCO INTL INC 8.6%
Value ($000) $9,923 Shares 3,344,000 Est. Cost $3.24 Unrealized
D R HORTON INC 8.1%
Value ($000) $9,295 Shares 8,841,000 Est. Cost $1.05 Unrealized
ANNALY CAP MGMT INC 5.3%
Value ($000) $6,143 Shares 6,000,000 Est. Cost $1.01 Unrealized
SALESFORCE COM INC 2.3%
Value ($000) $2,660 Shares 1,000,000 Est. Cost $2.66 Unrealized
PROSHARES TR 1.1%
Value ($000) $1,239 Shares 75,000 Est. Cost $16.52 Unrealized
PROSHARES TR 1.0%
Value ($000) $1,137 Shares 40,100 Est. Cost $28.35 Unrealized
TITAN MACHY INC 0.9%
Value ($000) $997 Shares 1,175,000 Est. Cost $0.85 Unrealized
KOFAX LTD 0.8%
Value ($000) $916 Shares 105,665 Est. Cost $8.67 Unrealized
CREDIT SUISSE AG NASSAU BRH 0.8%
Value ($000) $911 Shares 130,000 Est. Cost $7.01 Unrealized
JANUS CAP GROUP INC 0.8%
Value ($000) $898 Shares 897,000 Est. Cost $1.00 Unrealized
FUSION-IO INC 0.8%
Value ($000) $894 Shares 85,000 Est. Cost $10.52 Unrealized
DECK DECKERS OUTDOOR CORP 0.7%
Value ($000) $797 Shares 10,000 Est. Cost $13.22 Unrealized 0.0%
ATMEL CORP 0.5%
Value ($000) $627 Shares 75,000 Est. Cost $8.19 Unrealized
META FACEBOOK INC 0.5%
Value ($000) $602 Shares 10,000 Est. Cost $62.93 Unrealized 0.0%
PRICELINE COM INC 0.5%
Value ($000) $596 Shares 500 Est. Cost $1192.00 Unrealized
CRM SALESFORCE COM INC 0.5%
Value ($000) $571 Shares 10,000 Est. Cost $59.07 Unrealized 0.0%
WELLS FARGO & CO NEW 0.5%
Value ($000) $555 Shares 473 Est. Cost $1173.36 Unrealized
VALUEVISION MEDIA INC 0.5%
Value ($000) $549 Shares 112,900 Est. Cost $6.99 Unrealized
GENCORP INC 0.5%
Value ($000) $540 Shares 264,000 Est. Cost $2.05 Unrealized
AVG TECHNOLOGIES N V 0.5%
Value ($000) $524 Shares 25,000 Est. Cost $20.96 Unrealized
CLICKSOFTWARE TECHNOLOGIES L 0.4%
Value ($000) $506 Shares 50,000 Est. Cost $10.12 Unrealized
SIMO SILICON MOTION TECHNOLOGY CO 0.4%
Value ($000) $503 Shares 30,000 Est. Cost $16.77 Unrealized
EXTR EXTREME NETWORKS INC 0.4%
Value ($000) $493 Shares 85,000 Est. Cost $6.30 Unrealized +0.8%
C CITIGROUP INC 0.4%
Value ($000) $476 Shares 10,000 Est. Cost $37.66 Unrealized -1.6%
MICHAEL KORS HLDGS LTD 0.4%
Value ($000) $466 Shares 5,000 Est. Cost $93.20 Unrealized
CIEN CIENA CORP 0.4%
Value ($000) $455 Shares 20,000 Est. Cost $23.52 Unrealized 0.0%
WESTPORT INNOVATIONS INC 0.4%
Value ($000) $434 Shares 30,000 Est. Cost $14.47 Unrealized
ZTS ZOETIS INC 0.4%
Value ($000) $434 Shares 15,000 Est. Cost $27.83 Unrealized 0.0%
SHORETEL INC 0.4%
Value ($000) $430 Shares 50,000 Est. Cost $9.17 Unrealized
ZHONE TECHNOLOGIES INC NEW 0.4%
Value ($000) $422 Shares 100,000 Est. Cost $5.34 Unrealized
CALLIDUS SOFTWARE INC 0.3%
Value ($000) $398 Shares 31,800 Est. Cost $13.33 Unrealized
ALLIANT TECHSYSTEMS INC 0.3%
Value ($000) $389 Shares 209,000 Est. Cost $1.86 Unrealized
RUCKUS WIRELESS INC 0.3%
Value ($000) $365 Shares 30,000 Est. Cost $14.20 Unrealized
JA SOLAR HOLDINGS CO LTD 0.3%
Value ($000) $356 Shares 35,000 Est. Cost $10.17 Unrealized
BIOTELEMETRY INC 0.3%
Value ($000) $353 Shares 35,000 Est. Cost $10.09 Unrealized
NWL NEWELL RUBBERMAID INC 0.3%
Value ($000) $344 Shares 11,500 Est. Cost $19.93 Unrealized 0.0%
NOVAVAX INC 0.3%
Value ($000) $340 Shares 75,000 Est. Cost $5.12 Unrealized
SONUS NETWORKS INC 0.3%
Value ($000) $337 Shares 100,000 Est. Cost $3.32 Unrealized
WNC WABASH NATL CORP 0.3%
Value ($000) $324 Shares 23,568 Est. Cost $11.11 Unrealized 0.0%
CSIQ CANADIAN SOLAR INC 0.3%
Value ($000) $320 Shares 10,000 Est. Cost $26.44 Unrealized +42.0%
KN KNOWLES CORP 0.3%
Value ($000) $316 Shares 10,000 Est. Cost $30.49 Unrealized 0.0%
CROX CROCS INC 0.3%
Value ($000) $312 Shares 20,000 Est. Cost $15.31 Unrealized 0.0%
INFOBLOX INC 0.3%
Value ($000) $301 Shares 15,000 Est. Cost $20.07 Unrealized
INVENSENSE INC 0.3%
Value ($000) $296 Shares 12,500 Est. Cost $20.78 Unrealized
RIVERBED TECHNOLOGY INC 0.3%
Value ($000) $296 Shares 15,000 Est. Cost $19.73 Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.3%
Value ($000) $291 Shares 5,000 Est. Cost $55.22 Unrealized 0.0%
ARAY ACCURAY INC 0.2%
Value ($000) $288 Shares 30,000 Est. Cost $9.45 Unrealized 0.0%
INCONTACT INC 0.2%
Value ($000) $288 Shares 30,000 Est. Cost $7.80 Unrealized
EEFT EURONET WORLDWIDE INC 0.2%
Value ($000) $283 Shares 6,800 Est. Cost $41.47 Unrealized 0.0%
KEYW HLDG CORP 0.2%
Value ($000) $281 Shares 15,000 Est. Cost $18.73 Unrealized
SPEED COMM INC 0.2%
Value ($000) $281 Shares 77,310 Est. Cost $4.49 Unrealized
PROSHARES TR 0.2%
Value ($000) $276 Shares 5,000 Est. Cost $55.20 Unrealized
TRIQUINT SEMICONDUCTOR INC 0.2%
Value ($000) $268 Shares 20,000 Est. Cost $13.40 Unrealized
HERTZ GLOBAL HOLDINGS INC 0.2%
Value ($000) $266 Shares 10,000 Est. Cost $26.60 Unrealized
CBKCQ CHRISTOPHER & BANKS CORP 0.2%
Value ($000) $264 Shares 40,000 Est. Cost $6.81 Unrealized 0.0%
DIGITAL RIV INC 0.2%
Value ($000) $261 Shares 15,000 Est. Cost $17.40 Unrealized
INTERSIL CORP 0.2%
Value ($000) $258 Shares 20,000 Est. Cost $12.90 Unrealized
BAC BANK OF AMERICA CORPORATION 0.2%
Value ($000) $258 Shares 15,000 Est. Cost $11.68 Unrealized +13.5%
AUTOBYTEL INC 0.2%
Value ($000) $249 Shares 20,000 Est. Cost $12.45 Unrealized
INTEGRATED DEVICE TECHNOLOGY 0.2%
Value ($000) $245 Shares 20,000 Est. Cost $12.25 Unrealized
QUANTUM FUEL SYS TECH WORLDW 0.2%
Value ($000) $242 Shares 25,000 Est. Cost $7.80 Unrealized
EXPRESS INC 0.2%
Value ($000) $238 Shares 15,000 Est. Cost $15.87 Unrealized
HIMX HIMAX TECHNOLOGIES INC 0.2%
Value ($000) $230 Shares 20,000 Est. Cost $14.71 Unrealized
ECPG ENCORE CAP GROUP INC 0.2%
Value ($000) $229 Shares 5,000 Est. Cost $48.27 Unrealized 0.0%
INFINERA CORPORATION 0.2%
Value ($000) $227 Shares 25,000 Est. Cost $9.78 Unrealized
RUBICON TECHNOLOGY INC 0.2%
Value ($000) $226 Shares 20,000 Est. Cost $11.30 Unrealized
CHIPMOS TECH BERMUDA LTD 0.2%
Value ($000) $221 Shares 10,000 Est. Cost $22.10 Unrealized
EXAS EXACT SCIENCES CORP 0.2%
Value ($000) $213 Shares 15,000 Est. Cost $13.51 Unrealized 0.0%
NAVISTAR INTL CORP NEW 0.2%
Value ($000) $208 Shares 205,000 Est. Cost $1.01 Unrealized
ACTAVIS PLC 0.2%
Value ($000) $206 Shares 1,000 Est. Cost $206.00 Unrealized
MANNKIND CORP 0.2%
Value ($000) $201 Shares 50,000 Est. Cost Unrealized
ALCATEL-LUCENT 0.2%
Value ($000) $195 Shares 50,000 Est. Cost $4.40 Unrealized
CLUBCORP HLDGS INC 0.2%
Value ($000) $189 Shares 10,000 Est. Cost $18.90 Unrealized
GLOBAL EAGLE ENTMT INC 0.2%
Value ($000) $189 Shares 12,000 Est. Cost $14.88 Unrealized
SILICON IMAGE INC 0.1%
Value ($000) $173 Shares 25,000 Est. Cost $6.92 Unrealized
MS MORGAN STANLEY 0.1%
Value ($000) $156 Shares 5,000 Est. Cost $21.80 Unrealized +4.1%
TILE SHOP HLDGS INC 0.1%
Value ($000) $155 Shares 10,000 Est. Cost $15.50 Unrealized
CELGENE CORP 0.1%
Value ($000) $154 Shares 1,100 Est. Cost $140.00 Unrealized
NPS PHARMACEUTICALS INC 0.1%
Value ($000) $150 Shares 5,000 Est. Cost $30.00 Unrealized
CORNERSTONE ONDEMAND INC 0.1%
Value ($000) $144 Shares 3,000 Est. Cost $48.00 Unrealized
LAB FLUIDIGM CORP DEL 0.1%
Value ($000) $132 Shares 3,000 Est. Cost $43.99 Unrealized 0.0%
ENDOLOGIX INC 0.1%
Value ($000) $129 Shares 10,000 Est. Cost $12.90 Unrealized
EXEL EXELIXIS INC 0.1%
Value ($000) $89 Shares 25,000 Est. Cost $6.81 Unrealized 0.0%
BIOAMBER INC 0.1%
Value ($000) $87 Shares 40,012 Est. Cost $2.17 Unrealized
RENESOLA LTD 0.1%
Value ($000) $80 Shares 25,000 Est. Cost $3.20 Unrealized
AAPL APPLE INC 0.0%
Value ($000) $54 Shares 100 Est. Cost $16.37 Unrealized +1.3%
LIPOSCIENCE INC 0.0%
Value ($000) $28 Shares 8,701 Est. Cost $4.25 Unrealized
ALEXION PHARMACEUTICALS INC 0.0%
Value ($000) $15 Shares 100 Est. Cost $150.00 Unrealized
NUE NUCOR CORP 0.0%
Value ($000) $9 Shares 176 Est. Cost $37.50 Unrealized 0.0%
QURE UNIQURE NV 0.0%
Value ($000) $4 Shares 247 Est. Cost $15.95 Unrealized 0.0%
AAOI APPLIED OPTOELECTRONICS INC 0.0%
Value ($000) $1 Shares 37 Est. Cost $12.96 Unrealized +43.5%
MANNKIND CORP 0.0%
Value ($000) $0 Shares 100 Est. Cost Unrealized