PIPER SANDLER & CO. Quant / Systematic

CIK: 0000724683 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $23,266 (100.0% shares, 0.0% debt)

Holdings (10)

SPY SPDR S&P 500 ETF TR 81.8%

Value ($000) $19,041 Shares 90,900 Est. Cost — Unrealized —

— VTV THERAPEUTICS INC 11.0%

Value ($000) $2,558 Shares 441,006 Est. Cost $6.52 Unrealized —

XLE SELECT SECTOR SPDR TR 2.9%

Value ($000) $682 Shares 10,000 Est. Cost — Unrealized —

NTRS NORTHERN TR CORP 2.3%

Value ($000) $532 Shares 8,022 Est. Cost $53.49 Unrealized 0.0%

— ECLIPSE RES CORP 1.8%

Value ($000) $418 Shares 125,000 Est. Cost $3.34 Unrealized —

— CALLIDUS SOFTWARE INC 0.1%

Value ($000) $20 Shares 1,000 Est. Cost $20.00 Unrealized —

— VENAXIS INC 0.0%

Value ($000) $9 Shares 2,500 Est. Cost $3.60 Unrealized —

PDEX PRO-DEX INC COLO 0.0%

Value ($000) $5 Shares 973 Est. Cost $4.09 Unrealized 0.0%

CHMI CHERRY HILL MTG INVT CORP 0.0%

Value ($000) $1 Shares 40 Est. Cost $25.00 Unrealized —

PBT PERMIAN BASIN RTY TR 0.0%

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

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	90,900	$19,041	81.8%	—	—	Put	78462F103
—	VTV THERAPEUTICS INC	441,006	$2,558	11.0%	$6.52	—	CL A	918385105
XLE	SELECT SECTOR SPDR TR	10,000	$682	2.9%	—	—	Put	81369Y506
NTRS	NORTHERN TR CORP	8,022	$532	2.3%	$53.49	0.0%	COM	665859104
—	ECLIPSE RES CORP	125,000	$418	1.8%	$3.34	—	COM	27890G100
—	CALLIDUS SOFTWARE INC	1,000	$20	0.1%	$20.00	—	COM	13123E500
—	VENAXIS INC	2,500	$9	0.0%	$3.60	—	COM NEW	92262A206
PDEX	PRO-DEX INC COLO	973	$5	0.0%	$4.09	0.0%	COM NEW	74265M205
CHMI	CHERRY HILL MTG INVT CORP	40	$1	0.0%	$25.00	—	COM	164651101
PBT	PERMIAN BASIN RTY TR	1	$0	0.0%	—	—	UNIT BEN INT	714236106