LONGFELLOW INVESTMENT MANAGEMENT CO LLC Quant / Systematic

CIK: 0001167487 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: Apr 27, 2015

Total Value ($000): $300,906 (100.0% shares, 0.0% debt)

Holdings (38)

— Hudson City Bancorp, Inc. 6.8%

Value ($000) $20,515 Shares 1,957,541 Est. Cost $9.26 Unrealized —

— Pepco Holdings, Inc. 6.3%

Value ($000) $18,927 Shares 705,444 Est. Cost $27.48 Unrealized —

— DIRECTV 5.7%

Value ($000) $17,020 Shares 200,000 Est. Cost $85.01 Unrealized —

— Salix Pharmaceuticals, Ltd. 4.6%

Value ($000) $13,825 Shares 80,000 Est. Cost $172.81 Unrealized —

— Dresser-Rand Group, Inc. 4.5%

Value ($000) $13,499 Shares 168,000 Est. Cost $82.26 Unrealized —

— City National Corporation 4.5%

Value ($000) $13,496 Shares 151,500 Est. Cost $89.08 Unrealized —

— Sigma-Aldrich Corporation 4.4%

Value ($000) $13,345 Shares 96,525 Est. Cost $137.63 Unrealized —

— Family Dollar Stores, Inc. 4.3%

Value ($000) $12,893 Shares 162,700 Est. Cost $79.22 Unrealized —

— Freescale Semiconductor Ltd. 4.2%

Value ($000) $12,717 Shares 312,000 Est. Cost $40.76 Unrealized —

— Integrys Energy Group, Inc. 4.1%

Value ($000) $12,235 Shares 169,890 Est. Cost $69.93 Unrealized —

— Hospira, Inc. 3.9%

Value ($000) $11,858 Shares 135,000 Est. Cost $87.84 Unrealized —

— Polypore International, Inc. 3.9%

Value ($000) $11,774 Shares 199,895 Est. Cost $58.90 Unrealized —

— Advent Software, Inc. 3.9%

Value ($000) $11,689 Shares 265,000 Est. Cost $44.11 Unrealized —

— Talisman Energy, Inc 3.8%

Value ($000) $11,520 Shares 1,500,000 Est. Cost $7.68 Unrealized —

— Pharmacyclics, Inc. 3.8%

Value ($000) $11,518 Shares 45,000 Est. Cost $255.96 Unrealized —

— Susquehanna Bancshares, Inc. 3.8%

Value ($000) $11,448 Shares 835,000 Est. Cost $13.43 Unrealized —

— RTI International Metals, Inc. 3.8%

Value ($000) $11,348 Shares 316,000 Est. Cost $35.91 Unrealized —

— Exelis Inc. 3.5%

Value ($000) $10,479 Shares 430,000 Est. Cost $24.37 Unrealized —

— Aviv REIT, Inc. 3.4%

Value ($000) $10,235 Shares 280,400 Est. Cost $36.50 Unrealized —

— National Interstate Corporatio 3.0%

Value ($000) $9,061 Shares 322,669 Est. Cost $26.81 Unrealized —

— Mavenir Systems Inc. 2.7%

Value ($000) $8,189 Shares 461,600 Est. Cost $17.74 Unrealized —

— Riverbed Technology, Inc. 2.2%

Value ($000) $6,482 Shares 310,000 Est. Cost $20.59 Unrealized —

— Carbonite Inc. 1.9%

Value ($000) $5,613 Shares 392,500 Est. Cost $14.30 Unrealized —

— Liberty Interactive Corporatio 1.7%

Value ($000) $5,155 Shares 176,600 Est. Cost $28.87 Unrealized —

— Fiat Chrysler Automobiles NV 1.6%

Value ($000) $4,893 Shares 300,000 Est. Cost $16.31 Unrealized —

— Emulex Corporation 1.4%

Value ($000) $4,302 Shares 539,797 Est. Cost $7.97 Unrealized —

— Levy Aquisition Corp 1.3%

Value ($000) $3,887 Shares 295,600 Est. Cost $13.15 Unrealized —

MOS MOSAIC CO (THE) 0.4%

Value ($000) $1,183 Shares 24,970 Est. Cost $36.35 Unrealized +8.0%

— ETFS PALLADIUM TRUST 0.2%

Value ($000) $650 Shares 9,189 Est. Cost $64.63 Unrealized —

SUB iSHARES S-T NATL AMT FREE MUNI BOND ETF 0.2%

Value ($000) $502 Shares 4,750 Est. Cost $105.26 Unrealized —

— Covisint Corporation 0.1%

Value ($000) $253 Shares 124,685 Est. Cost $2.65 Unrealized —

WMB WILLIAMS COS INC 0.0%

Value ($000) $115 Shares 2,250 Est. Cost $18.03 Unrealized +38.4%

XEL XCEL ENERGY INC 0.0%

Value ($000) $91 Shares 2,625 Est. Cost $19.78 Unrealized +28.1%

— OUTFRONT MEDIA INC 0.0%

Value ($000) $75 Shares 2,500 Est. Cost $26.80 Unrealized —

PM PHILIP MORRIS INTERNATIONAL 0.0%

Value ($000) $56 Shares 725 Est. Cost $49.85 Unrealized -5.6%

MO ALTRIA GROUP INC 0.0%

Value ($000) $36 Shares 725 Est. Cost $16.28 Unrealized +60.9%

— EQUITY COMMONWEALTH 0.0%

Value ($000) $13 Shares 500 Est. Cost $26.00 Unrealized —

— WPX ENERGY INC 0.0%

Value ($000) $9 Shares 749 Est. Cost $21.36 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	Hudson City Bancorp, Inc.	1,957,541	$20,515	6.8%	$9.26	—	COM	443683107
—	Pepco Holdings, Inc.	705,444	$18,927	6.3%	$27.48	—	COM	713291102
—	DIRECTV	200,000	$17,020	5.7%	$85.01	—	COM	25490A309
—	Salix Pharmaceuticals, Ltd.	80,000	$13,825	4.6%	$172.81	—	COM	795435106
—	Dresser-Rand Group, Inc.	168,000	$13,499	4.5%	$82.26	—	COM	261608103
—	City National Corporation	151,500	$13,496	4.5%	$89.08	—	COM	178566105
—	Sigma-Aldrich Corporation	96,525	$13,345	4.4%	$137.63	—	COM	826552101
—	Family Dollar Stores, Inc.	162,700	$12,893	4.3%	$79.22	—	COM	307000109
—	Freescale Semiconductor Ltd.	312,000	$12,717	4.2%	$40.76	—	SHS	G3727Q101
—	Integrys Energy Group, Inc.	169,890	$12,235	4.1%	$69.93	—	COM	45822P105
—	Hospira, Inc.	135,000	$11,858	3.9%	$87.84	—	COM	441060100
—	Polypore International, Inc.	199,895	$11,774	3.9%	$58.90	—	COM	73179V103
—	Advent Software, Inc.	265,000	$11,689	3.9%	$44.11	—	COM	007974108
—	Talisman Energy, Inc	1,500,000	$11,520	3.8%	$7.68	—	COM	87425E103
—	Pharmacyclics, Inc.	45,000	$11,518	3.8%	$255.96	—	COM	716933106
—	Susquehanna Bancshares, Inc.	835,000	$11,448	3.8%	$13.43	—	COM	869099101
—	RTI International Metals, Inc.	316,000	$11,348	3.8%	$35.91	—	COM	74973W107
—	Exelis Inc.	430,000	$10,479	3.5%	$24.37	—	COM	30162A108
—	Aviv REIT, Inc.	280,400	$10,235	3.4%	$36.50	—	COM	05381L101
—	National Interstate Corporatio	322,669	$9,061	3.0%	$26.81	—	COM	63654u100
—	Mavenir Systems Inc.	461,600	$8,189	2.7%	$17.74	—	COM	577675101
—	Riverbed Technology, Inc.	310,000	$6,482	2.2%	$20.59	—	COM	768573107
—	Carbonite Inc.	392,500	$5,613	1.9%	$14.30	—	COM	141337105
—	Liberty Interactive Corporatio	176,600	$5,155	1.7%	$28.87	—	INT COM SER A	53071M104
—	Fiat Chrysler Automobiles NV	300,000	$4,893	1.6%	$16.31	—	SHS	N31738102
—	Emulex Corporation	539,797	$4,302	1.4%	$7.97	—	COM NEW	292475209
—	Levy Aquisition Corp	295,600	$3,887	1.3%	$13.15	—	COM	52748T104
MOS	MOSAIC CO (THE)	24,970	$1,183	0.4%	$36.35	+8.0%	COM	61945C103
—	ETFS PALLADIUM TRUST	9,189	$650	0.2%	$64.63	—	SH BEN INT	26923A106
SUB	iSHARES S-T NATL AMT FREE MUNI BOND ETF	4,750	$502	0.2%	$105.26	—	SHT NTLAMTFR ETF	464288158
—	Covisint Corporation	124,685	$253	0.1%	$2.65	—	COM	22357R103
WMB	WILLIAMS COS INC	2,250	$115	0.0%	$18.03	+38.4%	COM	969457100
XEL	XCEL ENERGY INC	2,625	$91	0.0%	$19.78	+28.1%	COM	98389B100
—	OUTFRONT MEDIA INC	2,500	$75	0.0%	$26.80	—	COM	69007J106
PM	PHILIP MORRIS INTERNATIONAL	725	$56	0.0%	$49.85	-5.6%	COM	718172109
MO	ALTRIA GROUP INC	725	$36	0.0%	$16.28	+60.9%	COM	02209S103
—	EQUITY COMMONWEALTH	500	$13	0.0%	$26.00	—	COM SH BEN INT	294628102
—	WPX ENERGY INC	749	$9	0.0%	$21.36	—	COM	98212B103