LONGFELLOW INVESTMENT MANAGEMENT CO LLC Quant / Systematic

CIK: 0001167487 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Jul 24, 2015

Total Value ($000): $333,756 (100.0% shares, 0.0% debt)

Holdings (41)

— DIRECTV 5.1%

Value ($000) $16,888 Shares 182,000 Est. Cost $85.01 Unrealized —

— Hudson City Bancorp, Inc. 4.9%

Value ($000) $16,377 Shares 1,657,541 Est. Cost $9.26 Unrealized —

— Dresser-Rand Group, Inc. 4.6%

Value ($000) $15,332 Shares 180,000 Est. Cost $82.46 Unrealized —

— Family Dollar Stores, Inc. 4.3%

Value ($000) $14,477 Shares 183,700 Est. Cost $79.17 Unrealized —

— Sigma-Aldrich Corporation 4.3%

Value ($000) $14,329 Shares 102,825 Est. Cost $137.74 Unrealized —

— Catamaran Corporation 4.3%

Value ($000) $14,219 Shares 232,800 Est. Cost $61.08 Unrealized —

— City National Corporation 4.1%

Value ($000) $13,694 Shares 151,500 Est. Cost $89.08 Unrealized —

— ANN Inc. 4.1%

Value ($000) $13,521 Shares 280,000 Est. Cost $48.29 Unrealized —

— Susquehanna Bancshares, Inc. 3.9%

Value ($000) $12,920 Shares 915,000 Est. Cost $13.49 Unrealized —

— Advent Software, Inc. 3.8%

Value ($000) $12,600 Shares 285,000 Est. Cost $44.21 Unrealized —

— Freescale Semiconductor Ltd. 3.7%

Value ($000) $12,471 Shares 312,000 Est. Cost $40.76 Unrealized —

— Hospira, Inc. 3.6%

Value ($000) $11,976 Shares 135,000 Est. Cost $87.84 Unrealized —

— Polypore International, Inc. 3.6%

Value ($000) $11,970 Shares 199,895 Est. Cost $58.90 Unrealized —

— Rosetta Resources Inc. 3.5%

Value ($000) $11,593 Shares 501,000 Est. Cost $23.14 Unrealized —

— HCC Insurance Holdings, Inc. 3.5%

Value ($000) $11,526 Shares 150,000 Est. Cost $76.84 Unrealized —

— Altera Corporation 3.5%

Value ($000) $11,520 Shares 225,000 Est. Cost $51.20 Unrealized —

— Rally Software Development Cor 3.2%

Value ($000) $10,714 Shares 550,844 Est. Cost $19.45 Unrealized —

— IGATE Corporation 3.2%

Value ($000) $10,601 Shares 222,300 Est. Cost $47.69 Unrealized —

— Omnicare, Inc. 3.1%

Value ($000) $10,367 Shares 110,000 Est. Cost $94.25 Unrealized —

— Broadcom Corporation 3.1%

Value ($000) $10,298 Shares 200,000 Est. Cost $51.49 Unrealized —

— RTI International Metals, Inc. 3.0%

Value ($000) $9,960 Shares 316,000 Est. Cost $35.91 Unrealized —

— National Interstate Corporatio 2.6%

Value ($000) $8,815 Shares 322,669 Est. Cost $26.81 Unrealized —

— KYTHERA Biopharmaceuticals, In 2.6%

Value ($000) $8,552 Shares 113,556 Est. Cost $75.31 Unrealized —

— Micrel, Incorporated 2.5%

Value ($000) $8,340 Shares 600,000 Est. Cost $13.90 Unrealized —

— NorthStar Realty Finance Corp. 2.2%

Value ($000) $7,390 Shares 464,760 Est. Cost $15.90 Unrealized —

— Geeknet Inc. 1.7%

Value ($000) $5,725 Shares 287,087 Est. Cost $19.94 Unrealized —

— Informatica Corp 1.7%

Value ($000) $5,574 Shares 115,000 Est. Cost $48.47 Unrealized —

— Excel Trust, Inc. 1.7%

Value ($000) $5,519 Shares 350,000 Est. Cost $15.77 Unrealized —

— GrafTech International Ltd. 1.5%

Value ($000) $4,960 Shares 1,000,000 Est. Cost $4.96 Unrealized —

— Levy Aquisition Corp 1.3%

Value ($000) $4,499 Shares 295,600 Est. Cost $13.15 Unrealized —

— Fiat Chrysler Automobiles NV 1.3%

Value ($000) $4,359 Shares 300,000 Est. Cost $16.31 Unrealized —

MOS MOSAIC CO (THE) 0.4%

Value ($000) $1,170 Shares 24,970 Est. Cost $36.35 Unrealized +0.9%

— ETFS PALLADIUM TRUST 0.2%

Value ($000) $598 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 —

WMB WILLIAMS COS INC 0.0%

Value ($000) $128 Shares 2,250 Est. Cost $18.03 Unrealized +55.7%

XEL XCEL ENERGY INC 0.0%

Value ($000) $85 Shares 2,625 Est. Cost $19.78 Unrealized +21.6%

— OUTFRONT MEDIA INC 0.0%

Value ($000) $71 Shares 2,804 Est. Cost $26.64 Unrealized —

PM PHILIP MORRIS INTERNATIONAL 0.0%

Value ($000) $58 Shares 725 Est. Cost $49.85 Unrealized -3.1%

MO ALTRIA GROUP INC 0.0%

Value ($000) $36 Shares 725 Est. Cost $16.28 Unrealized +55.2%

— 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
—	DIRECTV	182,000	$16,888	5.1%	$85.01	—	COM	25490A309
—	Hudson City Bancorp, Inc.	1,657,541	$16,377	4.9%	$9.26	—	COM	443683107
—	Dresser-Rand Group, Inc.	180,000	$15,332	4.6%	$82.46	—	COM	261608103
—	Family Dollar Stores, Inc.	183,700	$14,477	4.3%	$79.17	—	COM	307000109
—	Sigma-Aldrich Corporation	102,825	$14,329	4.3%	$137.74	—	COM	826552101
—	Catamaran Corporation	232,800	$14,219	4.3%	$61.08	—	COM	148887102
—	City National Corporation	151,500	$13,694	4.1%	$89.08	—	COM	178566105
—	ANN Inc.	280,000	$13,521	4.1%	$48.29	—	COM	35623107
—	Susquehanna Bancshares, Inc.	915,000	$12,920	3.9%	$13.49	—	COM	869099101
—	Advent Software, Inc.	285,000	$12,600	3.8%	$44.21	—	COM	7974108
—	Freescale Semiconductor Ltd.	312,000	$12,471	3.7%	$40.76	—	SHS	G3727Q101
—	Hospira, Inc.	135,000	$11,976	3.6%	$87.84	—	COM	441060100
—	Polypore International, Inc.	199,895	$11,970	3.6%	$58.90	—	COM	73179V103
—	Rosetta Resources Inc.	501,000	$11,593	3.5%	$23.14	—	COM	777779307
—	HCC Insurance Holdings, Inc.	150,000	$11,526	3.5%	$76.84	—	COM	404132102
—	Altera Corporation	225,000	$11,520	3.5%	$51.20	—	COM	21441100
—	Rally Software Development Cor	550,844	$10,714	3.2%	$19.45	—	COM	751198102
—	IGATE Corporation	222,300	$10,601	3.2%	$47.69	—	COM	45169U105
—	Omnicare, Inc.	110,000	$10,367	3.1%	$94.25	—	COM	681904108
—	Broadcom Corporation	200,000	$10,298	3.1%	$51.49	—	CL A	111320107
—	RTI International Metals, Inc.	316,000	$9,960	3.0%	$35.91	—	COM	74973W107
—	National Interstate Corporatio	322,669	$8,815	2.6%	$26.81	—	COM	63654u100
—	KYTHERA Biopharmaceuticals, In	113,556	$8,552	2.6%	$75.31	—	COM	501570105
—	Micrel, Incorporated	600,000	$8,340	2.5%	$13.90	—	COM	594793101
—	NorthStar Realty Finance Corp.	464,760	$7,390	2.2%	$15.90	—	COM NEW	66704r100
—	Geeknet Inc.	287,087	$5,725	1.7%	$19.94	—	COM NEW	36846Q203
—	Informatica Corp	115,000	$5,574	1.7%	$48.47	—	COM	45666q102
—	Excel Trust, Inc.	350,000	$5,519	1.7%	$15.77	—	COM	30068C109
—	GrafTech International Ltd.	1,000,000	$4,960	1.5%	$4.96	—	COM	384313102
—	Levy Aquisition Corp	295,600	$4,499	1.3%	$13.15	—	COM	52748T104
—	Fiat Chrysler Automobiles NV	300,000	$4,359	1.3%	$16.31	—	SHS	N31738102
MOS	MOSAIC CO (THE)	24,970	$1,170	0.4%	$36.35	+0.9%	COM	61945C103
—	ETFS PALLADIUM TRUST	9,189	$598	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
WMB	WILLIAMS COS INC	2,250	$128	0.0%	$18.03	+55.7%	COM	969457100
XEL	XCEL ENERGY INC	2,625	$85	0.0%	$19.78	+21.6%	COM	98389B100
—	OUTFRONT MEDIA INC	2,804	$71	0.0%	$26.64	—	COM	69007J106
PM	PHILIP MORRIS INTERNATIONAL	725	$58	0.0%	$49.85	-3.1%	COM	718172109
MO	ALTRIA GROUP INC	725	$36	0.0%	$16.28	+55.2%	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