LONGFELLOW INVESTMENT MANAGEMENT CO LLC Quant / Systematic

CIK: 0001167487 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Oct 21, 2016

Total Value ($000): $286,666 (100.0% shares, 0.0% debt)

Holdings (41)

KLAC KLA-Tencor Corporation 4.4%

Value ($000) $12,548 Shares 180,000 Est. Cost $60.88 Unrealized +1.0%

— Piedmont Natural Gas Company, 4.2%

Value ($000) $12,138 Shares 202,162 Est. Cost $60.10 Unrealized —

— LinkedIn Corporation 4.2%

Value ($000) $12,079 Shares 63,200 Est. Cost $189.39 Unrealized —

— St. Jude Medical, Inc. 3.9%

Value ($000) $11,166 Shares 140,000 Est. Cost $78.25 Unrealized —

— inContact Inc. 3.8%

Value ($000) $10,999 Shares 786,787 Est. Cost $13.86 Unrealized —

— CST Brands, Inc. 3.8%

Value ($000) $10,777 Shares 224,100 Est. Cost $48.09 Unrealized —

— Fleetmatics Group Plc 3.7%

Value ($000) $10,742 Shares 179,175 Est. Cost $59.95 Unrealized —

— Astoria Financial Corporation 3.7%

Value ($000) $10,550 Shares 722,570 Est. Cost $15.72 Unrealized —

— PrivateBancorp, Inc. 3.6%

Value ($000) $10,332 Shares 225,000 Est. Cost $45.08 Unrealized —

— The WhiteWave Foods Company 3.5%

Value ($000) $10,146 Shares 186,399 Est. Cost $54.43 Unrealized —

— Medivation Inc. 3.5%

Value ($000) $9,984 Shares 122,507 Est. Cost $81.50 Unrealized —

— Envision Healthcare Holdings, 3.4%

Value ($000) $9,799 Shares 440,000 Est. Cost $22.27 Unrealized —

— American Capital Ltd. 3.4%

Value ($000) $9,723 Shares 574,966 Est. Cost $16.91 Unrealized —

— Cepheid 3.3%

Value ($000) $9,484 Shares 180,000 Est. Cost $52.69 Unrealized —

— Raptor Pharmaceutical Corporat 3.3%

Value ($000) $9,460 Shares 1,054,678 Est. Cost $8.97 Unrealized —

— Virgin America Inc. 3.3%

Value ($000) $9,364 Shares 175,000 Est. Cost $55.90 Unrealized —

— Starz - Cl A 3.3%

Value ($000) $9,357 Shares 300,000 Est. Cost $31.19 Unrealized —

— ITC Holdings Corporation 3.2%

Value ($000) $9,296 Shares 200,000 Est. Cost $46.48 Unrealized —

— Carmike Cinemas, Inc. 3.1%

Value ($000) $8,977 Shares 274,600 Est. Cost $32.69 Unrealized —

— Cardinal Financial Corp. 3.1%

Value ($000) $8,945 Shares 342,864 Est. Cost $26.09 Unrealized —

— Post Properties, Inc. 2.9%

Value ($000) $8,339 Shares 126,100 Est. Cost $66.13 Unrealized —

— Media General, Inc. 2.8%

Value ($000) $7,962 Shares 432,000 Est. Cost $16.31 Unrealized —

— Cynapsus Therapeutics, Inc. 2.5%

Value ($000) $7,040 Shares 175,000 Est. Cost $40.23 Unrealized —

— NetSuite Inc. 2.4%

Value ($000) $6,813 Shares 61,549 Est. Cost $110.69 Unrealized —

— Alere, Inc. 2.3%

Value ($000) $6,702 Shares 155,000 Est. Cost $50.61 Unrealized —

— Quintiles Transnational Holdin 2.1%

Value ($000) $6,071 Shares 74,897 Est. Cost $81.06 Unrealized —

— National Interstate Corporatio 2.1%

Value ($000) $6,047 Shares 185,892 Est. Cost $26.81 Unrealized —

— AVG Technologies N.V. 1.7%

Value ($000) $4,790 Shares 191,526 Est. Cost $25.01 Unrealized —

— Rackspace Hosting, Inc. 1.7%

Value ($000) $4,753 Shares 150,000 Est. Cost $31.69 Unrealized —

— AEP Industries Inc. 1.4%

Value ($000) $3,970 Shares 36,300 Est. Cost $109.37 Unrealized —

— Cvent, Inc. 1.4%

Value ($000) $3,964 Shares 125,000 Est. Cost $35.72 Unrealized —

— Silicon Graphics International 1.3%

Value ($000) $3,829 Shares 497,273 Est. Cost $7.70 Unrealized —

— Skullcandy Inc. 0.8%

Value ($000) $2,347 Shares 370,148 Est. Cost $6.28 Unrealized —

— Hennessy Capital Acquisition C 0.7%

Value ($000) $1,960 Shares 200,000 Est. Cost $9.80 Unrealized —

— Alphabet Inc. Class C 0.7%

Value ($000) $1,944 Shares 2,501 Est. Cost $777.29 Unrealized —

— Dell Technologies Inc. 0.6%

Value ($000) $1,705 Shares 35,665 Est. Cost $47.81 Unrealized —

SJNK SPDR BARCLAYS SHORT TERM HIGH YIELD 0.3%

Value ($000) $795 Shares 28,700 Est. Cost $27.00 Unrealized —

— ETFS PALLADIUM TRUST 0.2%

Value ($000) $637 Shares 9,189 Est. Cost $64.63 Unrealized —

XLK Technology Select Sector SPDR 0.2%

Value ($000) $509 Shares 10,646 Est. Cost $44.09 Unrealized —

XLF Financial Select Sector SPDR 0.1%

Value ($000) $423 Shares 21,942 Est. Cost $22.78 Unrealized —

— Hennessy Capital Acquisition $ 0.1%

Value ($000) $200 Shares 500,000 Est. Cost $0.49 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
KLAC	KLA-Tencor Corporation	180,000	$12,548	4.4%	$60.88	+1.0%	COM	482480100
—	Piedmont Natural Gas Company,	202,162	$12,138	4.2%	$60.10	—	COM	720186105
—	LinkedIn Corporation	63,200	$12,079	4.2%	$189.39	—	COM CL A	53578A108
—	St. Jude Medical, Inc.	140,000	$11,166	3.9%	$78.25	—	COM	790849103
—	inContact Inc.	786,787	$10,999	3.8%	$13.86	—	COM	45336e109
—	CST Brands, Inc.	224,100	$10,777	3.8%	$48.09	—	COM	12646R105
—	Fleetmatics Group Plc	179,175	$10,742	3.7%	$59.95	—	COM	G35569105
—	Astoria Financial Corporation	722,570	$10,550	3.7%	$15.72	—	COM	046265104
—	PrivateBancorp, Inc.	225,000	$10,332	3.6%	$45.08	—	COM	742962103
—	The WhiteWave Foods Company	186,399	$10,146	3.5%	$54.43	—	COM	966244105
—	Medivation Inc.	122,507	$9,984	3.5%	$81.50	—	COM	58501n101
—	Envision Healthcare Holdings,	440,000	$9,799	3.4%	$22.27	—	COM	29413u103
—	American Capital Ltd.	574,966	$9,723	3.4%	$16.91	—	COM	02503Y103
—	Cepheid	180,000	$9,484	3.3%	$52.69	—	COM	15670R107
—	Raptor Pharmaceutical Corporat	1,054,678	$9,460	3.3%	$8.97	—	COM	75382F106
—	Virgin America Inc.	175,000	$9,364	3.3%	$55.90	—	COM VTG	92765X208
—	Starz - Cl A	300,000	$9,357	3.3%	$31.19	—	COM SER A	85571Q102
—	ITC Holdings Corporation	200,000	$9,296	3.2%	$46.48	—	COM	465685105
—	Carmike Cinemas, Inc.	274,600	$8,977	3.1%	$32.69	—	COM	143436400
—	Cardinal Financial Corp.	342,864	$8,945	3.1%	$26.09	—	COM	14149f109
—	Post Properties, Inc.	126,100	$8,339	2.9%	$66.13	—	COM	737464107
—	Media General, Inc.	432,000	$7,962	2.8%	$16.31	—	COM	58441K100
—	Cynapsus Therapeutics, Inc.	175,000	$7,040	2.5%	$40.23	—	COM PAR NO PAR	23257Y859
—	NetSuite Inc.	61,549	$6,813	2.4%	$110.69	—	COM	64118Q107
—	Alere, Inc.	155,000	$6,702	2.3%	$50.61	—	COM	01449J105
—	Quintiles Transnational Holdin	74,897	$6,071	2.1%	$81.06	—	COM	74876Y101
—	National Interstate Corporatio	185,892	$6,047	2.1%	$26.81	—	COM	63654u100
—	AVG Technologies N.V.	191,526	$4,790	1.7%	$25.01	—	SHS	N07831105
—	Rackspace Hosting, Inc.	150,000	$4,753	1.7%	$31.69	—	COM	750086100
—	AEP Industries Inc.	36,300	$3,970	1.4%	$109.37	—	COM	001031103
—	Cvent, Inc.	125,000	$3,964	1.4%	$35.72	—	COM	23247G109
—	Silicon Graphics International	497,273	$3,829	1.3%	$7.70	—	COM	82706L108
—	Skullcandy Inc.	370,148	$2,347	0.8%	$6.28	—	COM	83083J104
—	Hennessy Capital Acquisition C	200,000	$1,960	0.7%	$9.80	—	COM	42588J100
—	Alphabet Inc. Class C	2,501	$1,944	0.7%	$777.29	—	CAP STK CL C	02079k107
—	Dell Technologies Inc.	35,665	$1,705	0.6%	$47.81	—	COM CL V	24703L103
SJNK	SPDR BARCLAYS SHORT TERM HIGH YIELD	28,700	$795	0.3%	$27.00	—	SHT TRM HGH YLD	78468R408
—	ETFS PALLADIUM TRUST	9,189	$637	0.2%	$64.63	—	SH BEN INT	26923A106
XLK	Technology Select Sector SPDR	10,646	$509	0.2%	$44.09	—	TECHNOLOGY	81369Y803
XLF	Financial Select Sector SPDR	21,942	$423	0.1%	$22.78	—	SBI INT-FINL	81369Y605
—	Hennessy Capital Acquisition $	500,000	$200	0.1%	$0.49	—	*W EXP 07/28/202	42588J118