LONGFELLOW INVESTMENT MANAGEMENT CO LLC Quant / Systematic

CIK: 0001167487 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $326,875 (100.0% shares, 0.0% debt)

Holdings (124)

CHURCHILL CAP CORP II 5.0%
Value ($000) $16,247 Shares 1,333,947 Est. Cost $10.34 Unrealized
JUNIPER INDL HLDGS INC 4.4%
Value ($000) $14,285 Shares 1,386,936 Est. Cost $10.18 Unrealized
CC NEUBERGER PRINCIPAL HLDNG 3.3%
Value ($000) $10,758 Shares 1,014,916 Est. Cost $10.60 Unrealized
HAYMAKER ACQUISITION CORP II 3.2%
Value ($000) $10,549 Shares 963,358 Est. Cost $10.26 Unrealized
GORES HLDGS IV INC 3.2%
Value ($000) $10,441 Shares 1,003,900 Est. Cost $10.45 Unrealized
HENNESSY CAP ACQUSTION CORP 3.0%
Value ($000) $9,929 Shares 863,413 Est. Cost $10.29 Unrealized
CHURCHILL CAP CORP III 3.0%
Value ($000) $9,683 Shares 856,125 Est. Cost $10.15 Unrealized
IPOC/U SOCIAL CAP HEDSPIA HLDG CO I 2.9%
Value ($000) $9,437 Shares 795,000 Est. Cost $11.87 Unrealized
LANDCADIA HLDGS II INC 2.8%
Value ($000) $9,275 Shares 537,382 Est. Cost $10.03 Unrealized
IPOB/U SOCIAL CAP HDOSPHIA HLDG CO 2.5%
Value ($000) $8,132 Shares 647,469 Est. Cost $12.56 Unrealized
FLYING EAGLE ACQUISITION COR 2.2%
Value ($000) $7,243 Shares 621,744 Est. Cost $10.39 Unrealized
DMY TECHNOLOGY GROUP INC 2.1%
Value ($000) $6,922 Shares 654,241 Est. Cost $10.12 Unrealized
OAKTREE ACQUISITION CORP 2.1%
Value ($000) $6,709 Shares 627,000 Est. Cost $10.16 Unrealized
SOUTH MTN MERGER CORP 2.0%
Value ($000) $6,514 Shares 614,571 Est. Cost $10.18 Unrealized
CIIG MERGER CORP 1.9%
Value ($000) $6,102 Shares 595,299 Est. Cost $10.11 Unrealized
JWS/U JAWS ACQUISITION CORP 1.8%
Value ($000) $5,914 Shares 567,050 Est. Cost $10.43 Unrealized
LONGVIEW ACQUISITION CORP 1.8%
Value ($000) $5,894 Shares 583,564 Est. Cost $10.10 Unrealized
KENSINGTON CAP ACQUISITION C 1.7%
Value ($000) $5,688 Shares 567,666 Est. Cost $10.02 Unrealized
HUDSON EXECUTIVE INVT CORP 1.7%
Value ($000) $5,663 Shares 552,500 Est. Cost $10.25 Unrealized
COLLIER CREEK HOLDINGS 1.7%
Value ($000) $5,598 Shares 373,191 Est. Cost $10.36 Unrealized
FOLEY TRASIMENE ACQUISTN COR 1.7%
Value ($000) $5,467 Shares 512,375 Est. Cost $10.67 Unrealized
GORES METROPOULOS INC 1.7%
Value ($000) $5,405 Shares 479,974 Est. Cost $10.40 Unrealized
NEW PROVIDENCE ACQUISITION 1.6%
Value ($000) $5,224 Shares 495,166 Est. Cost $10.12 Unrealized
HEALTHCARE MERGER CORP 1.5%
Value ($000) $4,994 Shares 483,926 Est. Cost $10.31 Unrealized
TREB/U TREBIA ACQUISITION CORP 1.5%
Value ($000) $4,964 Shares 475,000 Est. Cost $10.45 Unrealized
EXPERIENCE INVT CORP 1.5%
Value ($000) $4,883 Shares 478,754 Est. Cost $10.01 Unrealized
CITIC CAPITAL ACQUISITION CO 1.5%
Value ($000) $4,858 Shares 483,402 Est. Cost $10.10 Unrealized
NOVUS CAP CORP 1.5%
Value ($000) $4,826 Shares 459,627 Est. Cost $10.50 Unrealized
CF FIN ACQUISITION CORP 1.5%
Value ($000) $4,811 Shares 411,176 Est. Cost $10.29 Unrealized
GX ACQUISITION CORP 1.5%
Value ($000) $4,793 Shares 461,355 Est. Cost $10.23 Unrealized
FINSERV ACQUISITION CORP 1.4%
Value ($000) $4,699 Shares 447,527 Est. Cost $10.22 Unrealized
FINTECH ACQUISITION CORP III 1.4%
Value ($000) $4,675 Shares 418,915 Est. Cost $10.68 Unrealized
COLLECTIVE GROWTH CORP 1.4%
Value ($000) $4,528 Shares 476,100 Est. Cost $9.51 Unrealized
CHP MERGER CORP 1.4%
Value ($000) $4,445 Shares 433,667 Est. Cost $10.18 Unrealized
ALUS ALUSSA ENERGY ACQUISITION CO 1.2%
Value ($000) $4,025 Shares 408,606 Est. Cost $9.85 Unrealized
THUNDER BRDG ACQUISTION II L 1.2%
Value ($000) $3,993 Shares 380,246 Est. Cost $10.18 Unrealized
GALILEO ACQUISITION CORP 1.2%
Value ($000) $3,950 Shares 381,998 Est. Cost $10.24 Unrealized
CONYERS PK II ACQUISITION CO 1.2%
Value ($000) $3,878 Shares 350,974 Est. Cost $10.39 Unrealized
APEX TECHNOLOGY ACQUISITION 1.2%
Value ($000) $3,811 Shares 331,937 Est. Cost $10.19 Unrealized
CRESCENT ACQUISITION CORP 1.1%
Value ($000) $3,584 Shares 328,771 Est. Cost $10.10 Unrealized
B RILEY PRIN MERGER CORP II 1.1%
Value ($000) $3,468 Shares 296,130 Est. Cost $11.71 Unrealized
CONYERS PK II ACQUISITION CO 1.1%
Value ($000) $3,465 Shares 288,718 Est. Cost $10.64 Unrealized
FAR PT ACQUISITION CORP 1.0%
Value ($000) $3,341 Shares 326,291 Est. Cost $10.22 Unrealized
ALUS/U ALUSSA ENERGY ACQUISITION CO 1.0%
Value ($000) $3,283 Shares 326,020 Est. Cost $10.07 Unrealized
UNION ACQUISITION CORP II 0.8%
Value ($000) $2,747 Shares 268,609 Est. Cost $10.19 Unrealized
RPLA/U REPLAY ACQUISITION CORP 0.8%
Value ($000) $2,539 Shares 238,837 Est. Cost $10.02 Unrealized
SJNK SPDR SER TR 0.7%
Value ($000) $2,401 Shares 95,283 Est. Cost $26.40 Unrealized
TRINE ACQUISITION CORP 0.7%
Value ($000) $2,389 Shares 228,619 Est. Cost $10.45 Unrealized
FINTECH ACQUISITION CORP III 0.6%
Value ($000) $2,085 Shares 165,919 Est. Cost $10.55 Unrealized
SUSTAINABLE OPPORTNTS ACQ CO 0.6%
Value ($000) $2,024 Shares 200,389 Est. Cost $10.10 Unrealized
PIVOTAL INVT CORP II 0.6%
Value ($000) $2,013 Shares 195,427 Est. Cost $10.18 Unrealized
AMPLITUDE HLTHCRE AQUSTIN CO 0.6%
Value ($000) $1,925 Shares 187,774 Est. Cost $10.25 Unrealized
SPARTAN ENERGY ACQUISITION C 0.6%
Value ($000) $1,901 Shares 172,046 Est. Cost $10.15 Unrealized
NETFIN ACQUISITION CORP 0.6%
Value ($000) $1,889 Shares 150,000 Est. Cost $10.09 Unrealized
DIAMONDPEAK HLDGS COR 0.6%
Value ($000) $1,854 Shares 168,194 Est. Cost $10.02 Unrealized
GS ACQUISITION HLDGS CORP II 0.6%
Value ($000) $1,841 Shares 175,200 Est. Cost $10.51 Unrealized
TRINE ACQUISITION CORP 0.5%
Value ($000) $1,769 Shares 159,374 Est. Cost $10.24 Unrealized
LIVE OAK ACQUISITION CORP 0.5%
Value ($000) $1,606 Shares 160,247 Est. Cost $10.02 Unrealized
STABLE RD ACQUISITION CORP 0.4%
Value ($000) $1,393 Shares 135,953 Est. Cost $10.03 Unrealized
OAKTREE ACQUISITION CORP 0.4%
Value ($000) $1,386 Shares 136,238 Est. Cost $9.98 Unrealized
INSURANCE ACQUISITION CORP 0.4%
Value ($000) $1,363 Shares 105,142 Est. Cost $10.07 Unrealized
AMPLITUDE HLTHCRE AQUSTIN CO 0.3%
Value ($000) $1,012 Shares 99,188 Est. Cost $10.07 Unrealized
UNION ACQUISITION CORP II 0.3%
Value ($000) $983 Shares 98,290 Est. Cost $10.00 Unrealized
GORES METROPOULOS INC 0.3%
Value ($000) $888 Shares 450,745 Est. Cost $1.46 Unrealized
FRANCHISE GROUP INC 0.3%
Value ($000) $875 Shares 40,000 Est. Cost $21.88 Unrealized
ACAMAR PARTNERS ACQSITION CO 0.3%
Value ($000) $856 Shares 81,568 Est. Cost $10.02 Unrealized
FINTECH ACQUISITION CORP III 0.2%
Value ($000) $711 Shares 308,965 Est. Cost $1.72 Unrealized
CF FIN ACQUISITION CORP 0.2%
Value ($000) $674 Shares 62,145 Est. Cost $10.37 Unrealized
GDYN GRID DYNAMICS HLDGS INC 0.2%
Value ($000) $621 Shares 90,000 Est. Cost $10.50 Unrealized -22.0%
HAYMAKER ACQUISITION CORP II 0.2%
Value ($000) $605 Shares 387,792 Est. Cost $1.50 Unrealized
GORES METROPOULOS INC 0.2%
Value ($000) $535 Shares 50,000 Est. Cost $10.08 Unrealized
SCVX CORP 0.2%
Value ($000) $518 Shares 50,000 Est. Cost $10.16 Unrealized
INSURANCE ACQUISITION CORP 0.2%
Value ($000) $495 Shares 33,004 Est. Cost $10.11 Unrealized
COLLIER CREEK HOLDINGS 0.1%
Value ($000) $488 Shares 35,600 Est. Cost $10.46 Unrealized
WHOLE EARTH BRANDS INC 0.1%
Value ($000) $484 Shares 59,978 Est. Cost $8.07 Unrealized
COLLIER CREEK HOLDINGS 0.1%
Value ($000) $479 Shares 147,515 Est. Cost $1.31 Unrealized
SCHULTZE SPL PURP ACQUSTN CO 0.1%
Value ($000) $462 Shares 45,183 Est. Cost $10.16 Unrealized
CONYERS PK II ACQUISITION CO 0.1%
Value ($000) $448 Shares 203,557 Est. Cost $1.87 Unrealized
NETFIN ACQUISITION CORP 0.1%
Value ($000) $395 Shares 238,645 Est. Cost $0.60 Unrealized
HENNESSY CAP ACQUSTION CORP 0.1%
Value ($000) $373 Shares 34,690 Est. Cost $10.18 Unrealized
TRINE ACQUISITION CORP 0.1%
Value ($000) $358 Shares 231,002 Est. Cost $1.38 Unrealized
LANDCADIA HLDGS II INC 0.1%
Value ($000) $300 Shares 55,516 Est. Cost $0.72 Unrealized
ARYA SCIENCES ACQUISTION CO 0.1%
Value ($000) $290 Shares 25,000 Est. Cost $11.60 Unrealized
CF FIN ACQUISITION CORP 0.1%
Value ($000) $284 Shares 210,386 Est. Cost $0.65 Unrealized
SILVER SPIKE ACQUISITION COR 0.1%
Value ($000) $270 Shares 26,261 Est. Cost $10.09 Unrealized
WRIGHT MED GROUP N V 0.1%
Value ($000) $255 Shares 8,582 Est. Cost $30.53 Unrealized
ANDINA ACQUISITION CORP III 0.1%
Value ($000) $253 Shares 22,956 Est. Cost $10.10 Unrealized
ACAMAR PARTNERS ACQSITION CO 0.1%
Value ($000) $234 Shares 179,230 Est. Cost $0.60 Unrealized
GX ACQUISITION CORP 0.1%
Value ($000) $218 Shares 198,514 Est. Cost $0.67 Unrealized
FAR PT ACQUISITION CORP 0.1%
Value ($000) $216 Shares 431,084 Est. Cost $0.73 Unrealized
UNION ACQUISITION CORP II 0.1%
Value ($000) $213 Shares 540,290 Est. Cost $0.39 Unrealized
ALUSSA ENERGY ACQUISITION CO 0.1%
Value ($000) $210 Shares 381,950 Est. Cost $0.55 Unrealized
FINSERV ACQUISITION CORP 0.1%
Value ($000) $210 Shares 200,000 Est. Cost $0.75 Unrealized
ALTG ALTA EQUIPMENT GROUP INC 0.1%
Value ($000) $194 Shares 25,000 Est. Cost $8.01 Unrealized -28.2%
LGL SYS ACQUISITION CORP 0.1%
Value ($000) $187 Shares 18,200 Est. Cost $10.05 Unrealized
FORUM MERGER II CORP 0.1%
Value ($000) $185 Shares 39,445 Est. Cost $0.47 Unrealized
LEGACY ACQUISITION CORP 0.1%
Value ($000) $173 Shares 352,210 Est. Cost $0.51 Unrealized
HENNESSY CAP ACQUSTION CORP 0.0%
Value ($000) $131 Shares 119,500 Est. Cost $0.48 Unrealized
PAE INC 0.0%
Value ($000) $123 Shares 51,168 Est. Cost $1.75 Unrealized
AMPLITUDE HLTHCRE AQUSTIN CO 0.0%
Value ($000) $96 Shares 93,887 Est. Cost $1.02 Unrealized
PAE INC 0.0%
Value ($000) $95 Shares 9,958 Est. Cost $8.50 Unrealized
UTI UNIVERSAL TECHNICAL INST INC 0.0%
Value ($000) $92 Shares 13,200 Est. Cost $7.08 Unrealized -7.3%
STABLE RD ACQUISITION CORP 0.0%
Value ($000) $92 Shares 150,000 Est. Cost $0.40 Unrealized
MAPSW SILVER SPIKE ACQUISITION COR 0.0%
Value ($000) $84 Shares 167,946 Est. Cost $0.51 Unrealized
VRT VERTIV HOLDINGS CO 0.0%
Value ($000) $81 Shares 6,000 Est. Cost $10.98 Unrealized +5.5%
MERIDA MERGER CORP I 0.0%
Value ($000) $75 Shares 150,000 Est. Cost $0.50 Unrealized
SHPSQ GALILEO ACQUISITION CORP 0.0%
Value ($000) $68 Shares 116,415 Est. Cost $0.20 Unrealized
AMCI ACQUISITION CORP 0.0%
Value ($000) $66 Shares 120,071 Est. Cost $0.55 Unrealized
REPLAY ACQUISITION CORP 0.0%
Value ($000) $61 Shares 67,300 Est. Cost $0.85 Unrealized
WHOLE EARTH BRANDS INC 0.0%
Value ($000) $57 Shares 50,000 Est. Cost $1.14 Unrealized
VERTIV HOLDINGS CO 0.0%
Value ($000) $56 Shares 14,136 Est. Cost $2.76 Unrealized
SCVX CORP 0.0%
Value ($000) $52 Shares 50,000 Est. Cost $0.70 Unrealized
THUNDER BRDG ACQUISTION II L 0.0%
Value ($000) $36 Shares 25,000 Est. Cost $1.44 Unrealized
CRESCENT ACQUISITION CORP 0.0%
Value ($000) $34 Shares 22,670 Est. Cost $0.64 Unrealized
GRID DYNAMICS HLDGS INC 0.0%
Value ($000) $32 Shares 20,000 Est. Cost $1.90 Unrealized
GTY TECHNOLOGY HOLDINGS INC 0.0%
Value ($000) $31 Shares 7,500 Est. Cost $8.80 Unrealized
NEW PROVIDENCE ACQUISITION 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $0.56 Unrealized
CMLS CUMULUS MEDIA INC 0.0%
Value ($000) $21 Shares 5,300 Est. Cost $15.03 Unrealized -69.6%
TH TARGET HOSPITALITY CORP 0.0%
Value ($000) $18 Shares 10,477 Est. Cost $10.09 Unrealized -80.8%
BIG ROCK PARTNERS ACQUISI CO 0.0%
Value ($000) $6 Shares 22,493 Est. Cost $0.50 Unrealized
ALTA EQUIPMENT GROUP INC 0.0%
Value ($000) $6 Shares 5,950 Est. Cost $0.84 Unrealized
BIG ROCK PARTNERS ACQUISI CO 0.0%
Value ($000) $5 Shares 11,300 Est. Cost $0.44 Unrealized
TARGET HOSPITALITY CORP 0.0%
Value ($000) $2 Shares 19,989 Est. Cost $1.03 Unrealized
VERTIV HOLDINGS CO 0.0%
Value ($000) $0 Shares 3 Est. Cost $333.33 Unrealized