Freshford Capital Management, LLC Quant / Systematic

CIK: 0001459270 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value ($000): $734,996 (100.0% shares, 0.0% debt)

Holdings (37)

— SANDISK CORP 9.1%

Value ($000) $66,742 Shares 681,389 Est. Cost $61.62 Unrealized —

STZ CONSTELLATION BRANDS INC 8.4%

Value ($000) $62,083 Shares 712,294 Est. Cost $43.15 Unrealized +72.5%

— DREAMWORKS ANIMATION SKG INC 6.7%

Value ($000) $49,323 Shares 1,808,696 Est. Cost $28.62 Unrealized —

— LIBERTY INTERACTIVE CORP 5.6%

Value ($000) $41,134 Shares 1,442,303 Est. Cost $26.04 Unrealized —

— VERINT SYS INC 5.2%

Value ($000) $38,341 Shares 689,471 Est. Cost $37.09 Unrealized —

LNG CHENIERE ENERGY INC 4.3%

Value ($000) $31,628 Shares 395,196 Est. Cost $70.92 Unrealized +7.5%

AIG AMERICAN INTL GROUP INC 4.3%

Value ($000) $31,443 Shares 582,058 Est. Cost $33.51 Unrealized +24.7%

— SOLARWINDS INC 4.1%

Value ($000) $30,188 Shares 717,896 Est. Cost $38.27 Unrealized —

— PROGRESSIVE WASTE SOLUTIONS 3.6%

Value ($000) $26,227 Shares 1,017,727 Est. Cost $22.97 Unrealized —

— TWENTY FIRST CENTY FOX INC 3.5%

Value ($000) $25,821 Shares 753,000 Est. Cost $34.29 Unrealized —

— AIR METHODS CORP 3.5%

Value ($000) $25,553 Shares 460,000 Est. Cost — Unrealized —

— SANDISK CORP 3.3%

Value ($000) $24,488 Shares 250,000 Est. Cost $61.62 Unrealized —

— ZYNGA INC 3.2%

Value ($000) $23,821 Shares 8,822,648 Est. Cost $3.59 Unrealized —

— BABCOCK & WILCOX CO NEW 2.8%

Value ($000) $20,790 Shares 750,791 Est. Cost $31.02 Unrealized —

FDX FEDEX CORP 2.8%

Value ($000) $20,537 Shares 127,203 Est. Cost $91.26 Unrealized +41.4%

— CITRIX SYS INC 2.8%

Value ($000) $20,455 Shares 286,718 Est. Cost $57.44 Unrealized —

TKR TIMKEN CO 2.3%

Value ($000) $17,083 Shares 403,000 Est. Cost $46.02 Unrealized 0.0%

— DSW INC 2.3%

Value ($000) $17,067 Shares 566,814 Est. Cost $30.11 Unrealized —

A AGILENT TECHNOLOGIES INC 2.3%

Value ($000) $16,581 Shares 291,000 Est. Cost $36.49 Unrealized +2.0%

— INTRALINKS HLDGS INC 2.2%

Value ($000) $16,169 Shares 1,996,173 Est. Cost $7.29 Unrealized —

— WALGREEN CO 2.1%

Value ($000) $15,766 Shares 266,000 Est. Cost $59.27 Unrealized —

MLM MARTIN MARIETTA MATLS INC 2.1%

Value ($000) $15,151 Shares 117,500 Est. Cost $117.60 Unrealized 0.0%

— KCG HLDGS INC 1.7%

Value ($000) $12,322 Shares 1,216,322 Est. Cost $10.79 Unrealized —

— INFOBLOX INC 1.4%

Value ($000) $10,313 Shares 699,189 Est. Cost $13.15 Unrealized —

— INFORMATICA CORP 1.3%

Value ($000) $9,587 Shares 280,000 Est. Cost $34.24 Unrealized —

— LIBERTY MEDIA CORP DELAWARE 1.3%

Value ($000) $9,436 Shares 200,000 Est. Cost $47.18 Unrealized —

— PHI INC 1.2%

Value ($000) $8,891 Shares 216,086 Est. Cost $35.73 Unrealized —

NWSA NEWS CORP NEW 1.1%

Value ($000) $7,901 Shares 483,236 Est. Cost $14.46 Unrealized +6.8%

— OCWEN FINL CORP 1.0%

Value ($000) $7,505 Shares 286,656 Est. Cost $37.83 Unrealized —

— MILLENNIAL MEDIA INC 1.0%

Value ($000) $7,339 Shares 3,945,811 Est. Cost $5.91 Unrealized —

— THE ADT CORPORATION 1.0%

Value ($000) $7,092 Shares 200,000 Est. Cost — Unrealized —

— ACXIOM CORP 1.0%

Value ($000) $7,042 Shares 425,467 Est. Cost $23.06 Unrealized —

NWS NEWS CORP NEW 0.6%

Value ($000) $4,153 Shares 257,438 Est. Cost $14.84 Unrealized +1.9%

CDNS CADENCE DESIGN SYSTEM INC 0.5%

Value ($000) $3,490 Shares 202,822 Est. Cost $14.85 Unrealized +16.9%

— DIAMOND RESORTS INTL INC 0.3%

Value ($000) $1,958 Shares 86,030 Est. Cost $22.76 Unrealized —

KOPN KOPIN CORP 0.1%

Value ($000) $1,039 Shares 305,626 Est. Cost $3.45 Unrealized +4.3%

— ACXIOM CORP 0.1%

Value ($000) $537 Shares 32,400 Est. Cost $23.06 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SANDISK CORP	681,389	$66,742	9.1%	$61.62	—	COM	80004C101
STZ	CONSTELLATION BRANDS INC	712,294	$62,083	8.4%	$43.15	+72.5%	CL A	21036P108
—	DREAMWORKS ANIMATION SKG INC	1,808,696	$49,323	6.7%	$28.62	—	CL A	26153C103
—	LIBERTY INTERACTIVE CORP	1,442,303	$41,134	5.6%	$26.04	—	INT COM SER A	53071M104
—	VERINT SYS INC	689,471	$38,341	5.2%	$37.09	—	COM	92343X100
LNG	CHENIERE ENERGY INC	395,196	$31,628	4.3%	$70.92	+7.5%	COM NEW	16411R208
AIG	AMERICAN INTL GROUP INC	582,058	$31,443	4.3%	$33.51	+24.7%	COM NEW	026874784
—	SOLARWINDS INC	717,896	$30,188	4.1%	$38.27	—	COM	83416B109
—	PROGRESSIVE WASTE SOLUTIONS	1,017,727	$26,227	3.6%	$22.97	—	COM	74339G101
—	TWENTY FIRST CENTY FOX INC	753,000	$25,821	3.5%	$34.29	—	CL A	90130A101
—	AIR METHODS CORP	460,000	$25,553	3.5%	—	—	Put	009128307
—	SANDISK CORP	250,000	$24,488	3.3%	$61.62	—	Call	80004C101
—	ZYNGA INC	8,822,648	$23,821	3.2%	$3.59	—	CL A	98986T108
—	BABCOCK & WILCOX CO NEW	750,791	$20,790	2.8%	$31.02	—	COM	05615F102
FDX	FEDEX CORP	127,203	$20,537	2.8%	$91.26	+41.4%	COM	31428X106
—	CITRIX SYS INC	286,718	$20,455	2.8%	$57.44	—	COM	177376100
TKR	TIMKEN CO	403,000	$17,083	2.3%	$46.02	0.0%	COM	887389104
—	DSW INC	566,814	$17,067	2.3%	$30.11	—	CL A	23334L102
A	AGILENT TECHNOLOGIES INC	291,000	$16,581	2.3%	$36.49	+2.0%	COM	00846U101
—	INTRALINKS HLDGS INC	1,996,173	$16,169	2.2%	$7.29	—	COM	46118H104
—	WALGREEN CO	266,000	$15,766	2.1%	$59.27	—	COM	931422109
MLM	MARTIN MARIETTA MATLS INC	117,500	$15,151	2.1%	$117.60	0.0%	COM	573284106
—	KCG HLDGS INC	1,216,322	$12,322	1.7%	$10.79	—	CL A	48244B100
—	INFOBLOX INC	699,189	$10,313	1.4%	$13.15	—	COM	45672H104
—	INFORMATICA CORP	280,000	$9,587	1.3%	$34.24	—	COM	45666Q102
—	LIBERTY MEDIA CORP DELAWARE	200,000	$9,436	1.3%	$47.18	—	CL A	531229102
—	PHI INC	216,086	$8,891	1.2%	$35.73	—	COM NON VTG	69336T205
NWSA	NEWS CORP NEW	483,236	$7,901	1.1%	$14.46	+6.8%	CL A	65249B109
—	OCWEN FINL CORP	286,656	$7,505	1.0%	$37.83	—	COM NEW	675746309
—	MILLENNIAL MEDIA INC	3,945,811	$7,339	1.0%	$5.91	—	COM	60040N105
—	THE ADT CORPORATION	200,000	$7,092	1.0%	—	—	Call	00101J106
—	ACXIOM CORP	425,467	$7,042	1.0%	$23.06	—	COM	005125109
NWS	NEWS CORP NEW	257,438	$4,153	0.6%	$14.84	+1.9%	CL B	65249B208
CDNS	CADENCE DESIGN SYSTEM INC	202,822	$3,490	0.5%	$14.85	+16.9%	COM	127387108
—	DIAMOND RESORTS INTL INC	86,030	$1,958	0.3%	$22.76	—	COM	25272T104
KOPN	KOPIN CORP	305,626	$1,039	0.1%	$3.45	+4.3%	COM	500600101
—	ACXIOM CORP	32,400	$537	0.1%	$23.06	—	Call	005125109