Freshford Capital Management, LLC Quant / Systematic

CIK: 0001459270 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 14, 2015

Total Value ($000): $629,685 (100.0% shares, 0.0% debt)

Holdings (32)

— WEBMD HEALTH CORP 11.2%

Value ($000) $70,606 Shares 1,594,539 Est. Cost $40.84 Unrealized —

STZ CONSTELLATION BRANDS INC 7.9%

Value ($000) $49,539 Shares 426,988 Est. Cost $45.87 Unrealized +120.7%

APD AIR PRODS & CHEMS INC 6.4%

Value ($000) $40,532 Shares 296,215 Est. Cost $97.31 Unrealized +7.8%

— KLX INC 6.1%

Value ($000) $38,251 Shares 866,773 Est. Cost $40.87 Unrealized —

AIG AMERICAN INTL GROUP INC 5.1%

Value ($000) $32,120 Shares 519,574 Est. Cost $33.51 Unrealized +35.8%

AWI ARMSTRONG WORLD INDS INC NEW 4.5%

Value ($000) $28,277 Shares 530,722 Est. Cost $50.06 Unrealized +3.6%

— MEDASSETS INC 4.4%

Value ($000) $27,750 Shares 1,257,908 Est. Cost $19.12 Unrealized —

— INTRALINKS HLDGS INC 4.3%

Value ($000) $27,286 Shares 2,291,010 Est. Cost $7.74 Unrealized —

— INFORMATICA CORP 3.9%

Value ($000) $24,533 Shares 506,141 Est. Cost $41.13 Unrealized —

— STARWOOD HOTELS&RESORTS WRLD 3.5%

Value ($000) $21,802 Shares 268,857 Est. Cost $83.50 Unrealized —

— TWENTY FIRST CENTY FOX INC 3.2%

Value ($000) $20,328 Shares 624,588 Est. Cost $33.66 Unrealized —

— HOMEAWAY INC 3.2%

Value ($000) $20,228 Shares 650,000 Est. Cost $30.17 Unrealized —

OC OWENS CORNING NEW 2.7%

Value ($000) $17,002 Shares 412,161 Est. Cost $35.46 Unrealized +15.6%

— VERINT SYS INC 2.7%

Value ($000) $16,794 Shares 276,466 Est. Cost $39.07 Unrealized —

DEO DIAGEO P L C 2.6%

Value ($000) $16,351 Shares 140,910 Est. Cost $116.04 Unrealized —

— INSYS THERAPEUTICS INC NEW 2.6%

Value ($000) $16,258 Shares 452,600 Est. Cost — Unrealized —

— JUNIPER NETWORKS INC 2.5%

Value ($000) $15,659 Shares 602,986 Est. Cost $22.32 Unrealized —

— SANDISK CORP 2.3%

Value ($000) $14,555 Shares 250,000 Est. Cost — Unrealized —

FOSL FOSSIL GROUP INC 1.9%

Value ($000) $12,238 Shares 176,438 Est. Cost $92.00 Unrealized -15.6%

— LIONS GATE ENTMNT CORP 1.9%

Value ($000) $12,189 Shares 329,000 Est. Cost $37.05 Unrealized —

— MILLENNIAL MEDIA INC 1.9%

Value ($000) $11,864 Shares 7,323,190 Est. Cost $3.56 Unrealized —

— ZYNGA INC 1.8%

Value ($000) $11,628 Shares 4,065,740 Est. Cost $3.59 Unrealized —

— MARKET VECTORS ETF TR 1.8%

Value ($000) $11,544 Shares 650,000 Est. Cost — Unrealized —

— FTD COS INC 1.7%

Value ($000) $10,435 Shares 370,177 Est. Cost $28.19 Unrealized —

— HOMEAWAY INC 1.6%

Value ($000) $9,910 Shares 318,432 Est. Cost $30.17 Unrealized —

— PHI INC 1.5%

Value ($000) $9,424 Shares 313,924 Est. Cost $33.67 Unrealized —

— LIVEPERSON INC 1.4%

Value ($000) $8,754 Shares 892,413 Est. Cost $9.81 Unrealized —

— LIBERTY INTERACTIVE CORP 1.2%

Value ($000) $7,669 Shares 276,349 Est. Cost $26.04 Unrealized —

— COMMUNICATIONS SALES&LEAS IN 1.2%

Value ($000) $7,416 Shares 300,000 Est. Cost $24.72 Unrealized —

TV GRUPO TELEVISA SA 1.2%

Value ($000) $7,337 Shares 188,998 Est. Cost $38.82 Unrealized —

— AON PLC 1.1%

Value ($000) $6,978 Shares 70,000 Est. Cost $99.69 Unrealized —

— WEBMD HEALTH CORP 0.7%

Value ($000) $4,428 Shares 100,000 Est. Cost $40.84 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	WEBMD HEALTH CORP	1,594,539	$70,606	11.2%	$40.84	—	COM	94770V102
STZ	CONSTELLATION BRANDS INC	426,988	$49,539	7.9%	$45.87	+120.7%	CL A	21036P108
APD	AIR PRODS & CHEMS INC	296,215	$40,532	6.4%	$97.31	+7.8%	COM	009158106
—	KLX INC	866,773	$38,251	6.1%	$40.87	—	COM	482539103
AIG	AMERICAN INTL GROUP INC	519,574	$32,120	5.1%	$33.51	+35.8%	COM NEW	026874784
AWI	ARMSTRONG WORLD INDS INC NEW	530,722	$28,277	4.5%	$50.06	+3.6%	COM	04247X102
—	MEDASSETS INC	1,257,908	$27,750	4.4%	$19.12	—	COM	584045108
—	INTRALINKS HLDGS INC	2,291,010	$27,286	4.3%	$7.74	—	COM	46118H104
—	INFORMATICA CORP	506,141	$24,533	3.9%	$41.13	—	COM	45666Q102
—	STARWOOD HOTELS&RESORTS WRLD	268,857	$21,802	3.5%	$83.50	—	COM	85590A401
—	TWENTY FIRST CENTY FOX INC	624,588	$20,328	3.2%	$33.66	—	CL A	90130A101
—	HOMEAWAY INC	650,000	$20,228	3.2%	$30.17	—	Call	43739Q100
OC	OWENS CORNING NEW	412,161	$17,002	2.7%	$35.46	+15.6%	COM	690742101
—	VERINT SYS INC	276,466	$16,794	2.7%	$39.07	—	COM	92343X100
DEO	DIAGEO P L C	140,910	$16,351	2.6%	$116.04	—	SPON ADR NEW	25243Q205
—	INSYS THERAPEUTICS INC NEW	452,600	$16,258	2.6%	—	—	Put	45824V209
—	JUNIPER NETWORKS INC	602,986	$15,659	2.5%	$22.32	—	COM	48203R104
—	SANDISK CORP	250,000	$14,555	2.3%	—	—	Call	80004C101
FOSL	FOSSIL GROUP INC	176,438	$12,238	1.9%	$92.00	-15.6%	COM	34988V106
—	LIONS GATE ENTMNT CORP	329,000	$12,189	1.9%	$37.05	—	COM NEW	535919203
—	MILLENNIAL MEDIA INC	7,323,190	$11,864	1.9%	$3.56	—	COM	60040N105
—	ZYNGA INC	4,065,740	$11,628	1.8%	$3.59	—	CL A	98986T108
—	MARKET VECTORS ETF TR	650,000	$11,544	1.8%	—	—	Call	57060U100
—	FTD COS INC	370,177	$10,435	1.7%	$28.19	—	COM	30281V108
—	HOMEAWAY INC	318,432	$9,910	1.6%	$30.17	—	COM	43739Q100
—	PHI INC	313,924	$9,424	1.5%	$33.67	—	COM NON VTG	69336T205
—	LIVEPERSON INC	892,413	$8,754	1.4%	$9.81	—	COM	538146101
—	LIBERTY INTERACTIVE CORP	276,349	$7,669	1.2%	$26.04	—	QVC GP COM SER A	53071M104
—	COMMUNICATIONS SALES&LEAS IN	300,000	$7,416	1.2%	$24.72	—	COM	20341J104
TV	GRUPO TELEVISA SA	188,998	$7,337	1.2%	$38.82	—	SPON ADR REP ORD	40049J206
—	AON PLC	70,000	$6,978	1.1%	$99.69	—	SHS CL A	G0408V102
—	WEBMD HEALTH CORP	100,000	$4,428	0.7%	$40.84	—	Call	94770V102