Freshford Capital Management, LLC Quant / Systematic

CIK: 0001459270 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 16, 2015

Total Value ($000): $463,874 (100.0% shares, 0.0% debt)

Holdings (23)

— WEBMD HEALTH CORP 16.3%

Value ($000) $75,663 Shares 1,899,166 Est. Cost $40.68 Unrealized —

APD AIR PRODS & CHEMS INC 10.0%

Value ($000) $46,505 Shares 364,515 Est. Cost $97.51 Unrealized +0.9%

STZ CONSTELLATION BRANDS INC 8.4%

Value ($000) $39,072 Shares 312,054 Est. Cost $45.87 Unrealized +131.2%

— KLX INC 7.6%

Value ($000) $35,276 Shares 987,000 Est. Cost $40.25 Unrealized —

— MEDASSETS INC 6.5%

Value ($000) $29,981 Shares 1,494,581 Est. Cost $19.27 Unrealized —

— VERINT SYS INC 6.1%

Value ($000) $28,266 Shares 655,066 Est. Cost $41.43 Unrealized —

— TWENTY FIRST CENTY FOX INC 6.0%

Value ($000) $27,654 Shares 1,025,000 Est. Cost $31.05 Unrealized —

NTCT NETSCOUT SYS INC 5.9%

Value ($000) $27,143 Shares 767,400 Est. Cost $37.86 Unrealized 0.0%

— INTRALINKS HLDGS INC 4.3%

Value ($000) $19,814 Shares 2,390,169 Est. Cost $7.77 Unrealized —

AWI ARMSTRONG WORLD INDS INC NEW 3.7%

Value ($000) $17,321 Shares 362,815 Est. Cost $50.06 Unrealized +2.2%

AIG AMERICAN INTL GROUP INC 3.4%

Value ($000) $15,877 Shares 279,427 Est. Cost $33.51 Unrealized +40.8%

OC OWENS CORNING NEW 3.0%

Value ($000) $13,711 Shares 327,161 Est. Cost $35.46 Unrealized +24.3%

— FTD COS INC 2.9%

Value ($000) $13,368 Shares 448,588 Est. Cost $28.47 Unrealized —

— LIONS GATE ENTMNT CORP 2.4%

Value ($000) $11,171 Shares 303,544 Est. Cost $37.05 Unrealized —

— AON PLC 2.4%

Value ($000) $10,925 Shares 123,300 Est. Cost $94.90 Unrealized —

— MILLENNIAL MEDIA INC 2.3%

Value ($000) $10,696 Shares 6,111,990 Est. Cost $3.56 Unrealized —

— MARKET VECTORS ETF TR 1.9%

Value ($000) $8,931 Shares 650,000 Est. Cost — Unrealized —

— LIVEPERSON INC 1.7%

Value ($000) $7,753 Shares 1,025,613 Est. Cost $9.52 Unrealized —

— ZYNGA INC 1.4%

Value ($000) $6,434 Shares 2,821,740 Est. Cost $3.59 Unrealized —

— COMMUNICATIONS SALES&LEAS IN 1.4%

Value ($000) $6,368 Shares 355,750 Est. Cost $23.65 Unrealized —

— PHI INC 1.3%

Value ($000) $5,927 Shares 313,924 Est. Cost $33.67 Unrealized —

SSYS STRATASYS LTD 1.1%

Value ($000) $5,271 Shares 199,000 Est. Cost $30.87 Unrealized 0.0%

— MEDASSETS INC 0.2%

Value ($000) $747 Shares 37,200 Est. Cost $19.27 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	WEBMD HEALTH CORP	1,899,166	$75,663	16.3%	$40.68	—	COM	94770V102
APD	AIR PRODS & CHEMS INC	364,515	$46,505	10.0%	$97.51	+0.9%	COM	009158106
STZ	CONSTELLATION BRANDS INC	312,054	$39,072	8.4%	$45.87	+131.2%	CL A	21036P108
—	KLX INC	987,000	$35,276	7.6%	$40.25	—	COM	482539103
—	MEDASSETS INC	1,494,581	$29,981	6.5%	$19.27	—	COM	584045108
—	VERINT SYS INC	655,066	$28,266	6.1%	$41.43	—	COM	92343X100
—	TWENTY FIRST CENTY FOX INC	1,025,000	$27,654	6.0%	$31.05	—	CL A	90130A101
NTCT	NETSCOUT SYS INC	767,400	$27,143	5.9%	$37.86	0.0%	COM	64115T104
—	INTRALINKS HLDGS INC	2,390,169	$19,814	4.3%	$7.77	—	COM	46118H104
AWI	ARMSTRONG WORLD INDS INC NEW	362,815	$17,321	3.7%	$50.06	+2.2%	COM	04247X102
AIG	AMERICAN INTL GROUP INC	279,427	$15,877	3.4%	$33.51	+40.8%	COM NEW	026874784
OC	OWENS CORNING NEW	327,161	$13,711	3.0%	$35.46	+24.3%	COM	690742101
—	FTD COS INC	448,588	$13,368	2.9%	$28.47	—	COM	30281V108
—	LIONS GATE ENTMNT CORP	303,544	$11,171	2.4%	$37.05	—	COM NEW	535919203
—	AON PLC	123,300	$10,925	2.4%	$94.90	—	SHS CL A	G0408V102
—	MILLENNIAL MEDIA INC	6,111,990	$10,696	2.3%	$3.56	—	COM	60040N105
—	MARKET VECTORS ETF TR	650,000	$8,931	1.9%	—	—	Call	57060U100
—	LIVEPERSON INC	1,025,613	$7,753	1.7%	$9.52	—	COM	538146101
—	ZYNGA INC	2,821,740	$6,434	1.4%	$3.59	—	CL A	98986T108
—	COMMUNICATIONS SALES&LEAS IN	355,750	$6,368	1.4%	$23.65	—	COM	20341J104
—	PHI INC	313,924	$5,927	1.3%	$33.67	—	COM NON VTG	69336T205
SSYS	STRATASYS LTD	199,000	$5,271	1.1%	$30.87	0.0%	SHS	M85548101
—	MEDASSETS INC	37,200	$747	0.2%	$19.27	—	Call	584045108