Freshford Capital Management, LLC Quant / Systematic

CIK: 0001459270 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value ($000): $443,504 (100.0% shares, 0.0% debt)

Holdings (28)

— WEBMD HEALTH CORP 11.7%

Value ($000) $51,694 Shares 1,070,279 Est. Cost $40.68 Unrealized —

STZ CONSTELLATION BRANDS INC 10.0%

Value ($000) $44,449 Shares 312,054 Est. Cost $45.87 Unrealized +158.7%

— MEDASSETS INC 9.8%

Value ($000) $43,382 Shares 1,402,163 Est. Cost $19.27 Unrealized —

APD AIR PRODS & CHEMS INC 6.2%

Value ($000) $27,593 Shares 212,072 Est. Cost $97.51 Unrealized +0.5%

— MANITOWOC INC 5.9%

Value ($000) $26,224 Shares 1,708,381 Est. Cost $15.35 Unrealized —

— INTRALINKS HLDGS INC 5.4%

Value ($000) $23,946 Shares 2,640,169 Est. Cost $7.89 Unrealized —

— TWENTY FIRST CENTY FOX INC 5.0%

Value ($000) $22,141 Shares 815,198 Est. Cost $31.05 Unrealized —

— AMERICAN CAP LTD 3.5%

Value ($000) $15,465 Shares 1,121,512 Est. Cost $13.79 Unrealized —

NTCT NETSCOUT SYS INC 3.2%

Value ($000) $14,178 Shares 461,820 Est. Cost $37.86 Unrealized -9.2%

SSYS STRATASYS LTD 3.2%

Value ($000) $14,059 Shares 598,746 Est. Cost $27.83 Unrealized -5.4%

— MANITOWOC INC 2.8%

Value ($000) $12,446 Shares 810,800 Est. Cost $15.35 Unrealized —

— LIONS GATE ENTMNT CORP 2.8%

Value ($000) $12,329 Shares 380,620 Est. Cost $36.11 Unrealized —

YUM YUM BRANDS INC 2.7%

Value ($000) $12,153 Shares 166,368 Est. Cost $43.30 Unrealized 0.0%

— AON PLC 2.7%

Value ($000) $12,051 Shares 130,697 Est. Cost $94.74 Unrealized —

— KLX INC 2.7%

Value ($000) $11,905 Shares 386,644 Est. Cost $40.25 Unrealized —

— LIONS GATE ENTMNT CORP 2.6%

Value ($000) $11,336 Shares 350,000 Est. Cost $36.11 Unrealized —

AWI ARMSTRONG WORLD INDS INC NEW 2.6%

Value ($000) $11,310 Shares 247,315 Est. Cost $50.06 Unrealized -9.7%

AIG AMERICAN INTL GROUP INC 2.5%

Value ($000) $11,119 Shares 179,427 Est. Cost $33.51 Unrealized +41.2%

— MARKET VECTORS ETF TR 2.0%

Value ($000) $8,918 Shares 650,000 Est. Cost — Unrealized —

— VITAMIN SHOPPE INC 2.0%

Value ($000) $8,736 Shares 267,176 Est. Cost $32.70 Unrealized —

— FTD COS INC 1.9%

Value ($000) $8,637 Shares 330,041 Est. Cost $28.47 Unrealized —

ARMK ARAMARK 1.8%

Value ($000) $8,166 Shares 253,214 Est. Cost $20.18 Unrealized 0.0%

— LIVEPERSON INC 1.6%

Value ($000) $7,282 Shares 1,078,713 Est. Cost $9.38 Unrealized —

— GROUPON INC 1.3%

Value ($000) $5,850 Shares 1,905,386 Est. Cost $3.07 Unrealized —

ATI ALLEGHENY TECHNOLOGIES INC 1.2%

Value ($000) $5,254 Shares 467,000 Est. Cost $13.45 Unrealized 0.0%

— VALEANT PHARMACEUTICALS INTL 1.1%

Value ($000) $5,083 Shares 50,000 Est. Cost — Unrealized —

— PHI INC 1.1%

Value ($000) $5,068 Shares 308,822 Est. Cost $33.67 Unrealized —

— INFOBLOX INC 0.6%

Value ($000) $2,730 Shares 148,444 Est. Cost $18.39 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	WEBMD HEALTH CORP	1,070,279	$51,694	11.7%	$40.68	—	COM	94770V102
STZ	CONSTELLATION BRANDS INC	312,054	$44,449	10.0%	$45.87	+158.7%	CL A	21036P108
—	MEDASSETS INC	1,402,163	$43,382	9.8%	$19.27	—	COM	584045108
APD	AIR PRODS & CHEMS INC	212,072	$27,593	6.2%	$97.51	+0.5%	COM	009158106
—	MANITOWOC INC	1,708,381	$26,224	5.9%	$15.35	—	COM	563571108
—	INTRALINKS HLDGS INC	2,640,169	$23,946	5.4%	$7.89	—	COM	46118H104
—	TWENTY FIRST CENTY FOX INC	815,198	$22,141	5.0%	$31.05	—	CL A	90130A101
—	AMERICAN CAP LTD	1,121,512	$15,465	3.5%	$13.79	—	COM	02503Y103
NTCT	NETSCOUT SYS INC	461,820	$14,178	3.2%	$37.86	-9.2%	COM	64115T104
SSYS	STRATASYS LTD	598,746	$14,059	3.2%	$27.83	-5.4%	SHS	M85548101
—	MANITOWOC INC	810,800	$12,446	2.8%	$15.35	—	Call	563571108
—	LIONS GATE ENTMNT CORP	380,620	$12,329	2.8%	$36.11	—	COM NEW	535919203
YUM	YUM BRANDS INC	166,368	$12,153	2.7%	$43.30	0.0%	COM	988498101
—	AON PLC	130,697	$12,051	2.7%	$94.74	—	SHS CL A	G0408V102
—	KLX INC	386,644	$11,905	2.7%	$40.25	—	COM	482539103
—	LIONS GATE ENTMNT CORP	350,000	$11,336	2.6%	$36.11	—	Call	535919203
AWI	ARMSTRONG WORLD INDS INC NEW	247,315	$11,310	2.6%	$50.06	-9.7%	COM	04247X102
AIG	AMERICAN INTL GROUP INC	179,427	$11,119	2.5%	$33.51	+41.2%	COM NEW	026874784
—	MARKET VECTORS ETF TR	650,000	$8,918	2.0%	—	—	Call	57060U100
—	VITAMIN SHOPPE INC	267,176	$8,736	2.0%	$32.70	—	COM	92849E101
—	FTD COS INC	330,041	$8,637	1.9%	$28.47	—	COM	30281V108
ARMK	ARAMARK	253,214	$8,166	1.8%	$20.18	0.0%	COM	03852U106
—	LIVEPERSON INC	1,078,713	$7,282	1.6%	$9.38	—	COM	538146101
—	GROUPON INC	1,905,386	$5,850	1.3%	$3.07	—	COM CL A	399473107
ATI	ALLEGHENY TECHNOLOGIES INC	467,000	$5,254	1.2%	$13.45	0.0%	COM	01741R102
—	VALEANT PHARMACEUTICALS INTL	50,000	$5,083	1.1%	—	—	Put	91911K102
—	PHI INC	308,822	$5,068	1.1%	$33.67	—	COM VTG	69336T205
—	INFOBLOX INC	148,444	$2,730	0.6%	$18.39	—	COM	45672H104