Shannon River Fund Management LLC Quant / Systematic

CIK: 0001301050 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 14, 2015

Total Value ($000): $1,017,376 (100.0% shares, 0.0% debt)

Holdings (37)

IWM ISHARES TR 21.5%

Value ($000) $218,470 Shares 1,750,000 Est. Cost — Unrealized —

— WEBMD HEALTH CORP 6.1%

Value ($000) $61,992 Shares 1,400,000 Est. Cost $40.25 Unrealized —

— LORAL SPACE & COMMUNICATNS I 5.5%

Value ($000) $55,553 Shares 880,125 Est. Cost $64.76 Unrealized —

IDCC INTERDIGITAL INC 4.9%

Value ($000) $50,348 Shares 885,000 Est. Cost $38.44 Unrealized +45.2%

EXPE EXPEDIA INC DEL 4.9%

Value ($000) $49,754 Shares 455,000 Est. Cost $67.76 Unrealized +44.3%

— IAC INTERACTIVECORP 4.2%

Value ($000) $42,618 Shares 535,000 Est. Cost $70.55 Unrealized —

— ACTIVISION BLIZZARD INC 3.9%

Value ($000) $39,438 Shares 1,629,000 Est. Cost $17.70 Unrealized —

— MARVELL TECHNOLOGY GROUP LTD 3.8%

Value ($000) $38,896 Shares 2,950,000 Est. Cost $13.19 Unrealized —

— TESSERA TECHNOLOGIES INC 3.6%

Value ($000) $36,195 Shares 953,000 Est. Cost $22.88 Unrealized —

— MELLANOX TECHNOLOGIES LTD 3.2%

Value ($000) $33,053 Shares 680,233 Est. Cost $45.30 Unrealized —

IMMR IMMERSION CORP 3.2%

Value ($000) $32,942 Shares 2,600,000 Est. Cost $12.39 Unrealized -8.8%

— MADISON SQUARE GARDEN CO 2.9%

Value ($000) $29,722 Shares 356,000 Est. Cost $81.44 Unrealized —

TTWO TAKE-TWO INTERACTIVE SOFTWAR 2.7%

Value ($000) $27,570 Shares 1,000,000 Est. Cost $21.94 Unrealized +19.8%

MKSI MKS INSTRUMENT INC 2.7%

Value ($000) $27,029 Shares 712,408 Est. Cost $28.41 Unrealized +15.9%

HIMX HIMAX TECHNOLOGIES INC 2.6%

Value ($000) $26,098 Shares 3,250,000 Est. Cost $8.03 Unrealized —

BIDU BAIDU INC 2.5%

Value ($000) $25,880 Shares 130,000 Est. Cost $199.08 Unrealized —

— NEW MEDIA INVT GROUP INC 2.1%

Value ($000) $21,068 Shares 1,175,000 Est. Cost $16.96 Unrealized —

— XO GROUP INC 1.8%

Value ($000) $18,557 Shares 1,135,000 Est. Cost $16.35 Unrealized —

AMT AMERICAN TOWER CORP NEW 1.7%

Value ($000) $16,792 Shares 180,000 Est. Cost $66.70 Unrealized +9.4%

CDNS CADENCE DESIGN SYSTEM INC 1.6%

Value ($000) $16,613 Shares 845,000 Est. Cost $18.21 Unrealized +6.5%

— ELLIE MAE INC 1.6%

Value ($000) $16,052 Shares 230,000 Est. Cost $62.71 Unrealized —

— 2U INC 1.6%

Value ($000) $15,844 Shares 492,200 Est. Cost $26.82 Unrealized —

— WEBMD HEALTH CORP 1.5%

Value ($000) $15,498 Shares 350,000 Est. Cost $40.25 Unrealized —

PDFS PDF SOLUTIONS INC 1.5%

Value ($000) $15,405 Shares 962,811 Est. Cost $17.37 Unrealized -1.0%

— LUMOS NETWORKS CORP 1.2%

Value ($000) $12,572 Shares 850,000 Est. Cost $17.10 Unrealized —

— SHUTTERFLY INC 1.1%

Value ($000) $11,465 Shares 239,803 Est. Cost $44.13 Unrealized —

— LIVEPERSON INC 1.1%

Value ($000) $11,153 Shares 1,136,861 Est. Cost $10.88 Unrealized —

JD JD COM INC 1.1%

Value ($000) $10,939 Shares 320,795 Est. Cost $29.38 Unrealized —

— LIONS GATE ENTMNT CORP 1.0%

Value ($000) $10,004 Shares 270,000 Est. Cost $37.05 Unrealized —

EQIX EQUINIX INC 0.9%

Value ($000) $8,890 Shares 35,000 Est. Cost $175.23 Unrealized +13.5%

— TELEFONICA BRASIL SA 0.8%

Value ($000) $7,801 Shares 560,000 Est. Cost $13.93 Unrealized —

— UNWIRED PLANET INC NEW 0.3%

Value ($000) $3,256 Shares 5,252,000 Est. Cost $1.96 Unrealized —

— HYDRA INDS ACQUISITION CORP 0.3%

Value ($000) $3,012 Shares 300,000 Est. Cost $9.99 Unrealized —

— CHINA UNICOM (HONG KONG) LTD 0.2%

Value ($000) $2,512 Shares 160,000 Est. Cost $15.70 Unrealized —

— TREMOR VIDEO INC 0.2%

Value ($000) $2,146 Shares 737,517 Est. Cost $2.91 Unrealized —

TSQ TOWNSQUARE MEDIA INC 0.2%

Value ($000) $1,969 Shares 145,000 Est. Cost $11.25 Unrealized +18.0%

— DEMAND MEDIA INC 0.0%

Value ($000) $270 Shares 42,400 Est. Cost $6.37 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	1,750,000	$218,470	21.5%	—	—	Put	464287655
—	WEBMD HEALTH CORP	1,400,000	$61,992	6.1%	$40.25	—	COM	94770V102
—	LORAL SPACE & COMMUNICATNS I	880,125	$55,553	5.5%	$64.76	—	COM	543881106
IDCC	INTERDIGITAL INC	885,000	$50,348	4.9%	$38.44	+45.2%	COM	45867G101
EXPE	EXPEDIA INC DEL	455,000	$49,754	4.9%	$67.76	+44.3%	COM NEW	30212P303
—	IAC INTERACTIVECORP	535,000	$42,618	4.2%	$70.55	—	COM PAR $.001	44919P508
—	ACTIVISION BLIZZARD INC	1,629,000	$39,438	3.9%	$17.70	—	COM	00507V109
—	MARVELL TECHNOLOGY GROUP LTD	2,950,000	$38,896	3.8%	$13.19	—	ORD	G5876H105
—	TESSERA TECHNOLOGIES INC	953,000	$36,195	3.6%	$22.88	—	COM	88164L100
—	MELLANOX TECHNOLOGIES LTD	680,233	$33,053	3.2%	$45.30	—	SHS	M51363113
IMMR	IMMERSION CORP	2,600,000	$32,942	3.2%	$12.39	-8.8%	COM	452521107
—	MADISON SQUARE GARDEN CO	356,000	$29,722	2.9%	$81.44	—	CL A	55826P100
TTWO	TAKE-TWO INTERACTIVE SOFTWAR	1,000,000	$27,570	2.7%	$21.94	+19.8%	COM	874054109
MKSI	MKS INSTRUMENT INC	712,408	$27,029	2.7%	$28.41	+15.9%	COM	55306N104
HIMX	HIMAX TECHNOLOGIES INC	3,250,000	$26,098	2.6%	$8.03	—	SPONSORED ADR	43289P106
BIDU	BAIDU INC	130,000	$25,880	2.5%	$199.08	—	SPON ADR REP A	056752108
—	NEW MEDIA INVT GROUP INC	1,175,000	$21,068	2.1%	$16.96	—	COM	64704V106
—	XO GROUP INC	1,135,000	$18,557	1.8%	$16.35	—	COM	983772104
AMT	AMERICAN TOWER CORP NEW	180,000	$16,792	1.7%	$66.70	+9.4%	COM	03027X100
CDNS	CADENCE DESIGN SYSTEM INC	845,000	$16,613	1.6%	$18.21	+6.5%	COM	127387108
—	ELLIE MAE INC	230,000	$16,052	1.6%	$62.71	—	COM	28849P100
—	2U INC	492,200	$15,844	1.6%	$26.82	—	COM	90214J101
—	WEBMD HEALTH CORP	350,000	$15,498	1.5%	$40.25	—	Call	94770V102
PDFS	PDF SOLUTIONS INC	962,811	$15,405	1.5%	$17.37	-1.0%	COM	693282105
—	LUMOS NETWORKS CORP	850,000	$12,572	1.2%	$17.10	—	COM	550283105
—	SHUTTERFLY INC	239,803	$11,465	1.1%	$44.13	—	COM	82568P304
—	LIVEPERSON INC	1,136,861	$11,153	1.1%	$10.88	—	COM	538146101
JD	JD COM INC	320,795	$10,939	1.1%	$29.38	—	SPON ADR CL A	47215P106
—	LIONS GATE ENTMNT CORP	270,000	$10,004	1.0%	$37.05	—	COM NEW	535919203
EQIX	EQUINIX INC	35,000	$8,890	0.9%	$175.23	+13.5%	COM PAR $0.001	29444U700
—	TELEFONICA BRASIL SA	560,000	$7,801	0.8%	$13.93	—	SPONSORED ADR	87936R106
—	UNWIRED PLANET INC NEW	5,252,000	$3,256	0.3%	$1.96	—	COM	91531F103
—	HYDRA INDS ACQUISITION CORP	300,000	$3,012	0.3%	$9.99	—	UNIT 10/20/2021	448740209
—	CHINA UNICOM (HONG KONG) LTD	160,000	$2,512	0.2%	$15.70	—	SPONSORED ADR	16945R104
—	TREMOR VIDEO INC	737,517	$2,146	0.2%	$2.91	—	COM	89484Q100
TSQ	TOWNSQUARE MEDIA INC	145,000	$1,969	0.2%	$11.25	+18.0%	CL A	892231101
—	DEMAND MEDIA INC	42,400	$270	0.0%	$6.37	—	COM NEW	24802N208