Shannon River Fund Management LLC Quant / Systematic

Location: New York, NY

CIK: 0001301050 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 14, 2015

Total Value: $1.017B (100.0% shares, 0.0% debt)

Holdings (37)

IWM ISHARES TR 21.5%

Value $218M Shares 1,750,000 Share Price $124.84 Est. Cost/Share — Unrealized @ Report Date —

— WEBMD HEALTH CORP 6.1%

Value $61.99M Shares 1,400,000 Share Price $44.28 Est. Cost/Share $40.25 Unrealized @ Report Date —

— LORAL SPACE & COMMUNICATNS I 5.5%

Value $55.55M Shares 880,125 Share Price $63.12 Est. Cost/Share $64.76 Unrealized @ Report Date —

IDCC INTERDIGITAL INC 4.9%

Value $50.35M Shares 885,000 Share Price $56.89 Est. Cost/Share $38.44 Unrealized @ Report Date +45.2%

EXPE EXPEDIA INC DEL 4.9%

Value $49.75M Shares 455,000 Share Price $109.35 * Est. Cost/Share $67.76 Unrealized @ Report Date +44.3%

— IAC INTERACTIVECORP 4.2%

Value $42.62M Shares 535,000 Share Price $79.66 Est. Cost/Share $70.55 Unrealized @ Report Date —

— ACTIVISION BLIZZARD INC 3.9%

Value $39.44M Shares 1,629,000 Share Price $24.21 Est. Cost/Share $17.70 Unrealized @ Report Date —

— MARVELL TECHNOLOGY GROUP LTD 3.8%

Value $38.9M Shares 2,950,000 Share Price $13.19 Est. Cost/Share $13.19 Unrealized @ Report Date —

— TESSERA TECHNOLOGIES INC 3.6%

Value $36.2M Shares 953,000 Share Price $37.98 Est. Cost/Share $22.88 Unrealized @ Report Date —

— MELLANOX TECHNOLOGIES LTD 3.2%

Value $33.05M Shares 680,233 Share Price $48.59 Est. Cost/Share $45.30 Unrealized @ Report Date —

IMMR IMMERSION CORP 3.2%

Value $32.94M Shares 2,600,000 Share Price $12.67 * Est. Cost/Share $12.39 Unrealized @ Report Date -8.8%

— MADISON SQUARE GARDEN CO 2.9%

Value $29.72M Shares 356,000 Share Price $83.49 Est. Cost/Share $81.44 Unrealized @ Report Date —

TTWO TAKE-TWO INTERACTIVE SOFTWAR 2.7%

Value $27.57M Shares 1,000,000 Share Price $27.57 * Est. Cost/Share $21.94 Unrealized @ Report Date +19.8%

MKSI MKS INSTRUMENT INC 2.7%

Value $27.03M Shares 712,408 Share Price $37.94 * Est. Cost/Share $28.41 Unrealized @ Report Date +15.9%

HIMX HIMAX TECHNOLOGIES INC 2.6%

Value $26.1M Shares 3,250,000 Share Price $8.03 Est. Cost/Share $8.03 Unrealized @ Report Date —

BIDU BAIDU INC 2.5%

Value $25.88M Shares 130,000 Share Price $199.08 Est. Cost/Share $199.08 Unrealized @ Report Date —

— NEW MEDIA INVT GROUP INC 2.1%

Value $21.07M Shares 1,175,000 Share Price $17.93 Est. Cost/Share $16.96 Unrealized @ Report Date —

— XO GROUP INC 1.8%

Value $18.56M Shares 1,135,000 Share Price $16.35 Est. Cost/Share $16.35 Unrealized @ Report Date —

AMT AMERICAN TOWER CORP NEW 1.7%

Value $16.79M Shares 180,000 Share Price $93.29 * Est. Cost/Share $66.70 Unrealized @ Report Date +9.4%

CDNS CADENCE DESIGN SYSTEM INC 1.6%

Value $16.61M Shares 845,000 Share Price $19.66 Est. Cost/Share $18.21 Unrealized @ Report Date +6.5%

— ELLIE MAE INC 1.6%

Value $16.05M Shares 230,000 Share Price $69.79 Est. Cost/Share $62.71 Unrealized @ Report Date —

— 2U INC 1.6%

Value $15.84M Shares 492,200 Share Price $32.19 Est. Cost/Share $26.82 Unrealized @ Report Date —

— WEBMD HEALTH CORP 1.5%

Value $15.5M Shares 350,000 Share Price $44.28 Est. Cost/Share $40.25 Unrealized @ Report Date —

PDFS PDF SOLUTIONS INC 1.5%

Value $15.4M Shares 962,811 Share Price $16.00 * Est. Cost/Share $17.37 Unrealized @ Report Date -1.0%

— LUMOS NETWORKS CORP 1.2%

Value $12.57M Shares 850,000 Share Price $14.79 Est. Cost/Share $17.10 Unrealized @ Report Date —

— SHUTTERFLY INC 1.1%

Value $11.46M Shares 239,803 Share Price $47.81 Est. Cost/Share $44.13 Unrealized @ Report Date —

— LIVEPERSON INC 1.1%

Value $11.15M Shares 1,136,861 Share Price $9.81 Est. Cost/Share $10.88 Unrealized @ Report Date —

JD JD COM INC 1.1%

Value $10.94M Shares 320,795 Share Price $34.10 Est. Cost/Share $29.38 Unrealized @ Report Date —

— LIONS GATE ENTMNT CORP 1.0%

Value $10M Shares 270,000 Share Price $37.05 Est. Cost/Share $37.05 Unrealized @ Report Date —

EQIX EQUINIX INC 0.9%

Value $8.89M Shares 35,000 Share Price $254.00 * Est. Cost/Share $175.23 Unrealized @ Report Date +13.5%

— TELEFONICA BRASIL SA 0.8%

Value $7.801M Shares 560,000 Share Price $13.93 Est. Cost/Share $13.93 Unrealized @ Report Date —

— UNWIRED PLANET INC NEW 0.3%

Value $3.256M Shares 5,252,000 Share Price $0.62 Est. Cost/Share $1.96 Unrealized @ Report Date —

— HYDRA INDS ACQUISITION CORP 0.3%

Value $3.012M Shares 300,000 Share Price $10.04 Est. Cost/Share $9.99 Unrealized @ Report Date —

— CHINA UNICOM (HONG KONG) LTD 0.2%

Value $2.512M Shares 160,000 Share Price $15.70 Est. Cost/Share $15.70 Unrealized @ Report Date —

— TREMOR VIDEO INC 0.2%

Value $2.146M Shares 737,517 Share Price $2.91 Est. Cost/Share $2.91 Unrealized @ Report Date —

TSQ TOWNSQUARE MEDIA INC 0.2%

Value $1.969M Shares 145,000 Share Price $13.58 * Est. Cost/Share $11.25 Unrealized @ Report Date +18.0%

— DEMAND MEDIA INC 0.0%

Value $270K Shares 42,400 Share Price $6.37 Est. Cost/Share $6.37 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IWM	ISHARES TR	1,750,000	$218M	21.5%	$124.84	—	—	Put	464287655
—	WEBMD HEALTH CORP	1,400,000	$61.99M	6.1%	$44.28	$40.25	—	COM	94770V102
—	LORAL SPACE & COMMUNICATNS I	880,125	$55.55M	5.5%	$63.12	$64.76	—	COM	543881106
IDCC	INTERDIGITAL INC	885,000	$50.35M	4.9%	$56.89	$38.44	+45.2%	COM	45867G101
EXPE	EXPEDIA INC DEL	455,000	$49.75M	4.9%	$109.35 *	$67.76	+44.3%	COM NEW	30212P303
—	IAC INTERACTIVECORP	535,000	$42.62M	4.2%	$79.66	$70.55	—	COM PAR $.001	44919P508
—	ACTIVISION BLIZZARD INC	1,629,000	$39.44M	3.9%	$24.21	$17.70	—	COM	00507V109
—	MARVELL TECHNOLOGY GROUP LTD	2,950,000	$38.9M	3.8%	$13.19	$13.19	—	ORD	G5876H105
—	TESSERA TECHNOLOGIES INC	953,000	$36.2M	3.6%	$37.98	$22.88	—	COM	88164L100
—	MELLANOX TECHNOLOGIES LTD	680,233	$33.05M	3.2%	$48.59	$45.30	—	SHS	M51363113
IMMR	IMMERSION CORP	2,600,000	$32.94M	3.2%	$12.67 *	$12.39	-8.8%	COM	452521107
—	MADISON SQUARE GARDEN CO	356,000	$29.72M	2.9%	$83.49	$81.44	—	CL A	55826P100
TTWO	TAKE-TWO INTERACTIVE SOFTWAR	1,000,000	$27.57M	2.7%	$27.57 *	$21.94	+19.8%	COM	874054109
MKSI	MKS INSTRUMENT INC	712,408	$27.03M	2.7%	$37.94 *	$28.41	+15.9%	COM	55306N104
HIMX	HIMAX TECHNOLOGIES INC	3,250,000	$26.1M	2.6%	$8.03	$8.03	—	SPONSORED ADR	43289P106
BIDU	BAIDU INC	130,000	$25.88M	2.5%	$199.08	$199.08	—	SPON ADR REP A	056752108
—	NEW MEDIA INVT GROUP INC	1,175,000	$21.07M	2.1%	$17.93	$16.96	—	COM	64704V106
—	XO GROUP INC	1,135,000	$18.56M	1.8%	$16.35	$16.35	—	COM	983772104
AMT	AMERICAN TOWER CORP NEW	180,000	$16.79M	1.7%	$93.29 *	$66.70	+9.4%	COM	03027X100
CDNS	CADENCE DESIGN SYSTEM INC	845,000	$16.61M	1.6%	$19.66	$18.21	+6.5%	COM	127387108
—	ELLIE MAE INC	230,000	$16.05M	1.6%	$69.79	$62.71	—	COM	28849P100
—	2U INC	492,200	$15.84M	1.6%	$32.19	$26.82	—	COM	90214J101
—	WEBMD HEALTH CORP	350,000	$15.5M	1.5%	$44.28	$40.25	—	Call	94770V102
PDFS	PDF SOLUTIONS INC	962,811	$15.4M	1.5%	$16.00 *	$17.37	-1.0%	COM	693282105
—	LUMOS NETWORKS CORP	850,000	$12.57M	1.2%	$14.79	$17.10	—	COM	550283105
—	SHUTTERFLY INC	239,803	$11.46M	1.1%	$47.81	$44.13	—	COM	82568P304
—	LIVEPERSON INC	1,136,861	$11.15M	1.1%	$9.81	$10.88	—	COM	538146101
JD	JD COM INC	320,795	$10.94M	1.1%	$34.10	$29.38	—	SPON ADR CL A	47215P106
—	LIONS GATE ENTMNT CORP	270,000	$10M	1.0%	$37.05	$37.05	—	COM NEW	535919203
EQIX	EQUINIX INC	35,000	$8.89M	0.9%	$254.00 *	$175.23	+13.5%	COM PAR $0.001	29444U700
—	TELEFONICA BRASIL SA	560,000	$7.801M	0.8%	$13.93	$13.93	—	SPONSORED ADR	87936R106
—	UNWIRED PLANET INC NEW	5,252,000	$3.256M	0.3%	$0.62	$1.96	—	COM	91531F103
—	HYDRA INDS ACQUISITION CORP	300,000	$3.012M	0.3%	$10.04	$9.99	—	UNIT 10/20/2021	448740209
—	CHINA UNICOM (HONG KONG) LTD	160,000	$2.512M	0.2%	$15.70	$15.70	—	SPONSORED ADR	16945R104
—	TREMOR VIDEO INC	737,517	$2.146M	0.2%	$2.91	$2.91	—	COM	89484Q100
TSQ	TOWNSQUARE MEDIA INC	145,000	$1.969M	0.2%	$13.58 *	$11.25	+18.0%	CL A	892231101
—	DEMAND MEDIA INC	42,400	$270K	0.0%	$6.37	$6.37	—	COM NEW	24802N208