Shannon River Fund Management LLC Quant / Systematic

CIK: 0001301050 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $321,210 (100.0% shares, 0.0% debt)

Holdings (35)

— MARVELL TECHNOLOGY GROUP LTD 8.6%

Value ($000) $27,740 Shares 2,000,000 Est. Cost $10.22 Unrealized —

— IAC INTERACTIVECORP 7.8%

Value ($000) $24,931 Shares 384,800 Est. Cost $61.18 Unrealized —

TTWO TAKE-TWO INTERACTIVE SOFTWAR 7.2%

Value ($000) $23,126 Shares 469,185 Est. Cost $21.94 Unrealized +115.2%

— REALPAGE INC 6.8%

Value ($000) $21,702 Shares 723,385 Est. Cost $25.70 Unrealized —

IMMR IMMERSION CORP 6.5%

Value ($000) $20,916 Shares 1,967,618 Est. Cost $11.76 Unrealized -19.8%

— LORAL SPACE & COMMUNICATNS I 5.0%

Value ($000) $16,084 Shares 391,816 Est. Cost $64.76 Unrealized —

PYPL PAYPAL HLDGS INC 4.9%

Value ($000) $15,750 Shares 399,037 Est. Cost $40.10 Unrealized 0.0%

— XO GROUP INC 4.0%

Value ($000) $12,786 Shares 657,361 Est. Cost $17.64 Unrealized —

— NUANCE COMMUNICATIONS INC 3.9%

Value ($000) $12,551 Shares 842,367 Est. Cost $14.90 Unrealized —

— ACTIVISION BLIZZARD INC 3.8%

Value ($000) $12,277 Shares 340,000 Est. Cost $26.34 Unrealized —

— ELLIE MAE INC 3.7%

Value ($000) $11,799 Shares 141,000 Est. Cost $69.54 Unrealized —

— TESSERA TECHNOLOGIES INC 3.7%

Value ($000) $11,798 Shares 266,924 Est. Cost $23.69 Unrealized —

GOOGL ALPHABET INC 3.1%

Value ($000) $9,906 Shares 12,500 Est. Cost $39.68 Unrealized 0.0%

— LIONS GATE ENTMT CORP 2.9%

Value ($000) $9,415 Shares 350,000 Est. Cost $26.90 Unrealized —

— MELLANOX TECHNOLOGIES LTD 2.9%

Value ($000) $9,162 Shares 224,000 Est. Cost $44.83 Unrealized —

OSIS OSI SYSTEMS INC 2.8%

Value ($000) $8,923 Shares 117,220 Est. Cost $72.10 Unrealized 0.0%

— LIONS GATE ENTMT CORP 2.7%

Value ($000) $8,589 Shares 350,000 Est. Cost $24.54 Unrealized —

EGHT 8X8 INC NEW 2.4%

Value ($000) $7,867 Shares 550,114 Est. Cost $14.28 Unrealized +1.5%

EXAS EXACT SCIENCES CORP 2.3%

Value ($000) $7,348 Shares 550,000 Est. Cost $16.14 Unrealized 0.0%

— LUMOS NETWORKS CORP 2.2%

Value ($000) $7,224 Shares 462,500 Est. Cost $17.10 Unrealized —

SHOP SHOPIFY INC 1.9%

Value ($000) $6,019 Shares 140,399 Est. Cost $3.66 Unrealized +14.7%

— QAD INC 1.7%

Value ($000) $5,567 Shares 183,137 Est. Cost $30.40 Unrealized —

DY DYCOM INDS INC 1.6%

Value ($000) $4,994 Shares 62,200 Est. Cost $80.94 Unrealized 0.0%

VRNS VARONIS SYS INC 1.3%

Value ($000) $4,200 Shares 156,700 Est. Cost $9.51 Unrealized 0.0%

— LOGMEIN INC 1.2%

Value ($000) $3,942 Shares 40,824 Est. Cost $69.21 Unrealized —

— MOBILEYE N V AMSTELVEEN 1.2%

Value ($000) $3,812 Shares 100,000 Est. Cost $38.12 Unrealized —

BL BLACKLINE INC 1.1%

Value ($000) $3,630 Shares 131,395 Est. Cost $25.56 Unrealized 0.0%

— JIVE SOFTWARE INC 1.1%

Value ($000) $3,452 Shares 793,460 Est. Cost $4.35 Unrealized —

— BAZAARVOICE INC 0.7%

Value ($000) $2,162 Shares 445,742 Est. Cost $5.91 Unrealized —

TSQ TOWNSQUARE MEDIA INC 0.5%

Value ($000) $1,509 Shares 145,000 Est. Cost $11.25 Unrealized -17.9%

SPY SPDR S&P 500 ETF TR 0.3%

Value ($000) $961 Shares 4,300 Est. Cost — Unrealized —

— BENEFITFOCUS INC 0.2%

Value ($000) $558 Shares 18,800 Est. Cost $29.68 Unrealized —

INSE INSPIRED ENTMT INC 0.1%

Value ($000) $254 Shares 30,001 Est. Cost $9.86 Unrealized 0.0%

— INSPIRED ENTMT INC 0.1%

Value ($000) $180 Shares 300,000 Est. Cost $0.60 Unrealized —

TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.0%

Value ($000) $76 Shares 1,550 Est. Cost $21.94 Unrealized +115.2%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	MARVELL TECHNOLOGY GROUP LTD	2,000,000	$27,740	8.6%	$10.22	—	ORD	G5876H105
—	IAC INTERACTIVECORP	384,800	$24,931	7.8%	$61.18	—	COM	44919P508
TTWO	TAKE-TWO INTERACTIVE SOFTWAR	469,185	$23,126	7.2%	$21.94	+115.2%	COM	874054109
—	REALPAGE INC	723,385	$21,702	6.8%	$25.70	—	COM	75606N109
IMMR	IMMERSION CORP	1,967,618	$20,916	6.5%	$11.76	-19.8%	COM	452521107
—	LORAL SPACE & COMMUNICATNS I	391,816	$16,084	5.0%	$64.76	—	COM	543881106
PYPL	PAYPAL HLDGS INC	399,037	$15,750	4.9%	$40.10	0.0%	COM	70450Y103
—	XO GROUP INC	657,361	$12,786	4.0%	$17.64	—	COM	983772104
—	NUANCE COMMUNICATIONS INC	842,367	$12,551	3.9%	$14.90	—	COM	67020Y100
—	ACTIVISION BLIZZARD INC	340,000	$12,277	3.8%	$26.34	—	COM	00507V109
—	ELLIE MAE INC	141,000	$11,799	3.7%	$69.54	—	COM	28849P100
—	TESSERA TECHNOLOGIES INC	266,924	$11,798	3.7%	$23.69	—	COM	88164L100
GOOGL	ALPHABET INC	12,500	$9,906	3.1%	$39.68	0.0%	CAP STK CL A	02079K305
—	LIONS GATE ENTMT CORP	350,000	$9,415	2.9%	$26.90	—	CL A VTG	535919401
—	MELLANOX TECHNOLOGIES LTD	224,000	$9,162	2.9%	$44.83	—	SHS	M51363113
OSIS	OSI SYSTEMS INC	117,220	$8,923	2.8%	$72.10	0.0%	COM	671044105
—	LIONS GATE ENTMT CORP	350,000	$8,589	2.7%	$24.54	—	CL B NON VTG	535919500
EGHT	8X8 INC NEW	550,114	$7,867	2.4%	$14.28	+1.5%	COM	282914100
EXAS	EXACT SCIENCES CORP	550,000	$7,348	2.3%	$16.14	0.0%	COM	30063P105
—	LUMOS NETWORKS CORP	462,500	$7,224	2.2%	$17.10	—	COM	550283105
SHOP	SHOPIFY INC	140,399	$6,019	1.9%	$3.66	+14.7%	CL A	82509L107
—	QAD INC	183,137	$5,567	1.7%	$30.40	—	CL A	74727D306
DY	DYCOM INDS INC	62,200	$4,994	1.6%	$80.94	0.0%	COM	267475101
VRNS	VARONIS SYS INC	156,700	$4,200	1.3%	$9.51	0.0%	COM	922280102
—	LOGMEIN INC	40,824	$3,942	1.2%	$69.21	—	COM	54142L109
—	MOBILEYE N V AMSTELVEEN	100,000	$3,812	1.2%	$38.12	—	ORD SHS	N51488117
BL	BLACKLINE INC	131,395	$3,630	1.1%	$25.56	0.0%	COM	09239B109
—	JIVE SOFTWARE INC	793,460	$3,452	1.1%	$4.35	—	COM	47760A108
—	BAZAARVOICE INC	445,742	$2,162	0.7%	$5.91	—	COM	073271108
TSQ	TOWNSQUARE MEDIA INC	145,000	$1,509	0.5%	$11.25	-17.9%	CL A	892231101
SPY	SPDR S&P 500 ETF TR	4,300	$961	0.3%	—	—	Put	78462F103
—	BENEFITFOCUS INC	18,800	$558	0.2%	$29.68	—	COM	08180D106
INSE	INSPIRED ENTMT INC	30,001	$254	0.1%	$9.86	0.0%	COM	45782N108
—	INSPIRED ENTMT INC	300,000	$180	0.1%	$0.60	—	*W EXP 10/20/202	45782N116
TTWO	TAKE-TWO INTERACTIVE SOFTWAR	1,550	$76	0.0%	$21.94	+115.2%	Put	874054109