Shannon River Fund Management LLC Quant / Systematic

CIK: 0001301050 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $760,061 (100.0% shares, 0.0% debt)

Holdings (33)

IWM ISHARES TR 29.6%

Value ($000) $225,102 Shares 1,374,500 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 13.3%

Value ($000) $101,274 Shares 590,000 Est. Cost — Unrealized —

NYT NEW YORK TIMES CO 5.9%

Value ($000) $44,903 Shares 1,733,691 Est. Cost $21.76 Unrealized +1.2%

— BOTTOMLINE TECH DEL INC 5.3%

Value ($000) $39,970 Shares 802,121 Est. Cost $28.58 Unrealized —

YEXT YEXT INC 5.0%

Value ($000) $38,161 Shares 1,973,176 Est. Cost $12.34 Unrealized +24.3%

QCOM QUALCOMM INC 3.4%

Value ($000) $25,736 Shares 458,585 Est. Cost $45.91 Unrealized 0.0%

— VMWARE INC 3.2%

Value ($000) $24,128 Shares 164,170 Est. Cost $146.97 Unrealized —

ADSK AUTODESK INC 3.1%

Value ($000) $23,539 Shares 179,566 Est. Cost $119.40 Unrealized +11.0%

PTC PTC INC 3.0%

Value ($000) $22,755 Shares 242,564 Est. Cost $72.40 Unrealized +19.4%

SSNC SS&C TECHNOLOGIES HLDGS INC 3.0%

Value ($000) $22,647 Shares 436,362 Est. Cost $49.82 Unrealized +1.6%

IMMR IMMERSION CORP 2.8%

Value ($000) $21,291 Shares 1,378,930 Est. Cost $10.96 Unrealized +22.3%

EBAY EBAY INC 2.4%

Value ($000) $18,562 Shares 511,925 Est. Cost $31.46 Unrealized +10.1%

DXC DXC TECHNOLOGY CO 2.3%

Value ($000) $17,732 Shares 219,970 Est. Cost $83.19 Unrealized -1.3%

GWRE GUIDEWIRE SOFTWARE INC 1.8%

Value ($000) $13,841 Shares 155,902 Est. Cost $88.52 Unrealized 0.0%

— IAC INTERACTIVECORP 1.8%

Value ($000) $13,460 Shares 88,271 Est. Cost $152.48 Unrealized —

— REALPAGE INC 1.8%

Value ($000) $13,356 Shares 242,390 Est. Cost $33.71 Unrealized —

— STARS GROUP INC 1.5%

Value ($000) $11,385 Shares 313,643 Est. Cost $36.30 Unrealized —

— CYBERARK SOFTWARE LTD 1.3%

Value ($000) $10,196 Shares 161,939 Est. Cost $60.52 Unrealized —

— QAD INC 1.3%

Value ($000) $9,501 Shares 189,443 Est. Cost $30.63 Unrealized —

— RED HAT INC 1.1%

Value ($000) $8,670 Shares 64,523 Est. Cost $95.75 Unrealized —

— LORAL SPACE & COMMUNICATNS I 1.0%

Value ($000) $7,230 Shares 192,274 Est. Cost $62.63 Unrealized —

— SOCIAL CAP HEDOSOPHIA HLDGS 0.9%

Value ($000) $7,211 Shares 657,381 Est. Cost $10.93 Unrealized —

QCOM QUALCOMM INC 0.7%

Value ($000) $5,612 Shares 100,000 Est. Cost $45.91 Unrealized 0.0%

BL BLACKLINE INC 0.7%

Value ($000) $4,993 Shares 114,972 Est. Cost $30.60 Unrealized +38.1%

VRNS VARONIS SYS INC 0.6%

Value ($000) $4,380 Shares 58,798 Est. Cost $14.30 Unrealized +67.7%

— SENDGRID INC 0.6%

Value ($000) $4,219 Shares 159,096 Est. Cost $26.52 Unrealized —

— ACXIOM CORP 0.5%

Value ($000) $3,998 Shares 133,500 Est. Cost $29.95 Unrealized —

MX MAGNACHIP SEMICONDUCTOR CORP 0.5%

Value ($000) $3,972 Shares 387,499 Est. Cost $10.55 Unrealized -1.9%

— ACXIOM CORP 0.4%

Value ($000) $3,369 Shares 112,473 Est. Cost $29.95 Unrealized —

— LIBERTY MEDIA CORP DELAWARE 0.4%

Value ($000) $2,850 Shares 76,753 Est. Cost $37.13 Unrealized —

— GREENSKY INC 0.3%

Value ($000) $2,441 Shares 115,433 Est. Cost $21.15 Unrealized —

— AVALARA INC 0.3%

Value ($000) $2,392 Shares 44,826 Est. Cost $53.36 Unrealized —

ROKU ROKU INC 0.2%

Value ($000) $1,185 Shares 27,800 Est. Cost $36.48 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	1,374,500	$225,102	29.6%	—	—	Put	464287655
QQQ	INVESCO QQQ TR	590,000	$101,274	13.3%	—	—	Put	46090E103
NYT	NEW YORK TIMES CO	1,733,691	$44,903	5.9%	$21.76	+1.2%	CL A	650111107
—	BOTTOMLINE TECH DEL INC	802,121	$39,970	5.3%	$28.58	—	COM	101388106
YEXT	YEXT INC	1,973,176	$38,161	5.0%	$12.34	+24.3%	COM	98585N106
QCOM	QUALCOMM INC	458,585	$25,736	3.4%	$45.91	0.0%	COM	747525103
—	VMWARE INC	164,170	$24,128	3.2%	$146.97	—	CL A COM	928563402
ADSK	AUTODESK INC	179,566	$23,539	3.1%	$119.40	+11.0%	COM	052769106
PTC	PTC INC	242,564	$22,755	3.0%	$72.40	+19.4%	COM	69370C100
SSNC	SS&C TECHNOLOGIES HLDGS INC	436,362	$22,647	3.0%	$49.82	+1.6%	COM	78467J100
IMMR	IMMERSION CORP	1,378,930	$21,291	2.8%	$10.96	+22.3%	COM	452521107
EBAY	EBAY INC	511,925	$18,562	2.4%	$31.46	+10.1%	COM	278642103
DXC	DXC TECHNOLOGY CO	219,970	$17,732	2.3%	$83.19	-1.3%	COM	23355L106
GWRE	GUIDEWIRE SOFTWARE INC	155,902	$13,841	1.8%	$88.52	0.0%	COM	40171V100
—	IAC INTERACTIVECORP	88,271	$13,460	1.8%	$152.48	—	COM	44919P508
—	REALPAGE INC	242,390	$13,356	1.8%	$33.71	—	COM	75606N109
—	STARS GROUP INC	313,643	$11,385	1.5%	$36.30	—	COM	85570W100
—	CYBERARK SOFTWARE LTD	161,939	$10,196	1.3%	$60.52	—	SHS	M2682V108
—	QAD INC	189,443	$9,501	1.3%	$30.63	—	CL A	74727D306
—	RED HAT INC	64,523	$8,670	1.1%	$95.75	—	COM	756577102
—	LORAL SPACE & COMMUNICATNS I	192,274	$7,230	1.0%	$62.63	—	COM	543881106
—	SOCIAL CAP HEDOSOPHIA HLDGS	657,381	$7,211	0.9%	$10.93	—	UNIT 99/99/9999	G8250R111
QCOM	QUALCOMM INC	100,000	$5,612	0.7%	$45.91	0.0%	Call	747525103
BL	BLACKLINE INC	114,972	$4,993	0.7%	$30.60	+38.1%	COM	09239B109
VRNS	VARONIS SYS INC	58,798	$4,380	0.6%	$14.30	+67.7%	COM	922280102
—	SENDGRID INC	159,096	$4,219	0.6%	$26.52	—	COM	816883102
—	ACXIOM CORP	133,500	$3,998	0.5%	$29.95	—	Call	005125109
MX	MAGNACHIP SEMICONDUCTOR CORP	387,499	$3,972	0.5%	$10.55	-1.9%	COM	55933J203
—	ACXIOM CORP	112,473	$3,369	0.4%	$29.95	—	COM	005125109
—	LIBERTY MEDIA CORP DELAWARE	76,753	$2,850	0.4%	$37.13	—	COM SER C FRMLA	531229854
—	GREENSKY INC	115,433	$2,441	0.3%	$21.15	—	CL A	39572G100
—	AVALARA INC	44,826	$2,392	0.3%	$53.36	—	COM	05338G106
ROKU	ROKU INC	27,800	$1,185	0.2%	$36.48	0.0%	COM CL A	77543R102