Shannon River Fund Management LLC Quant / Systematic

CIK: 0001301050 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value ($000): $629,261 (100.0% shares, 0.0% debt)

Holdings (31)

IWM ISHARES TR 19.2%

Value ($000) $120,901 Shares 777,500 Est. Cost — Unrealized —

NYT NEW YORK TIMES CO 7.9%

Value ($000) $49,451 Shares 1,515,976 Est. Cost $21.83 Unrealized +43.6%

SMH VANECK VECTORS ETF TR 7.3%

Value ($000) $45,934 Shares 416,900 Est. Cost — Unrealized —

GWRE GUIDEWIRE SOFTWARE INC 7.3%

Value ($000) $45,739 Shares 451,166 Est. Cost $91.94 Unrealized +10.9%

QQQ INVESCO QQQ TR 7.1%

Value ($000) $44,481 Shares 238,200 Est. Cost — Unrealized —

— PROS HOLDINGS INC 5.1%

Value ($000) $31,904 Shares 504,335 Est. Cost $35.46 Unrealized —

IDCC INTERDIGITAL INC 4.6%

Value ($000) $29,189 Shares 453,247 Est. Cost $66.69 Unrealized 0.0%

— AVALARA INC 4.4%

Value ($000) $27,590 Shares 382,134 Est. Cost $42.97 Unrealized —

ADSK AUTODESK INC 4.1%

Value ($000) $25,575 Shares 157,000 Est. Cost $123.02 Unrealized +36.7%

— PETIQ INC 3.4%

Value ($000) $21,134 Shares 641,218 Est. Cost $32.96 Unrealized —

EHTH EHEALTH INC 3.1%

Value ($000) $19,289 Shares 224,032 Est. Cost $44.68 Unrealized +50.6%

MSGS MADISON SQUARE GARDEN CO NEW 3.0%

Value ($000) $19,117 Shares 68,289 Est. Cost $197.14 Unrealized +8.0%

— SMARTSHEET INC 2.7%

Value ($000) $17,092 Shares 353,143 Est. Cost $36.60 Unrealized —

PEGA PEGASYSTEMS INC 2.5%

Value ($000) $15,460 Shares 217,100 Est. Cost $32.82 Unrealized +8.5%

— XILINX INC 2.4%

Value ($000) $15,345 Shares 130,132 Est. Cost $97.80 Unrealized —

IMMR IMMERSION CORP 1.9%

Value ($000) $11,643 Shares 1,529,871 Est. Cost $10.94 Unrealized -22.9%

CMTL COMTECH TELECOMMUNICATIONS C 1.7%

Value ($000) $10,859 Shares 386,310 Est. Cost $22.39 Unrealized -0.9%

CDLX CARDLYTICS INC 1.4%

Value ($000) $8,943 Shares 344,230 Est. Cost $19.13 Unrealized +4.7%

TTEC TTEC HLDGS INC 1.4%

Value ($000) $8,677 Shares 186,240 Est. Cost $38.60 Unrealized 0.0%

— SOCIAL CAP HEDOSOPHIA HLDGS 1.3%

Value ($000) $7,956 Shares 744,978 Est. Cost $10.88 Unrealized —

— LORAL SPACE & COMMUNICATNS I 1.2%

Value ($000) $7,766 Shares 225,049 Est. Cost $58.89 Unrealized —

NICE NICE LTD 1.1%

Value ($000) $7,189 Shares 52,470 Est. Cost $137.01 Unrealized —

ESTC ELASTIC N V 1.1%

Value ($000) $7,055 Shares 94,500 Est. Cost $81.63 Unrealized 0.0%

— CHASERG TECHNLGY ACQUISITN C 1.0%

Value ($000) $6,429 Shares 628,400 Est. Cost $10.01 Unrealized —

— BOTTOMLINE TECH DEL INC 1.0%

Value ($000) $6,244 Shares 141,130 Est. Cost $38.59 Unrealized —

— LIBERTY MEDIA CORP DELAWARE 0.9%

Value ($000) $5,453 Shares 145,742 Est. Cost $37.18 Unrealized —

— USA TECHNOLOGIES INC 0.8%

Value ($000) $4,861 Shares 654,301 Est. Cost $4.18 Unrealized —

FTCHQ FARFETCH LTD 0.7%

Value ($000) $4,309 Shares 207,179 Est. Cost $22.41 Unrealized +3.2%

YEXT YEXT INC 0.4%

Value ($000) $2,353 Shares 117,100 Est. Cost $13.19 Unrealized +56.1%

— ANDINA ACQUISITION CORP III 0.1%

Value ($000) $827 Shares 80,447 Est. Cost $10.11 Unrealized —

UBER UBER TECHNOLOGIES INC 0.1%

Value ($000) $496 Shares 10,700 Est. Cost $42.45 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	777,500	$120,901	19.2%	—	—	Put	464287655
NYT	NEW YORK TIMES CO	1,515,976	$49,451	7.9%	$21.83	+43.6%	CL A	650111107
SMH	VANECK VECTORS ETF TR	416,900	$45,934	7.3%	—	—	Put	92189F676
GWRE	GUIDEWIRE SOFTWARE INC	451,166	$45,739	7.3%	$91.94	+10.9%	COM	40171V100
QQQ	INVESCO QQQ TR	238,200	$44,481	7.1%	—	—	Put	46090E103
—	PROS HOLDINGS INC	504,335	$31,904	5.1%	$35.46	—	COM	74346Y103
IDCC	INTERDIGITAL INC	453,247	$29,189	4.6%	$66.69	0.0%	COM	45867G101
—	AVALARA INC	382,134	$27,590	4.4%	$42.97	—	COM	05338G106
ADSK	AUTODESK INC	157,000	$25,575	4.1%	$123.02	+36.7%	COM	052769106
—	PETIQ INC	641,218	$21,134	3.4%	$32.96	—	COM CL A	71639T106
EHTH	EHEALTH INC	224,032	$19,289	3.1%	$44.68	+50.6%	COM	28238P109
MSGS	MADISON SQUARE GARDEN CO NEW	68,289	$19,117	3.0%	$197.14	+8.0%	CL A	55825T103
—	SMARTSHEET INC	353,143	$17,092	2.7%	$36.60	—	COM CL A	83200N103
PEGA	PEGASYSTEMS INC	217,100	$15,460	2.5%	$32.82	+8.5%	COM	705573103
—	XILINX INC	130,132	$15,345	2.4%	$97.80	—	COM	983919101
IMMR	IMMERSION CORP	1,529,871	$11,643	1.9%	$10.94	-22.9%	COM	452521107
CMTL	COMTECH TELECOMMUNICATIONS C	386,310	$10,859	1.7%	$22.39	-0.9%	COM NEW	205826209
CDLX	CARDLYTICS INC	344,230	$8,943	1.4%	$19.13	+4.7%	COM	14161W105
TTEC	TTEC HLDGS INC	186,240	$8,677	1.4%	$38.60	0.0%	COM	89854H102
—	SOCIAL CAP HEDOSOPHIA HLDGS	744,978	$7,956	1.3%	$10.88	—	UNIT 99/99/9999	G8250R111
—	LORAL SPACE & COMMUNICATNS I	225,049	$7,766	1.2%	$58.89	—	COM	543881106
NICE	NICE LTD	52,470	$7,189	1.1%	$137.01	—	SPONSORED ADR	653656108
ESTC	ELASTIC N V	94,500	$7,055	1.1%	$81.63	0.0%	ORD SHS	N14506104
—	CHASERG TECHNLGY ACQUISITN C	628,400	$6,429	1.0%	$10.01	—	UNIT 09/30/2023	16166A202
—	BOTTOMLINE TECH DEL INC	141,130	$6,244	1.0%	$38.59	—	COM	101388106
—	LIBERTY MEDIA CORP DELAWARE	145,742	$5,453	0.9%	$37.18	—	COM SER C FRMLA	531229854
—	USA TECHNOLOGIES INC	654,301	$4,861	0.8%	$4.18	—	COM NO PAR	90328S500
FTCHQ	FARFETCH LTD	207,179	$4,309	0.7%	$22.41	+3.2%	ORD SH CL A	30744W107
YEXT	YEXT INC	117,100	$2,353	0.4%	$13.19	+56.1%	COM	98585N106
—	ANDINA ACQUISITION CORP III	80,447	$827	0.1%	$10.11	—	UNIT 09/24/2020	G04415116
UBER	UBER TECHNOLOGIES INC	10,700	$496	0.1%	$42.45	0.0%	COM	90353T100