Shannon River Fund Management LLC Quant / Systematic

Location: New York, NY

CIK: 0001301050 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

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

Holdings (31)

IWM ISHARES TR 19.2%

Value $121M Shares 777,500 Share Price $155.50 Est. Cost/Share — Unrealized @ Report Date —

NYT NEW YORK TIMES CO 7.9%

Value $49.45M Shares 1,515,976 Share Price $32.62 * Est. Cost/Share $21.83 Unrealized @ Report Date +43.6%

SMH VANECK VECTORS ETF TR 7.3%

Value $45.93M Shares 416,900 Share Price $110.18 Est. Cost/Share — Unrealized @ Report Date —

GWRE GUIDEWIRE SOFTWARE INC 7.3%

Value $45.74M Shares 451,166 Share Price $101.38 Est. Cost/Share $91.94 Unrealized @ Report Date +10.9%

QQQ INVESCO QQQ TR 7.1%

Value $44.48M Shares 238,200 Share Price $186.74 Est. Cost/Share — Unrealized @ Report Date —

— PROS HOLDINGS INC 5.1%

Value $31.9M Shares 504,335 Share Price $63.26 Est. Cost/Share $35.46 Unrealized @ Report Date —

IDCC INTERDIGITAL INC 4.6%

Value $29.19M Shares 453,247 Share Price $64.40 * Est. Cost/Share $66.69 Unrealized @ Report Date 0.0%

— AVALARA INC 4.4%

Value $27.59M Shares 382,134 Share Price $72.20 Est. Cost/Share $42.97 Unrealized @ Report Date —

ADSK AUTODESK INC 4.1%

Value $25.57M Shares 157,000 Share Price $162.90 * Est. Cost/Share $123.02 Unrealized @ Report Date +36.7%

— PETIQ INC 3.4%

Value $21.13M Shares 641,218 Share Price $32.96 Est. Cost/Share $32.96 Unrealized @ Report Date —

EHTH EHEALTH INC 3.1%

Value $19.29M Shares 224,032 Share Price $86.10 * Est. Cost/Share $44.68 Unrealized @ Report Date +50.6%

MSGS MADISON SQUARE GARDEN CO NEW 3.0%

Value $19.12M Shares 68,289 Share Price $279.94 * Est. Cost/Share $197.14 Unrealized @ Report Date +8.0%

— SMARTSHEET INC 2.7%

Value $17.09M Shares 353,143 Share Price $48.40 Est. Cost/Share $36.60 Unrealized @ Report Date —

PEGA PEGASYSTEMS INC 2.5%

Value $15.46M Shares 217,100 Share Price $71.21 * Est. Cost/Share $32.82 Unrealized @ Report Date +8.5%

— XILINX INC 2.4%

Value $15.35M Shares 130,132 Share Price $117.92 Est. Cost/Share $97.80 Unrealized @ Report Date —

IMMR IMMERSION CORP 1.9%

Value $11.64M Shares 1,529,871 Share Price $7.61 * Est. Cost/Share $10.94 Unrealized @ Report Date -22.9%

CMTL COMTECH TELECOMMUNICATIONS C 1.7%

Value $10.86M Shares 386,310 Share Price $28.11 * Est. Cost/Share $22.39 Unrealized @ Report Date -0.9%

CDLX CARDLYTICS INC 1.4%

Value $8.943M Shares 344,230 Share Price $25.98 * Est. Cost/Share $19.13 Unrealized @ Report Date +4.7%

TTEC TTEC HLDGS INC 1.4%

Value $8.677M Shares 186,240 Share Price $46.59 * Est. Cost/Share $38.60 Unrealized @ Report Date 0.0%

— SOCIAL CAP HEDOSOPHIA HLDGS 1.3%

Value $7.956M Shares 744,978 Share Price $10.68 Est. Cost/Share $10.88 Unrealized @ Report Date —

— LORAL SPACE & COMMUNICATNS I 1.2%

Value $7.766M Shares 225,049 Share Price $34.51 Est. Cost/Share $58.89 Unrealized @ Report Date —

NICE NICE LTD 1.1%

Value $7.189M Shares 52,470 Share Price $137.01 Est. Cost/Share $137.01 Unrealized @ Report Date —

ESTC ELASTIC N V 1.1%

Value $7.055M Shares 94,500 Share Price $74.66 * Est. Cost/Share $81.63 Unrealized @ Report Date 0.0%

— CHASERG TECHNLGY ACQUISITN C 1.0%

Value $6.429M Shares 628,400 Share Price $10.23 Est. Cost/Share $10.01 Unrealized @ Report Date —

— BOTTOMLINE TECH DEL INC 1.0%

Value $6.244M Shares 141,130 Share Price $44.24 Est. Cost/Share $38.59 Unrealized @ Report Date —

— LIBERTY MEDIA CORP DELAWARE 0.9%

Value $5.453M Shares 145,742 Share Price $37.42 Est. Cost/Share $37.18 Unrealized @ Report Date —

— USA TECHNOLOGIES INC 0.8%

Value $4.861M Shares 654,301 Share Price $7.43 Est. Cost/Share $4.18 Unrealized @ Report Date —

FTCHQ FARFETCH LTD 0.7%

Value $4.309M Shares 207,179 Share Price $20.80 * Est. Cost/Share $22.41 Unrealized @ Report Date +3.2%

YEXT YEXT INC 0.4%

Value $2.353M Shares 117,100 Share Price $20.09 * Est. Cost/Share $13.19 Unrealized @ Report Date +56.1%

— ANDINA ACQUISITION CORP III 0.1%

Value $827K Shares 80,447 Share Price $10.28 Est. Cost/Share $10.11 Unrealized @ Report Date —

UBER UBER TECHNOLOGIES INC 0.1%

Value $496K Shares 10,700 Share Price $46.36 * Est. Cost/Share $42.45 Unrealized @ Report Date 0.0%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IWM	ISHARES TR	777,500	$121M	19.2%	$155.50	—	—	Put	464287655
NYT	NEW YORK TIMES CO	1,515,976	$49.45M	7.9%	$32.62 *	$21.83	+43.6%	CL A	650111107
SMH	VANECK VECTORS ETF TR	416,900	$45.93M	7.3%	$110.18	—	—	Put	92189F676
GWRE	GUIDEWIRE SOFTWARE INC	451,166	$45.74M	7.3%	$101.38	$91.94	+10.9%	COM	40171V100
QQQ	INVESCO QQQ TR	238,200	$44.48M	7.1%	$186.74	—	—	Put	46090E103
—	PROS HOLDINGS INC	504,335	$31.9M	5.1%	$63.26	$35.46	—	COM	74346Y103
IDCC	INTERDIGITAL INC	453,247	$29.19M	4.6%	$64.40 *	$66.69	0.0%	COM	45867G101
—	AVALARA INC	382,134	$27.59M	4.4%	$72.20	$42.97	—	COM	05338G106
ADSK	AUTODESK INC	157,000	$25.57M	4.1%	$162.90 *	$123.02	+36.7%	COM	052769106
—	PETIQ INC	641,218	$21.13M	3.4%	$32.96	$32.96	—	COM CL A	71639T106
EHTH	EHEALTH INC	224,032	$19.29M	3.1%	$86.10 *	$44.68	+50.6%	COM	28238P109
MSGS	MADISON SQUARE GARDEN CO NEW	68,289	$19.12M	3.0%	$279.94 *	$197.14	+8.0%	CL A	55825T103
—	SMARTSHEET INC	353,143	$17.09M	2.7%	$48.40	$36.60	—	COM CL A	83200N103
PEGA	PEGASYSTEMS INC	217,100	$15.46M	2.5%	$71.21 *	$32.82	+8.5%	COM	705573103
—	XILINX INC	130,132	$15.35M	2.4%	$117.92	$97.80	—	COM	983919101
IMMR	IMMERSION CORP	1,529,871	$11.64M	1.9%	$7.61 *	$10.94	-22.9%	COM	452521107
CMTL	COMTECH TELECOMMUNICATIONS C	386,310	$10.86M	1.7%	$28.11 *	$22.39	-0.9%	COM NEW	205826209
CDLX	CARDLYTICS INC	344,230	$8.943M	1.4%	$25.98 *	$19.13	+4.7%	COM	14161W105
TTEC	TTEC HLDGS INC	186,240	$8.677M	1.4%	$46.59 *	$38.60	0.0%	COM	89854H102
—	SOCIAL CAP HEDOSOPHIA HLDGS	744,978	$7.956M	1.3%	$10.68	$10.88	—	UNIT 99/99/9999	G8250R111
—	LORAL SPACE & COMMUNICATNS I	225,049	$7.766M	1.2%	$34.51	$58.89	—	COM	543881106
NICE	NICE LTD	52,470	$7.189M	1.1%	$137.01	$137.01	—	SPONSORED ADR	653656108
ESTC	ELASTIC N V	94,500	$7.055M	1.1%	$74.66 *	$81.63	0.0%	ORD SHS	N14506104
—	CHASERG TECHNLGY ACQUISITN C	628,400	$6.429M	1.0%	$10.23	$10.01	—	UNIT 09/30/2023	16166A202
—	BOTTOMLINE TECH DEL INC	141,130	$6.244M	1.0%	$44.24	$38.59	—	COM	101388106
—	LIBERTY MEDIA CORP DELAWARE	145,742	$5.453M	0.9%	$37.42	$37.18	—	COM SER C FRMLA	531229854
—	USA TECHNOLOGIES INC	654,301	$4.861M	0.8%	$7.43	$4.18	—	COM NO PAR	90328S500
FTCHQ	FARFETCH LTD	207,179	$4.309M	0.7%	$20.80 *	$22.41	+3.2%	ORD SH CL A	30744W107
YEXT	YEXT INC	117,100	$2.353M	0.4%	$20.09 *	$13.19	+56.1%	COM	98585N106
—	ANDINA ACQUISITION CORP III	80,447	$827K	0.1%	$10.28	$10.11	—	UNIT 09/24/2020	G04415116
UBER	UBER TECHNOLOGIES INC	10,700	$496K	0.1%	$46.36 *	$42.45	0.0%	COM	90353T100