Shannon River Fund Management LLC Quant / Systematic

CIK: 0001301050 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value ($000): $575,662 (100.0% shares, 0.0% debt)

Holdings (24)

IWM ISHARES TR 15.8%

Value ($000) $90,804 Shares 600,000 Est. Cost — Unrealized —

SMH VANECK VECTORS ETF TR 9.7%

Value ($000) $55,991 Shares 470,000 Est. Cost — Unrealized —

GWRE GUIDEWIRE SOFTWARE INC 8.7%

Value ($000) $49,978 Shares 474,266 Est. Cost $92.37 Unrealized +9.1%

NYT NEW YORK TIMES CO 8.5%

Value ($000) $48,930 Shares 1,718,053 Est. Cost $22.76 Unrealized +30.6%

FLEX FLEX LTD 8.2%

Value ($000) $47,048 Shares 4,495,700 Est. Cost $7.68 Unrealized 0.0%

IDCC INTERDIGITAL INC 6.1%

Value ($000) $35,132 Shares 669,572 Est. Cost $63.40 Unrealized -10.9%

NICE NICE LTD 5.7%

Value ($000) $32,890 Shares 228,726 Est. Cost $142.24 Unrealized —

— GUIDEWIRE SOFTWARE INC 4.3%

Value ($000) $24,606 Shares 233,500 Est. Cost — Unrealized —

— PETIQ INC 4.0%

Value ($000) $23,163 Shares 849,718 Est. Cost $31.56 Unrealized —

— AVALARA INC 3.9%

Value ($000) $22,471 Shares 333,934 Est. Cost $42.97 Unrealized —

DT DYNATRACE INC 3.3%

Value ($000) $19,124 Shares 1,024,298 Est. Cost $22.67 Unrealized 0.0%

MSGS MADISON SQUARE GARDEN CO NEW 3.0%

Value ($000) $17,232 Shares 65,389 Est. Cost $197.14 Unrealized -0.5%

ESTC ELASTIC N V 2.9%

Value ($000) $16,904 Shares 205,300 Est. Cost $85.53 Unrealized +3.9%

IMMR IMMERSION CORP 2.4%

Value ($000) $13,551 Shares 1,771,435 Est. Cost $10.53 Unrealized -24.7%

ADSK AUTODESK INC 2.3%

Value ($000) $13,515 Shares 91,500 Est. Cost $123.02 Unrealized +26.5%

— PROS HOLDINGS INC 2.0%

Value ($000) $11,788 Shares 197,776 Est. Cost $35.46 Unrealized —

EHTH EHEALTH INC 1.8%

Value ($000) $10,501 Shares 157,215 Est. Cost $44.68 Unrealized +101.9%

PEGA PEGASYSTEMS INC 1.8%

Value ($000) $10,138 Shares 148,974 Est. Cost $32.82 Unrealized +10.2%

— LORAL SPACE & COMMUNICATNS I 1.7%

Value ($000) $9,669 Shares 233,549 Est. Cost $58.26 Unrealized —

— SOCIAL CAP HEDOSOPHIA HLDGS 1.5%

Value ($000) $8,842 Shares 772,878 Est. Cost $10.90 Unrealized —

— CHASERG TECHNLGY ACQUISITN C 1.2%

Value ($000) $6,945 Shares 652,100 Est. Cost $10.03 Unrealized —

— USA TECHNOLOGIES INC 0.6%

Value ($000) $3,697 Shares 504,400 Est. Cost $4.18 Unrealized —

ACIW ACI WORLDWIDE INC 0.3%

Value ($000) $1,867 Shares 59,596 Est. Cost $31.70 Unrealized 0.0%

— ANDINA ACQUISITION CORP III 0.2%

Value ($000) $876 Shares 83,447 Est. Cost $10.12 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	600,000	$90,804	15.8%	—	—	Put	464287655
SMH	VANECK VECTORS ETF TR	470,000	$55,991	9.7%	—	—	Put	92189F676
GWRE	GUIDEWIRE SOFTWARE INC	474,266	$49,978	8.7%	$92.37	+9.1%	COM	40171V100
NYT	NEW YORK TIMES CO	1,718,053	$48,930	8.5%	$22.76	+30.6%	CL A	650111107
FLEX	FLEX LTD	4,495,700	$47,048	8.2%	$7.68	0.0%	ORD	Y2573F102
IDCC	INTERDIGITAL INC	669,572	$35,132	6.1%	$63.40	-10.9%	COM	45867G101
NICE	NICE LTD	228,726	$32,890	5.7%	$142.24	—	SPONSORED ADR	653656108
—	GUIDEWIRE SOFTWARE INC	233,500	$24,606	4.3%	—	—	Put	40171V101
—	PETIQ INC	849,718	$23,163	4.0%	$31.56	—	COM CL A	71639T106
—	AVALARA INC	333,934	$22,471	3.9%	$42.97	—	COM	05338G106
DT	DYNATRACE INC	1,024,298	$19,124	3.3%	$22.67	0.0%	COM	268150109
MSGS	MADISON SQUARE GARDEN CO NEW	65,389	$17,232	3.0%	$197.14	-0.5%	CL A	55825T103
ESTC	ELASTIC N V	205,300	$16,904	2.9%	$85.53	+3.9%	ORD SHS	N14506104
IMMR	IMMERSION CORP	1,771,435	$13,551	2.4%	$10.53	-24.7%	COM	452521107
ADSK	AUTODESK INC	91,500	$13,515	2.3%	$123.02	+26.5%	COM	052769106
—	PROS HOLDINGS INC	197,776	$11,788	2.0%	$35.46	—	COM	74346Y103
EHTH	EHEALTH INC	157,215	$10,501	1.8%	$44.68	+101.9%	COM	28238P109
PEGA	PEGASYSTEMS INC	148,974	$10,138	1.8%	$32.82	+10.2%	COM	705573103
—	LORAL SPACE & COMMUNICATNS I	233,549	$9,669	1.7%	$58.26	—	COM	543881106
—	SOCIAL CAP HEDOSOPHIA HLDGS	772,878	$8,842	1.5%	$10.90	—	UNIT 99/99/9999	G8250R111
—	CHASERG TECHNLGY ACQUISITN C	652,100	$6,945	1.2%	$10.03	—	UNIT 09/30/2023	16166A202
—	USA TECHNOLOGIES INC	504,400	$3,697	0.6%	$4.18	—	COM NO PAR	90328S500
ACIW	ACI WORLDWIDE INC	59,596	$1,867	0.3%	$31.70	0.0%	COM	004498101
—	ANDINA ACQUISITION CORP III	83,447	$876	0.2%	$10.12	—	UNIT 09/24/2020	G04415116