Shannon River Fund Management LLC Quant / Systematic

Name: Shannon River Fund Management LLC Q3 2019 13F Filing | 13F Explorer
Creator: Shannon River Fund Management LLC
Published: 2020-02-14

Location: New York, NY

CIK: 0001301050 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value: $576M (100.0% shares, 0.0% debt)

Holdings (24)

IWM ISHARES TR 15.8%

Value $90.8M Shares 600,000 Share Price $151.34 Est. Cost/Share — Unrealized @ Report Date —

SMH VANECK VECTORS ETF TR 9.7%

Value $55.99M Shares 470,000 Share Price $119.13 Est. Cost/Share — Unrealized @ Report Date —

GWRE GUIDEWIRE SOFTWARE INC 8.7%

Value $49.98M Shares 474,266 Share Price $105.38 * Est. Cost/Share $92.37 Unrealized @ Report Date +9.1%

NYT NEW YORK TIMES CO 8.5%

Value $48.93M Shares 1,718,053 Share Price $28.48 * Est. Cost/Share $22.76 Unrealized @ Report Date +30.6%

FLEX FLEX LTD 8.2%

Value $47.05M Shares 4,495,700 Share Price $10.47 * Est. Cost/Share $7.68 Unrealized @ Report Date 0.0%

IDCC INTERDIGITAL INC 6.1%

Value $35.13M Shares 669,572 Share Price $52.47 * Est. Cost/Share $63.40 Unrealized @ Report Date -10.9%

NICE NICE LTD 5.7%

Value $32.89M Shares 228,726 Share Price $143.80 Est. Cost/Share $142.24 Unrealized @ Report Date —

— GUIDEWIRE SOFTWARE INC 4.3%

Value $24.61M Shares 233,500 Share Price $105.38 Est. Cost/Share — Unrealized @ Report Date —

— PETIQ INC 4.0%

Value $23.16M Shares 849,718 Share Price $27.26 Est. Cost/Share $31.56 Unrealized @ Report Date —

— AVALARA INC 3.9%

Value $22.47M Shares 333,934 Share Price $67.29 Est. Cost/Share $42.97 Unrealized @ Report Date —

DT DYNATRACE INC 3.3%

Value $19.12M Shares 1,024,298 Share Price $18.67 * Est. Cost/Share $22.67 Unrealized @ Report Date 0.0%

MSGS MADISON SQUARE GARDEN CO NEW 3.0%

Value $17.23M Shares 65,389 Share Price $263.53 * Est. Cost/Share $197.14 Unrealized @ Report Date -0.5%

ESTC ELASTIC N V 2.9%

Value $16.9M Shares 205,300 Share Price $82.34 * Est. Cost/Share $85.53 Unrealized @ Report Date +3.9%

IMMR IMMERSION CORP 2.4%

Value $13.55M Shares 1,771,435 Share Price $7.65 * Est. Cost/Share $10.53 Unrealized @ Report Date -24.7%

ADSK AUTODESK INC 2.3%

Value $13.52M Shares 91,500 Share Price $147.70 * Est. Cost/Share $123.02 Unrealized @ Report Date +26.5%

— PROS HOLDINGS INC 2.0%

Value $11.79M Shares 197,776 Share Price $59.60 Est. Cost/Share $35.46 Unrealized @ Report Date —

EHTH EHEALTH INC 1.8%

Value $10.5M Shares 157,215 Share Price $66.79 * Est. Cost/Share $44.68 Unrealized @ Report Date +101.9%

PEGA PEGASYSTEMS INC 1.8%

Value $10.14M Shares 148,974 Share Price $68.05 * Est. Cost/Share $32.82 Unrealized @ Report Date +10.2%

— LORAL SPACE & COMMUNICATNS I 1.7%

Value $9.669M Shares 233,549 Share Price $41.40 Est. Cost/Share $58.26 Unrealized @ Report Date —

— SOCIAL CAP HEDOSOPHIA HLDGS 1.5%

Value $8.842M Shares 772,878 Share Price $11.44 Est. Cost/Share $10.90 Unrealized @ Report Date —

— CHASERG TECHNLGY ACQUISITN C 1.2%

Value $6.945M Shares 652,100 Share Price $10.65 Est. Cost/Share $10.03 Unrealized @ Report Date —

— USA TECHNOLOGIES INC 0.6%

Value $3.697M Shares 504,400 Share Price $7.33 Est. Cost/Share $4.18 Unrealized @ Report Date —

ACIW ACI WORLDWIDE INC 0.3%

Value $1.867M Shares 59,596 Share Price $31.33 Est. Cost/Share $31.70 Unrealized @ Report Date 0.0%

— ANDINA ACQUISITION CORP III 0.2%

Value $876K Shares 83,447 Share Price $10.50 Est. Cost/Share $10.12 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IWM	ISHARES TR	600,000	$90.8M	15.8%	$151.34	—	—	Put	464287655
SMH	VANECK VECTORS ETF TR	470,000	$55.99M	9.7%	$119.13	—	—	Put	92189F676
GWRE	GUIDEWIRE SOFTWARE INC	474,266	$49.98M	8.7%	$105.38 *	$92.37	+9.1%	COM	40171V100
NYT	NEW YORK TIMES CO	1,718,053	$48.93M	8.5%	$28.48 *	$22.76	+30.6%	CL A	650111107
FLEX	FLEX LTD	4,495,700	$47.05M	8.2%	$10.47 *	$7.68	0.0%	ORD	Y2573F102
IDCC	INTERDIGITAL INC	669,572	$35.13M	6.1%	$52.47 *	$63.40	-10.9%	COM	45867G101
NICE	NICE LTD	228,726	$32.89M	5.7%	$143.80	$142.24	—	SPONSORED ADR	653656108
—	GUIDEWIRE SOFTWARE INC	233,500	$24.61M	4.3%	$105.38	—	—	Put	40171V101
—	PETIQ INC	849,718	$23.16M	4.0%	$27.26	$31.56	—	COM CL A	71639T106
—	AVALARA INC	333,934	$22.47M	3.9%	$67.29	$42.97	—	COM	05338G106
DT	DYNATRACE INC	1,024,298	$19.12M	3.3%	$18.67 *	$22.67	0.0%	COM	268150109
MSGS	MADISON SQUARE GARDEN CO NEW	65,389	$17.23M	3.0%	$263.53 *	$197.14	-0.5%	CL A	55825T103
ESTC	ELASTIC N V	205,300	$16.9M	2.9%	$82.34 *	$85.53	+3.9%	ORD SHS	N14506104
IMMR	IMMERSION CORP	1,771,435	$13.55M	2.4%	$7.65 *	$10.53	-24.7%	COM	452521107
ADSK	AUTODESK INC	91,500	$13.52M	2.3%	$147.70 *	$123.02	+26.5%	COM	052769106
—	PROS HOLDINGS INC	197,776	$11.79M	2.0%	$59.60	$35.46	—	COM	74346Y103
EHTH	EHEALTH INC	157,215	$10.5M	1.8%	$66.79 *	$44.68	+101.9%	COM	28238P109
PEGA	PEGASYSTEMS INC	148,974	$10.14M	1.8%	$68.05 *	$32.82	+10.2%	COM	705573103
—	LORAL SPACE & COMMUNICATNS I	233,549	$9.669M	1.7%	$41.40	$58.26	—	COM	543881106
—	SOCIAL CAP HEDOSOPHIA HLDGS	772,878	$8.842M	1.5%	$11.44	$10.90	—	UNIT 99/99/9999	G8250R111
—	CHASERG TECHNLGY ACQUISITN C	652,100	$6.945M	1.2%	$10.65	$10.03	—	UNIT 09/30/2023	16166A202
—	USA TECHNOLOGIES INC	504,400	$3.697M	0.6%	$7.33	$4.18	—	COM NO PAR	90328S500
ACIW	ACI WORLDWIDE INC	59,596	$1.867M	0.3%	$31.33	$31.70	0.0%	COM	004498101
—	ANDINA ACQUISITION CORP III	83,447	$876K	0.2%	$10.50	$10.12	—	UNIT 09/24/2020	G04415116