Shannon River Fund Management LLC Quant / Systematic

CIK: 0001301050 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value ($000): $749,339 (100.0% shares, 0.0% debt)

Holdings (27)

IWM ISHARES TR 11.4%

Value ($000) $85,569 Shares 516,500 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 10.6%

Value ($000) $79,729 Shares 375,000 Est. Cost — Unrealized —

NYT NEW YORK TIMES CO 10.4%

Value ($000) $78,157 Shares 2,429,510 Est. Cost $24.68 Unrealized +18.8%

FLEX FLEX LTD 9.1%

Value ($000) $68,282 Shares 5,410,546 Est. Cost $7.84 Unrealized +9.9%

NICE NICE LTD 7.9%

Value ($000) $59,438 Shares 383,098 Est. Cost $147.44 Unrealized —

DT DYNATRACE INC 7.6%

Value ($000) $57,101 Shares 2,256,948 Est. Cost $22.28 Unrealized -1.4%

IDCC INTERDIGITAL INC 7.3%

Value ($000) $54,470 Shares 999,623 Est. Cost $60.71 Unrealized -9.0%

GWRE GUIDEWIRE SOFTWARE INC 6.7%

Value ($000) $50,558 Shares 460,582 Est. Cost $92.37 Unrealized +21.1%

ESTC ELASTIC N V 6.0%

Value ($000) $44,975 Shares 699,451 Est. Cost $76.89 Unrealized -4.7%

— PROS HOLDINGS INC 4.0%

Value ($000) $29,929 Shares 499,499 Est. Cost $50.23 Unrealized —

— AVALARA INC 3.0%

Value ($000) $22,228 Shares 303,453 Est. Cost $42.97 Unrealized —

— PETIQ INC 3.0%

Value ($000) $22,108 Shares 882,541 Est. Cost $31.32 Unrealized —

IMMR IMMERSION CORP 1.8%

Value ($000) $13,430 Shares 1,807,564 Est. Cost $10.47 Unrealized -28.5%

TW TRADEWEB MKTS INC 1.8%

Value ($000) $13,146 Shares 283,621 Est. Cost $43.12 Unrealized 0.0%

PEGA PEGASYSTEMS INC 1.7%

Value ($000) $12,665 Shares 159,006 Est. Cost $33.13 Unrealized +14.1%

ADSK AUTODESK INC 1.7%

Value ($000) $12,459 Shares 67,909 Est. Cost $123.02 Unrealized +31.7%

— VIRGIN GALACTIC HOLDINGS INC 1.2%

Value ($000) $8,927 Shares 772,878 Est. Cost $11.55 Unrealized —

— LORAL SPACE & COMMUNICATNS I 1.0%

Value ($000) $7,645 Shares 236,532 Est. Cost $57.93 Unrealized —

— CHASERG TECHNLGY ACQUISITN C 1.0%

Value ($000) $7,199 Shares 663,500 Est. Cost $10.85 Unrealized —

GDDY GODADDY INC 0.7%

Value ($000) $5,413 Shares 79,695 Est. Cost $66.11 Unrealized 0.0%

FLWS FLWS/1-800 FLOWERS 0.7%

Value ($000) $5,242 Shares 361,513 Est. Cost $13.59 Unrealized 0.0%

— FINSERV ACQUISITION CORP 0.7%

Value ($000) $5,169 Shares 505,300 Est. Cost $10.23 Unrealized —

— ENTERCOM COMMUNICATIONS CORP 0.2%

Value ($000) $1,648 Shares 355,254 Est. Cost $4.64 Unrealized —

EHTH EHEALTH INC 0.2%

Value ($000) $1,352 Shares 14,077 Est. Cost $44.68 Unrealized +73.7%

— ANDINA ACQUISITION CORP III 0.1%

Value ($000) $907 Shares 85,847 Est. Cost $10.13 Unrealized —

— VIRGIN GALACTIC HOLDINGS INC 0.1%

Value ($000) $863 Shares 257,626 Est. Cost $3.35 Unrealized —

— CHASERG TECHNLGY ACQUISITN C 0.1%

Value ($000) $730 Shares 331,750 Est. Cost $2.20 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	516,500	$85,569	11.4%	—	—	Put	464287655
QQQ	INVESCO QQQ TR	375,000	$79,729	10.6%	—	—	Put	46090E103
NYT	NEW YORK TIMES CO	2,429,510	$78,157	10.4%	$24.68	+18.8%	CL A	650111107
FLEX	FLEX LTD	5,410,546	$68,282	9.1%	$7.84	+9.9%	ORD	Y2573F102
NICE	NICE LTD	383,098	$59,438	7.9%	$147.44	—	SPONSORED ADR	653656108
DT	DYNATRACE INC	2,256,948	$57,101	7.6%	$22.28	-1.4%	COM	268150109
IDCC	INTERDIGITAL INC	999,623	$54,470	7.3%	$60.71	-9.0%	COM	45867G101
GWRE	GUIDEWIRE SOFTWARE INC	460,582	$50,558	6.7%	$92.37	+21.1%	COM	40171V100
ESTC	ELASTIC N V	699,451	$44,975	6.0%	$76.89	-4.7%	ORD SHS	N14506104
—	PROS HOLDINGS INC	499,499	$29,929	4.0%	$50.23	—	COM	74346Y103
—	AVALARA INC	303,453	$22,228	3.0%	$42.97	—	COM	05338G106
—	PETIQ INC	882,541	$22,108	3.0%	$31.32	—	COM CL A	71639T106
IMMR	IMMERSION CORP	1,807,564	$13,430	1.8%	$10.47	-28.5%	COM	452521107
TW	TRADEWEB MKTS INC	283,621	$13,146	1.8%	$43.12	0.0%	CL A	892672106
PEGA	PEGASYSTEMS INC	159,006	$12,665	1.7%	$33.13	+14.1%	COM	705573103
ADSK	AUTODESK INC	67,909	$12,459	1.7%	$123.02	+31.7%	COM	052769106
—	VIRGIN GALACTIC HOLDINGS INC	772,878	$8,927	1.2%	$11.55	—	COM	92766K106
—	LORAL SPACE & COMMUNICATNS I	236,532	$7,645	1.0%	$57.93	—	COM	543881106
—	CHASERG TECHNLGY ACQUISITN C	663,500	$7,199	1.0%	$10.85	—	CLASS A	16166A103
GDDY	GODADDY INC	79,695	$5,413	0.7%	$66.11	0.0%	CL A	380237107
FLWS	FLWS/1-800 FLOWERS	361,513	$5,242	0.7%	$13.59	0.0%	CL A	68243Q106
—	FINSERV ACQUISITION CORP	505,300	$5,169	0.7%	$10.23	—	UNIT 12/31/2026	318085206
—	ENTERCOM COMMUNICATIONS CORP	355,254	$1,648	0.2%	$4.64	—	CL A	293639100
EHTH	EHEALTH INC	14,077	$1,352	0.2%	$44.68	+73.7%	COM	28238P109
—	ANDINA ACQUISITION CORP III	85,847	$907	0.1%	$10.13	—	UNIT 09/24/2020	G04415116
—	VIRGIN GALACTIC HOLDINGS INC	257,626	$863	0.1%	$3.35	—	*W EXP 11/25/202	92766K114
—	CHASERG TECHNLGY ACQUISITN C	331,750	$730	0.1%	$2.20	—	*W EXP 04/10/202	16166A111