Chicago Capital Management, LLC Quant / Systematic

Location: Chicago, IL

CIK: 0001580162 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Jan 13, 2017

Total Value: $329M (100.0% shares, 0.0% debt)

Holdings (32)

— ENDURANCE SPECIALTY HLDGS LT 8.4%

Value $27.45M Shares 297,054 Share Price $92.40 Est. Cost/Share $92.40 Unrealized @ Report Date —

— HARMAN INTL INDS INC 8.0%

Value $26.12M Shares 235,010 Share Price $111.16 Est. Cost/Share $111.16 Unrealized @ Report Date —

— LINEAR TECHNOLOGY CORP 7.9%

Value $26.06M Shares 417,914 Share Price $62.35 Est. Cost/Share $60.08 Unrealized @ Report Date —

— YADKIN FINL CORP 7.8%

Value $25.75M Shares 751,643 Share Price $34.26 Est. Cost/Share $31.57 Unrealized @ Report Date —

— LIFELOCK INC 7.4%

Value $24.17M Shares 1,010,585 Share Price $23.92 Est. Cost/Share $23.92 Unrealized @ Report Date —

— BROCADE COMMUNICATIONS SYS I 6.8%

Value $22.36M Shares 1,789,880 Share Price $12.49 Est. Cost/Share $12.49 Unrealized @ Report Date —

— MERCHANTS BANCSHARES 6.6%

Value $21.56M Shares 397,823 Share Price $54.20 Est. Cost/Share $54.20 Unrealized @ Report Date —

— MENTOR GRAPHICS CORP 6.2%

Value $20.31M Shares 550,620 Share Price $36.89 Est. Cost/Share $36.89 Unrealized @ Report Date —

— SUFFOLK BANCORP 5.8%

Value $18.9M Shares 441,346 Share Price $42.82 Est. Cost/Share $32.45 Unrealized @ Report Date —

— EVERBANK FINL CORP 5.0%

Value $16.28M Shares 837,230 Share Price $19.45 Est. Cost/Share $19.38 Unrealized @ Report Date —

— COLUMBIA PIPELINE PARTNERS L 4.9%

Value $15.94M Shares 929,551 Share Price $17.15 Est. Cost/Share $17.15 Unrealized @ Report Date —

— CAROLINA BK HLDGS INC GREENS 3.4%

Value $11.02M Shares 426,598 Share Price $25.83 Est. Cost/Share $18.91 Unrealized @ Report Date —

— CASCADE BANCORP 3.2%

Value $10.39M Shares 1,279,019 Share Price $8.12 Est. Cost/Share $8.12 Unrealized @ Report Date —

— METALDYNE PERFORMANCE GROUP 2.8%

Value $9.214M Shares 401,470 Share Price $22.95 Est. Cost/Share $22.95 Unrealized @ Report Date —

— TEAM HEALTH HOLDINGS INC 2.6%

Value $8.498M Shares 195,587 Share Price $43.45 Est. Cost/Share $43.45 Unrealized @ Report Date —

— LEVEL 3 COMMUNICATIONS INC 2.4%

Value $7.894M Shares 140,056 Share Price $56.36 Est. Cost/Share $56.36 Unrealized @ Report Date —

— SOUTHWEST BANCORP INC OKLA 2.2%

Value $7.306M Shares 251,926 Share Price $29.00 Est. Cost/Share $29.00 Unrealized @ Report Date —

— MIDDLEBURG FINANCIAL CORP 1.8%

Value $5.791M Shares 166,659 Share Price $34.75 Est. Cost/Share $34.75 Unrealized @ Report Date —

— INTELIQUENT INC 1.6%

Value $5.297M Shares 231,120 Share Price $22.92 Est. Cost/Share $22.92 Unrealized @ Report Date —

— ENERGY TRANSFER PRTNRS L P 1.3%

Value $4.332M Shares 120,980 Share Price $35.81 Est. Cost/Share $35.81 Unrealized @ Report Date —

— G & K SVCS INC 1.2%

Value $3.988M Shares 41,352 Share Price $96.44 Est. Cost/Share $96.21 Unrealized @ Report Date —

— EQUITY ONE 0.7%

Value $2.3M Shares 74,945 Share Price $30.69 Est. Cost/Share $30.69 Unrealized @ Report Date —

— LAKE SUNAPEE BK GROUP 0.6%

Value $1.902M Shares 80,636 Share Price $23.59 Est. Cost/Share $19.10 Unrealized @ Report Date —

— EMPIRE DIST ELEC CO 0.5%

Value $1.785M Shares 52,488 Share Price $34.01 Est. Cost/Share $34.14 Unrealized @ Report Date —

— CLARCOR INC 0.4%

Value $1.236M Shares 14,983 Share Price $82.49 Est. Cost/Share $82.49 Unrealized @ Report Date —

— B/E AEROSPACE INC 0.4%

Value $1.204M Shares 20,000 Share Price $60.20 Est. Cost/Share $60.20 Unrealized @ Report Date —

— AMERICAN FARMLAND CO 0.2%

Value $505K Shares 63,356 Share Price $7.97 Est. Cost/Share $7.90 Unrealized @ Report Date —

— JP ENERGY PARTNERS LP 0.1%

Value $368K Shares 36,379 Share Price $10.12 Est. Cost/Share $10.12 Unrealized @ Report Date —

— BATS GLOBAL MKTS INC 0.1%

Value $353K Shares 10,547 Share Price $33.47 Est. Cost/Share $30.27 Unrealized @ Report Date —

— UNIVERSAL AMERN CORP NEW 0.0%

Value $100K Shares 10,000 Share Price $10.00 Est. Cost/Share $10.00 Unrealized @ Report Date —

— FAIRPOINT COMMUNICATIONS INC 0.0%

Value $88,000 Shares 4,700 Share Price $18.72 Est. Cost/Share $18.72 Unrealized @ Report Date —

— HERITAGE OAKS BANCORP 0.0%

Value $52,000 Shares 4,182 Share Price $12.43 Est. Cost/Share $12.43 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	ENDURANCE SPECIALTY HLDGS LT	297,054	$27.45M	8.4%	$92.40	$92.40	—	SHS	G30397106
—	HARMAN INTL INDS INC	235,010	$26.12M	8.0%	$111.16	$111.16	—	COM	413086109
—	LINEAR TECHNOLOGY CORP	417,914	$26.06M	7.9%	$62.35	$60.08	—	COM	535678106
—	YADKIN FINL CORP	751,643	$25.75M	7.8%	$34.26	$31.57	—	COM	984305102
—	LIFELOCK INC	1,010,585	$24.17M	7.4%	$23.92	$23.92	—	COM	53224V100
—	BROCADE COMMUNICATIONS SYS I	1,789,880	$22.36M	6.8%	$12.49	$12.49	—	COM NEW	111621306
—	MERCHANTS BANCSHARES	397,823	$21.56M	6.6%	$54.20	$54.20	—	COM	588448100
—	MENTOR GRAPHICS CORP	550,620	$20.31M	6.2%	$36.89	$36.89	—	COM	587200106
—	SUFFOLK BANCORP	441,346	$18.9M	5.8%	$42.82	$32.45	—	COM	864739107
—	EVERBANK FINL CORP	837,230	$16.28M	5.0%	$19.45	$19.38	—	COM	29977G102
—	COLUMBIA PIPELINE PARTNERS L	929,551	$15.94M	4.9%	$17.15	$17.15	—	COM UT REPSTG	198281107
—	CAROLINA BK HLDGS INC GREENS	426,598	$11.02M	3.4%	$25.83	$18.91	—	COM	143785103
—	CASCADE BANCORP	1,279,019	$10.39M	3.2%	$8.12	$8.12	—	COM NEW	147154207
—	METALDYNE PERFORMANCE GROUP	401,470	$9.214M	2.8%	$22.95	$22.95	—	COM	59116R107
—	TEAM HEALTH HOLDINGS INC	195,587	$8.498M	2.6%	$43.45	$43.45	—	COM	87817A107
—	LEVEL 3 COMMUNICATIONS INC	140,056	$7.894M	2.4%	$56.36	$56.36	—	COM NEW	52729N308
—	SOUTHWEST BANCORP INC OKLA	251,926	$7.306M	2.2%	$29.00	$29.00	—	COM	844767103
—	MIDDLEBURG FINANCIAL CORP	166,659	$5.791M	1.8%	$34.75	$34.75	—	COM	596094102
—	INTELIQUENT INC	231,120	$5.297M	1.6%	$22.92	$22.92	—	COM	45825N107
—	ENERGY TRANSFER PRTNRS L P	120,980	$4.332M	1.3%	$35.81	$35.81	—	UNIT LTD PARTN	29273R109
—	G & K SVCS INC	41,352	$3.988M	1.2%	$96.44	$96.21	—	CL A	361268105
—	EQUITY ONE	74,945	$2.3M	0.7%	$30.69	$30.69	—	COM	294752100
—	LAKE SUNAPEE BK GROUP	80,636	$1.902M	0.6%	$23.59	$19.10	—	COM	510866106
—	EMPIRE DIST ELEC CO	52,488	$1.785M	0.5%	$34.01	$34.14	—	COM	291641108
—	CLARCOR INC	14,983	$1.236M	0.4%	$82.49	$82.49	—	COM	179895107
—	B/E AEROSPACE INC	20,000	$1.204M	0.4%	$60.20	$60.20	—	COM	073302101
—	AMERICAN FARMLAND CO	63,356	$505K	0.2%	$7.97	$7.90	—	COM	02589Y100
—	JP ENERGY PARTNERS LP	36,379	$368K	0.1%	$10.12	$10.12	—	UNT REPST LTD	46643C109
—	BATS GLOBAL MKTS INC	10,547	$353K	0.1%	$33.47	$30.27	—	COM	05491G109
—	UNIVERSAL AMERN CORP NEW	10,000	$100K	0.0%	$10.00	$10.00	—	COM	91338E101
—	FAIRPOINT COMMUNICATIONS INC	4,700	$88,000	0.0%	$18.72	$18.72	—	COM NEW	305560302
—	HERITAGE OAKS BANCORP	4,182	$52,000	0.0%	$12.43	$12.43	—	COM	42724R107