Chicago Capital Management, LLC Quant / Systematic

CIK: 0001580162 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Jul 17, 2017

Total Value ($000): $448,440 (100.0% shares, 0.0% debt)

Holdings (44)

— PANERA BREAD CO 7.2%

Value ($000) $32,153 Shares 102,190 Est. Cost $314.64 Unrealized —

— BARD C R INC 7.0%

Value ($000) $31,611 Shares 100,000 Est. Cost $316.11 Unrealized —

— ASTORIA FINL CORP 6.8%

Value ($000) $30,308 Shares 1,504,105 Est. Cost $20.16 Unrealized —

— ONEOK PARTNERS LP 6.7%

Value ($000) $30,052 Shares 584,902 Est. Cost $53.39 Unrealized —

— PAREXEL INTL CORP 6.3%

Value ($000) $28,442 Shares 327,261 Est. Cost $86.91 Unrealized —

— VCA INC 6.2%

Value ($000) $27,859 Shares 301,800 Est. Cost $91.50 Unrealized —

— RICE ENERGY INC 6.2%

Value ($000) $27,767 Shares 1,042,708 Est. Cost $26.63 Unrealized —

— PACIFIC CONTINENTAL CORP 4.8%

Value ($000) $21,585 Shares 844,803 Est. Cost $25.28 Unrealized —

— ALBANY MOLECULAR RESH INC 4.8%

Value ($000) $21,417 Shares 986,958 Est. Cost $21.70 Unrealized —

— PATHEON N V 4.7%

Value ($000) $20,939 Shares 600,324 Est. Cost $34.88 Unrealized —

— SOUTHWEST BANCORP INC OKLA 4.5%

Value ($000) $20,243 Shares 792,282 Est. Cost $27.06 Unrealized —

— VTTI ENERGY PARTNERS LP 4.4%

Value ($000) $19,892 Shares 1,012,315 Est. Cost $19.65 Unrealized —

— STAPLES INC 4.2%

Value ($000) $18,911 Shares 1,878,000 Est. Cost $10.07 Unrealized —

— AKORN INC 3.8%

Value ($000) $16,827 Shares 501,692 Est. Cost $33.54 Unrealized —

— LEVEL 3 COMMUNICATIONS INC 3.5%

Value ($000) $15,504 Shares 261,456 Est. Cost $56.76 Unrealized —

— FORTRESS INVESTMENT GROUP LL 3.0%

Value ($000) $13,577 Shares 1,699,263 Est. Cost $7.95 Unrealized —

— MOBILEYE N V AMSTELVEEN 2.7%

Value ($000) $12,309 Shares 196,000 Est. Cost $62.52 Unrealized —

— CU BANCORP CALIF 2.7%

Value ($000) $12,208 Shares 337,711 Est. Cost $36.15 Unrealized —

— CARE CAP PPTYS INC 2.5%

Value ($000) $11,358 Shares 425,409 Est. Cost $26.70 Unrealized —

— KATE SPADE & CO 2.5%

Value ($000) $11,000 Shares 594,930 Est. Cost $18.49 Unrealized —

— DELTA NAT GAS INC 1.2%

Value ($000) $5,263 Shares 172,723 Est. Cost $30.37 Unrealized —

— FIRST SOUTH BANCORP INC VA 0.6%

Value ($000) $2,902 Shares 175,437 Est. Cost $16.54 Unrealized —

— STONEGATE BK FT LAUDERDALE F 0.6%

Value ($000) $2,871 Shares 62,162 Est. Cost $47.09 Unrealized —

— FELCOR LODGING TR INC 0.4%

Value ($000) $1,987 Shares 275,640 Est. Cost $7.21 Unrealized —

— ATWOOD OCEANICS INC 0.4%

Value ($000) $1,793 Shares 220,017 Est. Cost $8.15 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.3%

Value ($000) $1,453 Shares 115,214 Est. Cost $12.54 Unrealized —

— DUPONT FABROS TECHNOLOGY INC 0.3%

Value ($000) $1,320 Shares 21,584 Est. Cost $61.16 Unrealized —

— SWIFT TRANSN CO 0.3%

Value ($000) $1,143 Shares 43,138 Est. Cost $26.50 Unrealized —

— XACTLY CORP 0.2%

Value ($000) $1,023 Shares 65,389 Est. Cost $15.64 Unrealized —

— KCG HLDGS INC 0.2%

Value ($000) $997 Shares 50,000 Est. Cost $19.94 Unrealized —

— WHOLE FOODS MKT INC 0.2%

Value ($000) $842 Shares 20,000 Est. Cost $42.10 Unrealized —

— ASB BANCORP INC N C 0.1%

Value ($000) $521 Shares 11,860 Est. Cost $43.93 Unrealized —

— ONEBEACON INSURANCE GROUP LT 0.1%

Value ($000) $492 Shares 27,014 Est. Cost $18.21 Unrealized —

— WOLVERINE BANCORP INC 0.1%

Value ($000) $489 Shares 12,194 Est. Cost $40.10 Unrealized —

— NOVADAQ TECHNOLOGIES INC 0.1%

Value ($000) $406 Shares 34,622 Est. Cost $11.73 Unrealized —

— UCP INC 0.1%

Value ($000) $332 Shares 30,321 Est. Cost $10.95 Unrealized —

— PARAGON COML CORP 0.1%

Value ($000) $274 Shares 5,224 Est. Cost $52.45 Unrealized —

— WASHINGTONFIRST BANKSHARES I 0.0%

Value ($000) $121 Shares 3,500 Est. Cost $34.57 Unrealized —

— FAIRPOINT COMMUNICATIONS INC 0.0%

Value ($000) $81 Shares 5,200 Est. Cost $18.42 Unrealized —

— WEST MARINE INC 0.0%

Value ($000) $61 Shares 4,720 Est. Cost $12.92 Unrealized —

— PARK STERLING CORP 0.0%

Value ($000) $55 Shares 4,621 Est. Cost $11.90 Unrealized —

— FIRST CMNTY FINL PARTNERS IN 0.0%

Value ($000) $22 Shares 1,724 Est. Cost $12.76 Unrealized —

— XENITH BANKSHARES INC NEW 0.0%

Value ($000) $17 Shares 534 Est. Cost $31.84 Unrealized —

— ALON USA ENERGY INC 0.0%

Value ($000) $13 Shares 1,000 Est. Cost $13.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	PANERA BREAD CO	102,190	$32,153	7.2%	$314.64	—	CL A	69840W108
—	BARD C R INC	100,000	$31,611	7.0%	$316.11	—	COM	067383109
—	ASTORIA FINL CORP	1,504,105	$30,308	6.8%	$20.16	—	COM	046265104
—	ONEOK PARTNERS LP	584,902	$30,052	6.7%	$53.39	—	UNIT LTD PARTN	68268N103
—	PAREXEL INTL CORP	327,261	$28,442	6.3%	$86.91	—	COM	699462107
—	VCA INC	301,800	$27,859	6.2%	$91.50	—	COM	918194101
—	RICE ENERGY INC	1,042,708	$27,767	6.2%	$26.63	—	COM	762760106
—	PACIFIC CONTINENTAL CORP	844,803	$21,585	4.8%	$25.28	—	COM	69412V108
—	ALBANY MOLECULAR RESH INC	986,958	$21,417	4.8%	$21.70	—	COM	012423109
—	PATHEON N V	600,324	$20,939	4.7%	$34.88	—	SHS	N6865W105
—	SOUTHWEST BANCORP INC OKLA	792,282	$20,243	4.5%	$27.06	—	COM	844767103
—	VTTI ENERGY PARTNERS LP	1,012,315	$19,892	4.4%	$19.65	—	COM UNIT RP LT	Y9384M101
—	STAPLES INC	1,878,000	$18,911	4.2%	$10.07	—	COM	855030102
—	AKORN INC	501,692	$16,827	3.8%	$33.54	—	COM	009728106
—	LEVEL 3 COMMUNICATIONS INC	261,456	$15,504	3.5%	$56.76	—	COM NEW	52729N308
—	FORTRESS INVESTMENT GROUP LL	1,699,263	$13,577	3.0%	$7.95	—	CL A	34958B106
—	MOBILEYE N V AMSTELVEEN	196,000	$12,309	2.7%	$62.52	—	ORD SHS	N51488117
—	CU BANCORP CALIF	337,711	$12,208	2.7%	$36.15	—	COM	126534106
—	CARE CAP PPTYS INC	425,409	$11,358	2.5%	$26.70	—	COM	141624106
—	KATE SPADE & CO	594,930	$11,000	2.5%	$18.49	—	COM	485865109
—	DELTA NAT GAS INC	172,723	$5,263	1.2%	$30.37	—	COM	247748106
—	FIRST SOUTH BANCORP INC VA	175,437	$2,902	0.6%	$16.54	—	COM	33646W100
—	STONEGATE BK FT LAUDERDALE F	62,162	$2,871	0.6%	$47.09	—	COM	861811107
—	FELCOR LODGING TR INC	275,640	$1,987	0.4%	$7.21	—	COM	31430F101
—	ATWOOD OCEANICS INC	220,017	$1,793	0.4%	$8.15	—	COM	050095108
—	BROCADE COMMUNICATIONS SYS I	115,214	$1,453	0.3%	$12.54	—	COM NEW	111621306
—	DUPONT FABROS TECHNOLOGY INC	21,584	$1,320	0.3%	$61.16	—	COM	26613Q106
—	SWIFT TRANSN CO	43,138	$1,143	0.3%	$26.50	—	CL A	87074U101
—	XACTLY CORP	65,389	$1,023	0.2%	$15.64	—	COM	98386L101
—	KCG HLDGS INC	50,000	$997	0.2%	$19.94	—	CL A	48244B100
—	WHOLE FOODS MKT INC	20,000	$842	0.2%	$42.10	—	COM	966837106
—	ASB BANCORP INC N C	11,860	$521	0.1%	$43.93	—	COM	00213T109
—	ONEBEACON INSURANCE GROUP LT	27,014	$492	0.1%	$18.21	—	CL A	G67742109
—	WOLVERINE BANCORP INC	12,194	$489	0.1%	$40.10	—	COM	977880103
—	NOVADAQ TECHNOLOGIES INC	34,622	$406	0.1%	$11.73	—	COM	66987G102
—	UCP INC	30,321	$332	0.1%	$10.95	—	CL A	90265Y106
—	PARAGON COML CORP	5,224	$274	0.1%	$52.45	—	COM NEW	69911U403
—	WASHINGTONFIRST BANKSHARES I	3,500	$121	0.0%	$34.57	—	COM	940730104
—	FAIRPOINT COMMUNICATIONS INC	5,200	$81	0.0%	$18.42	—	COM NEW	305560302
—	WEST MARINE INC	4,720	$61	0.0%	$12.92	—	COM	954235107
—	PARK STERLING CORP	4,621	$55	0.0%	$11.90	—	COM	70086Y105
—	FIRST CMNTY FINL PARTNERS IN	1,724	$22	0.0%	$12.76	—	COM	31985Q106
—	XENITH BANKSHARES INC NEW	534	$17	0.0%	$31.84	—	COM NEW	984102202
—	ALON USA ENERGY INC	1,000	$13	0.0%	$13.00	—	COM	020520102