Chicago Capital Management, LLC Quant / Systematic

CIK: 0001580162 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 11, 2021

Total Value ($000): $178,470 (100.0% shares, 0.0% debt)

Holdings (34)

— SLACK TECHNOLOGIES INC 8.7%

Value ($000) $15,505 Shares 350,000 Est. Cost $42.24 Unrealized —

— ALEXION PHARMACEUTICALS INC 7.4%

Value ($000) $13,135 Shares 71,500 Est. Cost $183.71 Unrealized —

— FLAGSTAR BANCORP INC 6.7%

Value ($000) $11,985 Shares 283,528 Est. Cost $42.27 Unrealized —

— CIT GROUP INC 6.0%

Value ($000) $10,653 Shares 206,500 Est. Cost $51.51 Unrealized —

— SELECT BANCORP INC NEW 5.8%

Value ($000) $10,324 Shares 640,420 Est. Cost $16.12 Unrealized —

— MAGELLAN HEALTH INC 5.6%

Value ($000) $10,036 Shares 106,536 Est. Cost $93.27 Unrealized —

— CONSTELLATION PHARMCETICLS I 5.6%

Value ($000) $10,001 Shares 295,878 Est. Cost $33.80 Unrealized —

— LUMINEX CORP DEL 5.4%

Value ($000) $9,703 Shares 263,662 Est. Cost $36.80 Unrealized —

— ATHENE HOLDING LTD 5.4%

Value ($000) $9,582 Shares 141,949 Est. Cost $64.42 Unrealized —

— NAVISTAR INTL CORP NEW 5.3%

Value ($000) $9,540 Shares 214,379 Est. Cost $43.99 Unrealized —

— CADENCE BANCORPORATION 5.1%

Value ($000) $9,158 Shares 438,596 Est. Cost $20.88 Unrealized —

— COMMUNITY BANKERS TR CORP 4.5%

Value ($000) $8,085 Shares 712,986 Est. Cost $11.34 Unrealized —

— CENTURY BANCORPORATION INC 4.0%

Value ($000) $7,166 Shares 62,856 Est. Cost $114.01 Unrealized —

— PACIFIC MERCANTILE BANCORP 3.9%

Value ($000) $6,935 Shares 806,424 Est. Cost $8.69 Unrealized —

— PROOFPOINT INC 3.8%

Value ($000) $6,735 Shares 38,762 Est. Cost $173.75 Unrealized —

— FIRST CHOICE BANCORP 3.2%

Value ($000) $5,744 Shares 188,652 Est. Cost $30.45 Unrealized —

— MERIDIAN BANCORP INC MD 2.8%

Value ($000) $4,916 Shares 240,256 Est. Cost $20.46 Unrealized —

— SEVERN BANCORP INC ANNAPOLIS 2.3%

Value ($000) $4,166 Shares 350,095 Est. Cost $12.10 Unrealized —

— AMERICAN RIV BANKSHARES 2.0%

Value ($000) $3,536 Shares 196,674 Est. Cost $17.98 Unrealized —

— PREMIER FINL BANCORP INC 1.9%

Value ($000) $3,355 Shares 199,119 Est. Cost $16.88 Unrealized —

— AT HOME GROUP INC 1.2%

Value ($000) $2,210 Shares 60,000 Est. Cost $36.83 Unrealized —

— CAI INTERNATIONAL INC 1.1%

Value ($000) $1,932 Shares 34,504 Est. Cost $55.99 Unrealized —

— SYKES ENTERPRISES INC 0.6%

Value ($000) $1,062 Shares 19,776 Est. Cost $53.70 Unrealized —

— WATFORD HLDGS LTD 0.6%

Value ($000) $1,016 Shares 29,026 Est. Cost $34.62 Unrealized —

— NUANCE COMMUNICATIONS INC 0.3%

Value ($000) $544 Shares 10,000 Est. Cost $54.40 Unrealized —

CTRA CABOT OIL & GAS CORP 0.2%

Value ($000) $419 Shares 23,972 Est. Cost $13.25 Unrealized 0.0%

— SHARPSPRING INC 0.2%

Value ($000) $373 Shares 22,113 Est. Cost $16.87 Unrealized —

— MACKINAC FINL CORP 0.1%

Value ($000) $246 Shares 12,455 Est. Cost $19.75 Unrealized —

— SOLITON INC 0.1%

Value ($000) $207 Shares 9,182 Est. Cost $22.54 Unrealized —

— FERRO CORP 0.0%

Value ($000) $54 Shares 2,500 Est. Cost $21.60 Unrealized —

— PRA HEALTH SCIENCES INC 0.0%

Value ($000) $50 Shares 300 Est. Cost $153.33 Unrealized —

TXNM PNM RES INC 0.0%

Value ($000) $49 Shares 1,000 Est. Cost $48.55 Unrealized +1.3%

DSSI DIAMOND S SHIPPING INC 0.0%

Value ($000) $35 Shares 3,487 Est. Cost $10.04 Unrealized —

— KNOLL INC 0.0%

Value ($000) $13 Shares 500 Est. Cost $26.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SLACK TECHNOLOGIES INC	350,000	$15,505	8.7%	$42.24	—	COM CL A	83088V102
—	ALEXION PHARMACEUTICALS INC	71,500	$13,135	7.4%	$183.71	—	COM	015351109
—	FLAGSTAR BANCORP INC	283,528	$11,985	6.7%	$42.27	—	COM PAR .001	337930705
—	CIT GROUP INC	206,500	$10,653	6.0%	$51.51	—	COM NEW	125581801
—	SELECT BANCORP INC NEW	640,420	$10,324	5.8%	$16.12	—	COM	81617L108
—	MAGELLAN HEALTH INC	106,536	$10,036	5.6%	$93.27	—	COM NEW	559079207
—	CONSTELLATION PHARMCETICLS I	295,878	$10,001	5.6%	$33.80	—	COM	210373106
—	LUMINEX CORP DEL	263,662	$9,703	5.4%	$36.80	—	COM	55027E102
—	ATHENE HOLDING LTD	141,949	$9,582	5.4%	$64.42	—	CL A	G0684D107
—	NAVISTAR INTL CORP NEW	214,379	$9,540	5.3%	$43.99	—	COM	63934E108
—	CADENCE BANCORPORATION	438,596	$9,158	5.1%	$20.88	—	CL A	12739A100
—	COMMUNITY BANKERS TR CORP	712,986	$8,085	4.5%	$11.34	—	COM	203612106
—	CENTURY BANCORPORATION INC	62,856	$7,166	4.0%	$114.01	—	CL A NON VTG	156432106
—	PACIFIC MERCANTILE BANCORP	806,424	$6,935	3.9%	$8.69	—	COM	694552100
—	PROOFPOINT INC	38,762	$6,735	3.8%	$173.75	—	COM	743424103
—	FIRST CHOICE BANCORP	188,652	$5,744	3.2%	$30.45	—	COM	31948P104
—	MERIDIAN BANCORP INC MD	240,256	$4,916	2.8%	$20.46	—	COM	58958U103
—	SEVERN BANCORP INC ANNAPOLIS	350,095	$4,166	2.3%	$12.10	—	COM	81811M100
—	AMERICAN RIV BANKSHARES	196,674	$3,536	2.0%	$17.98	—	COM	029326105
—	PREMIER FINL BANCORP INC	199,119	$3,355	1.9%	$16.88	—	COM	74050M105
—	AT HOME GROUP INC	60,000	$2,210	1.2%	$36.83	—	COM	04650Y100
—	CAI INTERNATIONAL INC	34,504	$1,932	1.1%	$55.99	—	COM	12477X106
—	SYKES ENTERPRISES INC	19,776	$1,062	0.6%	$53.70	—	COM	871237103
—	WATFORD HLDGS LTD	29,026	$1,016	0.6%	$34.62	—	SHS	G94787101
—	NUANCE COMMUNICATIONS INC	10,000	$544	0.3%	$54.40	—	COM	67020Y100
CTRA	CABOT OIL & GAS CORP	23,972	$419	0.2%	$13.25	0.0%	COM	127097103
—	SHARPSPRING INC	22,113	$373	0.2%	$16.87	—	COM	820054104
—	MACKINAC FINL CORP	12,455	$246	0.1%	$19.75	—	COM	554571109
—	SOLITON INC	9,182	$207	0.1%	$22.54	—	COM	834251100
—	FERRO CORP	2,500	$54	0.0%	$21.60	—	COM	315405100
—	PRA HEALTH SCIENCES INC	300	$50	0.0%	$153.33	—	COM	69354M108
TXNM	PNM RES INC	1,000	$49	0.0%	$48.55	+1.3%	COM	69349H107
DSSI	DIAMOND S SHIPPING INC	3,487	$35	0.0%	$10.04	—	COM	Y20676105
—	KNOLL INC	500	$13	0.0%	$26.00	—	COM NEW	498904200