Chicago Capital Management, LLC Quant / Systematic

CIK: 0001580162 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 12, 2021

Total Value ($000): $215,944 (100.0% shares, 0.0% debt)

Holdings (40)

— STERLING BANCORP DEL 7.8%

Value ($000) $16,790 Shares 672,664 Est. Cost $24.96 Unrealized —

— FLAGSTAR BANCORP INC 6.7%

Value ($000) $14,398 Shares 283,528 Est. Cost $42.27 Unrealized —

— STAMPS COM INC 6.2%

Value ($000) $13,354 Shares 40,491 Est. Cost $329.80 Unrealized —

— CADENCE BANCORPORATION 5.5%

Value ($000) $11,828 Shares 538,606 Est. Cost $21.08 Unrealized —

— COVANTA HLDG CORP 5.2%

Value ($000) $11,136 Shares 553,500 Est. Cost $20.12 Unrealized —

— SELECT BANCORP INC NEW 5.1%

Value ($000) $11,057 Shares 641,013 Est. Cost $16.12 Unrealized —

— CIT GROUP INC 5.0%

Value ($000) $10,728 Shares 206,500 Est. Cost $51.51 Unrealized —

— MERIDIAN BANCORP INC MD 5.0%

Value ($000) $10,690 Shares 514,935 Est. Cost $20.62 Unrealized —

— MAGELLAN HEALTH INC 4.7%

Value ($000) $10,073 Shares 106,536 Est. Cost $93.27 Unrealized —

— ATHENE HOLDING LTD 4.5%

Value ($000) $9,776 Shares 141,949 Est. Cost $64.42 Unrealized —

— INVESTORS BANCORP INC NEW 4.0%

Value ($000) $8,738 Shares 578,299 Est. Cost $15.11 Unrealized —

— COMMUNITY BANKERS TR CORP 4.0%

Value ($000) $8,646 Shares 760,420 Est. Cost $11.34 Unrealized —

— CENTURY BANCORPORATION INC 4.0%

Value ($000) $8,610 Shares 74,711 Est. Cost $114.20 Unrealized —

— PACIFIC MERCANTILE BANCORP 3.5%

Value ($000) $7,464 Shares 810,446 Est. Cost $8.69 Unrealized —

— CAI INTERNATIONAL INC 3.4%

Value ($000) $7,250 Shares 129,668 Est. Cost $55.93 Unrealized —

— ECHO GLOBAL LOGISTICS INC 2.9%

Value ($000) $6,267 Shares 131,352 Est. Cost $47.71 Unrealized —

— MEDALLIA INC 2.8%

Value ($000) $5,960 Shares 175,971 Est. Cost $33.87 Unrealized —

— SELECT INTERIOR CONCEPTS INC 2.7%

Value ($000) $5,823 Shares 403,831 Est. Cost $14.42 Unrealized —

— J ALEXANDERS HLDGS INC 2.4%

Value ($000) $5,204 Shares 371,701 Est. Cost $14.00 Unrealized —

— 1ST CONSTITUTION BANCORP 2.4%

Value ($000) $5,094 Shares 215,202 Est. Cost $23.67 Unrealized —

— SEVERN BANCORP INC ANNAPOLIS 1.9%

Value ($000) $4,168 Shares 332,920 Est. Cost $12.10 Unrealized —

— FIRST MIDWEST BANCORP DEL 1.8%

Value ($000) $3,964 Shares 208,525 Est. Cost $19.01 Unrealized —

— BANK COMM HLDGS 1.7%

Value ($000) $3,778 Shares 249,026 Est. Cost $15.17 Unrealized —

— ATLANTIC CAP BANCSHARES INC 1.7%

Value ($000) $3,613 Shares 136,376 Est. Cost $26.49 Unrealized —

— CORNERSTONE ONDEMAND INC 1.5%

Value ($000) $3,298 Shares 57,596 Est. Cost $57.26 Unrealized —

— RELIANT BANCORP INC 1.5%

Value ($000) $3,216 Shares 101,804 Est. Cost $31.59 Unrealized —

— QAD INC 0.4%

Value ($000) $794 Shares 9,113 Est. Cost $87.13 Unrealized —

— HOWARD BANCORP INC 0.3%

Value ($000) $718 Shares 35,410 Est. Cost $20.28 Unrealized —

— TRILLIUM THERAPEUTICS INC 0.3%

Value ($000) $562 Shares 32,000 Est. Cost $17.56 Unrealized —

— NUANCE COMMUNICATIONS INC 0.3%

Value ($000) $550 Shares 10,000 Est. Cost $54.40 Unrealized —

— QAD INC 0.2%

Value ($000) $504 Shares 5,772 Est. Cost $87.32 Unrealized —

— INOVALON HLDGS INC 0.2%

Value ($000) $403 Shares 10,000 Est. Cost $40.30 Unrealized —

— LYDALL INC 0.2%

Value ($000) $364 Shares 5,862 Est. Cost $62.09 Unrealized —

TXNM PNM RES INC 0.1%

Value ($000) $297 Shares 6,000 Est. Cost $48.87 Unrealized +0.1%

— MISONIX INC 0.1%

Value ($000) $217 Shares 8,573 Est. Cost $25.31 Unrealized —

— MACQUARIE INFRASTR HOLD LLC 0.1%

Value ($000) $203 Shares 5,000 Est. Cost $40.60 Unrealized —

— SOLITON INC 0.1%

Value ($000) $187 Shares 9,182 Est. Cost $22.54 Unrealized —

— RETAIL PPTYS AMER INC 0.1%

Value ($000) $155 Shares 12,000 Est. Cost $12.92 Unrealized —

— FERRO CORP 0.0%

Value ($000) $51 Shares 2,500 Est. Cost $21.60 Unrealized —

— VINE ENERGY INC 0.0%

Value ($000) $16 Shares 1,000 Est. Cost $16.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	STERLING BANCORP DEL	672,664	$16,790	7.8%	$24.96	—	COM	85917A100
—	FLAGSTAR BANCORP INC	283,528	$14,398	6.7%	$42.27	—	COM PAR .001	337930705
—	STAMPS COM INC	40,491	$13,354	6.2%	$329.80	—	COM NEW	852857200
—	CADENCE BANCORPORATION	538,606	$11,828	5.5%	$21.08	—	CL A	12739A100
—	COVANTA HLDG CORP	553,500	$11,136	5.2%	$20.12	—	COM	22282E102
—	SELECT BANCORP INC NEW	641,013	$11,057	5.1%	$16.12	—	COM	81617L108
—	CIT GROUP INC	206,500	$10,728	5.0%	$51.51	—	COM NEW	125581801
—	MERIDIAN BANCORP INC MD	514,935	$10,690	5.0%	$20.62	—	COM	58958U103
—	MAGELLAN HEALTH INC	106,536	$10,073	4.7%	$93.27	—	COM NEW	559079207
—	ATHENE HOLDING LTD	141,949	$9,776	4.5%	$64.42	—	CL A	G0684D107
—	INVESTORS BANCORP INC NEW	578,299	$8,738	4.0%	$15.11	—	COM	46146L101
—	COMMUNITY BANKERS TR CORP	760,420	$8,646	4.0%	$11.34	—	COM	203612106
—	CENTURY BANCORPORATION INC	74,711	$8,610	4.0%	$114.20	—	CL A NON VTG	156432106
—	PACIFIC MERCANTILE BANCORP	810,446	$7,464	3.5%	$8.69	—	COM	694552100
—	CAI INTERNATIONAL INC	129,668	$7,250	3.4%	$55.93	—	COM	12477X106
—	ECHO GLOBAL LOGISTICS INC	131,352	$6,267	2.9%	$47.71	—	COM	27875T101
—	MEDALLIA INC	175,971	$5,960	2.8%	$33.87	—	COM	584021109
—	SELECT INTERIOR CONCEPTS INC	403,831	$5,823	2.7%	$14.42	—	CL A	816120307
—	J ALEXANDERS HLDGS INC	371,701	$5,204	2.4%	$14.00	—	COM	46609J106
—	1ST CONSTITUTION BANCORP	215,202	$5,094	2.4%	$23.67	—	COM	31986N102
—	SEVERN BANCORP INC ANNAPOLIS	332,920	$4,168	1.9%	$12.10	—	COM	81811M100
—	FIRST MIDWEST BANCORP DEL	208,525	$3,964	1.8%	$19.01	—	COM	320867104
—	BANK COMM HLDGS	249,026	$3,778	1.7%	$15.17	—	COM	06424J103
—	ATLANTIC CAP BANCSHARES INC	136,376	$3,613	1.7%	$26.49	—	COM	048269203
—	CORNERSTONE ONDEMAND INC	57,596	$3,298	1.5%	$57.26	—	COM	21925Y103
—	RELIANT BANCORP INC	101,804	$3,216	1.5%	$31.59	—	COM	75956B101
—	QAD INC	9,113	$794	0.4%	$87.13	—	CL B	74727D207
—	HOWARD BANCORP INC	35,410	$718	0.3%	$20.28	—	COM	442496105
—	TRILLIUM THERAPEUTICS INC	32,000	$562	0.3%	$17.56	—	COM NEW	89620X506
—	NUANCE COMMUNICATIONS INC	10,000	$550	0.3%	$54.40	—	COM	67020Y100
—	QAD INC	5,772	$504	0.2%	$87.32	—	CL A	74727D306
—	INOVALON HLDGS INC	10,000	$403	0.2%	$40.30	—	COM CL A	45781D101
—	LYDALL INC	5,862	$364	0.2%	$62.09	—	COM	550819106
TXNM	PNM RES INC	6,000	$297	0.1%	$48.87	+0.1%	COM	69349H107
—	MISONIX INC	8,573	$217	0.1%	$25.31	—	COM	604871103
—	MACQUARIE INFRASTR HOLD LLC	5,000	$203	0.1%	$40.60	—	COMMON UNITS	55608B105
—	SOLITON INC	9,182	$187	0.1%	$22.54	—	COM	834251100
—	RETAIL PPTYS AMER INC	12,000	$155	0.1%	$12.92	—	CL A	76131V202
—	FERRO CORP	2,500	$51	0.0%	$21.60	—	COM	315405100
—	VINE ENERGY INC	1,000	$16	0.0%	$16.00	—	CL A	92735P103