Chicago Capital Management, LLC Quant / Systematic

CIK: 0001580162 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 14, 2023

Total Value ($000): $110,163 (98.3% shares, 1.7% debt)

Holdings (24)

— COUPA SOFTWARE INC 13.5%

Value ($000) $14,882 Shares 187,973 Est. Cost $79.17 Unrealized —

— STORE CAP CORP 11.9%

Value ($000) $13,100 Shares 408,600 Est. Cost $32.00 Unrealized —

— PROFESSIONAL HLDG CORP 9.6%

Value ($000) $10,628 Shares 383,140 Est. Cost $25.99 Unrealized —

— IMAGO BIOSCIENCES INC 7.8%

Value ($000) $8,591 Shares 238,962 Est. Cost $35.95 Unrealized —

— COHERENT CORP 7.4%

Value ($000) $8,156 Shares 51,007 Est. Cost $156.46 Unrealized —

— SABRE CORP 7.0%

Value ($000) $7,753 Shares 92,106 Est. Cost $75.28 Unrealized —

— BECTON DICKINSON & CO 5.7%

Value ($000) $6,276 Shares 125,321 Est. Cost $47.14 Unrealized —

IRBTQ IROBOT CORP 5.0%

Value ($000) $5,535 Shares 115,000 Est. Cost $52.49 Unrealized +0.7%

— 1LIFE HEALTHCARE INC 4.2%

Value ($000) $4,680 Shares 280,100 Est. Cost $17.15 Unrealized —

— HORIZON THERAPEUTICS PUB L 4.1%

Value ($000) $4,532 Shares 39,821 Est. Cost $113.80 Unrealized —

— KNOWBE4 INC 3.4%

Value ($000) $3,782 Shares 152,615 Est. Cost $24.78 Unrealized —

— AES CORP 3.2%

Value ($000) $3,564 Shares 34,941 Est. Cost $90.64 Unrealized —

CLVT 5.25 06/01/24 A CLARIVATE PLC 2.8%

Value ($000) $3,103 Shares 81,904 Est. Cost $37.88 Unrealized —

FHN FIRST HORIZON CORPORATION 2.5%

Value ($000) $2,761 Shares 112,707 Est. Cost $17.40 Unrealized +23.8%

— LIMESTONE BANCORP INC 2.2%

Value ($000) $2,411 Shares 98,719 Est. Cost $24.42 Unrealized —

— OYSTER PT PHARMA INC 2.2%

Value ($000) $2,371 Shares 212,234 Est. Cost $11.17 Unrealized —

— USERTESTING INC 1.8%

Value ($000) $1,933 Shares 257,360 Est. Cost $7.51 Unrealized —

— SEASPINE HLDGS CORP 1.4%

Value ($000) $1,507 Shares 180,532 Est. Cost $8.35 Unrealized —

— MAXAR TECHNOLOGIES INC 1.0%

Value ($000) $1,066 Shares 20,600 Est. Cost $51.74 Unrealized —

— KAMAN CORP 0.9%

Value ($000) $940 Shares 1,000 Est. Cost $939.69 Unrealized —

— HERBALIFE NUTRITION LTD 0.8%

Value ($000) $932 Shares 1,000 Est. Cost $931.89 Unrealized —

— BOSTON SCIENTIFIC CORP 0.6%

Value ($000) $655 Shares 5,705 Est. Cost $101.14 Unrealized —

— RBC BEARINGS INC 0.6%

Value ($000) $633 Shares 6,167 Est. Cost $103.94 Unrealized —

— AVEO PHARMACEUTICALS INC 0.3%

Value ($000) $374 Shares 25,000 Est. Cost $14.95 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	COUPA SOFTWARE INC	187,973	$14,882	13.5%	$79.17	—	COM	22266L106
—	STORE CAP CORP	408,600	$13,100	11.9%	$32.00	—	COM	862121100
—	PROFESSIONAL HLDG CORP	383,140	$10,628	9.6%	$25.99	—	CL A COM	743139107
—	IMAGO BIOSCIENCES INC	238,962	$8,591	7.8%	$35.95	—	COM	45250K107
—	COHERENT CORP	51,007	$8,156	7.4%	$156.46	—	6% CONV PFD A	19247G206
—	SABRE CORP	92,106	$7,753	7.0%	$75.28	—	6.50% CONV PFD A	78573M203
—	BECTON DICKINSON & CO	125,321	$6,276	5.7%	$47.14	—	6% DP CONV PFD B	075887406
IRBTQ	IROBOT CORP	115,000	$5,535	5.0%	$52.49	+0.7%	COM	462726100
—	1LIFE HEALTHCARE INC	280,100	$4,680	4.2%	$17.15	—	COM	68269G107
—	HORIZON THERAPEUTICS PUB L	39,821	$4,532	4.1%	$113.80	—	SHS	G46188101
—	KNOWBE4 INC	152,615	$3,782	3.4%	$24.78	—	CL A	49926T104
—	AES CORP	34,941	$3,564	3.2%	$90.64	—	UNIT 02/15/2024	00130H204
CLVT 5.25 06/01/24 A	CLARIVATE PLC	81,904	$3,103	2.8%	$37.88	—	5.25% PFD CONV A	G21810208
FHN	FIRST HORIZON CORPORATION	112,707	$2,761	2.5%	$17.40	+23.8%	COM	320517105
—	LIMESTONE BANCORP INC	98,719	$2,411	2.2%	$24.42	—	COM	53262L105
—	OYSTER PT PHARMA INC	212,234	$2,371	2.2%	$11.17	—	COM	69242L106
—	USERTESTING INC	257,360	$1,933	1.8%	$7.51	—	COM	91734E101
—	SEASPINE HLDGS CORP	180,532	$1,507	1.4%	$8.35	—	COM	81255T108
—	MAXAR TECHNOLOGIES INC	20,600	$1,066	1.0%	$51.74	—	COM	57778K105
—	KAMAN CORP	1,000	$940	0.9%	$939.69	—	NOTE 3.250% 5/0	483548AF0
—	HERBALIFE NUTRITION LTD	1,000	$932	0.8%	$931.89	—	NOTE 2.625% 3/1	42703MAD5
—	BOSTON SCIENTIFIC CORP	5,705	$655	0.6%	$101.14	—	5.50% CNV PFD A	101137206
—	RBC BEARINGS INC	6,167	$633	0.6%	$103.94	—	5% CNV PFD SR A	75524B203
—	AVEO PHARMACEUTICALS INC	25,000	$374	0.3%	$14.95	—	COM NEW	053588307