Chicago Capital Management, LLC Quant / Systematic

CIK: 0001580162 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 11, 2023

Total Value ($000): $91,071 (95.8% shares, 4.2% debt)

Holdings (23)

— OAK STR HEALTH INC 16.2%

Value ($000) $14,747 Shares 381,252 Est. Cost $38.68 Unrealized —

— HORIZON THERAPEUTICS PUB L 15.1%

Value ($000) $13,755 Shares 126,030 Est. Cost $110.61 Unrealized —

— COHERENT CORP 8.2%

Value ($000) $7,459 Shares 42,624 Est. Cost $156.46 Unrealized —

— PROVENTION BIO INC 7.3%

Value ($000) $6,616 Shares 274,515 Est. Cost $24.10 Unrealized —

— SABRE CORP 6.0%

Value ($000) $5,460 Shares 87,078 Est. Cost $75.28 Unrealized —

— CARDIOVASCULAR SYS INC DEL 5.6%

Value ($000) $5,108 Shares 257,190 Est. Cost $19.86 Unrealized —

IRBTQ IROBOT CORP 5.5%

Value ($000) $5,019 Shares 115,000 Est. Cost $52.49 Unrealized -15.6%

— BECTON DICKINSON & CO 5.1%

Value ($000) $4,632 Shares 93,152 Est. Cost $47.14 Unrealized —

— FOCUS FINL PARTNERS INC 3.5%

Value ($000) $3,175 Shares 61,216 Est. Cost $51.87 Unrealized —

— MAXAR TECHNOLOGIES INC 3.4%

Value ($000) $3,094 Shares 60,600 Est. Cost $51.29 Unrealized —

— KAMAN CORP 3.2%

Value ($000) $2,898 Shares 3,000,000 Est. Cost $1.28 Unrealized —

CLVT 5.25 06/01/24 A CLARIVATE PLC 3.0%

Value ($000) $2,709 Shares 65,972 Est. Cost $37.88 Unrealized —

— AES CORP 2.9%

Value ($000) $2,617 Shares 29,241 Est. Cost $90.64 Unrealized —

— INDUS REALTY TRUST INC 2.8%

Value ($000) $2,574 Shares 38,834 Est. Cost $66.29 Unrealized —

— LIMESTONE BANCORP INC 2.5%

Value ($000) $2,273 Shares 101,875 Est. Cost $24.35 Unrealized —

FHN FIRST HORIZON CORPORATION 2.2%

Value ($000) $2,004 Shares 112,707 Est. Cost $17.40 Unrealized +14.3%

— RADIUS GLOBAL INFRASTRCTRE I 1.9%

Value ($000) $1,774 Shares 120,905 Est. Cost $14.67 Unrealized —

— TRAVELCENTERS OF AMERICA INC 1.8%

Value ($000) $1,652 Shares 19,100 Est. Cost $86.50 Unrealized —

— KIMBALL INTL INC 1.4%

Value ($000) $1,250 Shares 100,827 Est. Cost $12.40 Unrealized —

— HERBALIFE NUTRITION LTD 1.0%

Value ($000) $950 Shares 1,000,000 Est. Cost $1.88 Unrealized —

— RBC BEARINGS INC 0.6%

Value ($000) $526 Shares 4,671 Est. Cost $103.94 Unrealized —

— BOSTON SCIENTIFIC CORP 0.6%

Value ($000) $522 Shares 4,312 Est. Cost $101.14 Unrealized —

— SALISBURY BANCORP INC 0.3%

Value ($000) $256 Shares 10,641 Est. Cost $24.10 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	OAK STR HEALTH INC	381,252	$14,747	16.2%	$38.68	—	COM	67181A107
—	HORIZON THERAPEUTICS PUB L	126,030	$13,755	15.1%	$110.61	—	SHS	G46188101
—	COHERENT CORP	42,624	$7,459	8.2%	$156.46	—	6% CONV PFD A	19247G206
—	PROVENTION BIO INC	274,515	$6,616	7.3%	$24.10	—	COM	74374N102
—	SABRE CORP	87,078	$5,460	6.0%	$75.28	—	6.50% CONV PFD A	78573M203
—	CARDIOVASCULAR SYS INC DEL	257,190	$5,108	5.6%	$19.86	—	COM	141619106
IRBTQ	IROBOT CORP	115,000	$5,019	5.5%	$52.49	-15.6%	COM	462726100
—	BECTON DICKINSON & CO	93,152	$4,632	5.1%	$47.14	—	6% DP CONV PFD B	075887406
—	FOCUS FINL PARTNERS INC	61,216	$3,175	3.5%	$51.87	—	COM CL A	34417P100
—	MAXAR TECHNOLOGIES INC	60,600	$3,094	3.4%	$51.29	—	COM	57778K105
—	KAMAN CORP	3,000,000	$2,898	3.2%	$1.28	—	NOTE 3.250% 5/0	483548AF0
CLVT 5.25 06/01/24 A	CLARIVATE PLC	65,972	$2,709	3.0%	$37.88	—	5.25% PFD CONV A	G21810208
—	AES CORP	29,241	$2,617	2.9%	$90.64	—	UNIT 02/15/2024	00130H204
—	INDUS REALTY TRUST INC	38,834	$2,574	2.8%	$66.29	—	COM	45580R103
—	LIMESTONE BANCORP INC	101,875	$2,273	2.5%	$24.35	—	COM	53262L105
FHN	FIRST HORIZON CORPORATION	112,707	$2,004	2.2%	$17.40	+14.3%	COM	320517105
—	RADIUS GLOBAL INFRASTRCTRE I	120,905	$1,774	1.9%	$14.67	—	COM CL A	750481103
—	TRAVELCENTERS OF AMERICA INC	19,100	$1,652	1.8%	$86.50	—	COM NEW	89421B109
—	KIMBALL INTL INC	100,827	$1,250	1.4%	$12.40	—	CL B	494274103
—	HERBALIFE NUTRITION LTD	1,000,000	$950	1.0%	$1.88	—	NOTE 2.625% 3/1	42703MAD5
—	RBC BEARINGS INC	4,671	$526	0.6%	$103.94	—	5% CNV PFD SR A	75524B203
—	BOSTON SCIENTIFIC CORP	4,312	$522	0.6%	$101.14	—	5.50% CNV PFD A	101137206
—	SALISBURY BANCORP INC	10,641	$256	0.3%	$24.10	—	COM	795226109