Chicago Capital Management, LLC Quant / Systematic

Location: Chicago, IL

CIK: 0001580162 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 11, 2023

Total Value: $91.07M (95.8% shares, 4.2% debt)

Holdings (23)

— OAK STR HEALTH INC 16.2%

Value $14.75M Shares 381,252 Share Price $38.68 Est. Cost/Share $38.68 Unrealized @ Report Date —

— HORIZON THERAPEUTICS PUB L 15.1%

Value $13.75M Shares 126,030 Share Price $109.14 Est. Cost/Share $110.61 Unrealized @ Report Date —

— COHERENT CORP 8.2%

Value $7.459M Shares 42,624 Share Price $174.99 Est. Cost/Share $156.46 Unrealized @ Report Date —

— PROVENTION BIO INC 7.3%

Value $6.616M Shares 274,515 Share Price $24.10 Est. Cost/Share $24.10 Unrealized @ Report Date —

— SABRE CORP 6.0%

Value $5.46M Shares 87,078 Share Price $62.70 Est. Cost/Share $75.28 Unrealized @ Report Date —

— CARDIOVASCULAR SYS INC DEL 5.6%

Value $5.108M Shares 257,190 Share Price $19.86 Est. Cost/Share $19.86 Unrealized @ Report Date —

IRBTQ IROBOT CORP 5.5%

Value $5.019M Shares 115,000 Share Price $43.64 Est. Cost/Share $52.49 Unrealized @ Report Date -15.6%

— BECTON DICKINSON & CO 5.1%

Value $4.632M Shares 93,152 Share Price $49.72 Est. Cost/Share $47.14 Unrealized @ Report Date —

— FOCUS FINL PARTNERS INC 3.5%

Value $3.175M Shares 61,216 Share Price $51.87 Est. Cost/Share $51.87 Unrealized @ Report Date —

— MAXAR TECHNOLOGIES INC 3.4%

Value $3.094M Shares 60,600 Share Price $51.06 Est. Cost/Share $51.29 Unrealized @ Report Date —

— KAMAN CORP 3.2%

Value $2.898M Shares 3,000,000 Share Price $0.97 Est. Cost/Share $1.28 Unrealized @ Report Date —

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

Value $2.709M Shares 65,972 Share Price $41.07 Est. Cost/Share $37.88 Unrealized @ Report Date —

— AES CORP 2.9%

Value $2.617M Shares 29,241 Share Price $89.51 Est. Cost/Share $90.64 Unrealized @ Report Date —

— INDUS REALTY TRUST INC 2.8%

Value $2.574M Shares 38,834 Share Price $66.29 Est. Cost/Share $66.29 Unrealized @ Report Date —

— LIMESTONE BANCORP INC 2.5%

Value $2.273M Shares 101,875 Share Price $22.31 Est. Cost/Share $24.35 Unrealized @ Report Date —

FHN FIRST HORIZON CORPORATION 2.2%

Value $2.004M Shares 112,707 Share Price $17.78 * Est. Cost/Share $17.40 Unrealized @ Report Date -7.8%

— RADIUS GLOBAL INFRASTRCTRE I 1.9%

Value $1.774M Shares 120,905 Share Price $14.67 Est. Cost/Share $14.67 Unrealized @ Report Date —

— TRAVELCENTERS OF AMERICA INC 1.8%

Value $1.652M Shares 19,100 Share Price $86.50 Est. Cost/Share $86.50 Unrealized @ Report Date —

— KIMBALL INTL INC 1.4%

Value $1.25M Shares 100,827 Share Price $12.40 Est. Cost/Share $12.40 Unrealized @ Report Date —

— HERBALIFE NUTRITION LTD 1.0%

Value $950K Shares 1,000,000 Share Price $0.95 Est. Cost/Share $1.88 Unrealized @ Report Date —

— RBC BEARINGS INC 0.6%

Value $526K Shares 4,671 Share Price $112.70 Est. Cost/Share $103.94 Unrealized @ Report Date —

— BOSTON SCIENTIFIC CORP 0.6%

Value $522K Shares 4,312 Share Price $121.04 Est. Cost/Share $101.14 Unrealized @ Report Date —

— SALISBURY BANCORP INC 0.3%

Value $256K Shares 10,641 Share Price $24.10 Est. Cost/Share $24.10 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	OAK STR HEALTH INC	381,252	$14.75M	16.2%	$38.68	$38.68	—	COM	67181A107
—	HORIZON THERAPEUTICS PUB L	126,030	$13.75M	15.1%	$109.14	$110.61	—	SHS	G46188101
—	COHERENT CORP	42,624	$7.459M	8.2%	$174.99	$156.46	—	6% CONV PFD A	19247G206
—	PROVENTION BIO INC	274,515	$6.616M	7.3%	$24.10	$24.10	—	COM	74374N102
—	SABRE CORP	87,078	$5.46M	6.0%	$62.70	$75.28	—	6.50% CONV PFD A	78573M203
—	CARDIOVASCULAR SYS INC DEL	257,190	$5.108M	5.6%	$19.86	$19.86	—	COM	141619106
IRBTQ	IROBOT CORP	115,000	$5.019M	5.5%	$43.64	$52.49	-15.6%	COM	462726100
—	BECTON DICKINSON & CO	93,152	$4.632M	5.1%	$49.72	$47.14	—	6% DP CONV PFD B	075887406
—	FOCUS FINL PARTNERS INC	61,216	$3.175M	3.5%	$51.87	$51.87	—	COM CL A	34417P100
—	MAXAR TECHNOLOGIES INC	60,600	$3.094M	3.4%	$51.06	$51.29	—	COM	57778K105
—	KAMAN CORP	3,000,000	$2.898M	3.2%	$0.97	$1.28	—	NOTE 3.250% 5/0	483548AF0
CLVT 5.25 06/01/24 A	CLARIVATE PLC	65,972	$2.709M	3.0%	$41.07	$37.88	—	5.25% PFD CONV A	G21810208
—	AES CORP	29,241	$2.617M	2.9%	$89.51	$90.64	—	UNIT 02/15/2024	00130H204
—	INDUS REALTY TRUST INC	38,834	$2.574M	2.8%	$66.29	$66.29	—	COM	45580R103
—	LIMESTONE BANCORP INC	101,875	$2.273M	2.5%	$22.31	$24.35	—	COM	53262L105
FHN	FIRST HORIZON CORPORATION	112,707	$2.004M	2.2%	$17.78 *	$17.40	-7.8%	COM	320517105
—	RADIUS GLOBAL INFRASTRCTRE I	120,905	$1.774M	1.9%	$14.67	$14.67	—	COM CL A	750481103
—	TRAVELCENTERS OF AMERICA INC	19,100	$1.652M	1.8%	$86.50	$86.50	—	COM NEW	89421B109
—	KIMBALL INTL INC	100,827	$1.25M	1.4%	$12.40	$12.40	—	CL B	494274103
—	HERBALIFE NUTRITION LTD	1,000,000	$950K	1.0%	$0.95	$1.88	—	NOTE 2.625% 3/1	42703MAD5
—	RBC BEARINGS INC	4,671	$526K	0.6%	$112.70	$103.94	—	5% CNV PFD SR A	75524B203
—	BOSTON SCIENTIFIC CORP	4,312	$522K	0.6%	$121.04	$101.14	—	5.50% CNV PFD A	101137206
—	SALISBURY BANCORP INC	10,641	$256K	0.3%	$24.10	$24.10	—	COM	795226109