Chicago Capital Management, LLC Quant / Systematic

CIK: 0001580162 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 14, 2023

Total Value ($000): $78,056 (95.0% shares, 5.0% debt)

Holdings (16)

— IVERIC BIO INC 18.1%

Value ($000) $14,145 Shares 359,561 Est. Cost $39.34 Unrealized —

— LIFE STORAGE INC 16.1%

Value ($000) $12,530 Shares 94,239 Est. Cost $132.96 Unrealized —

— COHERENT CORP 12.6%

Value ($000) $9,841 Shares 43,357 Est. Cost $157.65 Unrealized —

— HORIZON THERAPEUTICS PUB L 10.3%

Value ($000) $8,077 Shares 78,530 Est. Cost $110.61 Unrealized —

— FOCUS FINL PARTNERS INC 10.3%

Value ($000) $8,035 Shares 153,026 Est. Cost $52.25 Unrealized —

IRBTQ IROBOT CORP 6.7%

Value ($000) $5,218 Shares 115,313 Est. Cost $52.49 Unrealized -24.0%

— SABRE CORP 5.2%

Value ($000) $4,092 Shares 87,078 Est. Cost $75.28 Unrealized —

— VECTIVBIO HLDG AG 3.8%

Value ($000) $2,955 Shares 173,840 Est. Cost $17.00 Unrealized —

— KAMAN CORP 3.7%

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

CLVT 5.25 06/01/24 A CLARIVATE PLC 3.5%

Value ($000) $2,708 Shares 65,972 Est. Cost $37.88 Unrealized —

— AES CORP 3.1%

Value ($000) $2,387 Shares 29,241 Est. Cost $90.64 Unrealized —

— RADIUS GLOBAL INFRASTRCTRE I 2.3%

Value ($000) $1,801 Shares 120,905 Est. Cost $14.67 Unrealized —

— GREENHILL & CO INC 2.1%

Value ($000) $1,647 Shares 112,443 Est. Cost $14.65 Unrealized —

— HERBALIFE LTD 1.2%

Value ($000) $973 Shares 1,000,000 Est. Cost $1.88 Unrealized —

— RBC BEARINGS INC 0.6%

Value ($000) $495 Shares 4,671 Est. Cost $103.94 Unrealized —

— SALISBURY BANCORP INC 0.3%

Value ($000) $252 Shares 10,641 Est. Cost $24.10 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	IVERIC BIO INC	359,561	$14,145	18.1%	$39.34	—	COM	46583P102
—	LIFE STORAGE INC	94,239	$12,530	16.1%	$132.96	—	COM	53223X107
—	COHERENT CORP	43,357	$9,841	12.6%	$157.65	—	6% CONV PFD A	19247G206
—	HORIZON THERAPEUTICS PUB L	78,530	$8,077	10.3%	$110.61	—	SHS	G46188101
—	FOCUS FINL PARTNERS INC	153,026	$8,035	10.3%	$52.25	—	COM CL A	34417P100
IRBTQ	IROBOT CORP	115,313	$5,218	6.7%	$52.49	-24.0%	COM	462726100
—	SABRE CORP	87,078	$4,092	5.2%	$75.28	—	6.50% CONV PFD A	78573M203
—	VECTIVBIO HLDG AG	173,840	$2,955	3.8%	$17.00	—	ORD SHS	H9060V101
—	KAMAN CORP	3,000,000	$2,898	3.7%	$1.28	—	NOTE 3.250% 5/0	483548AF0
CLVT 5.25 06/01/24 A	CLARIVATE PLC	65,972	$2,708	3.5%	$37.88	—	5.25% PFD CONV A	G21810208
—	AES CORP	29,241	$2,387	3.1%	$90.64	—	UNIT 02/15/2024	00130H204
—	RADIUS GLOBAL INFRASTRCTRE I	120,905	$1,801	2.3%	$14.67	—	COM CL A	750481103
—	GREENHILL & CO INC	112,443	$1,647	2.1%	$14.65	—	COM	395259104
—	HERBALIFE LTD	1,000,000	$973	1.2%	$1.88	—	NOTE 2.625% 3/1	42703MAD5
—	RBC BEARINGS INC	4,671	$495	0.6%	$103.94	—	5% CNV PFD SR A	75524B203
—	SALISBURY BANCORP INC	10,641	$252	0.3%	$24.10	—	COM	795226109