Chicago Capital Management, LLC Quant / Systematic

Location: Chicago, IL

CIK: 0001580162 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 14, 2023

Total Value: $37.92M (84.7% shares, 15.3% debt)

Holdings (18)

— HORIZON THERAPEUTICS PUB L 30.3%

Value $11.49M Shares 81,114 Share Price $141.69 Est. Cost/Share $111.60 Unrealized @ Report Date —

— ACTIVISION BLIZZARD INC 13.4%

Value $5.091M Shares 86,334 Share Price $58.97 Est. Cost/Share $58.97 Unrealized @ Report Date —

— INTERCEPT PHARMACEUTICALS IN 12.2%

Value $4.612M Shares 185,781 Share Price $24.82 Est. Cost/Share $24.82 Unrealized @ Report Date —

— KAMAN CORP 6.9%

Value $2.606M Shares 2,643,000 Share Price $0.99 Est. Cost/Share $1.28 Unrealized @ Report Date —

— CHEESECAKE FACTORY INC 5.7%

Value $2.17M Shares 2,623,000 Share Price $0.83 Est. Cost/Share $0.83 Unrealized @ Report Date —

IRBTQ IROBOT CORP 5.4%

Value $2.039M Shares 78,185 Share Price $26.08 * Est. Cost/Share $52.49 Unrealized @ Report Date -23.5%

CLVT 5.25 06/01/24 A CLARIVATE PLC 4.7%

Value $1.794M Shares 61,385 Share Price $29.23 Est. Cost/Share $37.88 Unrealized @ Report Date —

— GREENHILL & CO INC 4.0%

Value $1.522M Shares 103,674 Share Price $14.68 Est. Cost/Share $14.65 Unrealized @ Report Date —

— AES CORP 3.7%

Value $1.421M Shares 23,296 Share Price $61.00 Est. Cost/Share $90.64 Unrealized @ Report Date —

— HERBALIFE LTD 2.7%

Value $1.013M Shares 1,033,000 Share Price $0.98 Est. Cost/Share $1.85 Unrealized @ Report Date —

— HERSHA HOSPITALITY TR 2.3%

Value $878K Shares 91,755 Share Price $9.56 Est. Cost/Share $9.56 Unrealized @ Report Date —

— NISOURCE INC 2.0%

Value $768K Shares 7,884 Share Price $97.45 Est. Cost/Share $97.45 Unrealized @ Report Date —

— AMERICAN NATL BANKSHARES INC 1.6%

Value $612K Shares 14,327 Share Price $42.71 Est. Cost/Share $42.71 Unrealized @ Report Date —

SABR SABRE CORP 1.6%

Value $598K Shares 133,209 Share Price $4.49 Est. Cost/Share $4.54 Unrealized @ Report Date -1.1%

— RBC BEARINGS INC 1.2%

Value $457K Shares 4,152 Share Price $110.11 Est. Cost/Share $103.94 Unrealized @ Report Date —

— BLUE APRON HLDGS INC 1.1%

Value $401K Shares 28,884 Share Price $13.88 Est. Cost/Share $13.88 Unrealized @ Report Date —

— SPLUNK INC 1.0%

Value $390K Shares 12,898 Share Price $30.26 Est. Cost/Share $30.26 Unrealized @ Report Date —

— UGI CORP NEW 0.2%

Value $57,826 Shares 18,690 Share Price $3.09 Est. Cost/Share $3.09 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	HORIZON THERAPEUTICS PUB L	81,114	$11.49M	30.3%	$141.69	$111.60	—	SHS	G46188101
—	ACTIVISION BLIZZARD INC	86,334	$5.091M	13.4%	$58.97	$58.97	—	COM	00507V109
—	INTERCEPT PHARMACEUTICALS IN	185,781	$4.612M	12.2%	$24.82	$24.82	—	COM	45845P108
—	KAMAN CORP	2,643,000	$2.606M	6.9%	$0.99	$1.28	—	NOTE 3.250% 5/0	483548AF0
—	CHEESECAKE FACTORY INC	2,623,000	$2.17M	5.7%	$0.83	$0.83	—	NOTE 0.375% 6/1	163072AA9
IRBTQ	IROBOT CORP	78,185	$2.039M	5.4%	$26.08 *	$52.49	-23.5%	COM	462726100
CLVT 5.25 06/01/24 A	CLARIVATE PLC	61,385	$1.794M	4.7%	$29.23	$37.88	—	5.25% PFD CONV A	G21810208
—	GREENHILL & CO INC	103,674	$1.522M	4.0%	$14.68	$14.65	—	COM	395259104
—	AES CORP	23,296	$1.421M	3.7%	$61.00	$90.64	—	UNIT 02/15/2024	00130H204
—	HERBALIFE LTD	1,033,000	$1.013M	2.7%	$0.98	$1.85	—	NOTE 2.625% 3/1	42703MAD5
—	HERSHA HOSPITALITY TR	91,755	$878K	2.3%	$9.56	$9.56	—	PR SHS BEN INT	427825500
—	NISOURCE INC	7,884	$768K	2.0%	$97.45	$97.45	—	UNIT 12/01/2023	65473P121
—	AMERICAN NATL BANKSHARES INC	14,327	$612K	1.6%	$42.71	$42.71	—	COM	027745108
SABR	SABRE CORP	133,209	$598K	1.6%	$4.49	$4.54	-1.1%	COM	78573M104
—	RBC BEARINGS INC	4,152	$457K	1.2%	$110.11	$103.94	—	5% CNV PFD SR A	75524B203
—	BLUE APRON HLDGS INC	28,884	$401K	1.1%	$13.88	$13.88	—	COM	09523Q309
—	SPLUNK INC	12,898	$390K	1.0%	$30.26	$30.26	—	COM	848637104
—	UGI CORP NEW	18,690	$57,826	0.2%	$3.09	$3.09	—	UNIT 06/01/2024	902681113