Chicago Capital Management, LLC Quant / Systematic

CIK: 0001580162 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 14, 2023

Total Value ($000): $37,923 (84.7% shares, 15.3% debt)

Holdings (18)

— HORIZON THERAPEUTICS PUB L 30.3%

Value ($000) $11,493 Shares 81,114 Est. Cost $111.60 Unrealized —

— ACTIVISION BLIZZARD INC 13.4%

Value ($000) $5,091 Shares 86,334 Est. Cost $58.97 Unrealized —

— INTERCEPT PHARMACEUTICALS IN 12.2%

Value ($000) $4,612 Shares 185,781 Est. Cost $24.82 Unrealized —

— KAMAN CORP 6.9%

Value ($000) $2,606 Shares 2,643,000 Est. Cost $1.28 Unrealized —

— CHEESECAKE FACTORY INC 5.7%

Value ($000) $2,170 Shares 2,623,000 Est. Cost $0.83 Unrealized —

IRBTQ IROBOT CORP 5.4%

Value ($000) $2,039 Shares 78,185 Est. Cost $52.49 Unrealized -23.5%

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

Value ($000) $1,794 Shares 61,385 Est. Cost $37.88 Unrealized —

— GREENHILL & CO INC 4.0%

Value ($000) $1,522 Shares 103,674 Est. Cost $14.65 Unrealized —

— AES CORP 3.7%

Value ($000) $1,421 Shares 23,296 Est. Cost $90.64 Unrealized —

— HERBALIFE LTD 2.7%

Value ($000) $1,013 Shares 1,033,000 Est. Cost $1.85 Unrealized —

— HERSHA HOSPITALITY TR 2.3%

Value ($000) $878 Shares 91,755 Est. Cost $9.56 Unrealized —

— NISOURCE INC 2.0%

Value ($000) $768 Shares 7,884 Est. Cost $97.45 Unrealized —

— AMERICAN NATL BANKSHARES INC 1.6%

Value ($000) $612 Shares 14,327 Est. Cost $42.71 Unrealized —

SABR SABRE CORP 1.6%

Value ($000) $598 Shares 133,209 Est. Cost $4.54 Unrealized 0.0%

— RBC BEARINGS INC 1.2%

Value ($000) $457 Shares 4,152 Est. Cost $103.94 Unrealized —

— BLUE APRON HLDGS INC 1.1%

Value ($000) $401 Shares 28,884 Est. Cost $13.88 Unrealized —

— SPLUNK INC 1.0%

Value ($000) $390 Shares 12,898 Est. Cost $30.26 Unrealized —

— UGI CORP NEW 0.2%

Value ($000) $58 Shares 18,690 Est. Cost $3.09 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	HORIZON THERAPEUTICS PUB L	81,114	$11,493	30.3%	$111.60	—	SHS	G46188101
—	ACTIVISION BLIZZARD INC	86,334	$5,091	13.4%	$58.97	—	COM	00507V109
—	INTERCEPT PHARMACEUTICALS IN	185,781	$4,612	12.2%	$24.82	—	COM	45845P108
—	KAMAN CORP	2,643,000	$2,606	6.9%	$1.28	—	NOTE 3.250% 5/0	483548AF0
—	CHEESECAKE FACTORY INC	2,623,000	$2,170	5.7%	$0.83	—	NOTE 0.375% 6/1	163072AA9
IRBTQ	IROBOT CORP	78,185	$2,039	5.4%	$52.49	-23.5%	COM	462726100
CLVT 5.25 06/01/24 A	CLARIVATE PLC	61,385	$1,794	4.7%	$37.88	—	5.25% PFD CONV A	G21810208
—	GREENHILL & CO INC	103,674	$1,522	4.0%	$14.65	—	COM	395259104
—	AES CORP	23,296	$1,421	3.7%	$90.64	—	UNIT 02/15/2024	00130H204
—	HERBALIFE LTD	1,033,000	$1,013	2.7%	$1.85	—	NOTE 2.625% 3/1	42703MAD5
—	HERSHA HOSPITALITY TR	91,755	$878	2.3%	$9.56	—	PR SHS BEN INT	427825500
—	NISOURCE INC	7,884	$768	2.0%	$97.45	—	UNIT 12/01/2023	65473P121
—	AMERICAN NATL BANKSHARES INC	14,327	$612	1.6%	$42.71	—	COM	027745108
SABR	SABRE CORP	133,209	$598	1.6%	$4.54	0.0%	COM	78573M104
—	RBC BEARINGS INC	4,152	$457	1.2%	$103.94	—	5% CNV PFD SR A	75524B203
—	BLUE APRON HLDGS INC	28,884	$401	1.1%	$13.88	—	COM	09523Q309
—	SPLUNK INC	12,898	$390	1.0%	$30.26	—	COM	848637104
—	UGI CORP NEW	18,690	$58	0.2%	$3.09	—	UNIT 06/01/2024	902681113