Chicago Capital Management, LLC Quant / Systematic

CIK: 0001580162 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 13, 2024

Total Value ($000): $63,019 (53.1% shares, 46.9% debt)

Holdings (31)

— BLUEGREEN VACATIONS HLDG COR 12.6%

Value ($000) $7,944 Shares 105,752 Est. Cost $75.12 Unrealized —

— HERBALIFE LTD 8.8%

Value ($000) $5,530 Shares 5,533 Est. Cost $1.85 Unrealized —

— SPIRIT RLTY CAP INC NEW 6.7%

Value ($000) $4,222 Shares 96,632 Est. Cost $43.69 Unrealized —

— SHAKE SHACK INC 5.4%

Value ($000) $3,434 Shares 4,189 Est. Cost $819.83 Unrealized —

— CHEESECAKE FACTORY INC 5.1%

Value ($000) $3,233 Shares 3,734 Est. Cost $0.83 Unrealized —

— OLINK HLDG AB 5.1%

Value ($000) $3,207 Shares 127,500 Est. Cost $25.15 Unrealized —

— GREENBRIER COS INC 5.0%

Value ($000) $3,143 Shares 3,118 Est. Cost $1008.04 Unrealized —

— LIBERTY LATIN AMERICA LTD 4.7%

Value ($000) $2,976 Shares 3,029 Est. Cost $982.60 Unrealized —

— CAPSTAR FINL HLDGS INC 4.6%

Value ($000) $2,914 Shares 155,472 Est. Cost $18.74 Unrealized —

— KAMAN CORP 4.2%

Value ($000) $2,651 Shares 2,674 Est. Cost $1.28 Unrealized —

— TRIPADVISOR INC 4.2%

Value ($000) $2,634 Shares 3,000 Est. Cost $878.14 Unrealized —

CLVT 5.25 06/01/24 A CLARIVATE PLC 3.7%

Value ($000) $2,351 Shares 61,385 Est. Cost $37.88 Unrealized —

— PIONEER NAT RES CO 3.6%

Value ($000) $2,249 Shares 10,000 Est. Cost $224.88 Unrealized —

— NATIONAL WESTN LIFE GROUP IN 3.0%

Value ($000) $1,914 Shares 3,963 Est. Cost $483.02 Unrealized —

— DIGITALOCEAN HLDGS INC 2.6%

Value ($000) $1,651 Shares 2,000 Est. Cost $825.58 Unrealized —

— ALTERYX INC 2.6%

Value ($000) $1,625 Shares 1,666 Est. Cost $975.28 Unrealized —

— AES CORP 2.5%

Value ($000) $1,602 Shares 21,056 Est. Cost $90.64 Unrealized —

— SP PLUS CORP 2.2%

Value ($000) $1,398 Shares 27,274 Est. Cost $51.25 Unrealized —

— SPLUNK INC 2.0%

Value ($000) $1,245 Shares 8,169 Est. Cost $30.26 Unrealized —

— RAYZEBIO INC 1.7%

Value ($000) $1,088 Shares 17,500 Est. Cost $62.17 Unrealized —

— SPOTIFY USA INC 1.4%

Value ($000) $884 Shares 1,000 Est. Cost $884.17 Unrealized —

— CONFLUENT INC 1.3%

Value ($000) $837 Shares 1,000 Est. Cost $837.45 Unrealized —

— AMERICAN NATL BANKSHARES INC 1.2%

Value ($000) $786 Shares 16,129 Est. Cost $43.39 Unrealized —

— PACIRA BIOSCIENCES INC 1.1%

Value ($000) $714 Shares 767 Est. Cost $930.35 Unrealized —

— CEREVEL THERAPEUTICS HLDNG I 0.9%

Value ($000) $572 Shares 13,500 Est. Cost $42.40 Unrealized —

— RBC BEARINGS INC 0.9%

Value ($000) $539 Shares 4,152 Est. Cost $103.94 Unrealized —

— ALTERYX INC 0.8%

Value ($000) $514 Shares 10,900 Est. Cost $47.16 Unrealized —

— MIRATI THERAPEUTICS INC 0.7%

Value ($000) $470 Shares 8,000 Est. Cost $58.75 Unrealized —

— SOVOS BRANDS INC 0.6%

Value ($000) $392 Shares 17,801 Est. Cost $22.03 Unrealized —

— ETSY INC 0.3%

Value ($000) $212 Shares 264 Est. Cost $803.19 Unrealized —

SABR SABRE CORP 0.1%

Value ($000) $88 Shares 20,000 Est. Cost $4.54 Unrealized -14.9%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	BLUEGREEN VACATIONS HLDG COR	105,752	$7,944	12.6%	$75.12	—	CLASS A	096308101
—	HERBALIFE LTD	5,533	$5,530	8.8%	$1.85	—	NOTE 2.625% 3/1	42703MAD5
—	SPIRIT RLTY CAP INC NEW	96,632	$4,222	6.7%	$43.69	—	COM NEW	84860W300
—	SHAKE SHACK INC	4,189	$3,434	5.4%	$819.83	—	NOTE 3/0	819047AB7
—	CHEESECAKE FACTORY INC	3,734	$3,233	5.1%	$0.83	—	NOTE 0.375% 6/1	163072AA9
—	OLINK HLDG AB	127,500	$3,207	5.1%	$25.15	—	SPONSORED ADS	680710100
—	GREENBRIER COS INC	3,118	$3,143	5.0%	$1008.04	—	NOTE 2.875% 2/0	393657AK7
—	LIBERTY LATIN AMERICA LTD	3,029	$2,976	4.7%	$982.60	—	NOTE 2.000% 7/1	53069QAB5
—	CAPSTAR FINL HLDGS INC	155,472	$2,914	4.6%	$18.74	—	COM	14070T102
—	KAMAN CORP	2,674	$2,651	4.2%	$1.28	—	NOTE 3.250% 5/0	483548AF0
—	TRIPADVISOR INC	3,000	$2,634	4.2%	$878.14	—	NOTE 0.250% 4/0	896945AD4
CLVT 5.25 06/01/24 A	CLARIVATE PLC	61,385	$2,351	3.7%	$37.88	—	5.25% PFD CONV A	G21810208
—	PIONEER NAT RES CO	10,000	$2,249	3.6%	$224.88	—	COM	723787107
—	NATIONAL WESTN LIFE GROUP IN	3,963	$1,914	3.0%	$483.02	—	CL A	638517102
—	DIGITALOCEAN HLDGS INC	2,000	$1,651	2.6%	$825.58	—	NOTE 12/0	25402DAB8
—	ALTERYX INC	1,666	$1,625	2.6%	$975.28	—	NOTE 0.500% 8/0	02156BAD5
—	AES CORP	21,056	$1,602	2.5%	$90.64	—	UNIT 02/15/2024	00130H204
—	SP PLUS CORP	27,274	$1,398	2.2%	$51.25	—	COM	78469C103
—	SPLUNK INC	8,169	$1,245	2.0%	$30.26	—	COM	848637104
—	RAYZEBIO INC	17,500	$1,088	1.7%	$62.17	—	COM	75525N107
—	SPOTIFY USA INC	1,000	$884	1.4%	$884.17	—	NOTE 3/1	84921RAB6
—	CONFLUENT INC	1,000	$837	1.3%	$837.45	—	NOTE 1/1	20717MAB9
—	AMERICAN NATL BANKSHARES INC	16,129	$786	1.2%	$43.39	—	COM	027745108
—	PACIRA BIOSCIENCES INC	767	$714	1.1%	$930.35	—	NOTE 0.750% 8/0	695127AF7
—	CEREVEL THERAPEUTICS HLDNG I	13,500	$572	0.9%	$42.40	—	COM	15678U128
—	RBC BEARINGS INC	4,152	$539	0.9%	$103.94	—	5% CNV PFD SR A	75524B203
—	ALTERYX INC	10,900	$514	0.8%	$47.16	—	COM CL A	02156B103
—	MIRATI THERAPEUTICS INC	8,000	$470	0.7%	$58.75	—	COM	60468T105
—	SOVOS BRANDS INC	17,801	$392	0.6%	$22.03	—	COM	84612U107
—	ETSY INC	264	$212	0.3%	$803.19	—	NOTE 0.250% 6/1	29786AAN6
SABR	SABRE CORP	20,000	$88	0.1%	$4.54	-14.9%	COM	78573M104