Chicago Capital Management, LLC Quant / Systematic

Location: Chicago, IL

CIK: 0001580162 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 13, 2024

Total Value: $63.02M (53.1% shares, 46.9% debt)

Holdings (31)

— BLUEGREEN VACATIONS HLDG COR 12.6%

Value $7.944M Shares 105,752 Share Price $75.12 Est. Cost/Share $75.12 Unrealized @ Report Date —

— HERBALIFE LTD 8.8%

Value $5.53M Shares 5,533 Share Price $999.38 Est. Cost/Share $1.85 Unrealized @ Report Date —

— SPIRIT RLTY CAP INC NEW 6.7%

Value $4.222M Shares 96,632 Share Price $43.69 Est. Cost/Share $43.69 Unrealized @ Report Date —

— SHAKE SHACK INC 5.4%

Value $3.434M Shares 4,189 Share Price $819.83 Est. Cost/Share $819.83 Unrealized @ Report Date —

— CHEESECAKE FACTORY INC 5.1%

Value $3.233M Shares 3,734 Share Price $865.73 Est. Cost/Share $0.83 Unrealized @ Report Date —

— OLINK HLDG AB 5.1%

Value $3.207M Shares 127,500 Share Price $25.15 Est. Cost/Share $25.15 Unrealized @ Report Date —

— GREENBRIER COS INC 5.0%

Value $3.143M Shares 3,118 Share Price $1008.04 Est. Cost/Share $1008.04 Unrealized @ Report Date —

— LIBERTY LATIN AMERICA LTD 4.7%

Value $2.976M Shares 3,029 Share Price $982.60 Est. Cost/Share $982.60 Unrealized @ Report Date —

— CAPSTAR FINL HLDGS INC 4.6%

Value $2.914M Shares 155,472 Share Price $18.74 Est. Cost/Share $18.74 Unrealized @ Report Date —

— KAMAN CORP 4.2%

Value $2.651M Shares 2,674 Share Price $991.45 Est. Cost/Share $1.28 Unrealized @ Report Date —

— TRIPADVISOR INC 4.2%

Value $2.634M Shares 3,000 Share Price $878.14 Est. Cost/Share $878.14 Unrealized @ Report Date —

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

Value $2.351M Shares 61,385 Share Price $38.30 Est. Cost/Share $37.88 Unrealized @ Report Date —

— PIONEER NAT RES CO 3.6%

Value $2.249M Shares 10,000 Share Price $224.88 Est. Cost/Share $224.88 Unrealized @ Report Date —

— NATIONAL WESTN LIFE GROUP IN 3.0%

Value $1.914M Shares 3,963 Share Price $483.02 Est. Cost/Share $483.02 Unrealized @ Report Date —

— DIGITALOCEAN HLDGS INC 2.6%

Value $1.651M Shares 2,000 Share Price $825.58 Est. Cost/Share $825.58 Unrealized @ Report Date —

— ALTERYX INC 2.6%

Value $1.625M Shares 1,666 Share Price $975.28 Est. Cost/Share $975.28 Unrealized @ Report Date —

— AES CORP 2.5%

Value $1.602M Shares 21,056 Share Price $76.08 Est. Cost/Share $90.64 Unrealized @ Report Date —

— SP PLUS CORP 2.2%

Value $1.398M Shares 27,274 Share Price $51.25 Est. Cost/Share $51.25 Unrealized @ Report Date —

— SPLUNK INC 2.0%

Value $1.245M Shares 8,169 Share Price $152.35 Est. Cost/Share $30.26 Unrealized @ Report Date —

— RAYZEBIO INC 1.7%

Value $1.088M Shares 17,500 Share Price $62.17 Est. Cost/Share $62.17 Unrealized @ Report Date —

— SPOTIFY USA INC 1.4%

Value $884K Shares 1,000 Share Price $884.17 Est. Cost/Share $884.17 Unrealized @ Report Date —

— CONFLUENT INC 1.3%

Value $837K Shares 1,000 Share Price $837.45 Est. Cost/Share $837.45 Unrealized @ Report Date —

— AMERICAN NATL BANKSHARES INC 1.2%

Value $786K Shares 16,129 Share Price $48.75 Est. Cost/Share $43.39 Unrealized @ Report Date —

— PACIRA BIOSCIENCES INC 1.1%

Value $714K Shares 767 Share Price $930.35 Est. Cost/Share $930.35 Unrealized @ Report Date —

— CEREVEL THERAPEUTICS HLDNG I 0.9%

Value $572K Shares 13,500 Share Price $42.40 Est. Cost/Share $42.40 Unrealized @ Report Date —

— RBC BEARINGS INC 0.9%

Value $539K Shares 4,152 Share Price $129.81 Est. Cost/Share $103.94 Unrealized @ Report Date —

— ALTERYX INC 0.8%

Value $514K Shares 10,900 Share Price $47.16 Est. Cost/Share $47.16 Unrealized @ Report Date —

— MIRATI THERAPEUTICS INC 0.7%

Value $470K Shares 8,000 Share Price $58.75 Est. Cost/Share $58.75 Unrealized @ Report Date —

— SOVOS BRANDS INC 0.6%

Value $392K Shares 17,801 Share Price $22.03 Est. Cost/Share $22.03 Unrealized @ Report Date —

— ETSY INC 0.3%

Value $212K Shares 264 Share Price $803.19 Est. Cost/Share $803.19 Unrealized @ Report Date —

SABR SABRE CORP 0.1%

Value $88,000 Shares 20,000 Share Price $4.40 Est. Cost/Share $4.54 Unrealized @ Report Date -3.0%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	BLUEGREEN VACATIONS HLDG COR	105,752	$7.944M	12.6%	$75.12	$75.12	—	CLASS A	096308101
—	HERBALIFE LTD	5,533	$5.53M	8.8%	$999.38	$1.85	—	NOTE 2.625% 3/1	42703MAD5
—	SPIRIT RLTY CAP INC NEW	96,632	$4.222M	6.7%	$43.69	$43.69	—	COM NEW	84860W300
—	SHAKE SHACK INC	4,189	$3.434M	5.4%	$819.83	$819.83	—	NOTE 3/0	819047AB7
—	CHEESECAKE FACTORY INC	3,734	$3.233M	5.1%	$865.73	$0.83	—	NOTE 0.375% 6/1	163072AA9
—	OLINK HLDG AB	127,500	$3.207M	5.1%	$25.15	$25.15	—	SPONSORED ADS	680710100
—	GREENBRIER COS INC	3,118	$3.143M	5.0%	$1008.04	$1008.04	—	NOTE 2.875% 2/0	393657AK7
—	LIBERTY LATIN AMERICA LTD	3,029	$2.976M	4.7%	$982.60	$982.60	—	NOTE 2.000% 7/1	53069QAB5
—	CAPSTAR FINL HLDGS INC	155,472	$2.914M	4.6%	$18.74	$18.74	—	COM	14070T102
—	KAMAN CORP	2,674	$2.651M	4.2%	$991.45	$1.28	—	NOTE 3.250% 5/0	483548AF0
—	TRIPADVISOR INC	3,000	$2.634M	4.2%	$878.14	$878.14	—	NOTE 0.250% 4/0	896945AD4
CLVT 5.25 06/01/24 A	CLARIVATE PLC	61,385	$2.351M	3.7%	$38.30	$37.88	—	5.25% PFD CONV A	G21810208
—	PIONEER NAT RES CO	10,000	$2.249M	3.6%	$224.88	$224.88	—	COM	723787107
—	NATIONAL WESTN LIFE GROUP IN	3,963	$1.914M	3.0%	$483.02	$483.02	—	CL A	638517102
—	DIGITALOCEAN HLDGS INC	2,000	$1.651M	2.6%	$825.58	$825.58	—	NOTE 12/0	25402DAB8
—	ALTERYX INC	1,666	$1.625M	2.6%	$975.28	$975.28	—	NOTE 0.500% 8/0	02156BAD5
—	AES CORP	21,056	$1.602M	2.5%	$76.08	$90.64	—	UNIT 02/15/2024	00130H204
—	SP PLUS CORP	27,274	$1.398M	2.2%	$51.25	$51.25	—	COM	78469C103
—	SPLUNK INC	8,169	$1.245M	2.0%	$152.35	$30.26	—	COM	848637104
—	RAYZEBIO INC	17,500	$1.088M	1.7%	$62.17	$62.17	—	COM	75525N107
—	SPOTIFY USA INC	1,000	$884K	1.4%	$884.17	$884.17	—	NOTE 3/1	84921RAB6
—	CONFLUENT INC	1,000	$837K	1.3%	$837.45	$837.45	—	NOTE 1/1	20717MAB9
—	AMERICAN NATL BANKSHARES INC	16,129	$786K	1.2%	$48.75	$43.39	—	COM	027745108
—	PACIRA BIOSCIENCES INC	767	$714K	1.1%	$930.35	$930.35	—	NOTE 0.750% 8/0	695127AF7
—	CEREVEL THERAPEUTICS HLDNG I	13,500	$572K	0.9%	$42.40	$42.40	—	COM	15678U128
—	RBC BEARINGS INC	4,152	$539K	0.9%	$129.81	$103.94	—	5% CNV PFD SR A	75524B203
—	ALTERYX INC	10,900	$514K	0.8%	$47.16	$47.16	—	COM CL A	02156B103
—	MIRATI THERAPEUTICS INC	8,000	$470K	0.7%	$58.75	$58.75	—	COM	60468T105
—	SOVOS BRANDS INC	17,801	$392K	0.6%	$22.03	$22.03	—	COM	84612U107
—	ETSY INC	264	$212K	0.3%	$803.19	$803.19	—	NOTE 0.250% 6/1	29786AAN6
SABR	SABRE CORP	20,000	$88,000	0.1%	$4.40	$4.54	-3.0%	COM	78573M104