Chicago Capital Management, LLC Quant / Systematic

Location: Chicago, IL

CIK: 0001580162 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 9, 2024

Total Value: $95.04M (23.7% shares, 76.3% debt)

Holdings (34)

— EVERBRIDGE INC 9.6%

Value $9.08M Shares 2,361 Share Price $3845.83 Est. Cost/Share $3845.83 Unrealized @ Report Date —

— KAMAN CORP 7.7%

Value $7.278M Shares 7,286 Share Price $998.88 Est. Cost/Share $632.75 Unrealized @ Report Date —

— TECHTARGET INC 7.0%

Value $6.667M Shares 7,018 Share Price $950.00 Est. Cost/Share $950.00 Unrealized @ Report Date —

— CARDLYTICS INC 6.8%

Value $6.457M Shares 7,000 Share Price $922.50 Est. Cost/Share $922.50 Unrealized @ Report Date —

— CHEESECAKE FACTORY INC 6.3%

Value $6.035M Shares 6,772 Share Price $891.14 Est. Cost/Share $400.23 Unrealized @ Report Date —

— ETSY INC 6.0%

Value $5.691M Shares 7,203 Share Price $790.03 Est. Cost/Share $790.51 Unrealized @ Report Date —

— PIONEER NAT RES CO 4.4%

Value $4.2M Shares 16,000 Share Price $262.50 Est. Cost/Share $238.99 Unrealized @ Report Date —

— SHAKE SHACK INC 4.0%

Value $3.847M Shares 4,189 Share Price $918.26 Est. Cost/Share $819.83 Unrealized @ Report Date —

— MESA LABS INC 4.0%

Value $3.76M Shares 4,000 Share Price $940.00 Est. Cost/Share $940.00 Unrealized @ Report Date —

— FUSION PHARMACEUTICALS INC 3.8%

Value $3.629M Shares 170,200 Share Price $21.32 Est. Cost/Share $21.32 Unrealized @ Report Date —

— FUBOTV INC 3.6%

Value $3.433M Shares 5,450 Share Price $630.00 Est. Cost/Share $630.00 Unrealized @ Report Date —

— CAPSTAR FINL HLDGS INC 3.5%

Value $3.369M Shares 167,626 Share Price $20.10 Est. Cost/Share $18.84 Unrealized @ Report Date —

— LIBERTY LATIN AMERICA LTD 3.2%

Value $2.999M Shares 3,029 Share Price $990.10 Est. Cost/Share $982.60 Unrealized @ Report Date —

— TRIPADVISOR INC 3.0%

Value $2.809M Shares 3,000 Share Price $936.25 Est. Cost/Share $878.14 Unrealized @ Report Date —

— CONFLUENT INC 2.8%

Value $2.623M Shares 3,048 Share Price $860.43 Est. Cost/Share $852.89 Unrealized @ Report Date —

— DIGITALOCEAN HLDGS INC 2.7%

Value $2.523M Shares 3,000 Share Price $841.06 Est. Cost/Share $830.74 Unrealized @ Report Date —

— EVERBRIDGE INC 2.4%

Value $2.314M Shares 9,289 Share Price $249.11 Est. Cost/Share $249.11 Unrealized @ Report Date —

— BLACKLINE INC 2.4%

Value $2.268M Shares 2,500 Share Price $907.15 Est. Cost/Share $907.15 Unrealized @ Report Date —

— HAEMONETICS CORP MASS 2.2%

Value $2.09M Shares 2,273 Share Price $919.59 Est. Cost/Share $919.59 Unrealized @ Report Date —

— NATIONAL WESTN LIFE GROUP IN 2.1%

Value $1.95M Shares 3,963 Share Price $491.96 Est. Cost/Share $483.02 Unrealized @ Report Date —

CLVT 5.25 06/01/24 A CLARIVATE PLC 1.9%

Value $1.824M Shares 61,385 Share Price $29.72 Est. Cost/Share $37.88 Unrealized @ Report Date —

— CEREVEL THERAPEUTICS HLDNG I 1.8%

Value $1.667M Shares 39,437 Share Price $42.27 Est. Cost/Share $42.31 Unrealized @ Report Date —

— SP PLUS CORP 1.5%

Value $1.424M Shares 27,274 Share Price $52.22 Est. Cost/Share $51.25 Unrealized @ Report Date —

— HAYNES INTL INC 1.1%

Value $1.034M Shares 17,200 Share Price $60.12 Est. Cost/Share $60.12 Unrealized @ Report Date —

— ALARM COM HLDGS INC 1.0%

Value $924K Shares 1,003 Share Price $921.60 Est. Cost/Share $921.60 Unrealized @ Report Date —

— SPOTIFY USA INC 1.0%

Value $920K Shares 1,000 Share Price $919.56 Est. Cost/Share $884.17 Unrealized @ Report Date —

— AMERICAN NATL BANKSHARES INC 0.9%

Value $842K Shares 17,629 Share Price $47.76 Est. Cost/Share $43.76 Unrealized @ Report Date —

— HESS CORP 0.8%

Value $763K Shares 5,000 Share Price $152.64 Est. Cost/Share $152.64 Unrealized @ Report Date —

— PACIRA BIOSCIENCES INC 0.8%

Value $755K Shares 793 Share Price $951.63 Est. Cost/Share $931.04 Unrealized @ Report Date —

— RBC BEARINGS INC 0.5%

Value $507K Shares 4,152 Share Price $122.09 Est. Cost/Share $103.94 Unrealized @ Report Date —

CPRI CAPRI HOLDINGS LIMITED 0.5%

Value $453K Shares 10,000 Share Price $45.30 Est. Cost/Share $47.65 Unrealized @ Report Date -4.9%

— MASONITE INTL CORP 0.4%

Value $344K Shares 2,616 Share Price $131.45 Est. Cost/Share $131.45 Unrealized @ Report Date —

MGRC MCGRATH RENTCORP 0.4%

Value $336K Shares 2,725 Share Price $123.37 Est. Cost/Share $120.89 Unrealized @ Report Date +2.1%

— CHART INDS INC 0.2%

Value $226K Shares 3,513 Share Price $64.21 Est. Cost/Share $64.21 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	EVERBRIDGE INC	2,361	$9.08M	9.6%	$3845.83	$3845.83	—	NOTE 0.125%12/1	29978AAC8
—	KAMAN CORP	7,286	$7.278M	7.7%	$998.88	$632.75	—	NOTE 3.250% 5/0	483548AF0
—	TECHTARGET INC	7,018	$6.667M	7.0%	$950.00	$950.00	—	NOTE 12/1	87874RAD2
—	CARDLYTICS INC	7,000	$6.457M	6.8%	$922.50	$922.50	—	NOTE 1.000% 9/1	14161WAB1
—	CHEESECAKE FACTORY INC	6,772	$6.035M	6.3%	$891.14	$400.23	—	NOTE 0.375% 6/1	163072AA9
—	ETSY INC	7,203	$5.691M	6.0%	$790.03	$790.51	—	NOTE 0.250% 6/1	29786AAN6
—	PIONEER NAT RES CO	16,000	$4.2M	4.4%	$262.50	$238.99	—	COM	723787107
—	SHAKE SHACK INC	4,189	$3.847M	4.0%	$918.26	$819.83	—	NOTE 3/0	819047AB7
—	MESA LABS INC	4,000	$3.76M	4.0%	$940.00	$940.00	—	NOTE 1.375% 8/1	59064RAA7
—	FUSION PHARMACEUTICALS INC	170,200	$3.629M	3.8%	$21.32	$21.32	—	COM	36118A100
—	FUBOTV INC	5,450	$3.433M	3.6%	$630.00	$630.00	—	NOTE 3.250% 2/1	35953DAB0
—	CAPSTAR FINL HLDGS INC	167,626	$3.369M	3.5%	$20.10	$18.84	—	COM	14070T102
—	LIBERTY LATIN AMERICA LTD	3,029	$2.999M	3.2%	$990.10	$982.60	—	NOTE 2.000% 7/1	53069QAB5
—	TRIPADVISOR INC	3,000	$2.809M	3.0%	$936.25	$878.14	—	NOTE 0.250% 4/0	896945AD4
—	CONFLUENT INC	3,048	$2.623M	2.8%	$860.43	$852.89	—	NOTE 1/1	20717MAB9
—	DIGITALOCEAN HLDGS INC	3,000	$2.523M	2.7%	$841.06	$830.74	—	NOTE 12/0	25402DAB8
—	EVERBRIDGE INC	9,289	$2.314M	2.4%	$249.11	$249.11	—	NOTE 3/1	29978AAE4
—	BLACKLINE INC	2,500	$2.268M	2.4%	$907.15	$907.15	—	NOTE 3/1	09239BAD1
—	HAEMONETICS CORP MASS	2,273	$2.09M	2.2%	$919.59	$919.59	—	NOTE 3/0	405024AB6
—	NATIONAL WESTN LIFE GROUP IN	3,963	$1.95M	2.1%	$491.96	$483.02	—	CL A	638517102
CLVT 5.25 06/01/24 A	CLARIVATE PLC	61,385	$1.824M	1.9%	$29.72	$37.88	—	5.25% PFD CONV A	G21810208
—	CEREVEL THERAPEUTICS HLDNG I	39,437	$1.667M	1.8%	$42.27	$42.31	—	COM	15678U128
—	SP PLUS CORP	27,274	$1.424M	1.5%	$52.22	$51.25	—	COM	78469C103
—	HAYNES INTL INC	17,200	$1.034M	1.1%	$60.12	$60.12	—	COM NEW	420877201
—	ALARM COM HLDGS INC	1,003	$924K	1.0%	$921.60	$921.60	—	NOTE 1/1	011642AB1
—	SPOTIFY USA INC	1,000	$920K	1.0%	$919.56	$884.17	—	NOTE 3/1	84921RAB6
—	AMERICAN NATL BANKSHARES INC	17,629	$842K	0.9%	$47.76	$43.76	—	COM	027745108
—	HESS CORP	5,000	$763K	0.8%	$152.64	$152.64	—	COM	42809H107
—	PACIRA BIOSCIENCES INC	793	$755K	0.8%	$951.63	$931.04	—	NOTE 0.750% 8/0	695127AF7
—	RBC BEARINGS INC	4,152	$507K	0.5%	$122.09	$103.94	—	5% CNV PFD SR A	75524B203
CPRI	CAPRI HOLDINGS LIMITED	10,000	$453K	0.5%	$45.30	$47.65	-4.9%	SHS	G1890L107
—	MASONITE INTL CORP	2,616	$344K	0.4%	$131.45	$131.45	—	COM	575385109
MGRC	MCGRATH RENTCORP	2,725	$336K	0.4%	$123.37	$120.89	+2.1%	COM	580589109
—	CHART INDS INC	3,513	$226K	0.2%	$64.21	$64.21	—	6.75DP CNV PFD B	16115Q407