Chicago Capital Management, LLC Quant / Systematic

CIK: 0001580162 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 9, 2024

Total Value ($000): $95,040 (23.7% shares, 76.3% debt)

Holdings (34)

— EVERBRIDGE INC 9.6%

Value ($000) $9,080 Shares 2,361 Est. Cost $3845.83 Unrealized —

— KAMAN CORP 7.7%

Value ($000) $7,278 Shares 7,286 Est. Cost $632.75 Unrealized —

— TECHTARGET INC 7.0%

Value ($000) $6,667 Shares 7,018 Est. Cost $950.00 Unrealized —

— CARDLYTICS INC 6.8%

Value ($000) $6,458 Shares 7,000 Est. Cost $922.50 Unrealized —

— CHEESECAKE FACTORY INC 6.3%

Value ($000) $6,035 Shares 6,772 Est. Cost $400.23 Unrealized —

— ETSY INC 6.0%

Value ($000) $5,691 Shares 7,203 Est. Cost $790.51 Unrealized —

— PIONEER NAT RES CO 4.4%

Value ($000) $4,200 Shares 16,000 Est. Cost $238.99 Unrealized —

— SHAKE SHACK INC 4.0%

Value ($000) $3,847 Shares 4,189 Est. Cost $819.83 Unrealized —

— MESA LABS INC 4.0%

Value ($000) $3,760 Shares 4,000 Est. Cost $940.00 Unrealized —

— FUSION PHARMACEUTICALS INC 3.8%

Value ($000) $3,629 Shares 170,200 Est. Cost $21.32 Unrealized —

— FUBOTV INC 3.6%

Value ($000) $3,434 Shares 5,450 Est. Cost $630.00 Unrealized —

— CAPSTAR FINL HLDGS INC 3.5%

Value ($000) $3,369 Shares 167,626 Est. Cost $18.84 Unrealized —

— LIBERTY LATIN AMERICA LTD 3.2%

Value ($000) $2,999 Shares 3,029 Est. Cost $982.60 Unrealized —

— TRIPADVISOR INC 3.0%

Value ($000) $2,809 Shares 3,000 Est. Cost $878.14 Unrealized —

— CONFLUENT INC 2.8%

Value ($000) $2,623 Shares 3,048 Est. Cost $852.89 Unrealized —

— DIGITALOCEAN HLDGS INC 2.7%

Value ($000) $2,523 Shares 3,000 Est. Cost $830.74 Unrealized —

— EVERBRIDGE INC 2.4%

Value ($000) $2,314 Shares 9,289 Est. Cost $249.11 Unrealized —

— BLACKLINE INC 2.4%

Value ($000) $2,268 Shares 2,500 Est. Cost $907.15 Unrealized —

— HAEMONETICS CORP MASS 2.2%

Value ($000) $2,090 Shares 2,273 Est. Cost $919.59 Unrealized —

— NATIONAL WESTN LIFE GROUP IN 2.1%

Value ($000) $1,950 Shares 3,963 Est. Cost $483.02 Unrealized —

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

Value ($000) $1,824 Shares 61,385 Est. Cost $37.88 Unrealized —

— CEREVEL THERAPEUTICS HLDNG I 1.8%

Value ($000) $1,667 Shares 39,437 Est. Cost $42.31 Unrealized —

— SP PLUS CORP 1.5%

Value ($000) $1,424 Shares 27,274 Est. Cost $51.25 Unrealized —

— HAYNES INTL INC 1.1%

Value ($000) $1,034 Shares 17,200 Est. Cost $60.12 Unrealized —

— ALARM COM HLDGS INC 1.0%

Value ($000) $924 Shares 1,003 Est. Cost $921.60 Unrealized —

— SPOTIFY USA INC 1.0%

Value ($000) $920 Shares 1,000 Est. Cost $884.17 Unrealized —

— AMERICAN NATL BANKSHARES INC 0.9%

Value ($000) $842 Shares 17,629 Est. Cost $43.76 Unrealized —

— HESS CORP 0.8%

Value ($000) $763 Shares 5,000 Est. Cost $152.64 Unrealized —

— PACIRA BIOSCIENCES INC 0.8%

Value ($000) $755 Shares 793 Est. Cost $931.04 Unrealized —

— RBC BEARINGS INC 0.5%

Value ($000) $507 Shares 4,152 Est. Cost $103.94 Unrealized —

CPRI CAPRI HOLDINGS LIMITED 0.5%

Value ($000) $453 Shares 10,000 Est. Cost $47.65 Unrealized 0.0%

— MASONITE INTL CORP 0.4%

Value ($000) $344 Shares 2,616 Est. Cost $131.45 Unrealized —

MGRC MCGRATH RENTCORP 0.4%

Value ($000) $336 Shares 2,725 Est. Cost $120.89 Unrealized 0.0%

— CHART INDS INC 0.2%

Value ($000) $226 Shares 3,513 Est. Cost $64.21 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	EVERBRIDGE INC	2,361	$9,080	9.6%	$3845.83	—	NOTE 0.125%12/1	29978AAC8
—	KAMAN CORP	7,286	$7,278	7.7%	$632.75	—	NOTE 3.250% 5/0	483548AF0
—	TECHTARGET INC	7,018	$6,667	7.0%	$950.00	—	NOTE 12/1	87874RAD2
—	CARDLYTICS INC	7,000	$6,458	6.8%	$922.50	—	NOTE 1.000% 9/1	14161WAB1
—	CHEESECAKE FACTORY INC	6,772	$6,035	6.3%	$400.23	—	NOTE 0.375% 6/1	163072AA9
—	ETSY INC	7,203	$5,691	6.0%	$790.51	—	NOTE 0.250% 6/1	29786AAN6
—	PIONEER NAT RES CO	16,000	$4,200	4.4%	$238.99	—	COM	723787107
—	SHAKE SHACK INC	4,189	$3,847	4.0%	$819.83	—	NOTE 3/0	819047AB7
—	MESA LABS INC	4,000	$3,760	4.0%	$940.00	—	NOTE 1.375% 8/1	59064RAA7
—	FUSION PHARMACEUTICALS INC	170,200	$3,629	3.8%	$21.32	—	COM	36118A100
—	FUBOTV INC	5,450	$3,434	3.6%	$630.00	—	NOTE 3.250% 2/1	35953DAB0
—	CAPSTAR FINL HLDGS INC	167,626	$3,369	3.5%	$18.84	—	COM	14070T102
—	LIBERTY LATIN AMERICA LTD	3,029	$2,999	3.2%	$982.60	—	NOTE 2.000% 7/1	53069QAB5
—	TRIPADVISOR INC	3,000	$2,809	3.0%	$878.14	—	NOTE 0.250% 4/0	896945AD4
—	CONFLUENT INC	3,048	$2,623	2.8%	$852.89	—	NOTE 1/1	20717MAB9
—	DIGITALOCEAN HLDGS INC	3,000	$2,523	2.7%	$830.74	—	NOTE 12/0	25402DAB8
—	EVERBRIDGE INC	9,289	$2,314	2.4%	$249.11	—	NOTE 3/1	29978AAE4
—	BLACKLINE INC	2,500	$2,268	2.4%	$907.15	—	NOTE 3/1	09239BAD1
—	HAEMONETICS CORP MASS	2,273	$2,090	2.2%	$919.59	—	NOTE 3/0	405024AB6
—	NATIONAL WESTN LIFE GROUP IN	3,963	$1,950	2.1%	$483.02	—	CL A	638517102
CLVT 5.25 06/01/24 A	CLARIVATE PLC	61,385	$1,824	1.9%	$37.88	—	5.25% PFD CONV A	G21810208
—	CEREVEL THERAPEUTICS HLDNG I	39,437	$1,667	1.8%	$42.31	—	COM	15678U128
—	SP PLUS CORP	27,274	$1,424	1.5%	$51.25	—	COM	78469C103
—	HAYNES INTL INC	17,200	$1,034	1.1%	$60.12	—	COM NEW	420877201
—	ALARM COM HLDGS INC	1,003	$924	1.0%	$921.60	—	NOTE 1/1	011642AB1
—	SPOTIFY USA INC	1,000	$920	1.0%	$884.17	—	NOTE 3/1	84921RAB6
—	AMERICAN NATL BANKSHARES INC	17,629	$842	0.9%	$43.76	—	COM	027745108
—	HESS CORP	5,000	$763	0.8%	$152.64	—	COM	42809H107
—	PACIRA BIOSCIENCES INC	793	$755	0.8%	$931.04	—	NOTE 0.750% 8/0	695127AF7
—	RBC BEARINGS INC	4,152	$507	0.5%	$103.94	—	5% CNV PFD SR A	75524B203
CPRI	CAPRI HOLDINGS LIMITED	10,000	$453	0.5%	$47.65	0.0%	SHS	G1890L107
—	MASONITE INTL CORP	2,616	$344	0.4%	$131.45	—	COM	575385109
MGRC	MCGRATH RENTCORP	2,725	$336	0.4%	$120.89	0.0%	COM	580589109
—	CHART INDS INC	3,513	$226	0.2%	$64.21	—	6.75DP CNV PFD B	16115Q407