Chicago Capital Management, LLC Quant / Systematic

CIK: 0001580162 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 14, 2024

Total Value ($000): $129,294 (21.6% shares, 78.4% debt)

Holdings (41)

— EVERBRIDGE INC 7.2%

Value ($000) $9,247 Shares 9,289 Est. Cost $249.11 Unrealized —

— TECHTARGET INC 6.4%

Value ($000) $8,216 Shares 8,514 Est. Cost $952.64 Unrealized —

— CARDLYTICS INC 5.9%

Value ($000) $7,602 Shares 8,250 Est. Cost $922.34 Unrealized —

— EVENTBRITE INC 5.8%

Value ($000) $7,534 Shares 8,660 Est. Cost $870.00 Unrealized —

— CHEESECAKE FACTORY INC 5.7%

Value ($000) $7,366 Shares 8,117 Est. Cost $484.28 Unrealized —

— HAYNES INTL INC 4.6%

Value ($000) $5,929 Shares 38,876 Est. Cost $111.64 Unrealized —

— ETSY INC 4.4%

Value ($000) $5,680 Shares 7,203 Est. Cost $790.51 Unrealized —

— HEARTLAND FINL USA INC 4.3%

Value ($000) $5,547 Shares 124,789 Est. Cost $44.45 Unrealized —

— DIGITALOCEAN HLDGS INC 4.2%

Value ($000) $5,488 Shares 6,500 Est. Cost $838.08 Unrealized —

— SILK RD MED INC 4.1%

Value ($000) $5,286 Shares 195,504 Est. Cost $27.04 Unrealized —

— BANDWIDTH INC 3.4%

Value ($000) $4,367 Shares 4,870 Est. Cost $896.62 Unrealized —

— MESA LABS INC 2.9%

Value ($000) $3,770 Shares 4,000 Est. Cost $940.00 Unrealized —

— LIBERTY LATIN AMERICA LTD 2.8%

Value ($000) $3,675 Shares 3,683 Est. Cost $985.31 Unrealized —

— TRIPADVISOR INC 2.8%

Value ($000) $3,646 Shares 4,000 Est. Cost $886.48 Unrealized —

— SHAKE SHACK INC 2.8%

Value ($000) $3,620 Shares 4,189 Est. Cost $819.83 Unrealized —

— FUBOTV INC 2.5%

Value ($000) $3,263 Shares 5,450 Est. Cost $630.00 Unrealized —

— FARO TECHNOLOGIES INC 2.4%

Value ($000) $3,089 Shares 3,500 Est. Cost $882.50 Unrealized —

— PELOTON INTERACTIVE INC 2.4%

Value ($000) $3,069 Shares 3,500 Est. Cost $876.79 Unrealized —

— MACATAWA BK CORP 2.3%

Value ($000) $2,942 Shares 201,500 Est. Cost $14.60 Unrealized —

— CONFLUENT INC 2.0%

Value ($000) $2,636 Shares 3,048 Est. Cost $852.89 Unrealized —

— NABORS INDS INC 1.9%

Value ($000) $2,412 Shares 3,300 Est. Cost $730.88 Unrealized —

— OIL STS INTL INC 1.8%

Value ($000) $2,390 Shares 2,500 Est. Cost $956.07 Unrealized —

— EVERBRIDGE INC 1.8%

Value ($000) $2,359 Shares 2,361 Est. Cost $3845.83 Unrealized —

— BLACKLINE INC 1.8%

Value ($000) $2,289 Shares 2,500 Est. Cost $907.15 Unrealized —

— ENCORE WIRE CORP 1.6%

Value ($000) $2,076 Shares 7,164 Est. Cost $289.83 Unrealized —

— HAEMONETICS CORP MASS 1.6%

Value ($000) $2,060 Shares 2,273 Est. Cost $919.59 Unrealized —

— NATIONAL WESTN LIFE GROUP IN 1.5%

Value ($000) $1,969 Shares 3,963 Est. Cost $483.02 Unrealized —

— 3D SYS CORP DEL 1.4%

Value ($000) $1,799 Shares 2,215 Est. Cost $812.00 Unrealized —

— ETSY INC 1.3%

Value ($000) $1,673 Shares 2,000 Est. Cost $836.62 Unrealized —

— CEREVEL THERAPEUTICS HLDNG I 1.2%

Value ($000) $1,613 Shares 39,437 Est. Cost $42.31 Unrealized —

— SPOTIFY USA INC 0.7%

Value ($000) $953 Shares 1,000 Est. Cost $884.17 Unrealized —

— ALARM COM HLDGS INC 0.7%

Value ($000) $917 Shares 1,003 Est. Cost $921.60 Unrealized —

— PACIRA BIOSCIENCES INC 0.6%

Value ($000) $776 Shares 825 Est. Cost $931.39 Unrealized —

— HESS CORP 0.6%

Value ($000) $738 Shares 5,000 Est. Cost $152.64 Unrealized —

— THE REALREAL INC 0.6%

Value ($000) $716 Shares 766 Est. Cost $935.00 Unrealized —

— THE AARONS COMPANY INC 0.4%

Value ($000) $577 Shares 57,816 Est. Cost $9.98 Unrealized —

— HIBBETT INC 0.4%

Value ($000) $556 Shares 6,371 Est. Cost $87.21 Unrealized —

— RBC BEARINGS INC 0.4%

Value ($000) $508 Shares 4,152 Est. Cost $103.94 Unrealized —

— NUVASIVE INC 0.3%

Value ($000) $375 Shares 390 Est. Cost $961.42 Unrealized —

— RINGCENTRAL INC 0.3%

Value ($000) $334 Shares 350 Est. Cost $955.71 Unrealized —

— OVERSEAS SHIPHOLDING GROUP I 0.2%

Value ($000) $231 Shares 27,200 Est. Cost $8.48 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	EVERBRIDGE INC	9,289	$9,247	7.2%	$249.11	—	NOTE 3/1	29978AAE4
—	TECHTARGET INC	8,514	$8,216	6.4%	$952.64	—	NOTE 12/1	87874RAD2
—	CARDLYTICS INC	8,250	$7,602	5.9%	$922.34	—	NOTE 1.000% 9/1	14161WAB1
—	EVENTBRITE INC	8,660	$7,534	5.8%	$870.00	—	NOTE 0.750% 9/1	29975EAD1
—	CHEESECAKE FACTORY INC	8,117	$7,366	5.7%	$484.28	—	NOTE 0.375% 6/1	163072AA9
—	HAYNES INTL INC	38,876	$5,929	4.6%	$111.64	—	COM NEW	420877201
—	ETSY INC	7,203	$5,680	4.4%	$790.51	—	NOTE 0.250% 6/1	29786AAN6
—	HEARTLAND FINL USA INC	124,789	$5,547	4.3%	$44.45	—	COM	42234Q102
—	DIGITALOCEAN HLDGS INC	6,500	$5,488	4.2%	$838.08	—	NOTE 12/0	25402DAB8
—	SILK RD MED INC	195,504	$5,286	4.1%	$27.04	—	COM	82710M100
—	BANDWIDTH INC	4,870	$4,367	3.4%	$896.62	—	NOTE 0.250% 3/0	05988JAB9
—	MESA LABS INC	4,000	$3,770	2.9%	$940.00	—	NOTE 1.375% 8/1	59064RAA7
—	LIBERTY LATIN AMERICA LTD	3,683	$3,675	2.8%	$985.31	—	NOTE 2.000% 7/1	53069QAB5
—	TRIPADVISOR INC	4,000	$3,646	2.8%	$886.48	—	NOTE 0.250% 4/0	896945AD4
—	SHAKE SHACK INC	4,189	$3,620	2.8%	$819.83	—	NOTE 3/0	819047AB7
—	FUBOTV INC	5,450	$3,263	2.5%	$630.00	—	NOTE 3.250% 2/1	35953DAB0
—	FARO TECHNOLOGIES INC	3,500	$3,089	2.4%	$882.50	—	NOTE 5.500% 2/0	311642AB8
—	PELOTON INTERACTIVE INC	3,500	$3,069	2.4%	$876.79	—	NOTE 2/1	70614WAB6
—	MACATAWA BK CORP	201,500	$2,942	2.3%	$14.60	—	COM	554225102
—	CONFLUENT INC	3,048	$2,636	2.0%	$852.89	—	NOTE 1/1	20717MAB9
—	NABORS INDS INC	3,300	$2,412	1.9%	$730.88	—	NOTE 1.750% 6/1	62957HAL9
—	OIL STS INTL INC	2,500	$2,390	1.8%	$956.07	—	NOTE 4.750% 4/0	678026AK1
—	EVERBRIDGE INC	2,361	$2,359	1.8%	$3845.83	—	NOTE 0.125%12/1	29978AAC8
—	BLACKLINE INC	2,500	$2,289	1.8%	$907.15	—	NOTE 3/1	09239BAD1
—	ENCORE WIRE CORP	7,164	$2,076	1.6%	$289.83	—	COM	292562105
—	HAEMONETICS CORP MASS	2,273	$2,060	1.6%	$919.59	—	NOTE 3/0	405024AB6
—	NATIONAL WESTN LIFE GROUP IN	3,963	$1,969	1.5%	$483.02	—	CL A	638517102
—	3D SYS CORP DEL	2,215	$1,799	1.4%	$812.00	—	NOTE 11/1	88554DAD8
—	ETSY INC	2,000	$1,673	1.3%	$836.62	—	NOTE 0.125% 9/0	29786AAL0
—	CEREVEL THERAPEUTICS HLDNG I	39,437	$1,613	1.2%	$42.31	—	COM	15678U128
—	SPOTIFY USA INC	1,000	$953	0.7%	$884.17	—	NOTE 3/1	84921RAB6
—	ALARM COM HLDGS INC	1,003	$917	0.7%	$921.60	—	NOTE 1/1	011642AB1
—	PACIRA BIOSCIENCES INC	825	$776	0.6%	$931.39	—	NOTE 0.750% 8/0	695127AF7
—	HESS CORP	5,000	$738	0.6%	$152.64	—	COM	42809H107
—	THE REALREAL INC	766	$716	0.6%	$935.00	—	NOTE 3.000% 6/1	88339PAB7
—	THE AARONS COMPANY INC	57,816	$577	0.4%	$9.98	—	COM	00258W108
—	HIBBETT INC	6,371	$556	0.4%	$87.21	—	COM	428567101
—	RBC BEARINGS INC	4,152	$508	0.4%	$103.94	—	5% CNV PFD SR A	75524B203
—	NUVASIVE INC	390	$375	0.3%	$961.42	—	NOTE 0.375% 3/1	670704AJ4
—	RINGCENTRAL INC	350	$334	0.3%	$955.71	—	NOTE 3/0	76680RAF4
—	OVERSEAS SHIPHOLDING GROUP I	27,200	$231	0.2%	$8.48	—	CL A NEW	69036R863