Chicago Capital Management, LLC Quant / Systematic

Location: Chicago, IL

CIK: 0001580162 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 14, 2024

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

Holdings (41)

— EVERBRIDGE INC 7.2%

Value $9.247M Shares 9,289 Share Price $995.50 Est. Cost/Share $249.11 Unrealized @ Report Date —

— TECHTARGET INC 6.4%

Value $8.216M Shares 8,514 Share Price $965.00 Est. Cost/Share $952.64 Unrealized @ Report Date —

— CARDLYTICS INC 5.9%

Value $7.602M Shares 8,250 Share Price $921.47 Est. Cost/Share $922.34 Unrealized @ Report Date —

— EVENTBRITE INC 5.8%

Value $7.534M Shares 8,660 Share Price $870.00 Est. Cost/Share $870.00 Unrealized @ Report Date —

— CHEESECAKE FACTORY INC 5.7%

Value $7.366M Shares 8,117 Share Price $907.44 Est. Cost/Share $484.28 Unrealized @ Report Date —

— HAYNES INTL INC 4.6%

Value $5.929M Shares 38,876 Share Price $152.52 Est. Cost/Share $111.64 Unrealized @ Report Date —

— ETSY INC 4.4%

Value $5.68M Shares 7,203 Share Price $788.61 Est. Cost/Share $790.51 Unrealized @ Report Date —

— HEARTLAND FINL USA INC 4.3%

Value $5.547M Shares 124,789 Share Price $44.45 Est. Cost/Share $44.45 Unrealized @ Report Date —

— DIGITALOCEAN HLDGS INC 4.2%

Value $5.488M Shares 6,500 Share Price $844.38 Est. Cost/Share $838.08 Unrealized @ Report Date —

— SILK RD MED INC 4.1%

Value $5.286M Shares 195,504 Share Price $27.04 Est. Cost/Share $27.04 Unrealized @ Report Date —

— BANDWIDTH INC 3.4%

Value $4.367M Shares 4,870 Share Price $896.62 Est. Cost/Share $896.62 Unrealized @ Report Date —

— MESA LABS INC 2.9%

Value $3.77M Shares 4,000 Share Price $942.50 Est. Cost/Share $940.00 Unrealized @ Report Date —

— LIBERTY LATIN AMERICA LTD 2.8%

Value $3.675M Shares 3,683 Share Price $997.85 Est. Cost/Share $985.31 Unrealized @ Report Date —

— TRIPADVISOR INC 2.8%

Value $3.646M Shares 4,000 Share Price $911.50 Est. Cost/Share $886.48 Unrealized @ Report Date —

— SHAKE SHACK INC 2.8%

Value $3.62M Shares 4,189 Share Price $864.23 Est. Cost/Share $819.83 Unrealized @ Report Date —

— FUBOTV INC 2.5%

Value $3.263M Shares 5,450 Share Price $598.75 Est. Cost/Share $630.00 Unrealized @ Report Date —

— FARO TECHNOLOGIES INC 2.4%

Value $3.089M Shares 3,500 Share Price $882.50 Est. Cost/Share $882.50 Unrealized @ Report Date —

— PELOTON INTERACTIVE INC 2.4%

Value $3.069M Shares 3,500 Share Price $876.79 Est. Cost/Share $876.79 Unrealized @ Report Date —

— MACATAWA BK CORP 2.3%

Value $2.942M Shares 201,500 Share Price $14.60 Est. Cost/Share $14.60 Unrealized @ Report Date —

— CONFLUENT INC 2.0%

Value $2.636M Shares 3,048 Share Price $864.79 Est. Cost/Share $852.89 Unrealized @ Report Date —

— NABORS INDS INC 1.9%

Value $2.412M Shares 3,300 Share Price $730.88 Est. Cost/Share $730.88 Unrealized @ Report Date —

— OIL STS INTL INC 1.8%

Value $2.39M Shares 2,500 Share Price $956.07 Est. Cost/Share $956.07 Unrealized @ Report Date —

— EVERBRIDGE INC 1.8%

Value $2.359M Shares 2,361 Share Price $999.29 Est. Cost/Share $3845.83 Unrealized @ Report Date —

— BLACKLINE INC 1.8%

Value $2.289M Shares 2,500 Share Price $915.63 Est. Cost/Share $907.15 Unrealized @ Report Date —

— ENCORE WIRE CORP 1.6%

Value $2.076M Shares 7,164 Share Price $289.83 Est. Cost/Share $289.83 Unrealized @ Report Date —

— HAEMONETICS CORP MASS 1.6%

Value $2.06M Shares 2,273 Share Price $906.25 Est. Cost/Share $919.59 Unrealized @ Report Date —

— NATIONAL WESTN LIFE GROUP IN 1.5%

Value $1.969M Shares 3,963 Share Price $496.94 Est. Cost/Share $483.02 Unrealized @ Report Date —

— 3D SYS CORP DEL 1.4%

Value $1.799M Shares 2,215 Share Price $812.00 Est. Cost/Share $812.00 Unrealized @ Report Date —

— ETSY INC 1.3%

Value $1.673M Shares 2,000 Share Price $836.62 Est. Cost/Share $836.62 Unrealized @ Report Date —

— CEREVEL THERAPEUTICS HLDNG I 1.2%

Value $1.613M Shares 39,437 Share Price $40.89 Est. Cost/Share $42.31 Unrealized @ Report Date —

— SPOTIFY USA INC 0.7%

Value $953K Shares 1,000 Share Price $953.18 Est. Cost/Share $884.17 Unrealized @ Report Date —

— ALARM COM HLDGS INC 0.7%

Value $917K Shares 1,003 Share Price $914.37 Est. Cost/Share $921.60 Unrealized @ Report Date —

— PACIRA BIOSCIENCES INC 0.6%

Value $776K Shares 825 Share Price $940.00 Est. Cost/Share $931.39 Unrealized @ Report Date —

— HESS CORP 0.6%

Value $738K Shares 5,000 Share Price $147.52 Est. Cost/Share $152.64 Unrealized @ Report Date —

— THE REALREAL INC 0.6%

Value $716K Shares 766 Share Price $935.00 Est. Cost/Share $935.00 Unrealized @ Report Date —

— THE AARONS COMPANY INC 0.4%

Value $577K Shares 57,816 Share Price $9.98 Est. Cost/Share $9.98 Unrealized @ Report Date —

— HIBBETT INC 0.4%

Value $556K Shares 6,371 Share Price $87.21 Est. Cost/Share $87.21 Unrealized @ Report Date —

— RBC BEARINGS INC 0.4%

Value $508K Shares 4,152 Share Price $122.29 Est. Cost/Share $103.94 Unrealized @ Report Date —

— NUVASIVE INC 0.3%

Value $375K Shares 390 Share Price $961.42 Est. Cost/Share $961.42 Unrealized @ Report Date —

— RINGCENTRAL INC 0.3%

Value $334K Shares 350 Share Price $955.71 Est. Cost/Share $955.71 Unrealized @ Report Date —

— OVERSEAS SHIPHOLDING GROUP I 0.2%

Value $231K Shares 27,200 Share Price $8.48 Est. Cost/Share $8.48 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	EVERBRIDGE INC	9,289	$9.247M	7.2%	$995.50	$249.11	—	NOTE 3/1	29978AAE4
—	TECHTARGET INC	8,514	$8.216M	6.4%	$965.00	$952.64	—	NOTE 12/1	87874RAD2
—	CARDLYTICS INC	8,250	$7.602M	5.9%	$921.47	$922.34	—	NOTE 1.000% 9/1	14161WAB1
—	EVENTBRITE INC	8,660	$7.534M	5.8%	$870.00	$870.00	—	NOTE 0.750% 9/1	29975EAD1
—	CHEESECAKE FACTORY INC	8,117	$7.366M	5.7%	$907.44	$484.28	—	NOTE 0.375% 6/1	163072AA9
—	HAYNES INTL INC	38,876	$5.929M	4.6%	$152.52	$111.64	—	COM NEW	420877201
—	ETSY INC	7,203	$5.68M	4.4%	$788.61	$790.51	—	NOTE 0.250% 6/1	29786AAN6
—	HEARTLAND FINL USA INC	124,789	$5.547M	4.3%	$44.45	$44.45	—	COM	42234Q102
—	DIGITALOCEAN HLDGS INC	6,500	$5.488M	4.2%	$844.38	$838.08	—	NOTE 12/0	25402DAB8
—	SILK RD MED INC	195,504	$5.286M	4.1%	$27.04	$27.04	—	COM	82710M100
—	BANDWIDTH INC	4,870	$4.367M	3.4%	$896.62	$896.62	—	NOTE 0.250% 3/0	05988JAB9
—	MESA LABS INC	4,000	$3.77M	2.9%	$942.50	$940.00	—	NOTE 1.375% 8/1	59064RAA7
—	LIBERTY LATIN AMERICA LTD	3,683	$3.675M	2.8%	$997.85	$985.31	—	NOTE 2.000% 7/1	53069QAB5
—	TRIPADVISOR INC	4,000	$3.646M	2.8%	$911.50	$886.48	—	NOTE 0.250% 4/0	896945AD4
—	SHAKE SHACK INC	4,189	$3.62M	2.8%	$864.23	$819.83	—	NOTE 3/0	819047AB7
—	FUBOTV INC	5,450	$3.263M	2.5%	$598.75	$630.00	—	NOTE 3.250% 2/1	35953DAB0
—	FARO TECHNOLOGIES INC	3,500	$3.089M	2.4%	$882.50	$882.50	—	NOTE 5.500% 2/0	311642AB8
—	PELOTON INTERACTIVE INC	3,500	$3.069M	2.4%	$876.79	$876.79	—	NOTE 2/1	70614WAB6
—	MACATAWA BK CORP	201,500	$2.942M	2.3%	$14.60	$14.60	—	COM	554225102
—	CONFLUENT INC	3,048	$2.636M	2.0%	$864.79	$852.89	—	NOTE 1/1	20717MAB9
—	NABORS INDS INC	3,300	$2.412M	1.9%	$730.88	$730.88	—	NOTE 1.750% 6/1	62957HAL9
—	OIL STS INTL INC	2,500	$2.39M	1.8%	$956.07	$956.07	—	NOTE 4.750% 4/0	678026AK1
—	EVERBRIDGE INC	2,361	$2.359M	1.8%	$999.29	$3845.83	—	NOTE 0.125%12/1	29978AAC8
—	BLACKLINE INC	2,500	$2.289M	1.8%	$915.63	$907.15	—	NOTE 3/1	09239BAD1
—	ENCORE WIRE CORP	7,164	$2.076M	1.6%	$289.83	$289.83	—	COM	292562105
—	HAEMONETICS CORP MASS	2,273	$2.06M	1.6%	$906.25	$919.59	—	NOTE 3/0	405024AB6
—	NATIONAL WESTN LIFE GROUP IN	3,963	$1.969M	1.5%	$496.94	$483.02	—	CL A	638517102
—	3D SYS CORP DEL	2,215	$1.799M	1.4%	$812.00	$812.00	—	NOTE 11/1	88554DAD8
—	ETSY INC	2,000	$1.673M	1.3%	$836.62	$836.62	—	NOTE 0.125% 9/0	29786AAL0
—	CEREVEL THERAPEUTICS HLDNG I	39,437	$1.613M	1.2%	$40.89	$42.31	—	COM	15678U128
—	SPOTIFY USA INC	1,000	$953K	0.7%	$953.18	$884.17	—	NOTE 3/1	84921RAB6
—	ALARM COM HLDGS INC	1,003	$917K	0.7%	$914.37	$921.60	—	NOTE 1/1	011642AB1
—	PACIRA BIOSCIENCES INC	825	$776K	0.6%	$940.00	$931.39	—	NOTE 0.750% 8/0	695127AF7
—	HESS CORP	5,000	$738K	0.6%	$147.52	$152.64	—	COM	42809H107
—	THE REALREAL INC	766	$716K	0.6%	$935.00	$935.00	—	NOTE 3.000% 6/1	88339PAB7
—	THE AARONS COMPANY INC	57,816	$577K	0.4%	$9.98	$9.98	—	COM	00258W108
—	HIBBETT INC	6,371	$556K	0.4%	$87.21	$87.21	—	COM	428567101
—	RBC BEARINGS INC	4,152	$508K	0.4%	$122.29	$103.94	—	5% CNV PFD SR A	75524B203
—	NUVASIVE INC	390	$375K	0.3%	$961.42	$961.42	—	NOTE 0.375% 3/1	670704AJ4
—	RINGCENTRAL INC	350	$334K	0.3%	$955.71	$955.71	—	NOTE 3/0	76680RAF4
—	OVERSEAS SHIPHOLDING GROUP I	27,200	$231K	0.2%	$8.48	$8.48	—	CL A NEW	69036R863