Chicago Capital Management, LLC Quant / Systematic

CIK: 0001580162 · Show all filings

Period: Q3 2024 (← Previous) (Next →)

Filing Date: Nov 8, 2024

Total Value ($000): $149,645 (27.5% shares, 72.5% debt)

Holdings (41)

— HEARTLAND FINL USA INC 8.0%

Value ($000) $11,990 Shares 211,471 Est. Cost $49.47 Unrealized —

— ENVESTNET INC 7.0%

Value ($000) $10,484 Shares 167,428 Est. Cost $62.62 Unrealized —

— TECHTARGET INC 5.6%

Value ($000) $8,325 Shares 8,514 Est. Cost $952.64 Unrealized —

— REVANCE THERAPEUTICS INC 5.3%

Value ($000) $7,896 Shares 9,050 Est. Cost $872.46 Unrealized —

— EVENTBRITE INC 5.0%

Value ($000) $7,513 Shares 8,660 Est. Cost $870.00 Unrealized —

— CARDLYTICS INC 4.9%

Value ($000) $7,365 Shares 8,250 Est. Cost $922.34 Unrealized —

— HAYNES INTL INC 4.0%

Value ($000) $6,014 Shares 101,010 Est. Cost $79.59 Unrealized —

— DIGITALOCEAN HLDGS INC 3.9%

Value ($000) $5,782 Shares 6,500 Est. Cost $838.08 Unrealized —

— THE REALREAL INC 3.7%

Value ($000) $5,571 Shares 5,766 Est. Cost $962.01 Unrealized —

— OIL STS INTL INC 3.7%

Value ($000) $5,559 Shares 5,700 Est. Cost $966.88 Unrealized —

— SABRE GLBL INC 3.6%

Value ($000) $5,418 Shares 5,500 Est. Cost $985.07 Unrealized —

— FUBOTV INC 3.3%

Value ($000) $4,934 Shares 6,450 Est. Cost $650.93 Unrealized —

— BANDWIDTH INC 3.0%

Value ($000) $4,426 Shares 4,870 Est. Cost $896.62 Unrealized —

— SHAKE SHACK INC 2.6%

Value ($000) $3,936 Shares 4,189 Est. Cost $819.83 Unrealized —

— MESA LABS INC 2.6%

Value ($000) $3,857 Shares 4,000 Est. Cost $940.00 Unrealized —

— TRIPADVISOR INC 2.5%

Value ($000) $3,727 Shares 4,000 Est. Cost $886.48 Unrealized —

— PELOTON INTERACTIVE INC 2.5%

Value ($000) $3,719 Shares 4,100 Est. Cost $881.22 Unrealized —

— FARO TECHNOLOGIES INC 2.4%

Value ($000) $3,661 Shares 3,905 Est. Cost $888.21 Unrealized —

— R1 RCM INC 2.3%

Value ($000) $3,460 Shares 244,195 Est. Cost $14.17 Unrealized —

— FIRST FINANCIAL NORTHWEST IN 2.3%

Value ($000) $3,425 Shares 152,069 Est. Cost $22.52 Unrealized —

— ENVESTNET INC 2.0%

Value ($000) $2,958 Shares 3,000 Est. Cost $986.02 Unrealized —

— CONFLUENT INC 1.8%

Value ($000) $2,706 Shares 3,048 Est. Cost $852.89 Unrealized —

— NABORS INDS INC 1.7%

Value ($000) $2,567 Shares 3,300 Est. Cost $730.88 Unrealized —

— BLACKLINE INC 1.6%

Value ($000) $2,342 Shares 2,500 Est. Cost $907.15 Unrealized —

— ATLANTICA SUSTAINABLE INFRA 1.5%

Value ($000) $2,278 Shares 2,305 Est. Cost $988.43 Unrealized —

— HAEMONETICS CORP MASS 1.4%

Value ($000) $2,115 Shares 2,277 Est. Cost $919.59 Unrealized —

— CRACKER BARREL OLD CTRY STOR 1.3%

Value ($000) $1,988 Shares 2,157 Est. Cost $921.57 Unrealized —

— 3D SYS CORP DEL 1.2%

Value ($000) $1,852 Shares 2,215 Est. Cost $812.00 Unrealized —

— FASTLY INC 1.2%

Value ($000) $1,842 Shares 2,000 Est. Cost $920.96 Unrealized —

— PETIQ INC 1.2%

Value ($000) $1,771 Shares 57,558 Est. Cost $30.77 Unrealized —

— CHART INDS INC 1.1%

Value ($000) $1,709 Shares 34,012 Est. Cost $50.25 Unrealized —

— HERBALIFE LTD 1.0%

Value ($000) $1,532 Shares 2,046 Est. Cost $748.92 Unrealized —

— HMN FINL INC 0.9%

Value ($000) $1,392 Shares 49,880 Est. Cost $27.90 Unrealized —

— NATIONAL VISION HLDGS INC 0.7%

Value ($000) $1,079 Shares 1,098 Est. Cost $983.01 Unrealized —

— SPOTIFY USA INC 0.7%

Value ($000) $998 Shares 1,000 Est. Cost $884.17 Unrealized —

— ALARM COM HLDGS INC 0.6%

Value ($000) $936 Shares 1,003 Est. Cost $921.60 Unrealized —

— RBC BEARINGS INC 0.5%

Value ($000) $683 Shares 5,152 Est. Cost $109.51 Unrealized —

— HESS CORP 0.5%

Value ($000) $679 Shares 5,000 Est. Cost $152.64 Unrealized —

— NUVASIVE INC 0.4%

Value ($000) $585 Shares 599 Est. Cost $966.86 Unrealized —

— RINGCENTRAL INC 0.2%

Value ($000) $341 Shares 350 Est. Cost $955.71 Unrealized —

— VILLAGE BK & TR FINL CORP 0.2%

Value ($000) $229 Shares 3,000 Est. Cost $76.25 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	HEARTLAND FINL USA INC	211,471	$11,990	8.0%	$49.47	—	COM	42234Q102
—	ENVESTNET INC	167,428	$10,484	7.0%	$62.62	—	COM	29404K106
—	TECHTARGET INC	8,514	$8,325	5.6%	$952.64	—	NOTE 12/1	87874RAD2
—	REVANCE THERAPEUTICS INC	9,050	$7,896	5.3%	$872.46	—	NOTE 1.750% 2/1	761330AB5
—	EVENTBRITE INC	8,660	$7,513	5.0%	$870.00	—	NOTE 0.750% 9/1	29975EAD1
—	CARDLYTICS INC	8,250	$7,365	4.9%	$922.34	—	NOTE 1.000% 9/1	14161WAB1
—	HAYNES INTL INC	101,010	$6,014	4.0%	$79.59	—	COM NEW	420877201
—	DIGITALOCEAN HLDGS INC	6,500	$5,782	3.9%	$838.08	—	NOTE 12/0	25402DAB8
—	THE REALREAL INC	5,766	$5,571	3.7%	$962.01	—	NOTE 3.000% 6/1	88339PAB7
—	OIL STS INTL INC	5,700	$5,559	3.7%	$966.88	—	NOTE 4.750% 4/0	678026AK1
—	SABRE GLBL INC	5,500	$5,418	3.6%	$985.07	—	NOTE 4.000% 4/1	78573NAE2
—	FUBOTV INC	6,450	$4,934	3.3%	$650.93	—	NOTE 3.250% 2/1	35953DAB0
—	BANDWIDTH INC	4,870	$4,426	3.0%	$896.62	—	NOTE 0.250% 3/0	05988JAB9
—	SHAKE SHACK INC	4,189	$3,936	2.6%	$819.83	—	NOTE 3/0	819047AB7
—	MESA LABS INC	4,000	$3,857	2.6%	$940.00	—	NOTE 1.375% 8/1	59064RAA7
—	TRIPADVISOR INC	4,000	$3,727	2.5%	$886.48	—	NOTE 0.250% 4/0	896945AD4
—	PELOTON INTERACTIVE INC	4,100	$3,719	2.5%	$881.22	—	NOTE 2/1	70614WAB6
—	FARO TECHNOLOGIES INC	3,905	$3,661	2.4%	$888.21	—	NOTE 5.500% 2/0	311642AB8
—	R1 RCM INC	244,195	$3,460	2.3%	$14.17	—	COM	77634L105
—	FIRST FINANCIAL NORTHWEST IN	152,069	$3,425	2.3%	$22.52	—	COM	32022K102
—	ENVESTNET INC	3,000	$2,958	2.0%	$986.02	—	NOTE 0.750% 8/1	29404KAE6
—	CONFLUENT INC	3,048	$2,706	1.8%	$852.89	—	NOTE 1/1	20717MAB9
—	NABORS INDS INC	3,300	$2,567	1.7%	$730.88	—	NOTE 1.750% 6/1	62957HAL9
—	BLACKLINE INC	2,500	$2,342	1.6%	$907.15	—	NOTE 3/1	09239BAD1
—	ATLANTICA SUSTAINABLE INFRA	2,305	$2,278	1.5%	$988.43	—	NOTE 4.000% 7/1	04916EAB0
—	HAEMONETICS CORP MASS	2,277	$2,115	1.4%	$919.59	—	NOTE 3/0	405024AB6
—	CRACKER BARREL OLD CTRY STOR	2,157	$1,988	1.3%	$921.57	—	NOTE 0.625% 6/1	22410JAB2
—	3D SYS CORP DEL	2,215	$1,852	1.2%	$812.00	—	NOTE 11/1	88554DAD8
—	FASTLY INC	2,000	$1,842	1.2%	$920.96	—	NOTE 3/1	31188VAB6
—	PETIQ INC	57,558	$1,771	1.2%	$30.77	—	COM CL A	71639T106
—	CHART INDS INC	34,012	$1,709	1.1%	$50.25	—	6.75DP CNV PFD B	16115Q407
—	HERBALIFE LTD	2,046	$1,532	1.0%	$748.92	—	NOTE 4.250% 6/1	42703MAF0
—	HMN FINL INC	49,880	$1,392	0.9%	$27.90	—	COM	40424G108
—	NATIONAL VISION HLDGS INC	1,098	$1,079	0.7%	$983.01	—	NOTE 2.500% 5/1	63845RAB3
—	SPOTIFY USA INC	1,000	$998	0.7%	$884.17	—	NOTE 3/1	84921RAB6
—	ALARM COM HLDGS INC	1,003	$936	0.6%	$921.60	—	NOTE 1/1	011642AB1
—	RBC BEARINGS INC	5,152	$683	0.5%	$109.51	—	5% CNV PFD SR A	75524B203
—	HESS CORP	5,000	$679	0.5%	$152.64	—	COM	42809H107
—	NUVASIVE INC	599	$585	0.4%	$966.86	—	NOTE 0.375% 3/1	670704AJ4
—	RINGCENTRAL INC	350	$341	0.2%	$955.71	—	NOTE 3/0	76680RAF4
—	VILLAGE BK & TR FINL CORP	3,000	$229	0.2%	$76.25	—	COM NEW	92705T200