0001172661-12-000102.txt : 20120213 0001172661-12-000102.hdr.sgml : 20120213 20120213162915 ACCESSION NUMBER: 0001172661-12-000102 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120213 DATE AS OF CHANGE: 20120213 EFFECTIVENESS DATE: 20120213 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHICAGO FUNDAMENTAL INVESTMENT PARTNERS, LLC CENTRAL INDEX KEY: 0001397422 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13316 FILM NUMBER: 12599507 BUSINESS ADDRESS: STREET 1: 71 SOUTH WACKER DRIVE STREET 2: SUITE 3495 CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 312-416-4300 MAIL ADDRESS: STREET 1: 71 SOUTH WACKER DRIVE STREET 2: SUITE 3495 CITY: CHICAGO STATE: IL ZIP: 60606 13F-HR 1 ChicagoFundamental4Q11.txt FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2011 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Chicago Fundamental Investment Partners, LLC Address: 71 South Wacker Drive Suite 3495 Chicago, IL 60606 13F File Number: 028-13316 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: John R. Gordon Title: Chief Financial Officer Phone: (312) 416-4300 Signature, Place, and Date of Signing: /s/ John R. Gordon Chicago, IL/USA February 13, 2012 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 64 Form 13F Information Table Value Total: $815,227 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ABITIBIBOWATER INC COM NEW 003687209 4656 320000 SH PUT SOLE 320000 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 3065 150000 SH CALL SOLE 150000 0 0 ALTERA CORP COM 021441100 6459 174100 SH PUT SOLE 174100 0 0 ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 1111 1500000 PRN SOLE 1500000 0 0 CAMECO CORP COM 13321L108 2296 127200 SH CALL SOLE 127200 0 0 CAPITALSOURCE INC COM 14055X102 21088 3147429 SH SOLE 3147429 0 0 CAPITALSOURCE INC COM 14055X102 531 79200 SH PUT SOLE 79200 0 0 CBS CORP NEW CL B 124857202 14758 543800 SH PUT SOLE 543800 0 0 CHESAPEAKE ENERGY CORP COM 165167107 9870 442800 SH PUT SOLE 442800 0 0 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 3188 3876000 PRN SOLE 3876000 0 0 CIENA CORP COM NEW 171779309 1210 100000 SH PUT SOLE 100000 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 46426 39750000 PRN SOLE 39750000 0 0 DANA HLDG CORP COM 235825205 6404 527000 SH PUT SOLE 527000 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 5282 652900 SH CALL SOLE 652900 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 15961 1973000 SH PUT SOLE 1973000 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 16955 17380000 PRN SOLE 17380000 0 0 DRYSHIPS INC SHS Y2109Q101 107 53400 SH CALL SOLE 53400 0 0 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 32167 47000000 PRN SOLE 47000000 0 0 EASTMAN KODAK CO COM 277461109 924 1423500 SH CALL SOLE 1423500 0 0 EASTMAN KODAK CO COM 277461109 228 351100 SH PUT SOLE 351100 0 0 EASTMAN KODAK CO NOTE 7.000% 4/0 277461BJ7 5061 18000000 PRN SOLE 18000000 0 0 EQUINIX INC COM NEW 29444U502 6976 68800 SH CALL SOLE 68800 0 0 EQUINIX INC NOTE 2.500% 4/1 29444UAF3 12285 11863000 PRN SOLE 11863000 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 13663 9675000 PRN SOLE 9675000 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 1545 300000 SH SOLE 300000 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 1545 300000 SH PUT SOLE 300000 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 2201 155300 SH CALL SOLE 155300 0 0 GRAY TELEVISION INC COM 389375106 3498 2159279 SH SOLE 2159279 0 0 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 15605 10000000 PRN SOLE 10000000 0 0 HOVNANIAN ENTERPRISES INC CL A 442487203 451 310900 SH PUT SOLE 310900 0 0 HOVNANIAN ENTERPRISES INC UNIT 99/99/9999 44248W208 1370 176668 PRN SOLE 176668 0 0 ISHARES TR FTSE CHINA25 IDX 464287184 3766 108000 SH PUT SOLE 108000 0 0 ISHARES TR FTSE CHINA25 IDX 464287184 3313 95000 SH SOLE 95000 0 0 ISHARES TR RUSSELL 2000 464287655 38350 520000 SH SOLE 520000 0 0 ISHARES TR RUSSELL 2000 464287655 38350 520000 SH PUT SOLE 520000 0 0 JETBLUE AIRWAYS CORP DBCV 5.500%10/1 477143AE1 7999 5900000 PRN SOLE 5900000 0 0 JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 3342 2500000 PRN SOLE 2500000 0 0 KB HOME COM 48666K109 12341 1836400 SH CALL SOLE 1836400 0 0 LENNAR CORP CL A 526057104 2085 106100 SH CALL SOLE 106100 0 0 LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 38353 37500000 PRN SOLE 37500000 0 0 MACYS INC COM 55616P104 8978 279000 SH PUT SOLE 279000 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 12421 477000 SH PUT SOLE 477000 0 0 MBIA INC COM 55262C100 4948 426900 SH PUT SOLE 426900 0 0 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 5151 8500000 PRN SOLE 8500000 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 13985 381800 SH PUT SOLE 381800 0 0 MICROSOFT CORP COM 594918104 8113 312500 SH SOLE 312500 0 0 MICROSOFT CORP COM 594918104 16225 625000 SH PUT SOLE 625000 0 0 MOODYS CORP COM 615369105 45835 1360900 SH CALL SOLE 1360900 0 0 MOODYS CORP COM 615369105 12125 360000 SH PUT SOLE 360000 0 0 MYLAN INC COM 628530107 2444 113900 SH CALL SOLE 113900 0 0 MYLAN INC COM 628530107 5007 233300 SH PUT SOLE 233300 0 0 MYLAN INC NOTE 1.250% 3/1 628530AG2 6333 6277000 PRN SOLE 6277000 0 0 OFFICE DEPOT INC COM 676220106 241 112000 SH SOLE 112000 0 0 OFFICE DEPOT INC COM 676220106 293 136200 SH PUT SOLE 136200 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 23694 23000000 PRN SOLE 23000000 0 0 RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 6897 15040000 PRN SOLE 15040000 0 0 REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 14346 11500000 PRN SOLE 11500000 0 0 RYLAND GROUP INC COM 783764103 5171 328100 SH PUT SOLE 328100 0 0 SANDISK CORP COM 80004C101 8514 173000 SH CALL SOLE 173000 0 0 SPANSION INC COM CL A NEW 84649R200 97 11695 SH SOLE 11695 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 62750 500000 SH CALL SOLE 500000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 125500 1000000 SH PUT SOLE 1000000 0 0 TRANSOCEAN LTD REG SHS H8817H100 5302 138100 SH PUT SOLE 138100 0 0 XILINX INC COM 983919101 16072 501300 SH PUT SOLE 501300 0 0