This is a breaking story so details are scarce.

There is more than one account saying that this is the Dreadhead Cowboy and is raising awareness of his Kids Lives Matter movement.

He's been part of Chicago protests before:

The New York Times did an article about his earlier this year:

From what I can gather, the Dreadhead Cowboy doesn't have a political affiliation and is looking to unite both sides.

I can't say that riding your horse down the Dan Ryan during rush hour will bring people together but it will DEFINITELY raise your awareness.

 

UPDATE: The cowboy has been arrested: