CHESAPEAKE CAPITAL CORP /IL/ Quant / Systematic

CIK: 0001093908 · Show all filings

Period: Q4 2023 (Next →)

Filing Date: Feb 12, 2024

Total Value ($000): $137,148 (100.0% shares, 0.0% debt)

Holdings (143)

SUB ISHARES TR 6.2%
Value ($000) $8,461 Shares 80,251 Est. Cost $105.43 Unrealized
STIP ISHARES TR 5.0%
Value ($000) $6,860 Shares 69,583 Est. Cost $98.59 Unrealized
VCSH VANGUARD SCOTTSDALE FDS 4.2%
Value ($000) $5,729 Shares 74,050 Est. Cost $77.37 Unrealized
MUB ISHARES TR 2.4%
Value ($000) $3,298 Shares 30,426 Est. Cost $108.41 Unrealized
JNK SPDR SER TR 2.4%
Value ($000) $3,234 Shares 34,138 Est. Cost $94.73 Unrealized
SHYG ISHARES TR 2.2%
Value ($000) $2,991 Shares 70,853 Est. Cost $42.22 Unrealized
BKLN INVESCO EXCH TRADED FD TR II 2.1%
Value ($000) $2,904 Shares 137,126 Est. Cost $21.18 Unrealized
CWB SPDR SER TR 2.1%
Value ($000) $2,892 Shares 40,089 Est. Cost $72.15 Unrealized
VCIT VANGUARD SCOTTSDALE FDS 2.0%
Value ($000) $2,713 Shares 33,378 Est. Cost $81.28 Unrealized
MBB ISHARES TR 1.9%
Value ($000) $2,650 Shares 28,172 Est. Cost $94.08 Unrealized
ELF E L F BEAUTY INC 1.8%
Value ($000) $2,497 Shares 17,296 Est. Cost $115.37 Unrealized 0.0%
PFF ISHARES TR 1.7%
Value ($000) $2,355 Shares 75,496 Est. Cost $31.19 Unrealized
AZZ AZZ INC 1.5%
Value ($000) $2,082 Shares 35,836 Est. Cost $48.24 Unrealized 0.0%
EMB ISHARES TR 1.4%
Value ($000) $1,930 Shares 21,667 Est. Cost $89.06 Unrealized
VCLT VANGUARD SCOTTSDALE FDS 1.1%
Value ($000) $1,564 Shares 19,509 Est. Cost $80.15 Unrealized
BCC BOISE CASCADE CO DEL 1.1%
Value ($000) $1,560 Shares 12,062 Est. Cost $98.76 Unrealized 0.0%
AMR ALPHA METALLURGICAL RESOUR I 1.1%
Value ($000) $1,535 Shares 4,530 Est. Cost $263.02 Unrealized 0.0%
GNTX GENTEX CORP 1.0%
Value ($000) $1,331 Shares 40,749 Est. Cost $30.89 Unrealized 0.0%
OC OWENS CORNING NEW 1.0%
Value ($000) $1,314 Shares 8,863 Est. Cost $132.46 Unrealized 0.0%
GFF GRIFFON CORP 0.9%
Value ($000) $1,282 Shares 21,036 Est. Cost $45.26 Unrealized 0.0%
MOG/A MOOG INC 0.9%
Value ($000) $1,270 Shares 8,770 Est. Cost $127.54 Unrealized 0.0%
RBC RBC BEARINGS INC 0.9%
Value ($000) $1,245 Shares 4,369 Est. Cost $245.22 Unrealized 0.0%
BRC BRADY CORP 0.9%
Value ($000) $1,221 Shares 20,809 Est. Cost $53.43 Unrealized 0.0%
RMBS RAMBUS INC DEL 0.9%
Value ($000) $1,187 Shares 17,391 Est. Cost $62.29 Unrealized 0.0%
ARCH RESOURCES INC 0.8%
Value ($000) $1,156 Shares 6,966 Est. Cost $165.94 Unrealized
ITT ITT INC 0.8%
Value ($000) $1,149 Shares 9,626 Est. Cost $105.13 Unrealized 0.0%
EXP EAGLE MATLS INC 0.8%
Value ($000) $1,086 Shares 5,355 Est. Cost $174.12 Unrealized 0.0%
BXSL BLACKSTONE SECD LENDING FD 0.8%
Value ($000) $1,072 Shares 38,795 Est. Cost $21.91 Unrealized 0.0%
ESI ELEMENT SOLUTIONS INC 0.8%
Value ($000) $1,068 Shares 46,151 Est. Cost $19.63 Unrealized 0.0%
FLS FLOWSERVE CORP 0.8%
Value ($000) $1,051 Shares 25,502 Est. Cost $37.04 Unrealized 0.0%
OSK OSHKOSH CORP 0.8%
Value ($000) $1,041 Shares 9,605 Est. Cost $92.94 Unrealized 0.0%
UVV UNIVERSAL CORP VA 0.8%
Value ($000) $1,034 Shares 15,366 Est. Cost $53.56 Unrealized 0.0%
VECO VEECO INSTRS INC DEL 0.7%
Value ($000) $1,028 Shares 33,130 Est. Cost $27.86 Unrealized 0.0%
MTX MINERALS TECHNOLOGIES INC 0.7%
Value ($000) $1,027 Shares 14,403 Est. Cost $58.40 Unrealized 0.0%
OLED UNIVERSAL DISPLAY CORP 0.7%
Value ($000) $1,025 Shares 5,358 Est. Cost $161.47 Unrealized 0.0%
PPC PILGRIMS PRIDE CORP 0.7%
Value ($000) $1,004 Shares 36,312 Est. Cost $25.45 Unrealized 0.0%
ANDE ANDERSONS INC 0.7%
Value ($000) $999 Shares 17,359 Est. Cost $49.97 Unrealized 0.0%
HTGC HERCULES CAPITAL INC 0.7%
Value ($000) $998 Shares 59,854 Est. Cost $15.82 Unrealized 0.0%
RYN RAYONIER INC 0.7%
Value ($000) $997 Shares 29,841 Est. Cost $33.41 Unrealized
WMS ADVANCED DRAIN SYS INC DEL 0.7%
Value ($000) $993 Shares 7,058 Est. Cost $119.33 Unrealized 0.0%
ATR APTARGROUP INC 0.7%
Value ($000) $981 Shares 7,937 Est. Cost $122.13 Unrealized 0.0%
SLVM SYLVAMO CORP 0.7%
Value ($000) $969 Shares 19,739 Est. Cost $43.77 Unrealized 0.0%
CNM CORE & MAIN INC 0.7%
Value ($000) $962 Shares 23,812 Est. Cost $33.84 Unrealized 0.0%
AXON AXON ENTERPRISE INC 0.7%
Value ($000) $952 Shares 3,684 Est. Cost $225.35 Unrealized 0.0%
BWXT BWX TECHNOLOGIES INC 0.7%
Value ($000) $951 Shares 12,399 Est. Cost $75.46 Unrealized 0.0%
DAC DANAOS CORPORATION 0.7%
Value ($000) $940 Shares 12,697 Est. Cost $63.60 Unrealized 0.0%
CRS CARPENTER TECHNOLOGY CORP 0.7%
Value ($000) $938 Shares 13,243 Est. Cost $66.33 Unrealized 0.0%
CLH CLEAN HARBORS INC 0.7%
Value ($000) $934 Shares 5,353 Est. Cost $164.14 Unrealized 0.0%
OEC ORION S.A. 0.7%
Value ($000) $933 Shares 33,663 Est. Cost $22.94 Unrealized 0.0%
AWI ARMSTRONG WORLD INDS INC NEW 0.7%
Value ($000) $918 Shares 9,339 Est. Cost $81.24 Unrealized 0.0%
TRN TRINITY INDS INC 0.7%
Value ($000) $908 Shares 34,134 Est. Cost $21.92 Unrealized 0.0%
TIP ISHARES TR 0.7%
Value ($000) $901 Shares 8,378 Est. Cost $107.49 Unrealized
BERRY GLOBAL GROUP INC 0.7%
Value ($000) $899 Shares 13,345 Est. Cost $67.39 Unrealized
JBSS SANFILIPPO JOHN B & SON INC 0.7%
Value ($000) $893 Shares 8,670 Est. Cost $98.09 Unrealized 0.0%
NVT NVENT ELECTRIC PLC 0.6%
Value ($000) $889 Shares 15,042 Est. Cost $51.72 Unrealized 0.0%
ALV AUTOLIV INC 0.6%
Value ($000) $885 Shares 8,034 Est. Cost $94.70 Unrealized 0.0%
ENCORE WIRE CORP 0.6%
Value ($000) $871 Shares 4,076 Est. Cost $213.60 Unrealized
STWD STARWOOD PPTY TR INC 0.6%
Value ($000) $869 Shares 41,324 Est. Cost $21.02 Unrealized
COIN COINBASE GLOBAL INC 0.6%
Value ($000) $865 Shares 4,972 Est. Cost $109.20 Unrealized 0.0%
HII HUNTINGTON INGALLS INDS INC 0.6%
Value ($000) $864 Shares 3,326 Est. Cost $222.46 Unrealized 0.0%
IIPR INNOVATIVE INDL PPTYS INC 0.6%
Value ($000) $854 Shares 8,474 Est. Cost $100.82 Unrealized
FUL FULLER H B CO 0.6%
Value ($000) $853 Shares 10,478 Est. Cost $71.59 Unrealized 0.0%
SBLK STAR BULK CARRIERS CORP. 0.6%
Value ($000) $847 Shares 39,839 Est. Cost $19.71 Unrealized 0.0%
FRO FRONTLINE PLC 0.6%
Value ($000) $840 Shares 41,872 Est. Cost $18.20 Unrealized 0.0%
EMBJ EMBRAER S.A. 0.6%
Value ($000) $835 Shares 45,265 Est. Cost $18.45 Unrealized
BMI BADGER METER INC 0.6%
Value ($000) $835 Shares 5,409 Est. Cost $143.50 Unrealized 0.0%
KTOS KRATOS DEFENSE & SEC SOLUTIO 0.6%
Value ($000) $833 Shares 41,050 Est. Cost $18.37 Unrealized 0.0%
SUMMIT MATLS INC 0.6%
Value ($000) $832 Shares 21,623 Est. Cost $38.46 Unrealized
ALG ALAMO GROUP INC 0.6%
Value ($000) $814 Shares 3,873 Est. Cost $180.42 Unrealized 0.0%
ACGL ARCH CAP GROUP LTD 0.6%
Value ($000) $802 Shares 10,799 Est. Cost $77.71 Unrealized 0.0%
BC BRUNSWICK CORP 0.6%
Value ($000) $800 Shares 8,265 Est. Cost $75.47 Unrealized 0.0%
CBT CABOT CORP 0.6%
Value ($000) $791 Shares 9,472 Est. Cost $71.14 Unrealized 0.0%
EPAC ENERPAC TOOL GROUP CORP 0.6%
Value ($000) $790 Shares 25,400 Est. Cost $28.47 Unrealized 0.0%
GPN GLOBAL PMTS INC 0.6%
Value ($000) $774 Shares 6,093 Est. Cost $113.23 Unrealized 0.0%
LNWO LIGHT & WONDER INC 0.6%
Value ($000) $757 Shares 9,214 Est. Cost $80.25 Unrealized 0.0%
UNITED STATES STL CORP NEW 0.5%
Value ($000) $708 Shares 14,551 Est. Cost $48.65 Unrealized
MEOH METHANEX CORP 0.5%
Value ($000) $703 Shares 14,840 Est. Cost $43.48 Unrealized 0.0%
CXW CORECIVIC INC 0.5%
Value ($000) $689 Shares 47,453 Est. Cost $13.21 Unrealized 0.0%
CALM CAL MAINE FOODS INC 0.5%
Value ($000) $688 Shares 11,994 Est. Cost $43.04 Unrealized 0.0%
CLF CLEVELAND-CLIFFS INC NEW 0.5%
Value ($000) $664 Shares 32,503 Est. Cost $17.12 Unrealized 0.0%
GVA GRANITE CONSTR INC 0.5%
Value ($000) $654 Shares 12,851 Est. Cost $43.61 Unrealized 0.0%
MSTR MICROSTRATEGY INC 0.5%
Value ($000) $651 Shares 1,030 Est. Cost $47.40 Unrealized 0.0%
FOUR SHIFT4 PMTS INC 0.5%
Value ($000) $648 Shares 8,721 Est. Cost $59.65 Unrealized 0.0%
AVNT AVIENT CORPORATION 0.5%
Value ($000) $627 Shares 15,081 Est. Cost $32.89 Unrealized 0.0%
SWBI SMITH & WESSON BRANDS INC 0.5%
Value ($000) $618 Shares 45,575 Est. Cost $13.77 Unrealized 0.0%
STNG SCORPIO TANKERS INC 0.4%
Value ($000) $614 Shares 10,106 Est. Cost $60.80 Unrealized
AVAV AEROVIRONMENT INC 0.4%
Value ($000) $608 Shares 4,821 Est. Cost $122.31 Unrealized 0.0%
GEF GREIF INC 0.4%
Value ($000) $605 Shares 9,223 Est. Cost $61.11 Unrealized 0.0%
KEX KIRBY CORP 0.4%
Value ($000) $595 Shares 7,587 Est. Cost $78.20 Unrealized 0.0%
OII OCEANEERING INTL INC 0.4%
Value ($000) $589 Shares 27,659 Est. Cost $22.16 Unrealized 0.0%
AIN ALBANY INTL CORP 0.4%
Value ($000) $584 Shares 5,945 Est. Cost $84.50 Unrealized 0.0%
AGI ALAMOS GOLD INC NEW 0.4%
Value ($000) $581 Shares 43,162 Est. Cost $12.97 Unrealized 0.0%
LEU CENTRUS ENERGY CORP 0.4%
Value ($000) $556 Shares 10,221 Est. Cost $52.32 Unrealized 0.0%
IONQ IONQ INC 0.4%
Value ($000) $547 Shares 44,153 Est. Cost $12.89 Unrealized 0.0%
BXMT BLACKSTONE MTG TR INC 0.4%
Value ($000) $536 Shares 25,190 Est. Cost $21.27 Unrealized
NET CLOUDFLARE INC 0.4%
Value ($000) $529 Shares 6,350 Est. Cost $69.95 Unrealized 0.0%
AGRO ADECOAGRO S A 0.4%
Value ($000) $527 Shares 47,453 Est. Cost $10.40 Unrealized 0.0%
TWI TITAN INTL INC ILL 0.4%
Value ($000) $526 Shares 35,350 Est. Cost $13.17 Unrealized 0.0%
CLSK CLEANSPARK INC 0.4%
Value ($000) $525 Shares 47,626 Est. Cost $6.23 Unrealized 0.0%
CCJ CAMECO CORP 0.4%
Value ($000) $512 Shares 11,885 Est. Cost $41.63 Unrealized 0.0%
ARCB ARCBEST CORP 0.4%
Value ($000) $506 Shares 4,206 Est. Cost $109.42 Unrealized 0.0%
TWST TWIST BIOSCIENCE CORP 0.4%
Value ($000) $493 Shares 13,371 Est. Cost $23.12 Unrealized 0.0%
GEO GEO GROUP INC NEW 0.4%
Value ($000) $482 Shares 44,530 Est. Cost $9.55 Unrealized 0.0%
H & E EQUIPMENT SERVICES INC 0.3%
Value ($000) $463 Shares 8,851 Est. Cost $52.32 Unrealized
DRS LEONARDO DRS INC 0.3%
Value ($000) $447 Shares 22,324 Est. Cost $18.68 Unrealized 0.0%
TEX TEREX CORP NEW 0.3%
Value ($000) $429 Shares 7,466 Est. Cost $51.70 Unrealized 0.0%
ATKR ATKORE INC 0.3%
Value ($000) $411 Shares 2,570 Est. Cost $133.07 Unrealized 0.0%
GT GOODYEAR TIRE & RUBR CO 0.3%
Value ($000) $388 Shares 27,074 Est. Cost $13.29 Unrealized 0.0%
AI C3 AI INC 0.3%
Value ($000) $368 Shares 12,818 Est. Cost $27.51 Unrealized 0.0%
CX CEMEX SAB DE CV 0.3%
Value ($000) $368 Shares 47,453 Est. Cost $7.75 Unrealized
STNE STONECO LTD 0.3%
Value ($000) $365 Shares 20,264 Est. Cost $18.03 Unrealized
MARA MARATHON DIGITAL HOLDINGS IN 0.3%
Value ($000) $350 Shares 14,902 Est. Cost $12.62 Unrealized 0.0%
UUUU ENERGY FUELS INC 0.2%
Value ($000) $341 Shares 47,453 Est. Cost $7.74 Unrealized 0.0%
NXE NEXGEN ENERGY LTD 0.2%
Value ($000) $332 Shares 47,453 Est. Cost $6.23 Unrealized 0.0%
NATURA &CO HLDG S A 0.2%
Value ($000) $325 Shares 47,453 Est. Cost $6.84 Unrealized
JOBY JOBY AVIATION INC 0.2%
Value ($000) $316 Shares 47,453 Est. Cost $6.16 Unrealized 0.0%
UEC URANIUM ENERGY CORP 0.2%
Value ($000) $304 Shares 47,453 Est. Cost $5.96 Unrealized 0.0%
VITL VITAL FARMS INC 0.2%
Value ($000) $304 Shares 19,349 Est. Cost $12.65 Unrealized 0.0%
ROCKET LAB USA INC 0.2%
Value ($000) $262 Shares 47,453 Est. Cost $5.53 Unrealized
RIOT RIOT PLATFORMS INC 0.2%
Value ($000) $256 Shares 16,543 Est. Cost $12.07 Unrealized 0.0%
RAPT THERAPEUTICS INC 0.2%
Value ($000) $254 Shares 10,212 Est. Cost $24.85 Unrealized
MQ MARQETA INC 0.2%
Value ($000) $246 Shares 35,243 Est. Cost $5.99 Unrealized 0.0%
GSM FERROGLOBE PLC 0.2%
Value ($000) $229 Shares 35,253 Est. Cost $5.16 Unrealized 0.0%
HXL HEXCEL CORP NEW 0.2%
Value ($000) $227 Shares 3,081 Est. Cost $67.59 Unrealized 0.0%
IREN IRIS ENERGY LTD 0.2%
Value ($000) $221 Shares 30,978 Est. Cost $4.30 Unrealized 0.0%
MWA MUELLER WTR PRODS INC 0.1%
Value ($000) $171 Shares 11,863 Est. Cost $12.84 Unrealized 0.0%
CIFR CIPHER MINING INC 0.1%
Value ($000) $167 Shares 40,529 Est. Cost $3.05 Unrealized 0.0%
BTBT BIT DIGITAL INC 0.1%
Value ($000) $166 Shares 39,219 Est. Cost $2.61 Unrealized 0.0%
RIG TRANSOCEAN LTD 0.1%
Value ($000) $151 Shares 23,812 Est. Cost $6.69 Unrealized 0.0%
FPI FARMLAND PARTNERS INC 0.1%
Value ($000) $148 Shares 11,863 Est. Cost $12.48 Unrealized
DOLE DOLE PLC 0.1%
Value ($000) $146 Shares 11,863 Est. Cost $11.08 Unrealized 0.0%
ARGO BLOCKCHAIN PLC 0.1%
Value ($000) $132 Shares 35,253 Est. Cost $3.74 Unrealized
BITF BITFARMS LTD 0.1%
Value ($000) $118 Shares 40,529 Est. Cost $1.61 Unrealized 0.0%
MERC MERCER INTL INC 0.1%
Value ($000) $107 Shares 11,318 Est. Cost $8.28 Unrealized 0.0%
POWW AMMO INC 0.1%
Value ($000) $99 Shares 47,200 Est. Cost $2.28 Unrealized 0.0%
HIVE HIVE DIGITAL TECHNOLOGIES LT 0.1%
Value ($000) $92 Shares 20,264 Est. Cost $3.41 Unrealized 0.0%
BAKKT HOLDINGS INC 0.1%
Value ($000) $90 Shares 40,529 Est. Cost $2.23 Unrealized
APLD APPLIED DIGITAL CORP 0.1%
Value ($000) $86 Shares 12,757 Est. Cost $5.38 Unrealized 0.0%
WULF TERAWULF INC 0.1%
Value ($000) $85 Shares 35,362 Est. Cost $1.36 Unrealized 0.0%
CAN CANAAN INC 0.1%
Value ($000) $81 Shares 35,253 Est. Cost $2.31 Unrealized
TILRAY BRANDS INC 0.0%
Value ($000) $55 Shares 23,726 Est. Cost $2.30 Unrealized
RGTI RIGETTI COMPUTING INC 0.0%
Value ($000) $47 Shares 47,453 Est. Cost $1.14 Unrealized 0.0%
CRON CRONOS GROUP INC 0.0%
Value ($000) $25 Shares 11,863 Est. Cost $1.94 Unrealized 0.0%