CHESAPEAKE CAPITAL CORP /IL/ Quant / Systematic

CIK: 0001093908 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 10, 2024

Total Value ($000): $134,357 (100.0% shares, 0.0% debt)

Holdings (160)

SUB ISHARES TR 4.5%
Value ($000) $5,980 Shares 57,097 Est. Cost $105.43 Unrealized
STIP ISHARES TR 3.6%
Value ($000) $4,848 Shares 48,755 Est. Cost $98.59 Unrealized
VCSH VANGUARD SCOTTSDALE FDS 2.9%
Value ($000) $3,963 Shares 51,263 Est. Cost $77.37 Unrealized
TIP ISHARES TR 2.2%
Value ($000) $2,921 Shares 27,196 Est. Cost $107.43 Unrealized
MUB ISHARES TR 1.8%
Value ($000) $2,432 Shares 22,605 Est. Cost $108.41 Unrealized
JNK SPDR SER TR 1.8%
Value ($000) $2,424 Shares 25,459 Est. Cost $94.73 Unrealized
ELF E L F BEAUTY INC 1.8%
Value ($000) $2,359 Shares 12,032 Est. Cost $115.37 Unrealized +54.0%
SHYG ISHARES TR 1.7%
Value ($000) $2,333 Shares 54,837 Est. Cost $42.22 Unrealized
CWB SPDR SER TR 1.6%
Value ($000) $2,176 Shares 29,798 Est. Cost $72.15 Unrealized
BKLN INVESCO EXCH TRADED FD TR II 1.6%
Value ($000) $2,167 Shares 102,461 Est. Cost $21.18 Unrealized
AZZ AZZ INC 1.5%
Value ($000) $2,058 Shares 26,614 Est. Cost $48.24 Unrealized +37.7%
VCIT VANGUARD SCOTTSDALE FDS 1.5%
Value ($000) $1,997 Shares 24,810 Est. Cost $81.28 Unrealized
MBB ISHARES TR 1.4%
Value ($000) $1,935 Shares 20,941 Est. Cost $94.08 Unrealized
PFF ISHARES TR 1.3%
Value ($000) $1,809 Shares 56,116 Est. Cost $31.19 Unrealized
EMB ISHARES TR 1.1%
Value ($000) $1,444 Shares 16,106 Est. Cost $89.06 Unrealized
UFPT UFP TECHNOLOGIES INC 1.1%
Value ($000) $1,434 Shares 5,684 Est. Cost $190.10 Unrealized 0.0%
MSTR MICROSTRATEGY INC 1.0%
Value ($000) $1,306 Shares 766 Est. Cost $47.40 Unrealized +92.3%
CMC COMMERCIAL METALS CO 0.9%
Value ($000) $1,262 Shares 21,472 Est. Cost $51.58 Unrealized 0.0%
BCC BOISE CASCADE CO DEL 0.9%
Value ($000) $1,259 Shares 8,206 Est. Cost $98.76 Unrealized +29.7%
INGR INGREDION INC 0.9%
Value ($000) $1,151 Shares 9,850 Est. Cost $112.60 Unrealized 0.0%
VCLT VANGUARD SCOTTSDALE FDS 0.8%
Value ($000) $1,134 Shares 14,501 Est. Cost $80.15 Unrealized
GATX GATX CORP 0.8%
Value ($000) $1,129 Shares 8,422 Est. Cost $122.04 Unrealized 0.0%
AMR ALPHA METALLURGICAL RESOUR I 0.8%
Value ($000) $1,103 Shares 3,332 Est. Cost $263.02 Unrealized +39.4%
OC OWENS CORNING NEW 0.8%
Value ($000) $1,101 Shares 6,602 Est. Cost $132.46 Unrealized +15.2%
GNTX GENTEX CORP 0.8%
Value ($000) $1,094 Shares 30,289 Est. Cost $30.89 Unrealized +12.0%
ASH ASHLAND INC 0.8%
Value ($000) $1,088 Shares 11,174 Est. Cost $85.51 Unrealized 0.0%
EXP EAGLE MATLS INC 0.8%
Value ($000) $1,076 Shares 3,960 Est. Cost $174.12 Unrealized +34.5%
IBIT ISHARES BITCOIN TR 0.8%
Value ($000) $1,050 Shares 25,955 Est. Cost $40.47 Unrealized
MOG/A MOOG INC 0.8%
Value ($000) $1,038 Shares 6,500 Est. Cost $127.54 Unrealized +14.0%
LPX LOUISIANA PAC CORP 0.8%
Value ($000) $1,029 Shares 12,265 Est. Cost $71.88 Unrealized 0.0%
GFF GRIFFON CORP 0.8%
Value ($000) $1,016 Shares 13,847 Est. Cost $45.26 Unrealized +41.6%
CNM CORE & MAIN INC 0.8%
Value ($000) $1,013 Shares 17,700 Est. Cost $33.84 Unrealized +35.3%
COIN COINBASE GLOBAL INC 0.7%
Value ($000) $979 Shares 3,691 Est. Cost $109.20 Unrealized +64.8%
PPC PILGRIMS PRIDE CORP 0.7%
Value ($000) $976 Shares 28,430 Est. Cost $25.45 Unrealized +17.8%
ITT ITT INC 0.7%
Value ($000) $974 Shares 7,157 Est. Cost $105.13 Unrealized +18.0%
BWXT BWX TECHNOLOGIES INC 0.7%
Value ($000) $973 Shares 9,480 Est. Cost $75.46 Unrealized +16.6%
WMS ADVANCED DRAIN SYS INC DEL 0.7%
Value ($000) $951 Shares 5,519 Est. Cost $119.33 Unrealized +25.0%
GLNG GOLAR LNG LTD 0.7%
Value ($000) $935 Shares 38,873 Est. Cost $21.00 Unrealized 0.0%
FLS FLOWSERVE CORP 0.7%
Value ($000) $933 Shares 20,417 Est. Cost $37.04 Unrealized +10.2%
KALU KAISER ALUMINUM CORP 0.7%
Value ($000) $930 Shares 10,412 Est. Cost $64.90 Unrealized 0.0%
RBC RBC BEARINGS INC 0.7%
Value ($000) $926 Shares 3,426 Est. Cost $245.22 Unrealized +10.1%
BXSL BLACKSTONE SECD LENDING FD 0.7%
Value ($000) $921 Shares 29,568 Est. Cost $21.91 Unrealized +9.0%
BRC BRADY CORP 0.7%
Value ($000) $917 Shares 15,467 Est. Cost $53.43 Unrealized +8.6%
SLVM SYLVAMO CORP 0.7%
Value ($000) $906 Shares 14,672 Est. Cost $43.77 Unrealized +15.1%
EMBJ EMBRAER S.A. 0.7%
Value ($000) $896 Shares 33,646 Est. Cost $18.45 Unrealized
NVT NVENT ELECTRIC PLC 0.7%
Value ($000) $894 Shares 11,855 Est. Cost $51.72 Unrealized +21.6%
OSK OSHKOSH CORP 0.7%
Value ($000) $890 Shares 7,140 Est. Cost $92.94 Unrealized +15.7%
VECO VEECO INSTRS INC DEL 0.6%
Value ($000) $871 Shares 24,755 Est. Cost $27.86 Unrealized +19.5%
AWI ARMSTRONG WORLD INDS INC NEW 0.6%
Value ($000) $862 Shares 6,941 Est. Cost $81.24 Unrealized +33.7%
ESI ELEMENT SOLUTIONS INC 0.6%
Value ($000) $857 Shares 34,304 Est. Cost $19.63 Unrealized +15.6%
AXON AXON ENTERPRISE INC 0.6%
Value ($000) $853 Shares 2,726 Est. Cost $225.35 Unrealized +23.3%
SLGN SILGAN HLDGS INC 0.6%
Value ($000) $849 Shares 17,490 Est. Cost $44.41 Unrealized 0.0%
ATR APTARGROUP INC 0.6%
Value ($000) $849 Shares 5,900 Est. Cost $122.13 Unrealized +8.1%
GPK GRAPHIC PACKAGING HLDG CO 0.6%
Value ($000) $843 Shares 28,890 Est. Cost $26.15 Unrealized 0.0%
ALG ALAMO GROUP INC 0.6%
Value ($000) $840 Shares 3,678 Est. Cost $180.42 Unrealized +14.5%
CMCO COLUMBUS MCKINNON CORP N Y 0.6%
Value ($000) $833 Shares 18,666 Est. Cost $39.41 Unrealized 0.0%
BCPC BALCHEM CORP 0.6%
Value ($000) $825 Shares 5,322 Est. Cost $146.61 Unrealized 0.0%
HTGC HERCULES CAPITAL INC 0.6%
Value ($000) $822 Shares 44,526 Est. Cost $15.82 Unrealized +12.2%
RMBS RAMBUS INC DEL 0.6%
Value ($000) $821 Shares 13,278 Est. Cost $62.29 Unrealized +1.6%
MTX MINERALS TECHNOLOGIES INC 0.6%
Value ($000) $806 Shares 10,706 Est. Cost $58.40 Unrealized +18.6%
STNG SCORPIO TANKERS INC 0.6%
Value ($000) $802 Shares 11,207 Est. Cost $61.86 Unrealized
CLH CLEAN HARBORS INC 0.6%
Value ($000) $792 Shares 3,932 Est. Cost $164.14 Unrealized +9.5%
ENCORE WIRE CORP 0.6%
Value ($000) $790 Shares 3,007 Est. Cost $213.60 Unrealized
VITL VITAL FARMS INC 0.6%
Value ($000) $789 Shares 33,939 Est. Cost $14.71 Unrealized +18.6%
CLF CLEVELAND-CLIFFS INC NEW 0.6%
Value ($000) $761 Shares 33,482 Est. Cost $17.20 Unrealized +15.3%
CBT CABOT CORP 0.6%
Value ($000) $761 Shares 8,250 Est. Cost $71.14 Unrealized +9.9%
KEX KIRBY CORP 0.6%
Value ($000) $755 Shares 7,918 Est. Cost $78.46 Unrealized +7.5%
CLSK CLEANSPARK INC 0.6%
Value ($000) $751 Shares 35,400 Est. Cost $6.23 Unrealized +123.2%
ARCH RESOURCES INC 0.6%
Value ($000) $748 Shares 4,651 Est. Cost $165.94 Unrealized
BMI BADGER METER INC 0.6%
Value ($000) $743 Shares 4,594 Est. Cost $143.50 Unrealized +5.6%
ANDE ANDERSONS INC 0.6%
Value ($000) $743 Shares 12,951 Est. Cost $49.97 Unrealized +4.1%
RYN RAYONIER INC 0.5%
Value ($000) $737 Shares 22,180 Est. Cost $33.41 Unrealized
ACGL ARCH CAP GROUP LTD 0.5%
Value ($000) $736 Shares 7,958 Est. Cost $77.71 Unrealized +3.5%
CALM CAL MAINE FOODS INC 0.5%
Value ($000) $732 Shares 12,442 Est. Cost $43.28 Unrealized +14.7%
FRO FRONTLINE PLC 0.5%
Value ($000) $725 Shares 31,000 Est. Cost $18.20 Unrealized +11.0%
ALV AUTOLIV INC 0.5%
Value ($000) $719 Shares 5,973 Est. Cost $94.70 Unrealized +13.0%
HII HUNTINGTON INGALLS INDS INC 0.5%
Value ($000) $717 Shares 2,461 Est. Cost $222.46 Unrealized +18.7%
GPN GLOBAL PMTS INC 0.5%
Value ($000) $711 Shares 5,322 Est. Cost $113.23 Unrealized +14.4%
SBLK STAR BULK CARRIERS CORP. 0.5%
Value ($000) $707 Shares 29,598 Est. Cost $19.71 Unrealized +15.0%
LNWO LIGHT & WONDER INC 0.5%
Value ($000) $703 Shares 6,884 Est. Cost $80.25 Unrealized +12.5%
MHK MOHAWK INDS INC 0.5%
Value ($000) $695 Shares 5,310 Est. Cost $112.34 Unrealized 0.0%
AVAV AEROVIRONMENT INC 0.5%
Value ($000) $691 Shares 4,508 Est. Cost $122.31 Unrealized +9.2%
IPAR INTER PARFUMS INC 0.5%
Value ($000) $690 Shares 4,908 Est. Cost $141.62 Unrealized 0.0%
CRS CARPENTER TECHNOLOGY CORP 0.5%
Value ($000) $679 Shares 9,510 Est. Cost $66.33 Unrealized -2.4%
OLED UNIVERSAL DISPLAY CORP 0.5%
Value ($000) $677 Shares 4,020 Est. Cost $161.47 Unrealized +5.5%
EPAC ENERPAC TOOL GROUP CORP 0.5%
Value ($000) $672 Shares 18,846 Est. Cost $28.47 Unrealized +12.9%
DAC DANAOS CORPORATION 0.5%
Value ($000) $664 Shares 9,191 Est. Cost $63.60 Unrealized +9.8%
AVNT AVIENT CORPORATION 0.5%
Value ($000) $657 Shares 15,144 Est. Cost $32.89 Unrealized +12.4%
SUMMIT MATLS INC 0.5%
Value ($000) $654 Shares 14,676 Est. Cost $38.46 Unrealized
MTRN MATERION CORP 0.5%
Value ($000) $639 Shares 4,847 Est. Cost $126.70 Unrealized 0.0%
INFY INFOSYS LTD 0.5%
Value ($000) $635 Shares 35,400 Est. Cost $17.93 Unrealized
IIPR INNOVATIVE INDL PPTYS INC 0.5%
Value ($000) $634 Shares 6,128 Est. Cost $100.82 Unrealized
KTOS KRATOS DEFENSE & SEC SOLUTIO 0.5%
Value ($000) $629 Shares 34,206 Est. Cost $18.37 Unrealized -0.9%
STWD STARWOOD PPTY TR INC 0.5%
Value ($000) $624 Shares 30,716 Est. Cost $21.02 Unrealized
FUL FULLER H B CO 0.5%
Value ($000) $621 Shares 7,789 Est. Cost $71.59 Unrealized +6.3%
SMG SCOTTS MIRACLE-GRO CO 0.5%
Value ($000) $610 Shares 8,172 Est. Cost $56.84 Unrealized 0.0%
CLW CLEARWATER PAPER CORP 0.5%
Value ($000) $609 Shares 13,915 Est. Cost $36.88 Unrealized 0.0%
BC BRUNSWICK CORP 0.4%
Value ($000) $593 Shares 6,144 Est. Cost $75.47 Unrealized +11.0%
UVV UNIVERSAL CORP VA 0.4%
Value ($000) $591 Shares 11,421 Est. Cost $53.56 Unrealized +1.6%
SWBI SMITH & WESSON BRANDS INC 0.4%
Value ($000) $590 Shares 34,000 Est. Cost $13.77 Unrealized +4.8%
H & E EQUIPMENT SERVICES INC 0.4%
Value ($000) $576 Shares 8,974 Est. Cost $52.48 Unrealized
JBSS SANFILIPPO JOHN B & SON INC 0.4%
Value ($000) $575 Shares 5,428 Est. Cost $98.09 Unrealized +5.2%
HILLENBRAND INC 0.4%
Value ($000) $566 Shares 11,260 Est. Cost $50.29 Unrealized
AIN ALBANY INTL CORP 0.4%
Value ($000) $558 Shares 5,970 Est. Cost $84.50 Unrealized +5.5%
CXW CORECIVIC INC 0.4%
Value ($000) $553 Shares 35,400 Est. Cost $13.21 Unrealized +10.3%
MEOH METHANEX CORP 0.4%
Value ($000) $549 Shares 12,291 Est. Cost $43.48 Unrealized +2.6%
GVA GRANITE CONSTR INC 0.4%
Value ($000) $546 Shares 9,552 Est. Cost $43.61 Unrealized +14.3%
TRN TRINITY INDS INC 0.4%
Value ($000) $541 Shares 19,408 Est. Cost $21.92 Unrealized +8.4%
MERC MERCER INTL INC 0.4%
Value ($000) $528 Shares 53,100 Est. Cost $8.31 Unrealized +0.1%
TEX TEREX CORP NEW 0.4%
Value ($000) $520 Shares 8,079 Est. Cost $52.22 Unrealized +12.3%
TGLS TECNOGLASS INC 0.4%
Value ($000) $509 Shares 9,777 Est. Cost $45.47 Unrealized 0.0%
FOUR SHIFT4 PMTS INC 0.4%
Value ($000) $503 Shares 7,617 Est. Cost $59.65 Unrealized +26.1%
GEO GEO GROUP INC NEW 0.4%
Value ($000) $500 Shares 35,400 Est. Cost $9.55 Unrealized +24.8%
TKR TIMKEN CO 0.4%
Value ($000) $499 Shares 5,703 Est. Cost $82.48 Unrealized 0.0%
DNUT KRISPY KREME INC 0.4%
Value ($000) $495 Shares 32,497 Est. Cost $13.06 Unrealized 0.0%
ENS ENERSYS 0.4%
Value ($000) $494 Shares 5,226 Est. Cost $92.27 Unrealized 0.0%
ATKR ATKORE INC 0.4%
Value ($000) $491 Shares 2,581 Est. Cost $133.07 Unrealized +16.1%
HXL HEXCEL CORP NEW 0.4%
Value ($000) $486 Shares 6,677 Est. Cost $69.93 Unrealized +2.9%
OII OCEANEERING INTL INC 0.4%
Value ($000) $477 Shares 20,380 Est. Cost $22.16 Unrealized -5.3%
ARCB ARCBEST CORP 0.4%
Value ($000) $476 Shares 3,337 Est. Cost $109.42 Unrealized +18.3%
AGI ALAMOS GOLD INC NEW 0.4%
Value ($000) $473 Shares 32,100 Est. Cost $12.97 Unrealized -3.3%
GBX GREENBRIER COS INC 0.3%
Value ($000) $457 Shares 8,776 Est. Cost $45.71 Unrealized 0.0%
NET CLOUDFLARE INC 0.3%
Value ($000) $457 Shares 4,720 Est. Cost $69.95 Unrealized +29.5%
BTU PEABODY ENERGY CORP 0.3%
Value ($000) $455 Shares 18,765 Est. Cost $24.48 Unrealized 0.0%
TROX TRONOX HOLDINGS PLC 0.3%
Value ($000) $455 Shares 26,222 Est. Cost $14.55 Unrealized 0.0%
UNITED STATES STL CORP NEW 0.3%
Value ($000) $443 Shares 10,855 Est. Cost $48.65 Unrealized
SXT SENSIENT TECHNOLOGIES CORP 0.3%
Value ($000) $441 Shares 6,379 Est. Cost $64.86 Unrealized 0.0%
TWI TITAN INTL INC ILL 0.3%
Value ($000) $441 Shares 35,400 Est. Cost $13.17 Unrealized +4.3%
COHR COHERENT CORP 0.3%
Value ($000) $436 Shares 7,189 Est. Cost $54.83 Unrealized 0.0%
XYZ BLOCK INC 0.3%
Value ($000) $429 Shares 5,074 Est. Cost $72.33 Unrealized 0.0%
AGRO ADECOAGRO S A 0.3%
Value ($000) $390 Shares 35,400 Est. Cost $10.40 Unrealized -6.1%
CCJ CAMECO CORP 0.3%
Value ($000) $383 Shares 8,840 Est. Cost $41.63 Unrealized +4.9%
DRS LEONARDO DRS INC 0.3%
Value ($000) $367 Shares 16,600 Est. Cost $18.68 Unrealized +10.1%
WFG WEST FRASER TIMBER CO LTD 0.3%
Value ($000) $358 Shares 4,141 Est. Cost $81.76 Unrealized 0.0%
TWST TWIST BIOSCIENCE CORP 0.3%
Value ($000) $341 Shares 9,938 Est. Cost $23.12 Unrealized +56.1%
AU ANGLOGOLD ASHANTI PLC 0.2%
Value ($000) $303 Shares 13,671 Est. Cost $17.57 Unrealized 0.0%
STNE STONECO LTD 0.2%
Value ($000) $294 Shares 17,700 Est. Cost $18.03 Unrealized
FWONK LIBERTY MEDIA CORP DEL 0.2%
Value ($000) $291 Shares 4,439 Est. Cost $65.60 Unrealized
MWA MUELLER WTR PRODS INC 0.2%
Value ($000) $285 Shares 17,700 Est. Cost $13.39 Unrealized +8.4%
GT GOODYEAR TIRE & RUBR CO 0.2%
Value ($000) $277 Shares 20,197 Est. Cost $13.29 Unrealized -1.6%
NXE NEXGEN ENERGY LTD 0.2%
Value ($000) $275 Shares 35,400 Est. Cost $6.23 Unrealized +19.2%
MATV MATIV HOLDINGS INC 0.2%
Value ($000) $269 Shares 14,361 Est. Cost $13.87 Unrealized 0.0%
BERRY GLOBAL GROUP INC 0.2%
Value ($000) $265 Shares 4,376 Est. Cost $67.39 Unrealized
OLN OLIN CORP 0.2%
Value ($000) $259 Shares 4,408 Est. Cost $50.97 Unrealized 0.0%
AI C3 AI INC 0.2%
Value ($000) $259 Shares 9,562 Est. Cost $27.51 Unrealized +2.1%
MARA MARATHON DIGITAL HOLDINGS IN 0.2%
Value ($000) $250 Shares 11,077 Est. Cost $12.62 Unrealized +73.1%
UEC URANIUM ENERGY CORP 0.2%
Value ($000) $239 Shares 35,400 Est. Cost $5.96 Unrealized +18.5%
MQ MARQETA INC 0.2%
Value ($000) $211 Shares 35,400 Est. Cost $5.99 Unrealized +3.3%
CMPS COMPASS PATHWAYS PLC 0.1%
Value ($000) $189 Shares 22,752 Est. Cost $8.32 Unrealized
CIFR CIPHER MINING INC 0.1%
Value ($000) $182 Shares 35,400 Est. Cost $3.05 Unrealized +13.7%
IREN IRIS ENERGY LTD 0.1%
Value ($000) $154 Shares 28,474 Est. Cost $4.30 Unrealized +26.4%
RIOT RIOT PLATFORMS INC 0.1%
Value ($000) $151 Shares 12,341 Est. Cost $12.07 Unrealized +8.0%
POWW AMMO INC 0.1%
Value ($000) $121 Shares 44,000 Est. Cost $2.28 Unrealized +2.5%
BTBT BIT DIGITAL INC 0.1%
Value ($000) $102 Shares 35,400 Est. Cost $2.61 Unrealized +5.5%
WULF TERAWULF INC 0.1%
Value ($000) $93 Shares 35,362 Est. Cost $1.36 Unrealized +44.8%
BITF BITFARMS LTD 0.1%
Value ($000) $79 Shares 35,400 Est. Cost $1.61 Unrealized +61.8%
ARGO BLOCKCHAIN PLC 0.1%
Value ($000) $77 Shares 35,400 Est. Cost $3.74 Unrealized
HIVE HIVE DIGITAL TECHNOLOGIES LT 0.0%
Value ($000) $60 Shares 17,700 Est. Cost $3.41 Unrealized +4.5%
CAN CANAAN INC 0.0%
Value ($000) $54 Shares 35,600 Est. Cost $2.31 Unrealized
BAKKT HOLDINGS INC 0.0%
Value ($000) $16 Shares 35,400 Est. Cost $2.23 Unrealized