CHESAPEAKE CAPITAL CORP /IL/ Quant / Systematic

CIK: 0001093908 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 7, 2024

Total Value ($000): $76,266 (100.0% shares, 0.0% debt)

Holdings (156)

SUB ISHARES TR 3.8%
Value ($000) $2,900 Shares 27,742 Est. Cost $105.43 Unrealized
STIP ISHARES TR 3.1%
Value ($000) $2,357 Shares 23,689 Est. Cost $98.59 Unrealized
VCSH VANGUARD SCOTTSDALE FDS 2.5%
Value ($000) $1,925 Shares 24,907 Est. Cost $77.37 Unrealized
TIP ISHARES TR 1.9%
Value ($000) $1,411 Shares 13,214 Est. Cost $107.43 Unrealized
ELF E L F BEAUTY INC 1.7%
Value ($000) $1,259 Shares 5,977 Est. Cost $115.37 Unrealized +54.0%
ADP AUTOMATIC DATA PROCESSING IN 1.6%
Value ($000) $1,201 Shares 5,033 Est. Cost $236.61 Unrealized 0.0%
MUB ISHARES TR 1.5%
Value ($000) $1,170 Shares 10,983 Est. Cost $108.41 Unrealized
JNK SPDR SER TR 1.5%
Value ($000) $1,166 Shares 12,370 Est. Cost $94.73 Unrealized
SHYG ISHARES TR 1.5%
Value ($000) $1,124 Shares 26,644 Est. Cost $42.22 Unrealized
LMT LOCKHEED MARTIN CORP 1.4%
Value ($000) $1,084 Shares 2,320 Est. Cost $441.57 Unrealized 0.0%
BKLN INVESCO EXCH TRADED FD TR II 1.4%
Value ($000) $1,047 Shares 49,783 Est. Cost $21.18 Unrealized
CWB SPDR SER TR 1.4%
Value ($000) $1,043 Shares 14,478 Est. Cost $72.15 Unrealized
HON HONEYWELL INTL INC 1.3%
Value ($000) $1,027 Shares 4,810 Est. Cost $183.79 Unrealized 0.0%
AZZ AZZ INC 1.3%
Value ($000) $999 Shares 12,931 Est. Cost $48.24 Unrealized +59.7%
VCIT VANGUARD SCOTTSDALE FDS 1.3%
Value ($000) $964 Shares 12,055 Est. Cost $81.28 Unrealized
MBB ISHARES TR 1.2%
Value ($000) $934 Shares 10,175 Est. Cost $94.08 Unrealized
PFF ISHARES TR 1.1%
Value ($000) $860 Shares 27,265 Est. Cost $31.19 Unrealized
WHD CACTUS INC 1.1%
Value ($000) $842 Shares 15,956 Est. Cost $50.92 Unrealized 0.0%
VITL VITAL FARMS INC 1.0%
Value ($000) $771 Shares 16,490 Est. Cost $14.71 Unrealized +134.5%
VMI VALMONT INDS INC 1.0%
Value ($000) $770 Shares 2,805 Est. Cost $243.81 Unrealized 0.0%
YUM YUM BRANDS INC 1.0%
Value ($000) $762 Shares 5,750 Est. Cost $133.30 Unrealized 0.0%
PAYX PAYCHEX INC 1.0%
Value ($000) $742 Shares 6,262 Est. Cost $116.34 Unrealized 0.0%
UFPT UFP TECHNOLOGIES INC 1.0%
Value ($000) $735 Shares 2,786 Est. Cost $190.10 Unrealized +30.0%
EMB ISHARES TR 0.9%
Value ($000) $692 Shares 7,825 Est. Cost $89.06 Unrealized
AAPL APPLE INC 0.9%
Value ($000) $690 Shares 3,276 Est. Cost $185.12 Unrealized 0.0%
SRE SEMPRA 0.8%
Value ($000) $647 Shares 8,513 Est. Cost $70.00 Unrealized 0.0%
RIO RIO TINTO PLC 0.8%
Value ($000) $647 Shares 9,809 Est. Cost $65.93 Unrealized
FWONK LIBERTY MEDIA CORP DEL 0.8%
Value ($000) $601 Shares 8,371 Est. Cost $68.53 Unrealized
GLNG GOLAR LNG LTD 0.8%
Value ($000) $592 Shares 18,887 Est. Cost $21.00 Unrealized +20.0%
SDRL SEADRILL 2021 LTD 0.8%
Value ($000) $591 Shares 11,470 Est. Cost $50.62 Unrealized 0.0%
AXTA AXALTA COATING SYS LTD 0.8%
Value ($000) $588 Shares 17,200 Est. Cost $34.19 Unrealized 0.0%
VECO VEECO INSTRS INC DEL 0.7%
Value ($000) $562 Shares 12,028 Est. Cost $27.86 Unrealized +41.8%
OC OWENS CORNING NEW 0.7%
Value ($000) $560 Shares 3,225 Est. Cost $132.46 Unrealized +30.8%
EW EDWARDS LIFESCIENCES CORP 0.7%
Value ($000) $559 Shares 6,048 Est. Cost $88.55 Unrealized 0.0%
INGR INGREDION INC 0.7%
Value ($000) $549 Shares 4,786 Est. Cost $112.60 Unrealized +2.6%
GATX GATX CORP 0.7%
Value ($000) $542 Shares 4,092 Est. Cost $122.04 Unrealized +5.1%
MOG/A MOOG INC 0.7%
Value ($000) $540 Shares 3,229 Est. Cost $127.54 Unrealized +27.5%
VCLT VANGUARD SCOTTSDALE FDS 0.7%
Value ($000) $535 Shares 7,046 Est. Cost $80.15 Unrealized
PPC PILGRIMS PRIDE CORP 0.7%
Value ($000) $532 Shares 13,813 Est. Cost $25.45 Unrealized +41.6%
ASH ASHLAND INC 0.7%
Value ($000) $513 Shares 5,432 Est. Cost $85.51 Unrealized +8.9%
CRS CARPENTER TECHNOLOGY CORP 0.7%
Value ($000) $512 Shares 4,672 Est. Cost $66.33 Unrealized +43.8%
SXT SENSIENT TECHNOLOGIES CORP 0.7%
Value ($000) $512 Shares 6,897 Est. Cost $65.50 Unrealized +11.9%
EXR EXTRA SPACE STORAGE INC 0.7%
Value ($000) $511 Shares 3,289 Est. Cost $135.47 Unrealized 0.0%
CR CRANE COMPANY 0.7%
Value ($000) $509 Shares 3,514 Est. Cost $140.48 Unrealized 0.0%
MSTR MICROSTRATEGY INC 0.7%
Value ($000) $497 Shares 361 Est. Cost $47.40 Unrealized +204.0%
BRC BRADY CORP 0.7%
Value ($000) $496 Shares 7,515 Est. Cost $53.43 Unrealized +14.3%
GNTX GENTEX CORP 0.7%
Value ($000) $496 Shares 14,716 Est. Cost $30.89 Unrealized +11.8%
LPX LOUISIANA PAC CORP 0.6%
Value ($000) $491 Shares 5,959 Est. Cost $71.88 Unrealized +16.2%
SLVM SYLVAMO CORP 0.6%
Value ($000) $489 Shares 7,129 Est. Cost $43.77 Unrealized +42.7%
SEE SEALED AIR CORP NEW 0.6%
Value ($000) $481 Shares 13,837 Est. Cost $34.28 Unrealized 0.0%
FLS FLOWSERVE CORP 0.6%
Value ($000) $477 Shares 9,920 Est. Cost $37.04 Unrealized +25.8%
KEX KIRBY CORP 0.6%
Value ($000) $463 Shares 3,869 Est. Cost $78.46 Unrealized +42.4%
BDC BELDEN INC 0.6%
Value ($000) $454 Shares 4,838 Est. Cost $90.61 Unrealized 0.0%
ESI ELEMENT SOLUTIONS INC 0.6%
Value ($000) $452 Shares 16,668 Est. Cost $19.63 Unrealized +22.8%
AEM AGNICO EAGLE MINES LTD 0.6%
Value ($000) $452 Shares 6,904 Est. Cost $63.55 Unrealized 0.0%
ST SENSATA TECHNOLOGIES HLDG PL 0.6%
Value ($000) $451 Shares 12,074 Est. Cost $38.52 Unrealized 0.0%
NVT NVENT ELECTRIC PLC 0.6%
Value ($000) $451 Shares 5,889 Est. Cost $51.72 Unrealized +47.3%
ITT ITT INC 0.6%
Value ($000) $451 Shares 3,491 Est. Cost $105.13 Unrealized +24.9%
RBC RBC BEARINGS INC 0.6%
Value ($000) $449 Shares 1,665 Est. Cost $245.22 Unrealized +9.5%
BWXT BWX TECHNOLOGIES INC 0.6%
Value ($000) $447 Shares 4,709 Est. Cost $75.46 Unrealized +21.2%
STNG SCORPIO TANKERS INC 0.6%
Value ($000) $446 Shares 5,492 Est. Cost $61.86 Unrealized
KALU KAISER ALUMINUM CORP 0.6%
Value ($000) $445 Shares 5,059 Est. Cost $64.90 Unrealized +34.0%
MCHP MICROCHIP TECHNOLOGY INC. 0.6%
Value ($000) $442 Shares 4,832 Est. Cost $87.39 Unrealized 0.0%
CLH CLEAN HARBORS INC 0.6%
Value ($000) $442 Shares 1,953 Est. Cost $164.14 Unrealized +27.7%
MTX MINERALS TECHNOLOGIES INC 0.6%
Value ($000) $433 Shares 5,202 Est. Cost $58.40 Unrealized +33.8%
GFF GRIFFON CORP 0.6%
Value ($000) $431 Shares 6,751 Est. Cost $45.26 Unrealized +47.1%
IBIT ISHARES BITCOIN TR 0.6%
Value ($000) $431 Shares 12,611 Est. Cost $40.47 Unrealized
WMS ADVANCED DRAIN SYS INC DEL 0.6%
Value ($000) $430 Shares 2,681 Est. Cost $119.33 Unrealized +38.9%
BMI BADGER METER INC 0.6%
Value ($000) $425 Shares 2,282 Est. Cost $143.50 Unrealized +25.8%
EMBJ EMBRAER S.A. 0.6%
Value ($000) $422 Shares 16,348 Est. Cost $18.45 Unrealized
CNM CORE & MAIN INC 0.6%
Value ($000) $421 Shares 8,600 Est. Cost $33.84 Unrealized +64.1%
EXP EAGLE MATLS INC 0.6%
Value ($000) $421 Shares 1,934 Est. Cost $174.12 Unrealized +39.6%
DAC DANAOS CORPORATION 0.5%
Value ($000) $412 Shares 4,466 Est. Cost $63.60 Unrealized +25.3%
TRN TRINITY INDS INC 0.5%
Value ($000) $411 Shares 13,730 Est. Cost $21.92 Unrealized +23.8%
OLED UNIVERSAL DISPLAY CORP 0.5%
Value ($000) $411 Shares 1,953 Est. Cost $161.47 Unrealized +6.8%
TKR TIMKEN CO 0.5%
Value ($000) $409 Shares 5,101 Est. Cost $82.48 Unrealized +4.6%
BARNES GROUP INC 0.5%
Value ($000) $406 Shares 9,795 Est. Cost $41.41 Unrealized
ATR APTARGROUP INC 0.5%
Value ($000) $404 Shares 2,867 Est. Cost $122.13 Unrealized +15.8%
AVAV AEROVIRONMENT INC 0.5%
Value ($000) $400 Shares 2,197 Est. Cost $122.31 Unrealized +47.0%
ACGL ARCH CAP GROUP LTD 0.5%
Value ($000) $399 Shares 3,953 Est. Cost $77.71 Unrealized +19.0%
COIN COINBASE GLOBAL INC 0.5%
Value ($000) $399 Shares 1,794 Est. Cost $109.20 Unrealized +110.7%
BCPC BALCHEM CORP 0.5%
Value ($000) $398 Shares 2,586 Est. Cost $146.61 Unrealized +1.6%
FRO FRONTLINE PLC 0.5%
Value ($000) $397 Shares 15,400 Est. Cost $18.20 Unrealized +27.4%
AXON AXON ENTERPRISE INC 0.5%
Value ($000) $394 Shares 1,339 Est. Cost $225.35 Unrealized +32.4%
AWI ARMSTRONG WORLD INDS INC NEW 0.5%
Value ($000) $382 Shares 3,373 Est. Cost $81.24 Unrealized +40.9%
NEM NEWMONT CORP 0.5%
Value ($000) $382 Shares 9,120 Est. Cost $39.61 Unrealized 0.0%
ZIM ZIM INTEGRATED SHIPPING SERV 0.5%
Value ($000) $380 Shares 17,149 Est. Cost $16.18 Unrealized 0.0%
OSK OSHKOSH CORP 0.5%
Value ($000) $375 Shares 3,469 Est. Cost $92.94 Unrealized +20.6%
CALM CAL MAINE FOODS INC 0.5%
Value ($000) $369 Shares 6,046 Est. Cost $43.28 Unrealized +21.1%
NXT NEXTRACKER INC 0.5%
Value ($000) $369 Shares 7,874 Est. Cost $49.73 Unrealized 0.0%
BCC BOISE CASCADE CO DEL 0.5%
Value ($000) $368 Shares 3,086 Est. Cost $98.76 Unrealized +30.6%
GPK GRAPHIC PACKAGING HLDG CO 0.5%
Value ($000) $368 Shares 14,037 Est. Cost $26.15 Unrealized +5.6%
CBT CABOT CORP 0.5%
Value ($000) $365 Shares 3,972 Est. Cost $71.14 Unrealized +31.6%
EE EXCELERATE ENERGY INC 0.5%
Value ($000) $360 Shares 19,545 Est. Cost $16.93 Unrealized 0.0%
CGNX COGNEX CORP 0.5%
Value ($000) $360 Shares 7,699 Est. Cost $43.37 Unrealized 0.0%
SLGN SILGAN HLDGS INC 0.5%
Value ($000) $360 Shares 8,498 Est. Cost $44.41 Unrealized +4.6%
HY HYSTER-YALE INC 0.5%
Value ($000) $359 Shares 5,148 Est. Cost $64.76 Unrealized 0.0%
LNWO LIGHT & WONDER INC 0.5%
Value ($000) $359 Shares 3,420 Est. Cost $80.25 Unrealized +19.0%
EPAC ENERPAC TOOL GROUP CORP 0.5%
Value ($000) $355 Shares 9,299 Est. Cost $28.47 Unrealized +29.9%
AU ANGLOGOLD ASHANTI PLC 0.5%
Value ($000) $354 Shares 14,100 Est. Cost $17.72 Unrealized +26.6%
ERO ERO COPPER CORP 0.5%
Value ($000) $351 Shares 16,405 Est. Cost $20.97 Unrealized 0.0%
SBLK STAR BULK CARRIERS CORP. 0.5%
Value ($000) $348 Shares 14,278 Est. Cost $19.71 Unrealized +26.1%
AMR ALPHA METALLURGICAL RESOUR I 0.5%
Value ($000) $345 Shares 1,229 Est. Cost $263.02 Unrealized +17.7%
FNKO FUNKO INC 0.4%
Value ($000) $336 Shares 34,400 Est. Cost $7.76 Unrealized 0.0%
APD AIR PRODS & CHEMS INC 0.4%
Value ($000) $335 Shares 1,308 Est. Cost $242.42 Unrealized 0.0%
KTOS KRATOS DEFENSE & SEC SOLUTIO 0.4%
Value ($000) $333 Shares 16,620 Est. Cost $18.37 Unrealized +6.4%
AA ALCOA CORP 0.4%
Value ($000) $330 Shares 8,285 Est. Cost $37.94 Unrealized 0.0%
CLW CLEARWATER PAPER CORP 0.4%
Value ($000) $328 Shares 6,761 Est. Cost $36.88 Unrealized +27.5%
SON SONOCO PRODS CO 0.4%
Value ($000) $325 Shares 6,415 Est. Cost $53.73 Unrealized 0.0%
IIPR INNOVATIVE INDL PPTYS INC 0.4%
Value ($000) $325 Shares 2,978 Est. Cost $100.82 Unrealized
AVNT AVIENT CORPORATION 0.4%
Value ($000) $321 Shares 7,358 Est. Cost $32.89 Unrealized +27.0%
INFY INFOSYS LTD 0.4%
Value ($000) $320 Shares 17,200 Est. Cost $17.93 Unrealized
ALV AUTOLIV INC 0.4%
Value ($000) $313 Shares 2,929 Est. Cost $94.70 Unrealized +20.9%
MTZ MASTEC INC 0.4%
Value ($000) $302 Shares 2,820 Est. Cost $101.02 Unrealized 0.0%
MHK MOHAWK INDS INC 0.4%
Value ($000) $293 Shares 2,580 Est. Cost $112.34 Unrealized +3.5%
FUL FULLER H B CO 0.4%
Value ($000) $292 Shares 3,800 Est. Cost $71.59 Unrealized +5.9%
MEOH METHANEX CORP 0.4%
Value ($000) $288 Shares 5,972 Est. Cost $43.48 Unrealized +14.6%
GVA GRANITE CONSTR INC 0.4%
Value ($000) $288 Shares 4,641 Est. Cost $43.61 Unrealized +35.8%
RMBS RAMBUS INC DEL 0.4%
Value ($000) $285 Shares 4,846 Est. Cost $62.29 Unrealized -8.2%
MKSI MKS INSTRS INC 0.4%
Value ($000) $285 Shares 2,180 Est. Cost $124.55 Unrealized 0.0%
STWD STARWOOD PPTY TR INC 0.4%
Value ($000) $283 Shares 14,924 Est. Cost $21.02 Unrealized
NGVT INGEVITY CORP 0.4%
Value ($000) $278 Shares 6,357 Est. Cost $48.32 Unrealized 0.0%
CLSK CLEANSPARK INC 0.4%
Value ($000) $274 Shares 17,200 Est. Cost $6.23 Unrealized +169.8%
ENS ENERSYS 0.4%
Value ($000) $269 Shares 2,597 Est. Cost $92.27 Unrealized +4.6%
SUMMIT MATLS INC 0.3%
Value ($000) $261 Shares 7,131 Est. Cost $38.46 Unrealized
JBSS SANFILIPPO JOHN B & SON INC 0.3%
Value ($000) $260 Shares 2,679 Est. Cost $98.09 Unrealized +1.8%
SMG SCOTTS MIRACLE-GRO CO 0.3%
Value ($000) $258 Shares 3,971 Est. Cost $56.84 Unrealized +11.2%
COHR COHERENT CORP 0.3%
Value ($000) $253 Shares 3,493 Est. Cost $54.83 Unrealized +9.7%
LNG CHENIERE ENERGY INC 0.3%
Value ($000) $249 Shares 1,425 Est. Cost $159.21 Unrealized 0.0%
AGI ALAMOS GOLD INC NEW 0.3%
Value ($000) $249 Shares 15,850 Est. Cost $12.97 Unrealized +20.0%
GEO GEO GROUP INC NEW 0.3%
Value ($000) $247 Shares 17,200 Est. Cost $9.55 Unrealized +47.9%
FELE FRANKLIN ELEC INC 0.3%
Value ($000) $247 Shares 2,564 Est. Cost $97.73 Unrealized 0.0%
CVX CHEVRON CORP NEW 0.3%
Value ($000) $243 Shares 1,553 Est. Cost $148.39 Unrealized 0.0%
OII OCEANEERING INTL INC 0.3%
Value ($000) $240 Shares 10,124 Est. Cost $22.16 Unrealized +4.3%
TWST TWIST BIOSCIENCE CORP 0.3%
Value ($000) $238 Shares 4,829 Est. Cost $23.12 Unrealized +76.4%
SWBI SMITH & WESSON BRANDS INC 0.3%
Value ($000) $237 Shares 16,520 Est. Cost $13.77 Unrealized +19.3%
ANDE ANDERSONS INC 0.3%
Value ($000) $236 Shares 4,762 Est. Cost $49.97 Unrealized +3.7%
RYN RAYONIER INC 0.3%
Value ($000) $235 Shares 8,083 Est. Cost $33.41 Unrealized
MATV MATIV HOLDINGS INC 0.3%
Value ($000) $226 Shares 13,301 Est. Cost $13.87 Unrealized +20.1%
DK DELEK US HLDGS INC NEW 0.3%
Value ($000) $223 Shares 8,990 Est. Cost $25.46 Unrealized 0.0%
MERC MERCER INTL INC 0.3%
Value ($000) $220 Shares 25,800 Est. Cost $8.31 Unrealized +8.7%
HII HUNTINGTON INGALLS INDS INC 0.3%
Value ($000) $220 Shares 892 Est. Cost $222.46 Unrealized +12.5%
TEX TEREX CORP NEW 0.3%
Value ($000) $219 Shares 3,986 Est. Cost $52.22 Unrealized +13.6%
GBX GREENBRIER COS INC 0.3%
Value ($000) $211 Shares 4,264 Est. Cost $45.71 Unrealized +8.5%
CCJ CAMECO CORP 0.3%
Value ($000) $208 Shares 4,227 Est. Cost $41.63 Unrealized +21.3%
DRS LEONARDO DRS INC 0.3%
Value ($000) $208 Shares 8,150 Est. Cost $18.68 Unrealized +21.3%
STZ CONSTELLATION BRANDS INC 0.3%
Value ($000) $202 Shares 786 Est. Cost $248.34 Unrealized 0.0%
TROX TRONOX HOLDINGS PLC 0.3%
Value ($000) $200 Shares 12,741 Est. Cost $14.55 Unrealized +25.0%
ENVX ENOVIX CORPORATION 0.2%
Value ($000) $163 Shares 10,531 Est. Cost $9.56 Unrealized 0.0%
IREN IRIS ENERGY LTD 0.2%
Value ($000) $156 Shares 13,834 Est. Cost $4.30 Unrealized +74.3%
NXE NEXGEN ENERGY LTD 0.2%
Value ($000) $120 Shares 17,200 Est. Cost $6.23 Unrealized +23.0%
WULF TERAWULF INC 0.2%
Value ($000) $115 Shares 25,800 Est. Cost $1.36 Unrealized +98.1%
UEC URANIUM ENERGY CORP 0.1%
Value ($000) $78 Shares 12,900 Est. Cost $5.96 Unrealized +14.1%
CIFR CIPHER MINING INC 0.1%
Value ($000) $71 Shares 17,200 Est. Cost $3.05 Unrealized +35.9%
BITF BITFARMS LTD 0.1%
Value ($000) $44 Shares 17,200 Est. Cost $1.61 Unrealized +33.9%
ARGO BLOCKCHAIN PLC 0.0%
Value ($000) $15 Shares 12,900 Est. Cost $3.74 Unrealized