STEVENS CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001134813 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 13, 2020

Total Value ($000): $271,573 (100.0% shares, 0.0% debt)

Holdings (99)

LOW LOWES COS INC 5.4%
Value ($000) $14,750 Shares 109,164 Est. Cost $103.31 Unrealized 0.0%
WMT WALMART INC 5.0%
Value ($000) $13,523 Shares 112,901 Est. Cost $38.07 Unrealized 0.0%
XLF SELECT SECTOR SPDR TR 4.7%
Value ($000) $12,689 Shares 548,356 Est. Cost $23.14 Unrealized
AMZN AMAZON COM INC 4.5%
Value ($000) $12,244 Shares 4,438 Est. Cost $120.78 Unrealized 0.0%
NFLX NETFLIX INC 4.0%
Value ($000) $10,964 Shares 24,094 Est. Cost $42.56 Unrealized 0.0%
NKE NIKE INC 4.0%
Value ($000) $10,739 Shares 109,521 Est. Cost $85.46 Unrealized 0.0%
AAPL APPLE INC 3.9%
Value ($000) $10,642 Shares 29,173 Est. Cost $75.09 Unrealized 0.0%
GDX VANECK VECTORS ETF TR 3.9%
Value ($000) $10,628 Shares 289,800 Est. Cost $36.67 Unrealized
JNJ JOHNSON & JOHNSON 3.7%
Value ($000) $10,132 Shares 72,050 Est. Cost $124.24 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 3.4%
Value ($000) $9,283 Shares 25,438 Est. Cost $323.73 Unrealized 0.0%
DUK DUKE ENERGY CORP NEW 3.1%
Value ($000) $8,422 Shares 105,415 Est. Cost $67.61 Unrealized 0.0%
HD HOME DEPOT INC 3.1%
Value ($000) $8,412 Shares 33,579 Est. Cost $199.72 Unrealized 0.0%
PM PHILIP MORRIS INTL INC 2.8%
Value ($000) $7,610 Shares 108,620 Est. Cost $54.79 Unrealized 0.0%
QCOM QUALCOMM INC 2.7%
Value ($000) $7,202 Shares 78,966 Est. Cost $70.96 Unrealized 0.0%
INTC INTEL CORP 2.4%
Value ($000) $6,644 Shares 111,043 Est. Cost $53.20 Unrealized 0.0%
NVDA NVIDIA CORPORATION 2.4%
Value ($000) $6,455 Shares 16,992 Est. Cost $8.06 Unrealized 0.0%
PFE PFIZER INC 2.1%
Value ($000) $5,812 Shares 177,736 Est. Cost $25.99 Unrealized 0.0%
GOOG ALPHABET INC 2.1%
Value ($000) $5,626 Shares 3,980 Est. Cost $66.98 Unrealized 0.0%
VRTX VERTEX PHARMACEUTICALS INC 1.9%
Value ($000) $5,264 Shares 18,131 Est. Cost $271.12 Unrealized 0.0%
AVGO BROADCOM INC 1.8%
Value ($000) $4,958 Shares 15,709 Est. Cost $24.52 Unrealized 0.0%
CME CME GROUP INC 1.8%
Value ($000) $4,876 Shares 30,000 Est. Cost $126.24 Unrealized +14.3%
GILD GILEAD SCIENCES INC 1.7%
Value ($000) $4,742 Shares 61,626 Est. Cost $61.47 Unrealized 0.0%
MMM 3M CO 1.7%
Value ($000) $4,646 Shares 29,783 Est. Cost $102.42 Unrealized 0.0%
ACN ACCENTURE PLC IRELAND 1.7%
Value ($000) $4,614 Shares 21,489 Est. Cost $174.62 Unrealized 0.0%
MRK MERCK & CO. INC 1.7%
Value ($000) $4,576 Shares 59,172 Est. Cost $62.87 Unrealized 0.0%
AMD ADVANCED MICRO DEVICES INC 1.5%
Value ($000) $3,955 Shares 75,185 Est. Cost $53.02 Unrealized 0.0%
VZ VERIZON COMMUNICATIONS INC 1.2%
Value ($000) $3,308 Shares 60,002 Est. Cost $40.75 Unrealized 0.0%
ABBV ABBVIE INC 1.2%
Value ($000) $3,234 Shares 32,940 Est. Cost $70.50 Unrealized 0.0%
TMUS T-MOBILE US INC 1.1%
Value ($000) $2,888 Shares 27,728 Est. Cost $92.61 Unrealized 0.0%
FXI ISHARES TR 1.0%
Value ($000) $2,807 Shares 70,700 Est. Cost $39.70 Unrealized
T AT&T INC 0.9%
Value ($000) $2,406 Shares 79,584 Est. Cost $15.50 Unrealized 0.0%
PYPL PAYPAL HLDGS INC 0.8%
Value ($000) $2,259 Shares 12,966 Est. Cost $137.88 Unrealized 0.0%
NOW SERVICENOW INC 0.8%
Value ($000) $2,246 Shares 5,545 Est. Cost $70.61 Unrealized 0.0%
GOOGL ALPHABET INC 0.8%
Value ($000) $2,063 Shares 1,455 Est. Cost $66.92 Unrealized 0.0%
BLACKROCK INC 0.7%
Value ($000) $1,979 Shares 3,637 Est. Cost $544.13 Unrealized
EEM ISHARES TR 0.7%
Value ($000) $1,811 Shares 45,300 Est. Cost $39.98 Unrealized
MO ALTRIA GROUP INC 0.7%
Value ($000) $1,779 Shares 45,331 Est. Cost $24.96 Unrealized 0.0%
HON HONEYWELL INTL INC 0.6%
Value ($000) $1,700 Shares 11,759 Est. Cost $117.88 Unrealized 0.0%
FISV FISERV INC 0.6%
Value ($000) $1,673 Shares 17,143 Est. Cost $100.70 Unrealized 0.0%
CVX CHEVRON CORP NEW 0.6%
Value ($000) $1,506 Shares 16,876 Est. Cost $69.83 Unrealized 0.0%
SPGI S&P GLOBAL INC 0.5%
Value ($000) $1,424 Shares 4,321 Est. Cost $287.01 Unrealized 0.0%
MRSH MARSH & MCLENNAN COS INC 0.5%
Value ($000) $1,286 Shares 11,975 Est. Cost $93.00 Unrealized 0.0%
ABT ABBOTT LABS 0.5%
Value ($000) $1,231 Shares 13,463 Est. Cost $81.94 Unrealized 0.0%
TSCO TRACTOR SUPPLY CO 0.4%
Value ($000) $1,165 Shares 8,843 Est. Cost $20.01 Unrealized 0.0%
INTU INTUIT 0.4%
Value ($000) $1,142 Shares 3,856 Est. Cost $264.89 Unrealized 0.0%
TJX TJX COS INC NEW 0.4%
Value ($000) $1,130 Shares 22,357 Est. Cost $46.63 Unrealized 0.0%
DPZ DOMINOS PIZZA INC 0.4%
Value ($000) $1,025 Shares 2,775 Est. Cost $343.88 Unrealized 0.0%
CMI CUMMINS INC 0.4%
Value ($000) $984 Shares 5,682 Est. Cost $139.25 Unrealized 0.0%
TGT TARGET CORP 0.3%
Value ($000) $904 Shares 7,538 Est. Cost $98.18 Unrealized 0.0%
IBM INTERNATIONAL BUSINESS MACHS 0.3%
Value ($000) $887 Shares 7,342 Est. Cost $91.40 Unrealized 0.0%
CLX CLOROX CO DEL 0.3%
Value ($000) $885 Shares 4,034 Est. Cost $168.73 Unrealized 0.0%
GS GOLDMAN SACHS GROUP INC 0.3%
Value ($000) $862 Shares 4,364 Est. Cost $164.18 Unrealized 0.0%
BAC BK OF AMERICA CORP 0.3%
Value ($000) $853 Shares 35,920 Est. Cost $20.57 Unrealized 0.0%
DG DOLLAR GEN CORP NEW 0.3%
Value ($000) $788 Shares 4,134 Est. Cost $167.17 Unrealized 0.0%
ROK ROCKWELL AUTOMATION INC 0.3%
Value ($000) $762 Shares 3,577 Est. Cost $175.54 Unrealized 0.0%
MA MASTERCARD INCORPORATED 0.3%
Value ($000) $701 Shares 2,369 Est. Cost $273.34 Unrealized 0.0%
ORLY OREILLY AUTOMOTIVE INC 0.3%
Value ($000) $694 Shares 1,646 Est. Cost $26.14 Unrealized 0.0%
IHS MARKIT LTD 0.2%
Value ($000) $666 Shares 8,818 Est. Cost $75.53 Unrealized
BAX BAXTER INTL INC 0.2%
Value ($000) $638 Shares 7,407 Est. Cost $77.66 Unrealized 0.0%
NVO NOVO-NORDISK A S 0.2%
Value ($000) $588 Shares 8,979 Est. Cost $65.49 Unrealized
EA ELECTRONIC ARTS INC 0.2%
Value ($000) $573 Shares 4,339 Est. Cost $114.88 Unrealized 0.0%
RIO RIO TINTO PLC 0.2%
Value ($000) $557 Shares 9,920 Est. Cost $56.15 Unrealized
GM GENERAL MTRS CO 0.2%
Value ($000) $531 Shares 21,006 Est. Cost $23.47 Unrealized 0.0%
AAP ADVANCE AUTO PARTS INC 0.2%
Value ($000) $517 Shares 3,632 Est. Cost $112.44 Unrealized 0.0%
MKC MCCORMICK & CO INC 0.2%
Value ($000) $515 Shares 2,871 Est. Cost $73.49 Unrealized 0.0%
ENEL AMERICAS S A 0.2%
Value ($000) $490 Shares 65,185 Est. Cost $7.52 Unrealized
EBAY EBAY INC. 0.2%
Value ($000) $440 Shares 8,385 Est. Cost $38.43 Unrealized 0.0%
MSFT MICROSOFT CORP 0.2%
Value ($000) $424 Shares 2,085 Est. Cost $173.06 Unrealized 0.0%
XILINX INC 0.2%
Value ($000) $414 Shares 4,211 Est. Cost $98.31 Unrealized
PNC PNC FINL SVCS GROUP INC 0.1%
Value ($000) $374 Shares 3,552 Est. Cost $85.95 Unrealized 0.0%
EC ECOPETROL S A 0.1%
Value ($000) $344 Shares 30,937 Est. Cost $11.12 Unrealized
SNPS SYNOPSYS INC 0.1%
Value ($000) $337 Shares 1,728 Est. Cost $165.04 Unrealized 0.0%
WALGREENS BOOTS ALLIANCE INC 0.1%
Value ($000) $328 Shares 7,727 Est. Cost $42.45 Unrealized
KR KROGER CO 0.1%
Value ($000) $326 Shares 9,629 Est. Cost $28.78 Unrealized 0.0%
ACTIVISION BLIZZARD INC 0.1%
Value ($000) $325 Shares 4,277 Est. Cost $75.99 Unrealized
CERNER CORP 0.1%
Value ($000) $322 Shares 4,692 Est. Cost $68.63 Unrealized
TIM PARTICIPACOES S A 0.1%
Value ($000) $319 Shares 24,648 Est. Cost $12.94 Unrealized
KMB KIMBERLY CLARK CORP 0.1%
Value ($000) $312 Shares 2,206 Est. Cost $112.69 Unrealized 0.0%
CREDIT SUISSE GROUP 0.1%
Value ($000) $311 Shares 30,190 Est. Cost $10.30 Unrealized
ITUB ITAU UNIBANCO HLDG S A 0.1%
Value ($000) $286 Shares 60,886 Est. Cost $4.70 Unrealized
DD DUPONT DE NEMOURS INC 0.1%
Value ($000) $267 Shares 5,017 Est. Cost $17.44 Unrealized 0.0%
HRL HORMEL FOODS CORP 0.1%
Value ($000) $264 Shares 5,467 Est. Cost $40.81 Unrealized 0.0%
FIS FIDELITY NATL INFORMATION SV 0.1%
Value ($000) $259 Shares 1,934 Est. Cost $116.75 Unrealized 0.0%
LHX L3HARRIS TECHNOLOGIES INC 0.1%
Value ($000) $247 Shares 1,455 Est. Cost $167.75 Unrealized 0.0%
SRE SEMPRA ENERGY 0.1%
Value ($000) $243 Shares 2,076 Est. Cost $51.07 Unrealized 0.0%
AZO AUTOZONE INC 0.1%
Value ($000) $236 Shares 209 Est. Cost $1053.52 Unrealized 0.0%
FTNT FORTINET INC 0.1%
Value ($000) $235 Shares 1,712 Est. Cost $25.11 Unrealized 0.0%
JCI JOHNSON CTLS INTL PLC 0.1%
Value ($000) $234 Shares 6,862 Est. Cost $27.45 Unrealized 0.0%
PVH PVH CORPORATION 0.1%
Value ($000) $231 Shares 4,798 Est. Cost $46.27 Unrealized 0.0%
COMPANHIA PARANAENSE ENERG C 0.1%
Value ($000) $231 Shares 20,373 Est. Cost $11.34 Unrealized
KELLOGG CO 0.1%
Value ($000) $225 Shares 3,410 Est. Cost $49.46 Unrealized 0.0%
ADP AUTOMATIC DATA PROCESSING IN 0.1%
Value ($000) $219 Shares 1,471 Est. Cost $126.99 Unrealized 0.0%
BHP BHP GROUP LTD 0.1%
Value ($000) $209 Shares 4,196 Est. Cost $49.81 Unrealized
ALL ALLSTATE CORP 0.1%
Value ($000) $207 Shares 2,131 Est. Cost $85.63 Unrealized 0.0%
TROW PRICE T ROWE GROUP INC 0.1%
Value ($000) $204 Shares 1,653 Est. Cost $89.85 Unrealized 0.0%
GENERAL ELECTRIC CO 0.0%
Value ($000) $113 Shares 16,579 Est. Cost $6.82 Unrealized
PSO PEARSON PLC 0.0%
Value ($000) $94 Shares 12,934 Est. Cost $7.27 Unrealized
BRF SA 0.0%
Value ($000) $67 Shares 16,862 Est. Cost $3.97 Unrealized
AVAL GRUPO AVAL ACCIONES Y VALORE 0.0%
Value ($000) $61 Shares 13,900 Est. Cost $4.39 Unrealized