STEVENS CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001134813 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 13, 2020

Total Value ($000): $269,281 (100.0% shares, 0.0% debt)

Holdings (129)

XLF SELECT SECTOR SPDR TR 6.2%
Value ($000) $16,733 Shares 695,200 Est. Cost $23.34 Unrealized
GDX VANECK VECTORS ETF TR 5.2%
Value ($000) $13,984 Shares 357,109 Est. Cost $37.14 Unrealized
FXI ISHARES TR 5.0%
Value ($000) $13,574 Shares 323,200 Est. Cost $41.50 Unrealized
XBI SPDR SER TR 3.9%
Value ($000) $10,413 Shares 93,500 Est. Cost $111.37 Unrealized
REGN REGENERON PHARMACEUTICALS 3.8%
Value ($000) $10,131 Shares 18,098 Est. Cost $602.99 Unrealized 0.0%
MDT MEDTRONIC PLC 3.4%
Value ($000) $9,191 Shares 88,440 Est. Cost $86.23 Unrealized 0.0%
V VISA INC 3.3%
Value ($000) $9,010 Shares 45,057 Est. Cost $192.21 Unrealized 0.0%
AMZN AMAZON COM INC 2.9%
Value ($000) $7,875 Shares 2,501 Est. Cost $120.78 Unrealized +30.5%
MRK MERCK & CO. INC 2.7%
Value ($000) $7,136 Shares 86,032 Est. Cost $63.82 Unrealized +3.3%
ADBE ADOBE SYSTEMS INCORPORATED 2.6%
Value ($000) $7,122 Shares 14,521 Est. Cost $465.18 Unrealized 0.0%
SBUX STARBUCKS CORP 2.6%
Value ($000) $6,961 Shares 81,019 Est. Cost $70.79 Unrealized 0.0%
PG PROCTER AND GAMBLE CO 2.5%
Value ($000) $6,834 Shares 49,170 Est. Cost $116.35 Unrealized 0.0%
EEM ISHARES TR 2.4%
Value ($000) $6,565 Shares 148,900 Est. Cost $42.84 Unrealized
PEP PEPSICO INC 2.4%
Value ($000) $6,401 Shares 46,180 Est. Cost $115.17 Unrealized 0.0%
FIS FIDELITY NATL INFORMATION SV 2.3%
Value ($000) $6,153 Shares 41,796 Est. Cost $128.26 Unrealized +0.4%
ACTIVISION BLIZZARD INC 2.2%
Value ($000) $5,850 Shares 72,264 Est. Cost $80.66 Unrealized
AAPL APPLE INC 1.9%
Value ($000) $5,055 Shares 43,647 Est. Cost $85.33 Unrealized +24.2%
CME CME GROUP INC 1.9%
Value ($000) $5,019 Shares 30,000 Est. Cost $126.24 Unrealized +7.9%
NKE NIKE INC 1.9%
Value ($000) $5,005 Shares 39,864 Est. Cost $85.46 Unrealized +16.6%
NOW SERVICENOW INC 1.6%
Value ($000) $4,311 Shares 8,888 Est. Cost $77.65 Unrealized +15.0%
UNP UNION PAC CORP 1.5%
Value ($000) $4,018 Shares 20,411 Est. Cost $164.87 Unrealized 0.0%
QCOM QUALCOMM INC 1.4%
Value ($000) $3,801 Shares 32,297 Est. Cost $70.96 Unrealized +34.1%
AVGO BROADCOM INC 1.4%
Value ($000) $3,740 Shares 10,265 Est. Cost $24.52 Unrealized +20.9%
GOOG ALPHABET INC 1.4%
Value ($000) $3,721 Shares 2,532 Est. Cost $66.98 Unrealized +13.1%
HON HONEYWELL INTL INC 1.4%
Value ($000) $3,659 Shares 22,228 Est. Cost $125.10 Unrealized +6.5%
LLY LILLY ELI & CO 1.3%
Value ($000) $3,495 Shares 23,611 Est. Cost $145.78 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC INC 1.2%
Value ($000) $3,316 Shares 7,511 Est. Cost $407.40 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC 1.2%
Value ($000) $3,269 Shares 10,485 Est. Cost $281.21 Unrealized 0.0%
TGT TARGET CORP 1.2%
Value ($000) $3,168 Shares 20,124 Est. Cost $110.99 Unrealized +6.9%
MMM 3M CO 1.2%
Value ($000) $3,124 Shares 19,501 Est. Cost $102.42 Unrealized +7.8%
PM PHILIP MORRIS INTL INC 1.2%
Value ($000) $3,111 Shares 41,488 Est. Cost $54.79 Unrealized +7.4%
TSLA TESLA INC 1.1%
Value ($000) $3,003 Shares 7,000 Est. Cost $118.07 Unrealized 0.0%
CVS CVS HEALTH CORP 1.0%
Value ($000) $2,699 Shares 46,218 Est. Cost $52.38 Unrealized 0.0%
NFLX NETFLIX INC 1.0%
Value ($000) $2,582 Shares 5,163 Est. Cost $42.56 Unrealized +16.9%
BDX BECTON DICKINSON & CO 0.9%
Value ($000) $2,460 Shares 10,571 Est. Cost $225.34 Unrealized 0.0%
LINDE PLC 0.9%
Value ($000) $2,330 Shares 9,785 Est. Cost $238.12 Unrealized
BRK/B BERKSHIRE HATHAWAY INC DEL 0.8%
Value ($000) $2,246 Shares 10,549 Est. Cost $204.56 Unrealized 0.0%
NEE NEXTERA ENERGY INC 0.8%
Value ($000) $2,064 Shares 7,436 Est. Cost $60.28 Unrealized 0.0%
INTU INTUIT 0.7%
Value ($000) $1,916 Shares 5,875 Est. Cost $277.86 Unrealized +8.9%
XOM EXXON MOBIL CORP 0.7%
Value ($000) $1,907 Shares 55,557 Est. Cost $32.32 Unrealized 0.0%
ABBV ABBVIE INC 0.7%
Value ($000) $1,834 Shares 20,944 Est. Cost $70.50 Unrealized +8.2%
GS GOLDMAN SACHS GROUP INC 0.6%
Value ($000) $1,580 Shares 7,864 Est. Cost $170.76 Unrealized +4.8%
PFE PFIZER INC 0.6%
Value ($000) $1,510 Shares 41,136 Est. Cost $25.99 Unrealized +4.3%
MCD MCDONALDS CORP 0.5%
Value ($000) $1,478 Shares 6,735 Est. Cost $181.40 Unrealized 0.0%
AMT AMERICAN TOWER CORP NEW 0.5%
Value ($000) $1,377 Shares 5,698 Est. Cost $216.72 Unrealized 0.0%
SYK STRYKER CORPORATION 0.5%
Value ($000) $1,233 Shares 5,918 Est. Cost $183.63 Unrealized 0.0%
CMG CHIPOTLE MEXICAN GRILL INC 0.4%
Value ($000) $1,111 Shares 893 Est. Cost $24.10 Unrealized 0.0%
FISV FISERV INC 0.4%
Value ($000) $1,038 Shares 10,075 Est. Cost $100.70 Unrealized -1.1%
TSCO TRACTOR SUPPLY CO 0.4%
Value ($000) $1,000 Shares 6,979 Est. Cost $20.01 Unrealized +31.7%
BBY BEST BUY INC 0.4%
Value ($000) $967 Shares 8,687 Est. Cost $81.81 Unrealized 0.0%
LOW LOWES COS INC 0.3%
Value ($000) $934 Shares 5,629 Est. Cost $103.31 Unrealized +35.4%
T AT&T INC 0.3%
Value ($000) $896 Shares 31,434 Est. Cost $15.50 Unrealized +0.4%
CPRT COPART INC 0.3%
Value ($000) $886 Shares 8,428 Est. Cost $24.22 Unrealized 0.0%
AOS SMITH A O CORP 0.3%
Value ($000) $838 Shares 15,865 Est. Cost $45.33 Unrealized 0.0%
ETSY ETSY INC 0.3%
Value ($000) $808 Shares 6,639 Est. Cost $117.07 Unrealized 0.0%
CTAS CINTAS CORP 0.3%
Value ($000) $781 Shares 2,347 Est. Cost $72.90 Unrealized 0.0%
SAP SAP SE 0.3%
Value ($000) $764 Shares 4,903 Est. Cost $155.82 Unrealized
GLAXOSMITHKLINE PLC 0.3%
Value ($000) $762 Shares 20,257 Est. Cost $37.62 Unrealized
KO COCA COLA CO 0.3%
Value ($000) $756 Shares 15,305 Est. Cost $40.79 Unrealized 0.0%
ROST ROSS STORES INC 0.3%
Value ($000) $738 Shares 7,907 Est. Cost $84.86 Unrealized 0.0%
BA BOEING CO 0.3%
Value ($000) $737 Shares 4,460 Est. Cost $170.43 Unrealized 0.0%
SHW SHERWIN WILLIAMS CO 0.3%
Value ($000) $733 Shares 1,052 Est. Cost $208.25 Unrealized 0.0%
CLX CLOROX CO DEL 0.3%
Value ($000) $724 Shares 3,446 Est. Cost $168.73 Unrealized +12.0%
META FACEBOOK INC 0.3%
Value ($000) $697 Shares 2,662 Est. Cost $256.10 Unrealized 0.0%
BHP BHP GROUP LTD 0.3%
Value ($000) $694 Shares 13,425 Est. Cost $51.11 Unrealized
EQIX EQUINIX INC 0.2%
Value ($000) $610 Shares 803 Est. Cost $683.55 Unrealized 0.0%
MO ALTRIA GROUP INC 0.2%
Value ($000) $585 Shares 15,141 Est. Cost $24.96 Unrealized +8.9%
BHP GROUP PLC 0.2%
Value ($000) $582 Shares 13,644 Est. Cost $42.66 Unrealized
D DOMINION ENERGY INC 0.2%
Value ($000) $542 Shares 6,872 Est. Cost $62.04 Unrealized 0.0%
ROP ROPER TECHNOLOGIES INC 0.2%
Value ($000) $524 Shares 1,326 Est. Cost $402.72 Unrealized 0.0%
CBOE CBOE GLOBAL MARKETS INC 0.2%
Value ($000) $514 Shares 5,861 Est. Cost $83.74 Unrealized 0.0%
ULTA ULTA BEAUTY INC 0.2%
Value ($000) $511 Shares 2,283 Est. Cost $215.16 Unrealized 0.0%
UA UNDER ARMOUR INC 0.2%
Value ($000) $506 Shares 51,444 Est. Cost $9.39 Unrealized 0.0%
SONY SONY CORP 0.2%
Value ($000) $480 Shares 6,252 Est. Cost $76.78 Unrealized
MKTX MARKETAXESS HLDGS INC 0.2%
Value ($000) $467 Shares 969 Est. Cost $465.37 Unrealized 0.0%
CERNER CORP 0.2%
Value ($000) $452 Shares 6,255 Est. Cost $69.54 Unrealized
HSY HERSHEY CO 0.2%
Value ($000) $449 Shares 3,132 Est. Cost $124.86 Unrealized 0.0%
EXR EXTRA SPACE STORAGE INC 0.2%
Value ($000) $410 Shares 3,831 Est. Cost $84.13 Unrealized 0.0%
VALE VALE S A 0.2%
Value ($000) $408 Shares 38,577 Est. Cost $10.58 Unrealized
RIO RIO TINTO PLC 0.2%
Value ($000) $405 Shares 6,707 Est. Cost $56.15 Unrealized
ORCL ORACLE CORP 0.1%
Value ($000) $403 Shares 6,744 Est. Cost $52.75 Unrealized 0.0%
NVDA NVIDIA CORPORATION 0.1%
Value ($000) $396 Shares 731 Est. Cost $8.06 Unrealized +43.9%
L BRANDS INC 0.1%
Value ($000) $392 Shares 12,321 Est. Cost $31.82 Unrealized
FDX FEDEX CORP 0.1%
Value ($000) $388 Shares 1,542 Est. Cost $180.94 Unrealized 0.0%
RHI ROBERT HALF INTL INC 0.1%
Value ($000) $383 Shares 7,242 Est. Cost $53.25 Unrealized 0.0%
GAP GAP INC 0.1%
Value ($000) $381 Shares 22,401 Est. Cost $12.29 Unrealized 0.0%
NVS NOVARTIS AG 0.1%
Value ($000) $374 Shares 4,298 Est. Cost $87.02 Unrealized
TLK P T TELEKOMUNIKASI INDONESIA 0.1%
Value ($000) $360 Shares 20,701 Est. Cost $17.39 Unrealized
EXPD EXPEDITORS INTL WASH INC 0.1%
Value ($000) $349 Shares 3,861 Est. Cost $79.97 Unrealized 0.0%
IP INTERNATIONAL PAPER CO 0.1%
Value ($000) $345 Shares 8,516 Est. Cost $27.96 Unrealized 0.0%
JCI JOHNSON CTLS INTL PLC 0.1%
Value ($000) $333 Shares 8,155 Est. Cost $28.67 Unrealized +22.7%
KELLOGG CO 0.1%
Value ($000) $320 Shares 4,956 Est. Cost $50.34 Unrealized +3.9%
VRTX VERTEX PHARMACEUTICALS INC 0.1%
Value ($000) $312 Shares 1,146 Est. Cost $271.12 Unrealized +1.8%
AZN ASTRAZENECA PLC 0.1%
Value ($000) $308 Shares 5,628 Est. Cost $54.73 Unrealized
MCO MOODYS CORP 0.1%
Value ($000) $307 Shares 1,058 Est. Cost $272.91 Unrealized 0.0%
TEVA TEVA PHARMACEUTICAL INDS LTD 0.1%
Value ($000) $307 Shares 34,121 Est. Cost $9.00 Unrealized
LEN LENNAR CORP 0.1%
Value ($000) $298 Shares 3,650 Est. Cost $65.87 Unrealized 0.0%
CHD CHURCH & DWIGHT INC 0.1%
Value ($000) $298 Shares 3,182 Est. Cost $85.22 Unrealized 0.0%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.1%
Value ($000) $294 Shares 1,780 Est. Cost $162.41 Unrealized 0.0%
CRH PLC 0.1%
Value ($000) $292 Shares 8,090 Est. Cost $36.09 Unrealized
HMC HONDA MOTOR LTD 0.1%
Value ($000) $292 Shares 12,315 Est. Cost $23.71 Unrealized
SE SEA LTD 0.1%
Value ($000) $291 Shares 1,890 Est. Cost $153.97 Unrealized
BP BP PLC 0.1%
Value ($000) $287 Shares 16,439 Est. Cost $17.46 Unrealized
BUD ANHEUSER BUSCH INBEV SA/NV 0.1%
Value ($000) $286 Shares 5,313 Est. Cost $53.83 Unrealized
MYLAN NV 0.1%
Value ($000) $286 Shares 19,312 Est. Cost $14.81 Unrealized
PAYX PAYCHEX INC 0.1%
Value ($000) $282 Shares 3,530 Est. Cost $64.54 Unrealized 0.0%
CAG CONAGRA BRANDS INC 0.1%
Value ($000) $273 Shares 7,636 Est. Cost $28.95 Unrealized 0.0%
FAST FASTENAL CO 0.1%
Value ($000) $269 Shares 5,975 Est. Cost $20.06 Unrealized 0.0%
KMB KIMBERLY CLARK CORP 0.1%
Value ($000) $265 Shares 1,796 Est. Cost $112.69 Unrealized +9.6%
FOX FOX CORP 0.1%
Value ($000) $264 Shares 9,449 Est. Cost $24.59 Unrealized 0.0%
ARISTA NETWORKS INC 0.1%
Value ($000) $262 Shares 1,267 Est. Cost $206.79 Unrealized
HWM HOWMET AEROSPACE INC 0.1%
Value ($000) $258 Shares 15,415 Est. Cost $16.48 Unrealized 0.0%
GRMN GARMIN LTD 0.1%
Value ($000) $253 Shares 2,668 Est. Cost $88.79 Unrealized 0.0%
ROK ROCKWELL AUTOMATION INC 0.1%
Value ($000) $253 Shares 1,147 Est. Cost $175.54 Unrealized +16.0%
NDAQ NASDAQ INC 0.1%
Value ($000) $252 Shares 2,057 Est. Cost $39.57 Unrealized 0.0%
MNST MONSTER BEVERAGE CORP NEW 0.1%
Value ($000) $246 Shares 3,062 Est. Cost $39.50 Unrealized 0.0%
GM GENERAL MTRS CO 0.1%
Value ($000) $239 Shares 8,066 Est. Cost $23.47 Unrealized +15.5%
VRSN VERISIGN INC 0.1%
Value ($000) $234 Shares 1,144 Est. Cost $204.76 Unrealized 0.0%
TDG TRANSDIGM GROUP INC 0.1%
Value ($000) $231 Shares 486 Est. Cost $390.77 Unrealized 0.0%
IHS MARKIT LTD 0.1%
Value ($000) $229 Shares 2,918 Est. Cost $75.53 Unrealized
WY WEYERHAEUSER CO MTN BE 0.1%
Value ($000) $228 Shares 8,003 Est. Cost $22.32 Unrealized 0.0%
ODFL OLD DOMINION FREIGHT LINE IN 0.1%
Value ($000) $227 Shares 1,256 Est. Cost $91.53 Unrealized 0.0%
NOC NORTHROP GRUMMAN CORP 0.1%
Value ($000) $221 Shares 702 Est. Cost $298.08 Unrealized 0.0%
LUMEN TECHNOLOGIES INC 0.1%
Value ($000) $213 Shares 21,140 Est. Cost $10.08 Unrealized
C CITIGROUP INC 0.1%
Value ($000) $210 Shares 4,864 Est. Cost $41.02 Unrealized 0.0%
TFX TELEFLEX INCORPORATED 0.1%
Value ($000) $207 Shares 607 Est. Cost $358.12 Unrealized 0.0%
DD DUPONT DE NEMOURS INC 0.1%
Value ($000) $206 Shares 3,721 Est. Cost $17.44 Unrealized +20.9%
MPC MARATHON PETE CORP 0.1%
Value ($000) $202 Shares 6,897 Est. Cost $30.14 Unrealized 0.0%
VFC V F CORP 0.1%
Value ($000) $202 Shares 2,872 Est. Cost $64.59 Unrealized 0.0%