STEVENS CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001134813 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 8, 2021

Total Value ($000): $203,623 (100.0% shares, 0.0% debt)

Holdings (161)

FXI ISHARES TR 10.1%
Value ($000) $20,624 Shares 444,200 Est. Cost $42.84 Unrealized
XBI SPDR SER TR 6.9%
Value ($000) $14,036 Shares 99,700 Est. Cost $113.20 Unrealized
CME CME GROUP INC 6.7%
Value ($000) $13,654 Shares 75,000 Est. Cost $133.55 Unrealized +3.7%
HYG ISHARES TR 5.0%
Value ($000) $10,101 Shares 115,700 Est. Cost $87.30 Unrealized
DHR DANAHER CORPORATION 3.6%
Value ($000) $7,389 Shares 33,262 Est. Cost $196.00 Unrealized 0.0%
AAPL APPLE INC 3.6%
Value ($000) $7,267 Shares 54,766 Est. Cost $91.76 Unrealized +27.5%
NFLX NETFLIX INC 3.4%
Value ($000) $6,845 Shares 12,659 Est. Cost $47.38 Unrealized +7.0%
EEM ISHARES TR 3.3%
Value ($000) $6,634 Shares 128,400 Est. Cost $42.84 Unrealized
MSFT MICROSOFT CORP 2.8%
Value ($000) $5,622 Shares 25,275 Est. Cost $206.04 Unrealized 0.0%
FDX FEDEX CORP 2.5%
Value ($000) $5,057 Shares 19,479 Est. Cost $245.60 Unrealized +2.3%
ACN ACCENTURE PLC IRELAND 2.2%
Value ($000) $4,392 Shares 16,813 Est. Cost $223.05 Unrealized 0.0%
HD HOME DEPOT INC 1.9%
Value ($000) $3,819 Shares 14,377 Est. Cost $242.47 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 1.7%
Value ($000) $3,371 Shares 9,495 Est. Cost $318.96 Unrealized 0.0%
NVDA NVIDIA CORPORATION 1.6%
Value ($000) $3,338 Shares 6,393 Est. Cost $12.74 Unrealized +4.7%
TMO THERMO FISHER SCIENTIFIC INC 1.6%
Value ($000) $3,319 Shares 7,126 Est. Cost $407.40 Unrealized +13.5%
AMZN AMAZON COM INC 1.5%
Value ($000) $3,048 Shares 936 Est. Cost $120.78 Unrealized +32.1%
MDLZ MONDELEZ INTL INC 1.3%
Value ($000) $2,627 Shares 44,934 Est. Cost $50.13 Unrealized 0.0%
ABT ABBOTT LABS 1.2%
Value ($000) $2,393 Shares 21,855 Est. Cost $99.26 Unrealized 0.0%
MMM 3M CO 1.1%
Value ($000) $2,266 Shares 12,964 Est. Cost $102.42 Unrealized +14.7%
PG PROCTER AND GAMBLE CO 1.0%
Value ($000) $2,108 Shares 15,147 Est. Cost $116.35 Unrealized +5.9%
V VISA INC 0.9%
Value ($000) $1,817 Shares 8,305 Est. Cost $192.21 Unrealized +2.6%
HON HONEYWELL INTL INC 0.9%
Value ($000) $1,796 Shares 8,442 Est. Cost $125.10 Unrealized +30.9%
MA MASTERCARD INCORPORATED 0.8%
Value ($000) $1,694 Shares 4,747 Est. Cost $323.35 Unrealized 0.0%
ADBE ADOBE SYSTEMS INCORPORATED 0.8%
Value ($000) $1,673 Shares 3,345 Est. Cost $465.18 Unrealized +3.9%
TJX TJX COS INC NEW 0.8%
Value ($000) $1,660 Shares 24,305 Est. Cost $56.47 Unrealized 0.0%
SCHW SCHWAB CHARLES CORP 0.8%
Value ($000) $1,615 Shares 30,454 Est. Cost $42.34 Unrealized 0.0%
AMT AMERICAN TOWER CORP NEW 0.8%
Value ($000) $1,590 Shares 7,083 Est. Cost $213.39 Unrealized -6.4%
AMAT APPLIED MATLS INC 0.8%
Value ($000) $1,576 Shares 18,258 Est. Cost $70.69 Unrealized 0.0%
ISRG INTUITIVE SURGICAL INC 0.8%
Value ($000) $1,531 Shares 1,871 Est. Cost $248.30 Unrealized 0.0%
PLD PROLOGIS INC. 0.7%
Value ($000) $1,496 Shares 15,008 Est. Cost $87.45 Unrealized 0.0%
CAG CONAGRA BRANDS INC 0.7%
Value ($000) $1,473 Shares 40,612 Est. Cost $28.89 Unrealized -0.0%
IBM INTERNATIONAL BUSINESS MACHS 0.7%
Value ($000) $1,420 Shares 11,282 Est. Cost $93.41 Unrealized 0.0%
CVX CHEVRON CORP NEW 0.7%
Value ($000) $1,327 Shares 15,711 Est. Cost $65.02 Unrealized 0.0%
ADP AUTOMATIC DATA PROCESSING IN 0.6%
Value ($000) $1,230 Shares 6,978 Est. Cost $147.45 Unrealized 0.0%
TSCO TRACTOR SUPPLY CO 0.6%
Value ($000) $1,169 Shares 8,315 Est. Cost $20.93 Unrealized +23.0%
LYB LYONDELLBASELL INDUSTRIES N 0.6%
Value ($000) $1,164 Shares 12,695 Est. Cost $57.51 Unrealized 0.0%
DE DEERE & CO 0.6%
Value ($000) $1,159 Shares 4,309 Est. Cost $232.12 Unrealized 0.0%
CRM SALESFORCE COM INC 0.6%
Value ($000) $1,146 Shares 5,149 Est. Cost $240.26 Unrealized 0.0%
WFC WELLS FARGO CO NEW 0.5%
Value ($000) $1,117 Shares 36,996 Est. Cost $23.04 Unrealized 0.0%
LOW LOWES COS INC 0.5%
Value ($000) $1,104 Shares 6,876 Est. Cost $111.42 Unrealized +32.9%
DG DOLLAR GEN CORP NEW 0.5%
Value ($000) $1,097 Shares 5,214 Est. Cost $198.05 Unrealized 0.0%
PRU PRUDENTIAL FINL INC 0.5%
Value ($000) $940 Shares 12,045 Est. Cost $56.32 Unrealized 0.0%
CVS CVS HEALTH CORP 0.4%
Value ($000) $899 Shares 13,166 Est. Cost $52.38 Unrealized +5.4%
NOC NORTHROP GRUMMAN CORP 0.4%
Value ($000) $886 Shares 2,909 Est. Cost $285.07 Unrealized -1.5%
INTU INTUIT 0.4%
Value ($000) $862 Shares 2,270 Est. Cost $277.86 Unrealized +22.5%
CMG CHIPOTLE MEXICAN GRILL INC 0.4%
Value ($000) $832 Shares 600 Est. Cost $24.10 Unrealized +8.8%
DUK DUKE ENERGY CORP NEW 0.4%
Value ($000) $800 Shares 8,739 Est. Cost $75.68 Unrealized 0.0%
PAYX PAYCHEX INC 0.4%
Value ($000) $794 Shares 8,525 Est. Cost $71.80 Unrealized +7.1%
GLAXOSMITHKLINE PLC 0.4%
Value ($000) $793 Shares 21,538 Est. Cost $37.57 Unrealized
DOW DOW INC 0.4%
Value ($000) $783 Shares 14,114 Est. Cost $39.03 Unrealized 0.0%
TSLA TESLA INC 0.4%
Value ($000) $776 Shares 1,100 Est. Cost $118.07 Unrealized +44.5%
TGT TARGET CORP 0.4%
Value ($000) $769 Shares 4,354 Est. Cost $110.99 Unrealized +30.5%
CPB CAMPBELL SOUP CO 0.3%
Value ($000) $705 Shares 14,577 Est. Cost $40.69 Unrealized 0.0%
EXR EXTRA SPACE STORAGE INC 0.3%
Value ($000) $689 Shares 5,951 Est. Cost $87.44 Unrealized +6.9%
PM PHILIP MORRIS INTL INC 0.3%
Value ($000) $675 Shares 8,149 Est. Cost $54.79 Unrealized +10.2%
AMD ADVANCED MICRO DEVICES INC 0.3%
Value ($000) $643 Shares 7,008 Est. Cost $86.30 Unrealized 0.0%
F FORD MTR CO DEL 0.3%
Value ($000) $634 Shares 72,080 Est. Cost $6.35 Unrealized 0.0%
CERNER CORP 0.3%
Value ($000) $588 Shares 7,497 Est. Cost $71.01 Unrealized
KHC KRAFT HEINZ CO 0.3%
Value ($000) $582 Shares 16,803 Est. Cost $25.55 Unrealized 0.0%
PRGO PERRIGO CO PLC 0.3%
Value ($000) $580 Shares 12,971 Est. Cost $46.34 Unrealized 0.0%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.3%
Value ($000) $559 Shares 2,690 Est. Cost $166.62 Unrealized +4.9%
BP BP PLC 0.3%
Value ($000) $557 Shares 27,132 Est. Cost $18.67 Unrealized
IFF INTERNATIONAL FLAVORS&FRAGRA 0.3%
Value ($000) $524 Shares 4,818 Est. Cost $97.53 Unrealized 0.0%
MO ALTRIA GROUP INC 0.3%
Value ($000) $523 Shares 12,745 Est. Cost $24.96 Unrealized +7.0%
PEG PUBLIC SVC ENTERPRISE GRP IN 0.3%
Value ($000) $523 Shares 8,974 Est. Cost $48.92 Unrealized 0.0%
SWKS SKYWORKS SOLUTIONS INC 0.3%
Value ($000) $514 Shares 3,363 Est. Cost $128.41 Unrealized 0.0%
WY WEYERHAEUSER CO MTN BE 0.3%
Value ($000) $514 Shares 15,334 Est. Cost $23.36 Unrealized +4.9%
DPZ DOMINOS PIZZA INC 0.2%
Value ($000) $490 Shares 1,277 Est. Cost $368.31 Unrealized 0.0%
APACHE CORP 0.2%
Value ($000) $489 Shares 34,481 Est. Cost $14.18 Unrealized
GD GENERAL DYNAMICS CORP 0.2%
Value ($000) $483 Shares 3,245 Est. Cost $130.64 Unrealized 0.0%
ORLY OREILLY AUTOMOTIVE INC 0.2%
Value ($000) $480 Shares 1,060 Est. Cost $30.19 Unrealized 0.0%
TX TERNIUM SA 0.2%
Value ($000) $476 Shares 16,358 Est. Cost $29.10 Unrealized
UAL UNITED AIRLS HLDGS INC 0.2%
Value ($000) $474 Shares 10,948 Est. Cost $40.45 Unrealized 0.0%
ALB ALBEMARLE CORP 0.2%
Value ($000) $456 Shares 3,089 Est. Cost $111.68 Unrealized 0.0%
EXPE EXPEDIA GROUP INC 0.2%
Value ($000) $440 Shares 3,324 Est. Cost $111.79 Unrealized 0.0%
FAST FASTENAL CO 0.2%
Value ($000) $435 Shares 8,899 Est. Cost $20.28 Unrealized +2.2%
LNT ALLIANT ENERGY CORP 0.2%
Value ($000) $434 Shares 8,415 Est. Cost $45.61 Unrealized 0.0%
YUM YUM BRANDS INC 0.2%
Value ($000) $429 Shares 3,954 Est. Cost $92.76 Unrealized 0.0%
VRTX VERTEX PHARMACEUTICALS INC 0.2%
Value ($000) $420 Shares 1,777 Est. Cost $256.32 Unrealized -10.5%
ECL ECOLAB INC 0.2%
Value ($000) $420 Shares 1,941 Est. Cost $197.47 Unrealized 0.0%
ERIC ERICSSON 0.2%
Value ($000) $407 Shares 34,031 Est. Cost $11.96 Unrealized
MKTX MARKETAXESS HLDGS INC 0.2%
Value ($000) $403 Shares 706 Est. Cost $465.37 Unrealized +10.3%
SRE SEMPRA ENERGY 0.2%
Value ($000) $399 Shares 3,134 Est. Cost $54.48 Unrealized 0.0%
SEAGATE TECHNOLOGY PLC 0.2%
Value ($000) $392 Shares 6,301 Est. Cost $62.21 Unrealized
GIS GENERAL MLS INC 0.2%
Value ($000) $386 Shares 6,569 Est. Cost $50.86 Unrealized 0.0%
SYF SYNCHRONY FINANCIAL 0.2%
Value ($000) $377 Shares 10,851 Est. Cost $26.74 Unrealized 0.0%
FTNT FORTINET INC 0.2%
Value ($000) $368 Shares 2,478 Est. Cost $25.28 Unrealized 0.0%
LUMEN TECHNOLOGIES INC 0.2%
Value ($000) $365 Shares 37,386 Est. Cost $9.94 Unrealized
AZN ASTRAZENECA PLC 0.2%
Value ($000) $360 Shares 7,197 Est. Cost $53.70 Unrealized
MLCO MELCO RESORTS AND ENTMNT LTD 0.2%
Value ($000) $358 Shares 19,275 Est. Cost $18.57 Unrealized
EXC EXELON CORP 0.2%
Value ($000) $351 Shares 8,316 Est. Cost $24.62 Unrealized 0.0%
NVR NVR INC 0.2%
Value ($000) $351 Shares 86 Est. Cost $4157.18 Unrealized 0.0%
HESS CORP 0.2%
Value ($000) $350 Shares 6,623 Est. Cost $52.85 Unrealized
PNR PENTAIR PLC 0.2%
Value ($000) $347 Shares 6,543 Est. Cost $47.98 Unrealized 0.0%
XLF SELECT SECTOR SPDR TR 0.2%
Value ($000) $339 Shares 11,500 Est. Cost $23.34 Unrealized
DUKE REALTY CORP 0.2%
Value ($000) $339 Shares 8,471 Est. Cost $40.02 Unrealized
KLAC KLA CORP 0.2%
Value ($000) $338 Shares 1,305 Est. Cost $220.47 Unrealized 0.0%
CDW CDW CORP 0.2%
Value ($000) $331 Shares 2,514 Est. Cost $123.09 Unrealized 0.0%
KMX CARMAX INC 0.2%
Value ($000) $330 Shares 3,494 Est. Cost $93.77 Unrealized 0.0%
AKAM AKAMAI TECHNOLOGIES INC 0.2%
Value ($000) $330 Shares 3,143 Est. Cost $104.66 Unrealized 0.0%
SNPS SYNOPSYS INC 0.2%
Value ($000) $327 Shares 1,263 Est. Cost $230.63 Unrealized 0.0%
WHR WHIRLPOOL CORP 0.2%
Value ($000) $319 Shares 1,766 Est. Cost $191.55 Unrealized 0.0%
ARISTA NETWORKS INC 0.2%
Value ($000) $315 Shares 1,084 Est. Cost $206.79 Unrealized
LNC LINCOLN NATL CORP IND 0.2%
Value ($000) $315 Shares 6,259 Est. Cost $32.91 Unrealized 0.0%
CITRIX SYS INC 0.2%
Value ($000) $315 Shares 2,420 Est. Cost $130.17 Unrealized
LHX L3HARRIS TECHNOLOGIES INC 0.2%
Value ($000) $313 Shares 1,658 Est. Cost $164.87 Unrealized 0.0%
OXY OCCIDENTAL PETE CORP 0.2%
Value ($000) $313 Shares 18,089 Est. Cost $12.92 Unrealized 0.0%
CHD CHURCH & DWIGHT INC 0.2%
Value ($000) $307 Shares 3,519 Est. Cost $85.04 Unrealized -2.0%
CNP CENTERPOINT ENERGY INC 0.1%
Value ($000) $300 Shares 13,864 Est. Cost $19.42 Unrealized 0.0%
CBOE CBOE GLOBAL MKTS INC 0.1%
Value ($000) $300 Shares 3,225 Est. Cost $83.74 Unrealized -2.3%
HSBC HSBC HLDGS PLC 0.1%
Value ($000) $299 Shares 11,550 Est. Cost $25.89 Unrealized
WESTROCK CO 0.1%
Value ($000) $295 Shares 6,769 Est. Cost $43.58 Unrealized
FOXA FOX CORP 0.1%
Value ($000) $295 Shares 10,127 Est. Cost $26.17 Unrealized 0.0%
CATALENT INC 0.1%
Value ($000) $295 Shares 2,833 Est. Cost $104.13 Unrealized
SLB SCHLUMBERGER LTD 0.1%
Value ($000) $293 Shares 13,426 Est. Cost $16.89 Unrealized 0.0%
EFX EQUIFAX INC 0.1%
Value ($000) $280 Shares 1,453 Est. Cost $162.01 Unrealized 0.0%
HPE HEWLETT PACKARD ENTERPRISE C 0.1%
Value ($000) $277 Shares 23,404 Est. Cost $8.99 Unrealized 0.0%
SJM SMUCKER J M CO 0.1%
Value ($000) $276 Shares 2,388 Est. Cost $98.18 Unrealized 0.0%
KELLOGG CO 0.1%
Value ($000) $276 Shares 4,443 Est. Cost $50.34 Unrealized -0.7%
PEP PEPSICO INC 0.1%
Value ($000) $273 Shares 1,840 Est. Cost $115.17 Unrealized +5.3%
ATO ATMOS ENERGY CORP 0.1%
Value ($000) $272 Shares 2,848 Est. Cost $84.69 Unrealized 0.0%
INTERPUBLIC GROUP COS INC 0.1%
Value ($000) $267 Shares 11,372 Est. Cost $17.29 Unrealized 0.0%
USB US BANCORP DEL 0.1%
Value ($000) $266 Shares 5,716 Est. Cost $33.86 Unrealized 0.0%
HUM HUMANA INC 0.1%
Value ($000) $263 Shares 640 Est. Cost $396.56 Unrealized 0.0%
ANGLOGOLD ASHANTI LIMITED 0.1%
Value ($000) $258 Shares 11,391 Est. Cost $22.65 Unrealized
TAK TAKEDA PHARMACEUTICAL CO LTD 0.1%
Value ($000) $255 Shares 14,030 Est. Cost $18.18 Unrealized
ED CONSOLIDATED EDISON INC 0.1%
Value ($000) $253 Shares 3,507 Est. Cost $64.61 Unrealized 0.0%
CSX CSX CORP 0.1%
Value ($000) $252 Shares 2,781 Est. Cost $26.81 Unrealized 0.0%
COR AMERISOURCEBERGEN CORP 0.1%
Value ($000) $244 Shares 2,491 Est. Cost $89.37 Unrealized 0.0%
HST HOST HOTELS & RESORTS INC 0.1%
Value ($000) $240 Shares 16,372 Est. Cost $10.70 Unrealized 0.0%
WM WASTE MGMT INC DEL 0.1%
Value ($000) $233 Shares 1,979 Est. Cost $107.44 Unrealized 0.0%
ROK ROCKWELL AUTOMATION INC 0.1%
Value ($000) $230 Shares 917 Est. Cost $175.54 Unrealized +27.6%
QCOM QUALCOMM INC 0.1%
Value ($000) $229 Shares 1,505 Est. Cost $70.96 Unrealized +75.7%
KR KROGER CO 0.1%
Value ($000) $229 Shares 7,218 Est. Cost $29.06 Unrealized 0.0%
PSA PUBLIC STORAGE 0.1%
Value ($000) $224 Shares 969 Est. Cost $183.60 Unrealized 0.0%
DOV DOVER CORP 0.1%
Value ($000) $223 Shares 1,769 Est. Cost $111.11 Unrealized 0.0%
TWITTER INC 0.1%
Value ($000) $220 Shares 4,064 Est. Cost $54.13 Unrealized
SHG SHINHAN FINANCIAL GROUP CO L 0.1%
Value ($000) $218 Shares 7,341 Est. Cost $29.70 Unrealized
DGX QUEST DIAGNOSTICS INC 0.1%
Value ($000) $215 Shares 1,801 Est. Cost $110.49 Unrealized 0.0%
BAC BK OF AMERICA CORP 0.1%
Value ($000) $215 Shares 7,109 Est. Cost $23.66 Unrealized 0.0%
BDX BECTON DICKINSON & CO 0.1%
Value ($000) $215 Shares 859 Est. Cost $225.34 Unrealized -4.8%
GGB GERDAU SA 0.1%
Value ($000) $215 Shares 45,934 Est. Cost $4.68 Unrealized
FEDERAL RLTY INVT TR 0.1%
Value ($000) $214 Shares 2,510 Est. Cost $85.26 Unrealized
VOD VODAFONE GROUP PLC NEW 0.1%
Value ($000) $213 Shares 12,916 Est. Cost $16.49 Unrealized
PCAR PACCAR INC 0.1%
Value ($000) $212 Shares 2,454 Est. Cost $48.35 Unrealized 0.0%
TAP MOLSON COORS BEVERAGE CO 0.1%
Value ($000) $211 Shares 4,668 Est. Cost $35.88 Unrealized 0.0%
BBY BEST BUY INC 0.1%
Value ($000) $210 Shares 2,108 Est. Cost $81.81 Unrealized +9.9%
GEN NORTONLIFELOCK INC 0.1%
Value ($000) $209 Shares 10,051 Est. Cost $18.13 Unrealized 0.0%
HAL HALLIBURTON CO 0.1%
Value ($000) $206 Shares 10,893 Est. Cost $14.16 Unrealized 0.0%
INFY INFOSYS LTD 0.1%
Value ($000) $205 Shares 12,066 Est. Cost $16.99 Unrealized
EXPD EXPEDITORS INTL WASH INC 0.1%
Value ($000) $205 Shares 2,156 Est. Cost $79.97 Unrealized +7.2%
FLS FLOWSERVE CORP 0.1%
Value ($000) $204 Shares 5,526 Est. Cost $29.35 Unrealized 0.0%
EQNR EQUINOR ASA 0.1%
Value ($000) $203 Shares 12,375 Est. Cost $16.40 Unrealized
IVZ INVESCO LTD 0.1%
Value ($000) $201 Shares 11,560 Est. Cost $12.44 Unrealized 0.0%
VALE VALE S A 0.1%
Value ($000) $188 Shares 11,226 Est. Cost $10.58 Unrealized
DVN DEVON ENERGY CORP NEW 0.1%
Value ($000) $184 Shares 11,638 Est. Cost $9.51 Unrealized 0.0%
WESTPAC BANKING CORP 0.1%
Value ($000) $174 Shares 11,652 Est. Cost $14.93 Unrealized
PSO PEARSON PLC 0.1%
Value ($000) $173 Shares 18,899 Est. Cost $9.15 Unrealized
FTI TECHNIPFMC PLC 0.1%
Value ($000) $152 Shares 16,211 Est. Cost $5.77 Unrealized 0.0%
GFI GOLD FIELDS LTD 0.1%
Value ($000) $127 Shares 13,709 Est. Cost $9.26 Unrealized
WIT WIPRO LTD 0.0%
Value ($000) $58 Shares 10,215 Est. Cost $5.68 Unrealized