STEVENS CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001134813 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 11, 2021

Total Value ($000): $181,592 (100.0% shares, 0.0% debt)

Holdings (122)

CME CME GROUP INC 8.4%
Value ($000) $15,317 Shares 75,000 Est. Cost $133.55 Unrealized +22.2%
GDX VANECK VECTORS ETF TR 7.9%
Value ($000) $14,255 Shares 438,600 Est. Cost $32.50 Unrealized
FXI ISHARES TR 6.0%
Value ($000) $10,862 Shares 232,800 Est. Cost $42.84 Unrealized
EEM ISHARES TR 5.4%
Value ($000) $9,825 Shares 184,200 Est. Cost $46.02 Unrealized
LQD ISHARES TR 4.1%
Value ($000) $7,530 Shares 57,900 Est. Cost $130.05 Unrealized
AAPL APPLE INC 4.0%
Value ($000) $7,345 Shares 60,127 Est. Cost $94.73 Unrealized +32.0%
GOOG ALPHABET INC 3.8%
Value ($000) $6,971 Shares 3,370 Est. Cost $98.47 Unrealized 0.0%
XBI SPDR SER TR 3.8%
Value ($000) $6,939 Shares 51,155 Est. Cost $113.20 Unrealized
XLF SELECT SECTOR SPDR TR 3.7%
Value ($000) $6,652 Shares 195,354 Est. Cost $33.42 Unrealized
TSLA TESLA INC 2.8%
Value ($000) $5,143 Shares 7,700 Est. Cost $232.06 Unrealized +8.2%
META FACEBOOK INC 2.6%
Value ($000) $4,763 Shares 16,173 Est. Cost $267.39 Unrealized 0.0%
NFLX NETFLIX INC 2.4%
Value ($000) $4,408 Shares 8,449 Est. Cost $47.38 Unrealized +12.0%
PYPL PAYPAL HLDGS INC 2.1%
Value ($000) $3,858 Shares 15,889 Est. Cost $251.93 Unrealized 0.0%
GS GOLDMAN SACHS GROUP INC 2.0%
Value ($000) $3,701 Shares 11,318 Est. Cost $276.90 Unrealized 0.0%
AMZN AMAZON COM INC 1.7%
Value ($000) $3,116 Shares 1,007 Est. Cost $123.44 Unrealized +28.4%
MRK MERCK & CO. INC 1.6%
Value ($000) $2,930 Shares 38,005 Est. Cost $63.06 Unrealized 0.0%
MS MORGAN STANLEY 1.6%
Value ($000) $2,863 Shares 36,867 Est. Cost $65.58 Unrealized 0.0%
TJX TJX COS INC NEW 1.4%
Value ($000) $2,596 Shares 39,241 Est. Cost $58.68 Unrealized +6.1%
AMD ADVANCED MICRO DEVICES INC 1.4%
Value ($000) $2,558 Shares 32,581 Est. Cost $86.14 Unrealized -0.0%
CVS CVS HEALTH CORP 1.4%
Value ($000) $2,552 Shares 33,922 Est. Cost $58.44 Unrealized +6.6%
XOM EXXON MOBIL CORP 1.3%
Value ($000) $2,439 Shares 43,691 Est. Cost $43.31 Unrealized 0.0%
DIS DISNEY WALT CO 1.1%
Value ($000) $2,062 Shares 11,173 Est. Cost $180.17 Unrealized 0.0%
GOOGL ALPHABET INC 1.0%
Value ($000) $1,776 Shares 861 Est. Cost $97.95 Unrealized 0.0%
C CITIGROUP INC 0.8%
Value ($000) $1,542 Shares 21,194 Est. Cost $56.18 Unrealized 0.0%
DHR DANAHER CORPORATION 0.8%
Value ($000) $1,536 Shares 6,824 Est. Cost $196.00 Unrealized +1.4%
PM PHILIP MORRIS INTL INC 0.8%
Value ($000) $1,461 Shares 16,464 Est. Cost $60.86 Unrealized +9.8%
TMO THERMO FISHER SCIENTIFIC INC 0.8%
Value ($000) $1,411 Shares 3,091 Est. Cost $407.40 Unrealized +15.6%
RTX RAYTHEON TECHNOLOGIES CORP 0.7%
Value ($000) $1,327 Shares 17,173 Est. Cost $65.24 Unrealized 0.0%
QCOM QUALCOMM INC 0.7%
Value ($000) $1,318 Shares 9,940 Est. Cost $120.82 Unrealized +7.4%
BMY BRISTOL-MYERS SQUIBB CO 0.6%
Value ($000) $1,180 Shares 18,694 Est. Cost $51.03 Unrealized 0.0%
GM GENERAL MTRS CO 0.6%
Value ($000) $1,130 Shares 19,673 Est. Cost $51.24 Unrealized 0.0%
ROST ROSS STORES INC 0.6%
Value ($000) $1,114 Shares 9,293 Est. Cost $112.20 Unrealized 0.0%
EXPE EXPEDIA GROUP INC 0.6%
Value ($000) $1,087 Shares 6,318 Est. Cost $131.16 Unrealized +16.4%
JNJ JOHNSON & JOHNSON 0.6%
Value ($000) $1,078 Shares 6,557 Est. Cost $140.78 Unrealized 0.0%
CMG CHIPOTLE MEXICAN GRILL INC 0.6%
Value ($000) $1,056 Shares 743 Est. Cost $25.03 Unrealized +15.6%
VRTX VERTEX PHARMACEUTICALS INC 0.5%
Value ($000) $952 Shares 4,429 Est. Cost $234.36 Unrealized -6.3%
DRI DARDEN RESTAURANTS INC 0.5%
Value ($000) $950 Shares 6,688 Est. Cost $112.72 Unrealized 0.0%
MPC MARATHON PETE CORP 0.5%
Value ($000) $926 Shares 17,309 Est. Cost $44.61 Unrealized 0.0%
SBUX STARBUCKS CORP 0.5%
Value ($000) $892 Shares 8,167 Est. Cost $94.02 Unrealized 0.0%
ULTA ULTA BEAUTY INC 0.5%
Value ($000) $877 Shares 2,836 Est. Cost $310.74 Unrealized 0.0%
MDLZ MONDELEZ INTL INC 0.4%
Value ($000) $792 Shares 13,524 Est. Cost $50.13 Unrealized -0.7%
TFC TRUIST FINL CORP 0.4%
Value ($000) $791 Shares 13,564 Est. Cost $43.57 Unrealized 0.0%
GILD GILEAD SCIENCES INC 0.4%
Value ($000) $779 Shares 12,055 Est. Cost $53.36 Unrealized 0.0%
ADBE ADOBE SYSTEMS INCORPORATED 0.4%
Value ($000) $767 Shares 1,613 Est. Cost $465.18 Unrealized +0.5%
MCD MCDONALDS CORP 0.4%
Value ($000) $751 Shares 3,350 Est. Cost $191.26 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 0.4%
Value ($000) $745 Shares 2,017 Est. Cost $318.96 Unrealized -6.0%
NKE NIKE INC 0.4%
Value ($000) $741 Shares 5,578 Est. Cost $129.56 Unrealized 0.0%
F FORD MTR CO DEL 0.4%
Value ($000) $735 Shares 60,029 Est. Cost $6.35 Unrealized +36.7%
AAL AMERICAN AIRLS GROUP INC 0.4%
Value ($000) $677 Shares 28,314 Est. Cost $19.29 Unrealized 0.0%
PEP PEPSICO INC 0.4%
Value ($000) $659 Shares 4,656 Est. Cost $116.83 Unrealized +0.9%
ITW ILLINOIS TOOL WKS INC 0.4%
Value ($000) $655 Shares 2,959 Est. Cost $184.98 Unrealized 0.0%
LYB LYONDELLBASELL INDUSTRIES N 0.4%
Value ($000) $637 Shares 6,119 Est. Cost $57.51 Unrealized +23.1%
ALL ALLSTATE CORP 0.3%
Value ($000) $600 Shares 5,226 Est. Cost $97.70 Unrealized 0.0%
NEE NEXTERA ENERGY INC 0.3%
Value ($000) $590 Shares 7,807 Est. Cost $68.82 Unrealized 0.0%
DXCM DEXCOM INC 0.3%
Value ($000) $548 Shares 1,525 Est. Cost $93.87 Unrealized 0.0%
MKC MCCORMICK & CO INC 0.3%
Value ($000) $544 Shares 6,098 Est. Cost $80.22 Unrealized 0.0%
LUV SOUTHWEST AIRLS CO 0.3%
Value ($000) $536 Shares 8,778 Est. Cost $49.50 Unrealized 0.0%
TMUS T-MOBILE US INC 0.3%
Value ($000) $528 Shares 4,215 Est. Cost $121.73 Unrealized 0.0%
V VISA INC 0.3%
Value ($000) $492 Shares 2,326 Est. Cost $192.21 Unrealized +5.7%
JPM JPMORGAN CHASE & CO 0.3%
Value ($000) $470 Shares 3,088 Est. Cost $127.25 Unrealized 0.0%
RSG REPUBLIC SVCS INC 0.2%
Value ($000) $450 Shares 4,532 Est. Cost $87.87 Unrealized 0.0%
BDX BECTON DICKINSON & CO 0.2%
Value ($000) $449 Shares 1,845 Est. Cost $225.49 Unrealized +0.1%
MDT MEDTRONIC PLC 0.2%
Value ($000) $441 Shares 3,731 Est. Cost $101.70 Unrealized 0.0%
TWITTER INC 0.2%
Value ($000) $439 Shares 6,896 Est. Cost $58.05 Unrealized
ACTIVISION BLIZZARD INC 0.2%
Value ($000) $434 Shares 4,667 Est. Cost $92.99 Unrealized
L BRANDS INC 0.2%
Value ($000) $432 Shares 6,985 Est. Cost $61.85 Unrealized
BIIB BIOGEN INC 0.2%
Value ($000) $429 Shares 1,532 Est. Cost $269.69 Unrealized 0.0%
ABT ABBOTT LABS 0.2%
Value ($000) $426 Shares 3,557 Est. Cost $99.26 Unrealized +9.4%
CNP CENTERPOINT ENERGY INC 0.2%
Value ($000) $422 Shares 18,612 Est. Cost $19.26 Unrealized -2.4%
KR KROGER CO 0.2%
Value ($000) $408 Shares 11,325 Est. Cost $29.69 Unrealized +3.7%
UHS UNIVERSAL HLTH SVCS INC 0.2%
Value ($000) $404 Shares 3,032 Est. Cost $129.20 Unrealized 0.0%
OTIS OTIS WORLDWIDE CORP 0.2%
Value ($000) $385 Shares 5,622 Est. Cost $60.74 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC 0.2%
Value ($000) $382 Shares 2,249 Est. Cost $131.98 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC 0.2%
Value ($000) $374 Shares 1,641 Est. Cost $208.00 Unrealized 0.0%
VRSN VERISIGN INC 0.2%
Value ($000) $369 Shares 1,858 Est. Cost $194.79 Unrealized 0.0%
BSX BOSTON SCIENTIFIC CORP 0.2%
Value ($000) $356 Shares 9,221 Est. Cost $37.85 Unrealized 0.0%
PSX PHILLIPS 66 0.2%
Value ($000) $354 Shares 4,343 Est. Cost $64.91 Unrealized 0.0%
ACN ACCENTURE PLC IRELAND 0.2%
Value ($000) $352 Shares 1,276 Est. Cost $223.05 Unrealized +8.2%
HUM HUMANA INC 0.2%
Value ($000) $334 Shares 797 Est. Cost $393.56 Unrealized -3.1%
DE DEERE & CO 0.2%
Value ($000) $318 Shares 850 Est. Cost $232.12 Unrealized +32.5%
CHRW C H ROBINSON WORLDWIDE INC 0.2%
Value ($000) $315 Shares 3,305 Est. Cost $83.09 Unrealized 0.0%
ARE ALEXANDRIA REAL ESTATE EQ IN 0.2%
Value ($000) $314 Shares 1,909 Est. Cost $135.65 Unrealized 0.0%
EMR EMERSON ELEC CO 0.2%
Value ($000) $313 Shares 3,464 Est. Cost $77.81 Unrealized 0.0%
EA ELECTRONIC ARTS INC 0.2%
Value ($000) $306 Shares 2,260 Est. Cost $134.93 Unrealized 0.0%
EXPD EXPEDITORS INTL WASH INC 0.2%
Value ($000) $305 Shares 2,832 Est. Cost $82.58 Unrealized +10.1%
AON AON PLC 0.2%
Value ($000) $304 Shares 1,322 Est. Cost $212.41 Unrealized 0.0%
HON HONEYWELL INTL INC 0.2%
Value ($000) $295 Shares 1,357 Est. Cost $125.10 Unrealized +41.2%
AIG AMERICAN INTL GROUP INC 0.2%
Value ($000) $285 Shares 6,159 Est. Cost $38.62 Unrealized 0.0%
MKTX MARKETAXESS HLDGS INC 0.2%
Value ($000) $280 Shares 563 Est. Cost $465.37 Unrealized +8.1%
PCAR PACCAR INC 0.2%
Value ($000) $279 Shares 3,002 Est. Cost $49.02 Unrealized +6.1%
HAL HALLIBURTON CO 0.2%
Value ($000) $278 Shares 12,954 Est. Cost $14.95 Unrealized +28.0%
ILMN ILLUMINA INC 0.2%
Value ($000) $274 Shares 713 Est. Cost $407.75 Unrealized 0.0%
VLO VALERO ENERGY CORP 0.1%
Value ($000) $272 Shares 3,801 Est. Cost $57.19 Unrealized 0.0%
IDXX IDEXX LABS INC 0.1%
Value ($000) $272 Shares 555 Est. Cost $501.01 Unrealized 0.0%
AFL AFLAC INC 0.1%
Value ($000) $260 Shares 5,075 Est. Cost $42.88 Unrealized 0.0%
CB CHUBB LIMITED 0.1%
Value ($000) $257 Shares 1,629 Est. Cost $150.25 Unrealized 0.0%
MAS MASCO CORP 0.1%
Value ($000) $248 Shares 4,134 Est. Cost $51.14 Unrealized 0.0%
DUKE REALTY CORP 0.1%
Value ($000) $247 Shares 5,880 Est. Cost $40.02 Unrealized
FBIN FORTUNE BRANDS HOME & SEC IN 0.1%
Value ($000) $244 Shares 2,551 Est. Cost $70.17 Unrealized 0.0%
TYL TYLER TECHNOLOGIES INC 0.1%
Value ($000) $242 Shares 571 Est. Cost $432.02 Unrealized 0.0%
IT GARTNER INC 0.1%
Value ($000) $242 Shares 1,327 Est. Cost $173.86 Unrealized 0.0%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.1%
Value ($000) $236 Shares 1,338 Est. Cost $166.62 Unrealized +13.7%
FITB FIFTH THIRD BANCORP 0.1%
Value ($000) $235 Shares 6,285 Est. Cost $28.18 Unrealized 0.0%
IP INTERNATIONAL PAPER CO 0.1%
Value ($000) $232 Shares 4,288 Est. Cost $39.42 Unrealized 0.0%
SYF SYNCHRONY FINANCIAL 0.1%
Value ($000) $231 Shares 5,682 Est. Cost $26.74 Unrealized +29.1%
SHW SHERWIN WILLIAMS CO 0.1%
Value ($000) $227 Shares 307 Est. Cost $228.11 Unrealized 0.0%
MET METLIFE INC 0.1%
Value ($000) $224 Shares 3,683 Est. Cost $47.61 Unrealized 0.0%
CMS CMS ENERGY CORP 0.1%
Value ($000) $222 Shares 3,626 Est. Cost $49.54 Unrealized 0.0%
APH AMPHENOL CORP NEW 0.1%
Value ($000) $221 Shares 3,356 Est. Cost $31.03 Unrealized 0.0%
NOC NORTHROP GRUMMAN CORP 0.1%
Value ($000) $218 Shares 675 Est. Cost $285.07 Unrealized -2.4%
DISCOVERY INC 0.1%
Value ($000) $211 Shares 4,852 Est. Cost $43.49 Unrealized
WHR WHIRLPOOL CORP 0.1%
Value ($000) $210 Shares 952 Est. Cost $191.55 Unrealized +3.6%
BF/B BROWN FORMAN CORP 0.1%
Value ($000) $208 Shares 3,023 Est. Cost $66.57 Unrealized 0.0%
ALK ALASKA AIR GROUP INC 0.1%
Value ($000) $206 Shares 2,980 Est. Cost $60.10 Unrealized 0.0%
ECL ECOLAB INC 0.1%
Value ($000) $204 Shares 954 Est. Cost $197.47 Unrealized +2.1%
ETR ENTERGY CORP NEW 0.1%
Value ($000) $203 Shares 2,036 Est. Cost $39.50 Unrealized 0.0%
REGN REGENERON PHARMACEUTICALS 0.1%
Value ($000) $202 Shares 427 Est. Cost $484.19 Unrealized 0.0%
NOW SERVICENOW INC 0.1%
Value ($000) $201 Shares 401 Est. Cost $105.57 Unrealized 0.0%
PAYC PAYCOM SOFTWARE INC 0.1%
Value ($000) $200 Shares 541 Est. Cost $386.34 Unrealized 0.0%
OMC OMNICOM GROUP INC 0.1%
Value ($000) $200 Shares 2,701 Est. Cost $58.12 Unrealized 0.0%
APA APA CORPORATION 0.1%
Value ($000) $192 Shares 10,707 Est. Cost $16.01 Unrealized 0.0%
LUMN LUMEN TECHNOLOGIES INC 0.1%
Value ($000) $184 Shares 13,757 Est. Cost $10.83 Unrealized 0.0%