STEVENS CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001134813 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 12, 2021

Total Value ($000): $238,433 (100.0% shares, 0.0% debt)

Holdings (164)

XLE SELECT SECTOR SPDR TR 12.5%
Value ($000) $29,868 Shares 573,400 Est. Cost $52.09 Unrealized
CME CME GROUP INC 6.1%
Value ($000) $14,504 Shares 75,000 Est. Cost $137.70 Unrealized +22.9%
JPM JPMORGAN CHASE & CO 4.2%
Value ($000) $9,987 Shares 61,013 Est. Cost $140.29 Unrealized 0.0%
PYPL PAYPAL HLDGS INC 3.6%
Value ($000) $8,588 Shares 33,004 Est. Cost $258.36 Unrealized +9.6%
XLV SELECT SECTOR SPDR TR 3.5%
Value ($000) $8,236 Shares 64,700 Est. Cost $127.30 Unrealized
NFLX NETFLIX INC 2.9%
Value ($000) $6,874 Shares 11,262 Est. Cost $49.68 Unrealized +10.8%
LQD ISHARES TR 2.4%
Value ($000) $5,734 Shares 43,100 Est. Cost $133.68 Unrealized
DIS DISNEY WALT CO 2.3%
Value ($000) $5,396 Shares 31,896 Est. Cost $176.86 Unrealized -1.5%
MSFT MICROSOFT CORP 2.1%
Value ($000) $5,002 Shares 17,741 Est. Cost $244.73 Unrealized +14.7%
GS GOLDMAN SACHS GROUP INC 1.9%
Value ($000) $4,629 Shares 12,245 Est. Cost $349.92 Unrealized 0.0%
HD HOME DEPOT INC 1.9%
Value ($000) $4,533 Shares 13,810 Est. Cost $294.54 Unrealized 0.0%
AMT AMERICAN TOWER CORP NEW 1.7%
Value ($000) $4,063 Shares 15,308 Est. Cost $248.67 Unrealized 0.0%
AMZN AMAZON COM INC 1.6%
Value ($000) $3,814 Shares 1,161 Est. Cost $157.25 Unrealized +9.7%
UNH UNITEDHEALTH GROUP INC 1.6%
Value ($000) $3,698 Shares 9,463 Est. Cost $378.05 Unrealized +1.8%
ADBE ADOBE SYSTEMS INCORPORATED 1.4%
Value ($000) $3,368 Shares 5,850 Est. Cost $629.41 Unrealized 0.0%
GOOGL ALPHABET INC 1.4%
Value ($000) $3,363 Shares 1,258 Est. Cost $107.47 Unrealized +25.7%
V VISA INC 1.4%
Value ($000) $3,296 Shares 14,799 Est. Cost $217.80 Unrealized +4.2%
MA MASTERCARD INCORPORATED 1.4%
Value ($000) $3,249 Shares 9,344 Est. Cost $362.28 Unrealized -2.1%
TGT TARGET CORP 1.3%
Value ($000) $3,182 Shares 13,910 Est. Cost $191.53 Unrealized +14.8%
QCOM QUALCOMM INC 1.3%
Value ($000) $3,178 Shares 24,638 Est. Cost $125.51 Unrealized +2.7%
MS MORGAN STANLEY 1.2%
Value ($000) $2,813 Shares 28,906 Est. Cost $85.71 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 1.2%
Value ($000) $2,782 Shares 17,229 Est. Cost $144.86 Unrealized +3.7%
FXI ISHARES TR 1.1%
Value ($000) $2,698 Shares 69,301 Est. Cost $44.30 Unrealized
COST COSTCO WHSL CORP NEW 1.0%
Value ($000) $2,490 Shares 5,541 Est. Cost $401.66 Unrealized +4.1%
XLU SELECT SECTOR SPDR TR 1.0%
Value ($000) $2,376 Shares 37,200 Est. Cost $63.87 Unrealized
BMY BRISTOL-MYERS SQUIBB CO 1.0%
Value ($000) $2,359 Shares 39,862 Est. Cost $54.83 Unrealized 0.0%
CAT CATERPILLAR INC 0.9%
Value ($000) $2,244 Shares 11,690 Est. Cost $196.17 Unrealized -2.1%
CCI CROWN CASTLE INTL CORP NEW 0.9%
Value ($000) $2,108 Shares 12,161 Est. Cost $155.91 Unrealized 0.0%
WMT WALMART INC 0.9%
Value ($000) $2,036 Shares 14,607 Est. Cost $43.81 Unrealized +3.8%
AAPL APPLE INC 0.8%
Value ($000) $1,852 Shares 13,086 Est. Cost $107.51 Unrealized +33.8%
VRTX VERTEX PHARMACEUTICALS INC 0.8%
Value ($000) $1,809 Shares 9,972 Est. Cost $202.40 Unrealized -3.5%
LOW LOWES COS INC 0.7%
Value ($000) $1,757 Shares 8,661 Est. Cost $183.57 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC 0.7%
Value ($000) $1,616 Shares 8,874 Est. Cost $156.27 Unrealized +4.1%
REGN REGENERON PHARMACEUTICALS 0.7%
Value ($000) $1,611 Shares 2,662 Est. Cost $617.39 Unrealized 0.0%
ORLY OREILLY AUTOMOTIVE INC 0.6%
Value ($000) $1,418 Shares 2,321 Est. Cost $40.03 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC 0.6%
Value ($000) $1,413 Shares 6,708 Est. Cost $204.97 Unrealized -1.1%
KO COCA COLA CO 0.6%
Value ($000) $1,392 Shares 26,534 Est. Cost $47.27 Unrealized +3.2%
ACN ACCENTURE PLC IRELAND 0.6%
Value ($000) $1,381 Shares 4,316 Est. Cost $258.55 Unrealized +18.2%
CVX CHEVRON CORP NEW 0.6%
Value ($000) $1,344 Shares 13,250 Est. Cost $84.94 Unrealized -1.9%
KR KROGER CO 0.6%
Value ($000) $1,338 Shares 33,100 Est. Cost $32.79 Unrealized +16.6%
C CITIGROUP INC 0.5%
Value ($000) $1,282 Shares 18,261 Est. Cost $57.68 Unrealized +3.5%
YUM YUM BRANDS INC 0.5%
Value ($000) $1,274 Shares 10,416 Est. Cost $113.73 Unrealized +2.7%
XOM EXXON MOBIL CORP 0.5%
Value ($000) $1,260 Shares 21,422 Est. Cost $48.45 Unrealized 0.0%
QQQ INVESCO QQQ TR 0.5%
Value ($000) $1,253 Shares 3,500 Est. Cost $358.00 Unrealized
IDXX IDEXX LABS INC 0.5%
Value ($000) $1,213 Shares 1,950 Est. Cost $671.94 Unrealized 0.0%
AXP AMERICAN EXPRESS CO 0.5%
Value ($000) $1,136 Shares 6,783 Est. Cost $158.27 Unrealized 0.0%
MMM 3M CO 0.5%
Value ($000) $1,132 Shares 6,454 Est. Cost $137.32 Unrealized 0.0%
TWITTER INC 0.5%
Value ($000) $1,125 Shares 18,631 Est. Cost $60.38 Unrealized
EL LAUDER ESTEE COS INC 0.5%
Value ($000) $1,075 Shares 3,583 Est. Cost $305.30 Unrealized 0.0%
ILMN ILLUMINA INC 0.4%
Value ($000) $1,040 Shares 2,565 Est. Cost $459.88 Unrealized 0.0%
WALGREENS BOOTS ALLIANCE INC 0.4%
Value ($000) $1,024 Shares 21,771 Est. Cost $47.04 Unrealized
LAM RESEARCH CORP 0.4%
Value ($000) $1,019 Shares 1,791 Est. Cost $630.23 Unrealized
MET METLIFE INC 0.4%
Value ($000) $1,008 Shares 16,333 Est. Cost $53.08 Unrealized -0.7%
UNP UNION PAC CORP 0.4%
Value ($000) $993 Shares 5,068 Est. Cost $199.63 Unrealized -2.2%
COF CAPITAL ONE FINL CORP 0.4%
Value ($000) $969 Shares 5,984 Est. Cost $142.99 Unrealized +5.4%
DRI DARDEN RESTAURANTS INC 0.4%
Value ($000) $926 Shares 6,114 Est. Cost $114.02 Unrealized +11.9%
DG DOLLAR GEN CORP NEW 0.4%
Value ($000) $913 Shares 4,305 Est. Cost $210.44 Unrealized 0.0%
BRK/B BERKSHIRE HATHAWAY INC DEL 0.4%
Value ($000) $859 Shares 3,147 Est. Cost $279.44 Unrealized +0.5%
MTD METTLER TOLEDO INTERNATIONAL 0.4%
Value ($000) $846 Shares 614 Est. Cost $1505.18 Unrealized 0.0%
TSCO TRACTOR SUPPLY CO 0.4%
Value ($000) $841 Shares 4,150 Est. Cost $35.98 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC INC 0.3%
Value ($000) $818 Shares 1,432 Est. Cost $542.36 Unrealized 0.0%
PGR PROGRESSIVE CORP 0.3%
Value ($000) $812 Shares 8,986 Est. Cost $85.34 Unrealized 0.0%
SBUX STARBUCKS CORP 0.3%
Value ($000) $803 Shares 7,277 Est. Cost $100.42 Unrealized +5.3%
CI CIGNA CORP NEW 0.3%
Value ($000) $802 Shares 4,005 Est. Cost $229.72 Unrealized -12.6%
NXPI NXP SEMICONDUCTORS N V 0.3%
Value ($000) $796 Shares 4,064 Est. Cost $187.46 Unrealized +2.2%
BIIB BIOGEN INC 0.3%
Value ($000) $791 Shares 2,794 Est. Cost $327.75 Unrealized 0.0%
MCO MOODYS CORP 0.3%
Value ($000) $779 Shares 2,194 Est. Cost $363.20 Unrealized 0.0%
HUM HUMANA INC 0.3%
Value ($000) $771 Shares 1,980 Est. Cost $403.68 Unrealized +0.8%
DD DUPONT DE NEMOURS INC 0.3%
Value ($000) $717 Shares 10,549 Est. Cost $30.58 Unrealized -7.3%
TRV TRAVELERS COMPANIES INC 0.3%
Value ($000) $712 Shares 4,681 Est. Cost $141.30 Unrealized +0.3%
AMAT APPLIED MATLS INC 0.3%
Value ($000) $708 Shares 5,501 Est. Cost $130.59 Unrealized 0.0%
PFE PFIZER INC 0.3%
Value ($000) $701 Shares 16,295 Est. Cost $30.99 Unrealized +15.1%
BBY BEST BUY INC 0.3%
Value ($000) $700 Shares 6,625 Est. Cost $94.23 Unrealized -2.4%
AEP AMERICAN ELEC PWR CO INC 0.3%
Value ($000) $697 Shares 8,584 Est. Cost $74.35 Unrealized 0.0%
GLW CORNING INC 0.3%
Value ($000) $676 Shares 18,517 Est. Cost $37.61 Unrealized -6.2%
WAT WATERS CORP 0.3%
Value ($000) $671 Shares 1,878 Est. Cost $391.72 Unrealized 0.0%
ETR ENTERGY CORP NEW 0.3%
Value ($000) $636 Shares 6,407 Est. Cost $43.96 Unrealized +3.7%
EMR EMERSON ELEC CO 0.3%
Value ($000) $634 Shares 6,727 Est. Cost $84.94 Unrealized +7.4%
SBAC SBA COMMUNICATIONS CORP NEW 0.3%
Value ($000) $629 Shares 1,902 Est. Cost $324.15 Unrealized 0.0%
MPC MARATHON PETE CORP 0.3%
Value ($000) $620 Shares 10,031 Est. Cost $45.37 Unrealized +14.2%
POOL POOL CORP 0.3%
Value ($000) $611 Shares 1,406 Est. Cost $449.11 Unrealized 0.0%
HCA HCA HEALTHCARE INC 0.3%
Value ($000) $607 Shares 2,502 Est. Cost $195.76 Unrealized +20.2%
DOW DOW INC 0.2%
Value ($000) $589 Shares 10,235 Est. Cost $49.84 Unrealized -4.1%
DISCOVER FINL SVCS 0.2%
Value ($000) $583 Shares 4,747 Est. Cost $122.81 Unrealized
GDX VANECK ETF TRUST 0.2%
Value ($000) $578 Shares 19,607 Est. Cost $29.48 Unrealized
QRVO QORVO INC 0.2%
Value ($000) $570 Shares 3,412 Est. Cost $185.81 Unrealized 0.0%
CL COLGATE PALMOLIVE CO 0.2%
Value ($000) $565 Shares 7,472 Est. Cost $73.43 Unrealized -2.4%
AOS SMITH A O CORP 0.2%
Value ($000) $545 Shares 8,916 Est. Cost $64.56 Unrealized 0.0%
ELV ANTHEM INC 0.2%
Value ($000) $538 Shares 1,444 Est. Cost $357.60 Unrealized 0.0%
DLR DIGITAL RLTY TR INC 0.2%
Value ($000) $537 Shares 3,718 Est. Cost $134.23 Unrealized 0.0%
WDC WESTERN DIGITAL CORP. 0.2%
Value ($000) $535 Shares 9,475 Est. Cost $47.33 Unrealized 0.0%
DOV DOVER CORP 0.2%
Value ($000) $534 Shares 3,437 Est. Cost $156.61 Unrealized 0.0%
TER TERADYNE INC 0.2%
Value ($000) $533 Shares 4,879 Est. Cost $119.31 Unrealized 0.0%
EQIX EQUINIX INC 0.2%
Value ($000) $518 Shares 656 Est. Cost $762.13 Unrealized 0.0%
BLACKROCK INC 0.2%
Value ($000) $510 Shares 608 Est. Cost $838.82 Unrealized
UHS UNIVERSAL HLTH SVCS INC 0.2%
Value ($000) $503 Shares 3,636 Est. Cost $132.52 Unrealized +11.6%
ADSK AUTODESK INC 0.2%
Value ($000) $491 Shares 1,721 Est. Cost $285.27 Unrealized +7.3%
PSX PHILLIPS 66 0.2%
Value ($000) $473 Shares 6,748 Est. Cost $63.14 Unrealized -3.0%
LLY LILLY ELI & CO 0.2%
Value ($000) $453 Shares 1,961 Est. Cost $236.66 Unrealized 0.0%
FCX FREEPORT-MCMORAN INC 0.2%
Value ($000) $441 Shares 13,543 Est. Cost $36.53 Unrealized -9.4%
LABORATORY CORP AMER HLDGS 0.2%
Value ($000) $432 Shares 1,536 Est. Cost $281.25 Unrealized
DTE DTE ENERGY CO 0.2%
Value ($000) $404 Shares 3,618 Est. Cost $101.29 Unrealized 0.0%
EXR EXTRA SPACE STORAGE INC 0.2%
Value ($000) $391 Shares 2,330 Est. Cost $124.86 Unrealized +18.7%
CNP CENTERPOINT ENERGY INC 0.2%
Value ($000) $391 Shares 15,883 Est. Cost $22.86 Unrealized 0.0%
MKC MCCORMICK & CO INC 0.2%
Value ($000) $389 Shares 4,798 Est. Cost $78.00 Unrealized 0.0%
XLB SELECT SECTOR SPDR TR 0.2%
Value ($000) $388 Shares 4,900 Est. Cost $82.28 Unrealized
WU WESTERN UN CO 0.2%
Value ($000) $376 Shares 18,587 Est. Cost $22.96 Unrealized
JCI JOHNSON CTLS INTL PLC 0.2%
Value ($000) $374 Shares 5,500 Est. Cost $66.23 Unrealized 0.0%
SYF SYNCHRONY FINANCIAL 0.2%
Value ($000) $371 Shares 7,587 Est. Cost $43.96 Unrealized 0.0%
FDX FEDEX CORP 0.2%
Value ($000) $364 Shares 1,659 Est. Cost $247.97 Unrealized 0.0%
SWKS SKYWORKS SOLUTIONS INC 0.1%
Value ($000) $357 Shares 2,165 Est. Cost $161.83 Unrealized 0.0%
SNA SNAP ON INC 0.1%
Value ($000) $347 Shares 1,660 Est. Cost $212.27 Unrealized -6.9%
CERNER CORP 0.1%
Value ($000) $343 Shares 4,862 Est. Cost $70.55 Unrealized
UAA UNDER ARMOUR INC 0.1%
Value ($000) $341 Shares 16,893 Est. Cost $22.27 Unrealized -0.7%
ETSY ETSY INC 0.1%
Value ($000) $340 Shares 1,636 Est. Cost $202.78 Unrealized 0.0%
PSA PUBLIC STORAGE 0.1%
Value ($000) $331 Shares 1,115 Est. Cost $228.51 Unrealized +12.6%
D DOMINION ENERGY INC 0.1%
Value ($000) $325 Shares 4,457 Est. Cost $62.68 Unrealized -0.4%
SPGI S&P GLOBAL INC 0.1%
Value ($000) $322 Shares 758 Est. Cost $417.79 Unrealized 0.0%
XLY SELECT SECTOR SPDR TR 0.1%
Value ($000) $317 Shares 1,764 Est. Cost $179.71 Unrealized
PNC PNC FINL SVCS GROUP INC 0.1%
Value ($000) $317 Shares 1,620 Est. Cost $160.77 Unrealized 0.0%
EOG EOG RES INC 0.1%
Value ($000) $317 Shares 3,949 Est. Cost $58.82 Unrealized 0.0%
MDLZ MONDELEZ INTL INC 0.1%
Value ($000) $317 Shares 5,457 Est. Cost $51.30 Unrealized +8.1%
ARE ALEXANDRIA REAL ESTATE EQ IN 0.1%
Value ($000) $312 Shares 1,633 Est. Cost $164.07 Unrealized 0.0%
CMI CUMMINS INC 0.1%
Value ($000) $306 Shares 1,363 Est. Cost $228.30 Unrealized -7.8%
SWK STANLEY BLACK & DECKER INC 0.1%
Value ($000) $306 Shares 1,744 Est. Cost $166.72 Unrealized 0.0%
NUE NUCOR CORP 0.1%
Value ($000) $300 Shares 3,046 Est. Cost $99.29 Unrealized 0.0%
ITW ILLINOIS TOOL WKS INC 0.1%
Value ($000) $299 Shares 1,445 Est. Cost $197.36 Unrealized +2.8%
LVS LAS VEGAS SANDS CORP 0.1%
Value ($000) $299 Shares 8,166 Est. Cost $40.95 Unrealized 0.0%
OXY OCCIDENTAL PETE CORP 0.1%
Value ($000) $294 Shares 9,931 Est. Cost $25.18 Unrealized 0.0%
TSN TYSON FOODS INC 0.1%
Value ($000) $293 Shares 3,709 Est. Cost $67.25 Unrealized -2.2%
CMS CMS ENERGY CORP 0.1%
Value ($000) $291 Shares 4,879 Est. Cost $54.55 Unrealized 0.0%
PAYX PAYCHEX INC 0.1%
Value ($000) $288 Shares 2,563 Est. Cost $88.28 Unrealized +12.5%
HST HOST HOTELS & RESORTS INC 0.1%
Value ($000) $287 Shares 17,561 Est. Cost $14.29 Unrealized -6.2%
GRMN GARMIN LTD 0.1%
Value ($000) $284 Shares 1,825 Est. Cost $147.43 Unrealized 0.0%
TECH BIO-TECHNE CORP 0.1%
Value ($000) $283 Shares 583 Est. Cost $119.43 Unrealized 0.0%
SLB SCHLUMBERGER LTD 0.1%
Value ($000) $283 Shares 9,563 Est. Cost $26.00 Unrealized 0.0%
PTC PTC INC 0.1%
Value ($000) $279 Shares 2,327 Est. Cost $133.33 Unrealized 0.0%
KLAC KLA CORP 0.1%
Value ($000) $277 Shares 827 Est. Cost $304.93 Unrealized +4.5%
RF REGIONS FINANCIAL CORP NEW 0.1%
Value ($000) $276 Shares 12,938 Est. Cost $17.87 Unrealized -7.3%
TROW PRICE T ROWE GROUP INC 0.1%
Value ($000) $270 Shares 1,374 Est. Cost $173.96 Unrealized 0.0%
GAP GAP INC 0.1%
Value ($000) $269 Shares 11,858 Est. Cost $27.44 Unrealized -16.0%
CTAS CINTAS CORP 0.1%
Value ($000) $267 Shares 701 Est. Cost $93.97 Unrealized 0.0%
VRSN VERISIGN INC 0.1%
Value ($000) $267 Shares 1,304 Est. Cost $217.22 Unrealized 0.0%
VFC V F CORP 0.1%
Value ($000) $264 Shares 3,938 Est. Cost $76.73 Unrealized 0.0%
ABBV ABBVIE INC 0.1%
Value ($000) $263 Shares 2,435 Est. Cost $97.22 Unrealized 0.0%
TDY TELEDYNE TECHNOLOGIES INC 0.1%
Value ($000) $256 Shares 597 Est. Cost $441.90 Unrealized 0.0%
XBI SPDR SER TR 0.1%
Value ($000) $242 Shares 1,923 Est. Cost $113.20 Unrealized
CHRW C H ROBINSON WORLDWIDE INC 0.1%
Value ($000) $237 Shares 2,719 Est. Cost $84.50 Unrealized -3.7%
AES AES CORP 0.1%
Value ($000) $237 Shares 10,390 Est. Cost $20.54 Unrealized 0.0%
GWW GRAINGER W W INC 0.1%
Value ($000) $236 Shares 600 Est. Cost $420.23 Unrealized -1.3%
STE STERIS PLC 0.1%
Value ($000) $233 Shares 1,143 Est. Cost $205.78 Unrealized 0.0%
KEY KEYCORP 0.1%
Value ($000) $231 Shares 10,705 Est. Cost $17.28 Unrealized -6.1%
GIS GENERAL MLS INC 0.1%
Value ($000) $225 Shares 3,763 Est. Cost $52.90 Unrealized -3.7%
LYB LYONDELLBASELL INDUSTRIES N 0.1%
Value ($000) $223 Shares 2,377 Est. Cost $59.07 Unrealized +20.9%
WST WEST PHARMACEUTICAL SVSC INC 0.1%
Value ($000) $222 Shares 524 Est. Cost $416.99 Unrealized 0.0%
NTRS NORTHERN TR CORP 0.1%
Value ($000) $221 Shares 2,046 Est. Cost $98.91 Unrealized 0.0%
INTU INTUIT 0.1%
Value ($000) $216 Shares 400 Est. Cost $524.46 Unrealized 0.0%
GPN GLOBAL PMTS INC 0.1%
Value ($000) $216 Shares 1,370 Est. Cost $166.72 Unrealized 0.0%
ROP ROPER TECHNOLOGIES INC 0.1%
Value ($000) $216 Shares 484 Est. Cost $466.43 Unrealized 0.0%
WELL WELLTOWER INC 0.1%
Value ($000) $214 Shares 2,598 Est. Cost $76.81 Unrealized 0.0%
TT TRANE TECHNOLOGIES PLC 0.1%
Value ($000) $212 Shares 1,229 Est. Cost $168.00 Unrealized +8.3%
ENPH ENPHASE ENERGY INC 0.1%
Value ($000) $209 Shares 1,391 Est. Cost $171.59 Unrealized 0.0%
WEC WEC ENERGY GROUP INC 0.1%
Value ($000) $202 Shares 2,286 Est. Cost $80.86 Unrealized 0.0%
UA UNDER ARMOUR INC 0.1%
Value ($000) $200 Shares 11,417 Est. Cost $19.15 Unrealized 0.0%