STEVENS CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001134813 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 11, 2022

Total Value ($000): $143,708 (100.0% shares, 0.0% debt)

Holdings (116)

CME CME GROUP INC 12.8%
Value ($000) $18,379 Shares 89,787 Est. Cost $144.99 Unrealized +25.5%
SPY SPDR S&P 500 ETF TR 10.0%
Value ($000) $14,373 Shares 38,100 Est. Cost $435.27 Unrealized
BA BOEING CO 7.9%
Value ($000) $11,357 Shares 83,070 Est. Cost $188.94 Unrealized -21.9%
FXI ISHARES TR 5.5%
Value ($000) $7,902 Shares 233,014 Est. Cost $36.69 Unrealized
MRNA MODERNA INC 5.4%
Value ($000) $7,736 Shares 54,154 Est. Cost $205.66 Unrealized -30.5%
XBI SPDR SER TR 5.2%
Value ($000) $7,449 Shares 100,300 Est. Cost $94.11 Unrealized
XLF SELECT SECTOR SPDR TR 4.9%
Value ($000) $7,105 Shares 225,907 Est. Cost $36.56 Unrealized
XLE SELECT SECTOR SPDR TR 3.6%
Value ($000) $5,123 Shares 71,635 Est. Cost $52.09 Unrealized
META META PLATFORMS INC 3.6%
Value ($000) $5,103 Shares 31,649 Est. Cost $218.24 Unrealized -12.2%
EEM ISHARES TR 2.3%
Value ($000) $3,278 Shares 81,739 Est. Cost $48.12 Unrealized
XLY SELECT SECTOR SPDR TR 1.8%
Value ($000) $2,651 Shares 19,283 Est. Cost $202.56 Unrealized
HUM HUMANA INC 1.2%
Value ($000) $1,707 Shares 3,647 Est. Cost $410.05 Unrealized +4.5%
XLB SELECT SECTOR SPDR TR 1.2%
Value ($000) $1,694 Shares 23,017 Est. Cost $88.99 Unrealized
JPM JPMORGAN CHASE & CO 1.1%
Value ($000) $1,640 Shares 14,561 Est. Cost $116.24 Unrealized -2.8%
MCD MCDONALDS CORP 1.1%
Value ($000) $1,610 Shares 6,523 Est. Cost $227.33 Unrealized -0.4%
BRK/B BERKSHIRE HATHAWAY INC DEL 1.0%
Value ($000) $1,501 Shares 5,496 Est. Cost $313.72 Unrealized 0.0%
XLP SELECT SECTOR SPDR TR 0.9%
Value ($000) $1,322 Shares 18,312 Est. Cost $77.13 Unrealized
HCA HCA HEALTHCARE INC 0.8%
Value ($000) $1,146 Shares 6,821 Est. Cost $208.06 Unrealized 0.0%
MPC MARATHON PETE CORP 0.8%
Value ($000) $1,104 Shares 13,431 Est. Cost $78.16 Unrealized +10.4%
XLK SELECT SECTOR SPDR TR 0.7%
Value ($000) $993 Shares 7,814 Est. Cost $170.02 Unrealized
XLI SELECT SECTOR SPDR TR 0.7%
Value ($000) $961 Shares 11,008 Est. Cost $105.72 Unrealized
TSCO TRACTOR SUPPLY CO 0.6%
Value ($000) $931 Shares 4,805 Est. Cost $39.74 Unrealized -4.1%
PEP PEPSICO INC 0.6%
Value ($000) $921 Shares 5,524 Est. Cost $147.77 Unrealized +1.4%
KR KROGER CO 0.6%
Value ($000) $893 Shares 18,874 Est. Cost $35.36 Unrealized +39.1%
MRK MERCK & CO INC 0.6%
Value ($000) $851 Shares 9,335 Est. Cost $69.86 Unrealized +13.4%
MET METLIFE INC 0.6%
Value ($000) $838 Shares 13,346 Est. Cost $53.82 Unrealized +10.1%
MA MASTERCARD INCORPORATED 0.6%
Value ($000) $822 Shares 2,606 Est. Cost $351.61 Unrealized -4.1%
SYK STRYKER CORPORATION 0.6%
Value ($000) $819 Shares 4,117 Est. Cost $225.90 Unrealized 0.0%
PSX PHILLIPS 66 0.6%
Value ($000) $793 Shares 9,675 Est. Cost $67.65 Unrealized +19.7%
WFC WELLS FARGO CO NEW 0.5%
Value ($000) $734 Shares 18,736 Est. Cost $45.56 Unrealized -12.3%
CVS CVS HEALTH CORP 0.5%
Value ($000) $707 Shares 7,630 Est. Cost $92.00 Unrealized -6.6%
CVX CHEVRON CORP NEW 0.5%
Value ($000) $705 Shares 4,867 Est. Cost $122.75 Unrealized +16.3%
WMT WALMART INC 0.5%
Value ($000) $678 Shares 5,573 Est. Cost $44.03 Unrealized 0.0%
CE CELANESE CORP DEL 0.5%
Value ($000) $677 Shares 5,757 Est. Cost $139.40 Unrealized -3.1%
VLO VALERO ENERGY CORP 0.4%
Value ($000) $641 Shares 6,028 Est. Cost $105.92 Unrealized 0.0%
AXP AMERICAN EXPRESS CO 0.4%
Value ($000) $619 Shares 4,468 Est. Cost $160.64 Unrealized -1.9%
ULTA ULTA BEAUTY INC 0.4%
Value ($000) $614 Shares 1,594 Est. Cost $388.51 Unrealized +2.3%
DOW DOW INC 0.4%
Value ($000) $605 Shares 11,731 Est. Cost $51.79 Unrealized 0.0%
PAYX PAYCHEX INC 0.4%
Value ($000) $556 Shares 4,886 Est. Cost $107.23 Unrealized +5.3%
PIONEER NAT RES CO 0.4%
Value ($000) $553 Shares 2,481 Est. Cost $250.07 Unrealized
SHW SHERWIN WILLIAMS CO 0.4%
Value ($000) $548 Shares 2,447 Est. Cost $266.51 Unrealized -6.9%
CCI CROWN CASTLE INTL CORP NEW 0.4%
Value ($000) $542 Shares 3,216 Est. Cost $145.74 Unrealized +3.0%
STZ CONSTELLATION BRANDS INC 0.4%
Value ($000) $540 Shares 2,316 Est. Cost $217.82 Unrealized +4.9%
ADM ARCHER DANIELS MIDLAND CO 0.4%
Value ($000) $515 Shares 6,640 Est. Cost $78.47 Unrealized 0.0%
AMD ADVANCED MICRO DEVICES INC 0.4%
Value ($000) $504 Shares 6,593 Est. Cost $119.38 Unrealized -21.6%
GOOGL ALPHABET INC 0.4%
Value ($000) $503 Shares 231 Est. Cost $107.47 Unrealized +8.7%
COP CONOCOPHILLIPS 0.4%
Value ($000) $503 Shares 5,599 Est. Cost $79.66 Unrealized +12.9%
HD HOME DEPOT INC 0.3%
Value ($000) $487 Shares 1,776 Est. Cost $310.64 Unrealized -13.4%
CMG CHIPOTLE MEXICAN GRILL INC 0.3%
Value ($000) $480 Shares 367 Est. Cost $35.21 Unrealized -20.9%
DVN DEVON ENERGY CORP NEW 0.3%
Value ($000) $462 Shares 8,387 Est. Cost $44.56 Unrealized +22.6%
PEG PUBLIC SVC ENTERPRISE GRP IN 0.3%
Value ($000) $461 Shares 7,292 Est. Cost $57.01 Unrealized +5.3%
MO ALTRIA GROUP INC 0.3%
Value ($000) $457 Shares 10,946 Est. Cost $38.45 Unrealized 0.0%
AVGO BROADCOM INC 0.3%
Value ($000) $457 Shares 940 Est. Cost $52.39 Unrealized 0.0%
CNP CENTERPOINT ENERGY INC 0.3%
Value ($000) $455 Shares 15,394 Est. Cost $23.68 Unrealized +18.3%
HST HOST HOTELS & RESORTS INC 0.3%
Value ($000) $438 Shares 27,906 Est. Cost $14.24 Unrealized +10.8%
XLU SELECT SECTOR SPDR TR 0.3%
Value ($000) $427 Shares 6,087 Est. Cost $64.06 Unrealized
LUV SOUTHWEST AIRLS CO 0.3%
Value ($000) $419 Shares 11,590 Est. Cost $42.70 Unrealized -6.3%
PSA PUBLIC STORAGE 0.3%
Value ($000) $414 Shares 1,324 Est. Cost $253.82 Unrealized +13.8%
REGN REGENERON PHARMACEUTICALS 0.3%
Value ($000) $413 Shares 699 Est. Cost $646.43 Unrealized 0.0%
ELV ELEVANCE HEALTH INC 0.3%
Value ($000) $403 Shares 835 Est. Cost $469.47 Unrealized 0.0%
SPG SIMON PPTY GROUP INC NEW 0.3%
Value ($000) $396 Shares 4,168 Est. Cost $117.94 Unrealized -20.9%
SYF SYNCHRONY FINANCIAL 0.3%
Value ($000) $392 Shares 14,177 Est. Cost $43.74 Unrealized -27.1%
CBRE CBRE GROUP INC 0.3%
Value ($000) $383 Shares 5,199 Est. Cost $98.81 Unrealized -18.5%
DE DEERE & CO 0.3%
Value ($000) $379 Shares 1,267 Est. Cost $349.66 Unrealized 0.0%
ABT ABBOTT LABS 0.3%
Value ($000) $371 Shares 3,416 Est. Cost $115.36 Unrealized -8.0%
XEL XCEL ENERGY INC 0.3%
Value ($000) $371 Shares 5,247 Est. Cost $58.10 Unrealized +10.8%
PG PROCTER AND GAMBLE CO 0.3%
Value ($000) $370 Shares 2,575 Est. Cost $137.29 Unrealized 0.0%
GE GENERAL ELECTRIC CO 0.3%
Value ($000) $369 Shares 5,800 Est. Cost $61.56 Unrealized -22.7%
INTU INTUIT 0.3%
Value ($000) $365 Shares 947 Est. Cost $497.26 Unrealized -18.7%
ISRG INTUITIVE SURGICAL INC 0.3%
Value ($000) $363 Shares 1,811 Est. Cost $234.60 Unrealized 0.0%
MAA MID-AMER APT CMNTYS INC 0.3%
Value ($000) $362 Shares 2,075 Est. Cost $180.35 Unrealized -10.2%
MARATHON OIL CORP 0.2%
Value ($000) $356 Shares 15,823 Est. Cost $25.12 Unrealized
CI CIGNA CORP NEW 0.2%
Value ($000) $338 Shares 1,284 Est. Cost $241.40 Unrealized 0.0%
SBUX STARBUCKS CORP 0.2%
Value ($000) $338 Shares 4,428 Est. Cost $85.95 Unrealized -18.1%
NDSN NORDSON CORP 0.2%
Value ($000) $337 Shares 1,666 Est. Cost $204.04 Unrealized 0.0%
XOM EXXON MOBIL CORP 0.2%
Value ($000) $336 Shares 3,919 Est. Cost $61.02 Unrealized +30.4%
EXPE EXPEDIA GROUP INC 0.2%
Value ($000) $332 Shares 3,498 Est. Cost $140.45 Unrealized 0.0%
TSN TYSON FOODS INC 0.2%
Value ($000) $328 Shares 3,813 Est. Cost $75.71 Unrealized +4.8%
EOG EOG RES INC 0.2%
Value ($000) $318 Shares 2,877 Est. Cost $93.49 Unrealized +13.1%
MTD METTLER TOLEDO INTERNATIONAL 0.2%
Value ($000) $317 Shares 276 Est. Cost $1478.00 Unrealized -15.0%
OKE ONEOK INC NEW 0.2%
Value ($000) $313 Shares 5,631 Est. Cost $53.43 Unrealized 0.0%
GWW GRAINGER W W INC 0.2%
Value ($000) $313 Shares 688 Est. Cost $469.42 Unrealized 0.0%
TMUS T-MOBILE US INC 0.2%
Value ($000) $308 Shares 2,288 Est. Cost $126.05 Unrealized 0.0%
ADBE ADOBE SYSTEMS INCORPORATED 0.2%
Value ($000) $305 Shares 833 Est. Cost $406.98 Unrealized 0.0%
WALGREENS BOOTS ALLIANCE INC 0.2%
Value ($000) $298 Shares 7,869 Est. Cost $37.87 Unrealized
APH AMPHENOL CORP NEW 0.2%
Value ($000) $294 Shares 4,569 Est. Cost $37.32 Unrealized -10.0%
ES EVERSOURCE ENERGY 0.2%
Value ($000) $291 Shares 3,444 Est. Cost $72.67 Unrealized +5.0%
CLX CLOROX CO DEL 0.2%
Value ($000) $289 Shares 2,049 Est. Cost $126.58 Unrealized 0.0%
NI NISOURCE INC 0.2%
Value ($000) $278 Shares 9,433 Est. Cost $26.85 Unrealized 0.0%
NUE NUCOR CORP 0.2%
Value ($000) $277 Shares 2,650 Est. Cost $127.87 Unrealized 0.0%
EMR EMERSON ELEC CO 0.2%
Value ($000) $274 Shares 3,440 Est. Cost $81.88 Unrealized 0.0%
HIG HARTFORD FINL SVCS GROUP INC 0.2%
Value ($000) $271 Shares 4,144 Est. Cost $65.15 Unrealized 0.0%
FDS FACTSET RESH SYS INC 0.2%
Value ($000) $265 Shares 690 Est. Cost $431.08 Unrealized -12.4%
AAPL APPLE INC 0.2%
Value ($000) $259 Shares 1,895 Est. Cost $148.42 Unrealized +0.2%
ORCL ORACLE CORP 0.2%
Value ($000) $256 Shares 3,670 Est. Cost $69.84 Unrealized 0.0%
TGT TARGET CORP 0.2%
Value ($000) $254 Shares 1,802 Est. Cost $204.68 Unrealized -16.9%
DTE DTE ENERGY CO 0.2%
Value ($000) $251 Shares 1,977 Est. Cost $101.60 Unrealized +13.2%
PM PHILIP MORRIS INTL INC 0.2%
Value ($000) $250 Shares 2,532 Est. Cost $82.79 Unrealized +3.2%
BAC BK OF AMERICA CORP 0.2%
Value ($000) $242 Shares 7,758 Est. Cost $40.82 Unrealized -19.8%
HSY HERSHEY CO 0.2%
Value ($000) $239 Shares 1,109 Est. Cost $198.68 Unrealized 0.0%
EQIX EQUINIX INC 0.2%
Value ($000) $237 Shares 360 Est. Cost $664.62 Unrealized -3.2%
FE FIRSTENERGY CORP 0.2%
Value ($000) $237 Shares 6,168 Est. Cost $36.77 Unrealized 0.0%
CDW CDW CORP 0.2%
Value ($000) $237 Shares 1,502 Est. Cost $174.21 Unrealized -7.8%
WMB WILLIAMS COS INC 0.2%
Value ($000) $235 Shares 7,541 Est. Cost $25.54 Unrealized +14.3%
TDY TELEDYNE TECHNOLOGIES INC 0.2%
Value ($000) $230 Shares 614 Est. Cost $416.87 Unrealized 0.0%
AMAT APPLIED MATLS INC 0.2%
Value ($000) $229 Shares 2,522 Est. Cost $126.46 Unrealized -16.1%
BRO BROWN & BROWN INC 0.2%
Value ($000) $224 Shares 3,839 Est. Cost $59.93 Unrealized 0.0%
PLD PROLOGIS INC. 0.2%
Value ($000) $224 Shares 1,903 Est. Cost $123.36 Unrealized 0.0%
ARISTA NETWORKS INC 0.2%
Value ($000) $222 Shares 2,371 Est. Cost $93.63 Unrealized
EG EVEREST RE GROUP LTD 0.2%
Value ($000) $218 Shares 777 Est. Cost $265.07 Unrealized 0.0%
COST COSTCO WHSL CORP NEW 0.1%
Value ($000) $212 Shares 442 Est. Cost $455.69 Unrealized +6.4%
OTIS OTIS WORLDWIDE CORP 0.1%
Value ($000) $212 Shares 2,999 Est. Cost $77.03 Unrealized -9.8%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.1%
Value ($000) $211 Shares 1,724 Est. Cost $166.42 Unrealized -23.5%
NTAP NETAPP INC 0.1%
Value ($000) $206 Shares 3,162 Est. Cost $79.10 Unrealized -16.8%
CB CHUBB LIMITED 0.1%
Value ($000) $206 Shares 1,050 Est. Cost $196.27 Unrealized 0.0%
CTVA CORTEVA INC 0.1%
Value ($000) $201 Shares 3,715 Est. Cost $55.81 Unrealized 0.0%