Institution Information
| Reportee | Signature Date | Report period | Total Entries | Total AUM($) |
|---|---|---|---|---|
| STEVENS CAPITAL MANAGEMENT LP | 02-02-2024 | 12-31-2023 | 241 | 401,275,000 |
Institutional Holdings
| Issuer | Class | Position | Value | Shares | Portfolio Percentage (%) | Previous Percentage (%) | Shares Delta | Shares Delta(%) | Date Reported |
|---|---|---|---|---|---|---|---|---|---|
| ISHARES TR | IBOXX HI YD ETF | 1 | $49,344,000 | 637,600 | 12.30 | 2.35 | 485,400 | 318.92 | 12-31-2023 |
| ISHARES TR | IBOXX INV CP ETF | 2 | $34,260,000 | 309,600 | 8.54 | 9.95 | -138,400 | -30.89 | 12-31-2023 |
| SPDR S&P 500 ETF TR | TR UNIT | Liquidated | $0 | 0 | 5.45 | 0.92 | 50,700 | 557.14 | 12-31-2023 |
| CME GROUP INC | COM | 4 | $15,795,000 | 75,000 | 3.94 | 2.86 | 0 | 0.00 | 12-31-2023 |
