L & S Advisors Inc Quant / Systematic

CIK: 0001392364 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 12, 2013

Total Value ($000): $246,996 (100.0% shares, 0.0% debt)

Holdings (82)

META FACEBOOK INC 24.8%
Value ($000) $61,172 Shares 1,217,845 Est. Cost $25.44 Unrealized +45.3%
AAPL APPLE INC 2.6%
Value ($000) $6,331 Shares 13,280 Est. Cost $14.19 Unrealized +0.7%
GILD GILEAD SCIENCES INC 2.4%
Value ($000) $5,913 Shares 94,046 Est. Cost $36.21 Unrealized +14.7%
LMT LOCKHEED MARTIN CORP 2.3%
Value ($000) $5,793 Shares 45,414 Est. Cost $71.65 Unrealized +20.1%
OXY OCCIDENTAL PETROLEUM CORP 2.3%
Value ($000) $5,634 Shares 60,233 Est. Cost $58.30 Unrealized +1.6%
ASML HOLDING NV EUR0.09NY REG 2.3%
Value ($000) $5,614 Shares 56,840 Est. Cost $79.11 Unrealized
ACTAVIS PLC USD0.0001 2.3%
Value ($000) $5,585 Shares 38,788 Est. Cost $143.99 Unrealized
EXXON MOBIL CORP 2.2%
Value ($000) $5,320 Shares 61,832 Est. Cost $90.36 Unrealized
NOBLE ENERGY INC COM 2.2%
Value ($000) $5,318 Shares 79,359 Est. Cost $60.04 Unrealized
BA BOEING CO 2.1%
Value ($000) $5,240 Shares 44,597 Est. Cost $80.37 Unrealized +13.9%
PIONEER NATURAL RESOURCESCO 2.1%
Value ($000) $5,221 Shares 27,654 Est. Cost $144.75 Unrealized
EOG RESOURCES INC 2.1%
Value ($000) $5,143 Shares 30,381 Est. Cost $131.67 Unrealized
HESS CORP COM 2.1%
Value ($000) $5,126 Shares 66,275 Est. Cost $69.04 Unrealized
BIOGEN IDEC INC 2.1%
Value ($000) $5,109 Shares 21,220 Est. Cost $222.46 Unrealized
ETN EATON CORP 1.7%
Value ($000) $4,192 Shares 60,889 Est. Cost $47.08 Unrealized +6.1%
SEADRILL LTD USD2 1.7%
Value ($000) $4,144 Shares 91,915 Est. Cost $40.74 Unrealized
HON HONEYWELL INTL INC 1.7%
Value ($000) $4,106 Shares 49,445 Est. Cost $53.13 Unrealized +8.2%
UNITED TECHNOLOGIES CORP 1.6%
Value ($000) $3,995 Shares 37,055 Est. Cost $107.81 Unrealized
METLIFE INC COM 1.6%
Value ($000) $3,938 Shares 83,887 Est. Cost $45.76 Unrealized
UNP UNION PACIFIC CORP 1.5%
Value ($000) $3,788 Shares 24,386 Est. Cost $57.06 Unrealized +5.4%
AVAGO TECHNOLOGIES LTDCOM NPV 1.5%
Value ($000) $3,788 Shares 87,933 Est. Cost $43.08 Unrealized
TSCO TRACTOR SUPPLY CO 1.5%
Value ($000) $3,747 Shares 55,791 Est. Cost $9.82 Unrealized +5.6%
C CITIGROUP INC COMNEW 1.5%
Value ($000) $3,694 Shares 76,143 Est. Cost $37.61 Unrealized 0.0%
XILINX INC 1.5%
Value ($000) $3,667 Shares 78,267 Est. Cost $46.85 Unrealized
OASIS PETROLEUM INC COMUSD0.01 1.5%
Value ($000) $3,630 Shares 73,888 Est. Cost $49.13 Unrealized
RHHBY ROCHE HOLDINGS AG SPNADR EACH 1.5%
Value ($000) $3,623 Shares 53,722 Est. Cost $61.86 Unrealized
MCKESSON CORP 1.5%
Value ($000) $3,590 Shares 27,981 Est. Cost $114.52 Unrealized
DELPHI AUTOMOTIVE PLCCOM USD0. 1.5%
Value ($000) $3,588 Shares 61,419 Est. Cost $58.42 Unrealized
SLB SCHLUMBERGER LIMITED COMUSD0.0 1.4%
Value ($000) $3,550 Shares 40,182 Est. Cost $58.98 Unrealized 0.0%
PPG PPG INDUSTRIES 1.4%
Value ($000) $3,541 Shares 21,197 Est. Cost $59.61 Unrealized +8.4%
FREEPORT MCMORAN COPPER& GOLD 1.4%
Value ($000) $3,540 Shares 107,027 Est. Cost $33.08 Unrealized
ECL ECOLAB INC 1.4%
Value ($000) $3,539 Shares 35,839 Est. Cost $81.20 Unrealized 0.0%
AIG AMERICAN INTL GROUP INCCOM NEW 1.4%
Value ($000) $3,538 Shares 72,763 Est. Cost $32.51 Unrealized +10.8%
BWA BORGWARNER INC 1.4%
Value ($000) $3,477 Shares 34,294 Est. Cost $35.23 Unrealized 0.0%
CARRIZO OIL & GAS INC 1.4%
Value ($000) $3,428 Shares 91,919 Est. Cost $37.29 Unrealized
AMERISOURCEBERGEN CORP 1.4%
Value ($000) $3,389 Shares 55,465 Est. Cost $61.10 Unrealized
EMN EASTMAN CHEMICAL CO 1.4%
Value ($000) $3,335 Shares 42,814 Est. Cost $47.81 Unrealized +11.0%
GOLDMAN SACHS GROUP INC 1.3%
Value ($000) $3,288 Shares 20,781 Est. Cost $158.22 Unrealized
VALE S.A. SPONS ADR REPR1 COM 1.3%
Value ($000) $3,223 Shares 206,478 Est. Cost $15.61 Unrealized
JOHNSON CTLS INC 1.3%
Value ($000) $3,218 Shares 77,549 Est. Cost $41.50 Unrealized
DIANA SHIPPING INC COMSTK USD0 0.6%
Value ($000) $1,583 Shares 131,114 Est. Cost $12.07 Unrealized
SPDR SER TR S&PBIOTECH ETF 0.4%
Value ($000) $915 Shares 7,084 Est. Cost $116.60 Unrealized
SELECT SECTOR SPDR TRHEALTH CA 0.3%
Value ($000) $837 Shares 16,541 Est. Cost $50.60 Unrealized
MARKET VECTORS ETF RETAILETF 0.3%
Value ($000) $808 Shares 14,592 Est. Cost $55.37 Unrealized
3M COMPANY 0.3%
Value ($000) $671 Shares 5,617 Est. Cost $119.46 Unrealized
JNJ JOHNSON & JOHNSON 0.3%
Value ($000) $666 Shares 7,677 Est. Cost $59.66 Unrealized +6.5%
CONOCOPHILLIPS 0.3%
Value ($000) $659 Shares 9,483 Est. Cost $65.83 Unrealized
CVX CHEVRON CORP NEW 0.3%
Value ($000) $652 Shares 5,370 Est. Cost $71.69 Unrealized +2.0%
L BRANDS INC COM USD0.50 0.2%
Value ($000) $572 Shares 9,364 Est. Cost $49.22 Unrealized
COMCAST CORP NEW CLA 0.2%
Value ($000) $504 Shares 11,181 Est. Cost $41.75 Unrealized
SRE SEMPRA ENERGY 0.2%
Value ($000) $489 Shares 5,715 Est. Cost $27.60 Unrealized +5.1%
ABBVIE INC COM USD0.01 0.2%
Value ($000) $479 Shares 10,698 Est. Cost $41.33 Unrealized
HSY HERSHEY CO 0.2%
Value ($000) $476 Shares 5,145 Est. Cost $69.67 Unrealized 0.0%
MERCK & CO INC NEW COM 0.2%
Value ($000) $464 Shares 9,736 Est. Cost $46.45 Unrealized
PFE PFIZER INC 0.2%
Value ($000) $462 Shares 16,097 Est. Cost $16.46 Unrealized -0.6%
GENERAL MOTORS CO PFD 0.2%
Value ($000) $456 Shares 9,092 Est. Cost $50.15 Unrealized
LLY LILLY ELI & CO 0.2%
Value ($000) $456 Shares 9,062 Est. Cost $42.21 Unrealized -2.9%
HD HOME DEPOT INC 0.2%
Value ($000) $453 Shares 5,977 Est. Cost $57.87 Unrealized 0.0%
VERIZON COMMUNICATIONS 0.2%
Value ($000) $450 Shares 9,647 Est. Cost $50.30 Unrealized
INDUSTRIAL SECTOR SPDR FD 0.2%
Value ($000) $449 Shares 9,682 Est. Cost $42.98 Unrealized
COSTCO WHOLESALE CORP 0.2%
Value ($000) $446 Shares 3,873 Est. Cost $115.16 Unrealized
AT&T INC COM 0.2%
Value ($000) $445 Shares 13,147 Est. Cost $35.41 Unrealized
SEASPAN CORPORATION PFD 0.2%
Value ($000) $439 Shares 16,187 Est. Cost $26.93 Unrealized
GENERAL ELECTRIC CO 0.2%
Value ($000) $437 Shares 18,289 Est. Cost $23.89 Unrealized
SECTOR SPDR TR SHS BENINT ENER 0.2%
Value ($000) $434 Shares 5,237 Est. Cost $78.77 Unrealized
NEXTERA ENERGY INC COM 0.2%
Value ($000) $430 Shares 5,364 Est. Cost $80.16 Unrealized
KINDER MORGAN INC DELAWARECOM 0.2%
Value ($000) $429 Shares 12,071 Est. Cost $38.18 Unrealized
ABT ABBOTT LABORATORIES 0.2%
Value ($000) $426 Shares 12,831 Est. Cost $28.85 Unrealized -4.0%
SELECT SECTOR SPDR CONSUMER ST 0.2%
Value ($000) $416 Shares 10,447 Est. Cost $39.68 Unrealized
IYR ISHARES US REAL ESTATE ETF 0.2%
Value ($000) $405 Shares 6,346 Est. Cost $66.33 Unrealized
SECTOR SPDR FINANCIAL 0.2%
Value ($000) $398 Shares 19,996 Est. Cost $19.47 Unrealized
SECTOR SPDR TR SHS BENINT TECH 0.2%
Value ($000) $388 Shares 12,120 Est. Cost $30.75 Unrealized
OAKTREE CAP GROUP LLCUNITS CL 0.1%
Value ($000) $255 Shares 4,864 Est. Cost $52.43 Unrealized
AWK AMERICAN WTR WKS CO INCNEW COM 0.1%
Value ($000) $241 Shares 5,837 Est. Cost $31.82 Unrealized +0.9%
BXP BOSTON PPTYS INC 0.1%
Value ($000) $238 Shares 2,226 Est. Cost $64.00 Unrealized -1.9%
F FORD MTR CO DEL COM 0.1%
Value ($000) $235 Shares 13,926 Est. Cost $9.02 Unrealized 0.0%
CENTERPOINT ENERGY INC 0.1%
Value ($000) $234 Shares 9,747 Est. Cost $23.54 Unrealized
OHI OMEGA HEALTHCARE INVSINC 0.1%
Value ($000) $233 Shares 7,796 Est. Cost $31.03 Unrealized
SPG SIMON PPTY GRP INC 0.1%
Value ($000) $231 Shares 1,561 Est. Cost $88.80 Unrealized -8.8%
PUBLIC STORAGE COM 0.1%
Value ($000) $226 Shares 1,408 Est. Cost $160.51 Unrealized
HUN HUNTSMAN CORP 0.1%
Value ($000) $221 Shares 10,720 Est. Cost $18.24 Unrealized 0.0%
DOW CHEMICAL CO 0.1%
Value ($000) $213 Shares 5,553 Est. Cost $38.36 Unrealized