L & S Advisors Inc Quant / Systematic

CIK: 0001392364 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 11, 2014

Total Value ($000): $275,561 (100.0% shares, 0.0% debt)

Holdings (81)

META FACEBOOK INC 21.2%
Value ($000) $58,474 Shares 1,070,000 Est. Cost $25.44 Unrealized +96.0%
EXXON MOBIL CORP 3.2%
Value ($000) $8,860 Shares 87,553 Est. Cost $93.54 Unrealized
AAPL APPLE INC 3.2%
Value ($000) $8,782 Shares 15,653 Est. Cost $14.52 Unrealized +12.8%
WHR WHIRLPOOL CORP 2.1%
Value ($000) $5,827 Shares 37,145 Est. Cost $146.63 Unrealized 0.0%
HESS CORP COM 2.1%
Value ($000) $5,745 Shares 69,216 Est. Cost $69.63 Unrealized
FEDEX CORP 2.1%
Value ($000) $5,740 Shares 39,923 Est. Cost $143.78 Unrealized
ACTAVIS PLC USD0.0001 2.1%
Value ($000) $5,697 Shares 33,910 Est. Cost $143.99 Unrealized
GILD GILEAD SCIENCES INC 2.0%
Value ($000) $5,594 Shares 74,484 Est. Cost $36.21 Unrealized +33.6%
MCKESSON CORP 2.0%
Value ($000) $5,568 Shares 34,498 Est. Cost $123.37 Unrealized
CANADIAN PACIFIC RAILWAY LTD 2.0%
Value ($000) $5,483 Shares 36,232 Est. Cost $151.33 Unrealized
ETN EATON CORP 1.8%
Value ($000) $4,931 Shares 64,781 Est. Cost $47.45 Unrealized +12.2%
OXY OCCIDENTAL PETROLEUM CORP 1.7%
Value ($000) $4,712 Shares 49,551 Est. Cost $58.30 Unrealized +8.7%
LMT LOCKHEED MARTIN CORP 1.6%
Value ($000) $4,546 Shares 30,580 Est. Cost $71.65 Unrealized +35.6%
HON HONEYWELL INTL INC 1.6%
Value ($000) $4,498 Shares 49,233 Est. Cost $53.13 Unrealized +14.5%
TSCO TRACTOR SUPPLY CO 1.6%
Value ($000) $4,454 Shares 57,411 Est. Cost $9.89 Unrealized +21.9%
METLIFE INC COM 1.6%
Value ($000) $4,430 Shares 82,152 Est. Cost $45.76 Unrealized
JPMORGAN CHASE & CO 1.6%
Value ($000) $4,385 Shares 74,978 Est. Cost $58.48 Unrealized
UNITED TECHNOLOGIES CORP 1.6%
Value ($000) $4,382 Shares 38,508 Est. Cost $108.04 Unrealized
C CITIGROUP INC COMNEW 1.6%
Value ($000) $4,333 Shares 83,153 Est. Cost $37.62 Unrealized +0.1%
BMY BRISTOL MYERS SQUIBB 1.5%
Value ($000) $4,234 Shares 79,655 Est. Cost $34.16 Unrealized 0.0%
CHICAGO BRIDGE & IRONCOMPANY N 1.5%
Value ($000) $4,228 Shares 50,854 Est. Cost $83.14 Unrealized
JNJ JOHNSON & JOHNSON 1.5%
Value ($000) $4,184 Shares 45,681 Est. Cost $64.73 Unrealized +1.6%
AXP AMERICAN EXPRESS CO 1.5%
Value ($000) $4,082 Shares 44,987 Est. Cost $69.27 Unrealized 0.0%
PG PROCTER & GAMBLE CO 1.5%
Value ($000) $4,079 Shares 50,102 Est. Cost $58.01 Unrealized 0.0%
KRAFT FOODS GROUP INCCOM NPV 1.5%
Value ($000) $4,077 Shares 75,618 Est. Cost $53.92 Unrealized
CMI CUMMINS INC FORMERLY CUMMINSEN 1.5%
Value ($000) $4,015 Shares 28,482 Est. Cost $96.30 Unrealized 0.0%
BWA BORGWARNER INC 1.4%
Value ($000) $3,995 Shares 71,454 Est. Cost $37.15 Unrealized +4.8%
CELGENE CORP 1.4%
Value ($000) $3,978 Shares 23,541 Est. Cost $168.98 Unrealized
ADOBE SYS INC 1.4%
Value ($000) $3,887 Shares 64,920 Est. Cost $59.87 Unrealized
ECL ECOLAB INC 1.4%
Value ($000) $3,877 Shares 37,181 Est. Cost $81.55 Unrealized +11.5%
ALLIANT TECHSYSTEMS INC 1.4%
Value ($000) $3,873 Shares 31,829 Est. Cost $121.68 Unrealized
URI UNITED RENTALS 1.4%
Value ($000) $3,872 Shares 49,678 Est. Cost $64.88 Unrealized 0.0%
HIG HARTFORD FINL SVCS GROUPINC 1.4%
Value ($000) $3,853 Shares 106,337 Est. Cost $26.74 Unrealized 0.0%
PPG PPG INDUSTRIES 1.4%
Value ($000) $3,835 Shares 20,222 Est. Cost $59.61 Unrealized +22.5%
BA BOEING CO 1.4%
Value ($000) $3,822 Shares 28,003 Est. Cost $80.37 Unrealized +38.0%
RHHBY ROCHE HOLDINGS AG SPNADR EACH 1.4%
Value ($000) $3,820 Shares 54,421 Est. Cost $61.97 Unrealized
BAC BANK OF AMERICA CORP 1.4%
Value ($000) $3,738 Shares 240,046 Est. Cost $11.68 Unrealized 0.0%
NKE NIKE INC CLASS B 1.3%
Value ($000) $3,719 Shares 47,296 Est. Cost $32.86 Unrealized 0.0%
DHR DANAHER CORP 1.3%
Value ($000) $3,710 Shares 48,063 Est. Cost $29.72 Unrealized 0.0%
MICHAEL KORS HOLDINGSLTD COM N 1.3%
Value ($000) $3,652 Shares 44,982 Est. Cost $81.19 Unrealized
DAL DELTA AIR LINES INC DELCOM NEW 1.3%
Value ($000) $3,629 Shares 132,103 Est. Cost $23.32 Unrealized 0.0%
SWIFT TRANSPORTATION COCOM USD 1.3%
Value ($000) $3,623 Shares 163,105 Est. Cost $22.21 Unrealized
SBUX STARBUCKS CORP 1.3%
Value ($000) $3,548 Shares 45,267 Est. Cost $31.21 Unrealized 0.0%
NOBLE ENERGY INC COM 1.3%
Value ($000) $3,514 Shares 51,590 Est. Cost $60.04 Unrealized
SECTOR SPDR TR SHS BENINT TECH 0.5%
Value ($000) $1,324 Shares 37,042 Est. Cost $34.11 Unrealized
SECTOR SPDR FINANCIAL 0.5%
Value ($000) $1,306 Shares 59,742 Est. Cost $21.06 Unrealized
SELECT SECTOR SPDR TRHEALTH CA 0.5%
Value ($000) $1,279 Shares 23,062 Est. Cost $51.98 Unrealized
SPDR SER TR S&PBIOTECH ETF 0.3%
Value ($000) $928 Shares 7,124 Est. Cost $116.60 Unrealized
INDUSTRIAL SECTOR SPDR FD 0.3%
Value ($000) $910 Shares 17,405 Est. Cost $47.11 Unrealized
MARKET VECTORS ETF RETAILETF 0.3%
Value ($000) $892 Shares 14,664 Est. Cost $55.37 Unrealized
GENERAL ELECTRIC CO 0.3%
Value ($000) $870 Shares 31,051 Est. Cost $25.59 Unrealized
IHE ISHARES USPHARMACEUTICALS ETF 0.3%
Value ($000) $861 Shares 7,291 Est. Cost $118.09 Unrealized
COMCAST CORP NEW CLA 0.2%
Value ($000) $664 Shares 12,781 Est. Cost $43.03 Unrealized
ABBVIE INC COM USD0.01 0.2%
Value ($000) $648 Shares 12,274 Est. Cost $42.81 Unrealized
L BRANDS INC 0.2%
Value ($000) $632 Shares 10,222 Est. Cost $50.28 Unrealized
HUN HUNTSMAN CORP 0.2%
Value ($000) $619 Shares 25,158 Est. Cost $20.85 Unrealized +9.3%
3M COMPANY 0.2%
Value ($000) $615 Shares 4,384 Est. Cost $119.46 Unrealized
TARGA RES CORP COM 0.2%
Value ($000) $604 Shares 6,851 Est. Cost $88.16 Unrealized
DOW CHEMICAL CO 0.2%
Value ($000) $597 Shares 13,438 Est. Cost $41.92 Unrealized
HD HOME DEPOT INC 0.2%
Value ($000) $590 Shares 7,167 Est. Cost $58.01 Unrealized +1.2%
UPS UNITED PARCEL SVC INCCL B 0.2%
Value ($000) $586 Shares 5,572 Est. Cost $64.45 Unrealized 0.0%
DU PONT E I DE NEMOURS& CO 0.2%
Value ($000) $573 Shares 8,825 Est. Cost $64.93 Unrealized
SEADRILL PARTNERS LLCCOM UNIT 0.2%
Value ($000) $572 Shares 18,467 Est. Cost $30.97 Unrealized
MSFT MICROSOFT CORP 0.2%
Value ($000) $570 Shares 15,232 Est. Cost $30.02 Unrealized 0.0%
HSY HERSHEY CO 0.2%
Value ($000) $562 Shares 5,776 Est. Cost $69.95 Unrealized +3.2%
JOHNSON CTLS INC 0.2%
Value ($000) $561 Shares 10,932 Est. Cost $41.50 Unrealized
VERIZON COMMUNICATIONS 0.2%
Value ($000) $560 Shares 11,394 Est. Cost $50.13 Unrealized
INVESCO VAN KAMPEN MUNINC TR C 0.2%
Value ($000) $556 Shares 48,766 Est. Cost $11.40 Unrealized
SPG SIMON PPTY GRP INC 0.2%
Value ($000) $543 Shares 3,570 Est. Cost $84.39 Unrealized -4.1%
CONOCOPHILLIPS 0.2%
Value ($000) $529 Shares 7,487 Est. Cost $65.83 Unrealized
SEASPAN CORPORATION PFD 0.2%
Value ($000) $503 Shares 19,065 Est. Cost $26.85 Unrealized
SECTOR SPDR TR SHS BENINT ENER 0.2%
Value ($000) $467 Shares 5,275 Est. Cost $78.77 Unrealized
GOOGLE INC CLA 0.1%
Value ($000) $380 Shares 339 Est. Cost $1120.94 Unrealized
OAKTREE CAP GROUP LLCUNITS CL 0.1%
Value ($000) $289 Shares 4,915 Est. Cost $52.49 Unrealized
GABELLI DIVID & INCOMETR 0.1%
Value ($000) $287 Shares 12,954 Est. Cost $22.16 Unrealized
EATON VANCE ENHANCEDEQUITY INC 0.1%
Value ($000) $280 Shares 21,562 Est. Cost $12.99 Unrealized
ARES CAPITAL CORP COMSTK USD0. 0.1%
Value ($000) $279 Shares 15,694 Est. Cost $17.78 Unrealized
NUVEEN PREM INCOME MUNFD INC 0.1%
Value ($000) $272 Shares 22,091 Est. Cost $12.31 Unrealized
INN SUMMIT HOTEL PROPERTIESINC COM 0.1%
Value ($000) $264 Shares 29,293 Est. Cost $9.01 Unrealized
INVESTORS REAL ESTATETRUST SHB 0.1%
Value ($000) $263 Shares 30,660 Est. Cost $8.58 Unrealized
KINDER MORGAN INC DELWT EXP PU 0.0%
Value ($000) $41 Shares 10,100 Est. Cost $4.06 Unrealized