L & S Advisors Inc Quant / Systematic

CIK: 0001392364 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 15, 2014

Total Value ($000): $187,448 (100.0% shares, 0.0% debt)

Holdings (80)

META FACEBOOK INC 28.9%
Value ($000) $54,144 Shares 898,808 Est. Cost $25.44 Unrealized +147.4%
EXXON MOBIL CORP 3.9%
Value ($000) $7,354 Shares 75,291 Est. Cost $93.54 Unrealized
JNJ JOHNSON & JOHNSON 2.7%
Value ($000) $5,094 Shares 51,856 Est. Cost $64.96 Unrealized +2.6%
MERCK & CO INC NEW COM 2.6%
Value ($000) $4,878 Shares 85,919 Est. Cost $56.77 Unrealized
APPLE INC 2.5%
Value ($000) $4,652 Shares 8,668 Est. Cost $536.69 Unrealized
PFE PFIZER INC 2.5%
Value ($000) $4,616 Shares 143,716 Est. Cost $18.20 Unrealized 0.0%
RHHBY ROCHE HOLDINGS AG SPNADR EACH 2.4%
Value ($000) $4,424 Shares 117,292 Est. Cost $48.97 Unrealized
UNITED TECHNOLOGIES CORP 2.4%
Value ($000) $4,417 Shares 37,802 Est. Cost $108.04 Unrealized
BECTON DICKINSON CO 2.3%
Value ($000) $4,222 Shares 36,064 Est. Cost $117.07 Unrealized
URI UNITED RENTALS 2.2%
Value ($000) $4,198 Shares 44,221 Est. Cost $64.88 Unrealized +26.5%
EOG RESOURCES INC 2.2%
Value ($000) $4,111 Shares 20,957 Est. Cost $196.16 Unrealized
LMT LOCKHEED MARTIN CORP 1.4%
Value ($000) $2,587 Shares 15,845 Est. Cost $71.65 Unrealized +58.2%
BMY BRISTOL MYERS SQUIBB 1.3%
Value ($000) $2,487 Shares 47,870 Est. Cost $34.16 Unrealized +5.2%
HON HONEYWELL INTL INC 1.3%
Value ($000) $2,344 Shares 25,266 Est. Cost $53.13 Unrealized +21.8%
UNP UNION PACIFIC CORP 1.2%
Value ($000) $2,314 Shares 12,333 Est. Cost $68.27 Unrealized 0.0%
ETN EATON CORP 1.2%
Value ($000) $2,294 Shares 30,538 Est. Cost $47.45 Unrealized +16.7%
QCOM QUALCOMM INC 1.2%
Value ($000) $2,268 Shares 28,761 Est. Cost $54.02 Unrealized 0.0%
KLAC KLA-TENCOR CORP COM 1.2%
Value ($000) $2,250 Shares 32,541 Est. Cost $41.11 Unrealized 0.0%
DOW CHEMICAL CO 1.2%
Value ($000) $2,220 Shares 45,693 Est. Cost $46.62 Unrealized
HESS CORP COM 1.1%
Value ($000) $2,145 Shares 25,875 Est. Cost $69.63 Unrealized
AMGEN INC 1.1%
Value ($000) $2,130 Shares 17,270 Est. Cost $123.34 Unrealized
WHR WHIRLPOOL CORP 1.1%
Value ($000) $2,121 Shares 14,191 Est. Cost $146.63 Unrealized -1.3%
CHICAGO BRIDGE & IRONCOMPANY N 1.1%
Value ($000) $2,110 Shares 24,216 Est. Cost $83.14 Unrealized
CIMAREX ENERGY CO 1.1%
Value ($000) $2,101 Shares 17,635 Est. Cost $119.14 Unrealized
ADOBE SYS INC 1.1%
Value ($000) $2,087 Shares 31,753 Est. Cost $59.87 Unrealized
SWIFT TRANSPORTATION COCOM USD 1.1%
Value ($000) $2,083 Shares 84,150 Est. Cost $22.21 Unrealized
AVAGO TECHNOLOGIES LTDCOM NPV 1.1%
Value ($000) $2,082 Shares 32,323 Est. Cost $64.41 Unrealized
EMN EASTMAN CHEMICAL CO 1.1%
Value ($000) $2,077 Shares 24,097 Est. Cost $56.96 Unrealized 0.0%
DAL DELTA AIR LINES INC DELCOM NEW 1.1%
Value ($000) $2,074 Shares 59,869 Est. Cost $23.32 Unrealized +19.9%
SLB SCHLUMBERGER LIMITED COMUSD0.0 1.1%
Value ($000) $2,066 Shares 21,194 Est. Cost $65.48 Unrealized 0.0%
MCKESSON CORP 1.1%
Value ($000) $2,065 Shares 11,693 Est. Cost $123.37 Unrealized
RAYTHEON CO COM NEW 1.1%
Value ($000) $2,064 Shares 20,889 Est. Cost $98.81 Unrealized
ACTAVIS PLC USD0.0001 1.1%
Value ($000) $2,063 Shares 10,023 Est. Cost $143.99 Unrealized
PPG PPG INDUSTRIES 1.1%
Value ($000) $2,061 Shares 10,655 Est. Cost $59.61 Unrealized +29.5%
ROCKWOOD HLDGS INC COM 1.1%
Value ($000) $2,056 Shares 27,633 Est. Cost $74.40 Unrealized
TMO THERMO FISHER SCIENTIFICINC 1.1%
Value ($000) $2,056 Shares 17,095 Est. Cost $114.47 Unrealized 0.0%
CMI CUMMINS INC FORMERLY CUMMINSEN 1.1%
Value ($000) $2,049 Shares 13,751 Est. Cost $96.30 Unrealized +5.2%
TRN TRINITY INDS INC DEL FRMLYTEXA 1.1%
Value ($000) $2,037 Shares 28,258 Est. Cost $16.35 Unrealized 0.0%
FEDEX CORP 1.1%
Value ($000) $2,033 Shares 15,338 Est. Cost $143.78 Unrealized
BANK OF AMERICA CORP 1.1%
Value ($000) $2,029 Shares 117,961 Est. Cost $17.20 Unrealized
XILINX INC 1.1%
Value ($000) $2,029 Shares 37,381 Est. Cost $54.28 Unrealized
PERRIGO COMPANY PLC COMEUR0.00 1.1%
Value ($000) $2,014 Shares 13,023 Est. Cost $154.65 Unrealized
GILD GILEAD SCIENCES INC 1.1%
Value ($000) $2,013 Shares 28,410 Est. Cost $36.21 Unrealized +50.5%
SELECT SECTOR SPDR TRHEALTH CA 0.7%
Value ($000) $1,254 Shares 21,434 Est. Cost $51.98 Unrealized
MARKET VECTORS ETF TRUSTSEMICO 0.5%
Value ($000) $972 Shares 21,307 Est. Cost $45.62 Unrealized
SPDR SER TR S&PBIOTECH ETF 0.5%
Value ($000) $936 Shares 6,572 Est. Cost $116.60 Unrealized
IHE ISHARES USPHARMACEUTICALS ETF 0.5%
Value ($000) $851 Shares 6,719 Est. Cost $118.09 Unrealized
SECTOR SPDR TR SHS BENINT TECH 0.4%
Value ($000) $837 Shares 23,032 Est. Cost $34.11 Unrealized
INDUSTRIAL SECTOR SPDR FD 0.4%
Value ($000) $832 Shares 15,898 Est. Cost $47.11 Unrealized
TARGA RES CORP COM 0.3%
Value ($000) $645 Shares 6,503 Est. Cost $88.16 Unrealized
SRE SEMPRA ENERGY 0.3%
Value ($000) $557 Shares 5,758 Est. Cost $32.20 Unrealized 0.0%
ASTRAZENECA ADR EACH REP1 ORD 0.3%
Value ($000) $555 Shares 8,552 Est. Cost $64.90 Unrealized
INVESCO VAN KAMPEN MUNINC TR C 0.3%
Value ($000) $552 Shares 46,808 Est. Cost $11.40 Unrealized
SEASPAN CORPORATION PFD 0.3%
Value ($000) $520 Shares 18,896 Est. Cost $26.85 Unrealized
OXY OCCIDENTAL PETROLEUM CORP 0.3%
Value ($000) $510 Shares 5,347 Est. Cost $58.30 Unrealized +7.2%
OKE ONEOK INC 0.3%
Value ($000) $476 Shares 8,041 Est. Cost $28.65 Unrealized 0.0%
SECTOR SPDR TR SHS BENINT ENER 0.2%
Value ($000) $443 Shares 4,975 Est. Cost $78.77 Unrealized
SPDR SER TR S&POIL & GAS EXPL& 0.2%
Value ($000) $440 Shares 6,119 Est. Cost $71.91 Unrealized
METLIFE INC COM 0.2%
Value ($000) $436 Shares 8,262 Est. Cost $45.76 Unrealized
SECTOR SPDR FINANCIAL 0.2%
Value ($000) $432 Shares 19,337 Est. Cost $21.06 Unrealized
IYT ISHARES TRANSPORTATION AVERAGE 0.2%
Value ($000) $413 Shares 3,049 Est. Cost $135.45 Unrealized
ITA ISHARES DOW JONES U.S.AEROSPAC 0.2%
Value ($000) $402 Shares 3,684 Est. Cost $109.12 Unrealized
MSFT MICROSOFT CORP 0.2%
Value ($000) $319 Shares 7,794 Est. Cost $30.02 Unrealized +4.1%
GOOGLE INC CL C 0.2%
Value ($000) $318 Shares 285 Est. Cost $1115.79 Unrealized
VERIZON COMMUNICATIONS 0.2%
Value ($000) $303 Shares 6,363 Est. Cost $50.13 Unrealized
PEP PEPSICO INC 0.2%
Value ($000) $292 Shares 3,493 Est. Cost $56.86 Unrealized 0.0%
KRAFT FOODS GROUP INCCOM NPV 0.2%
Value ($000) $288 Shares 5,130 Est. Cost $53.92 Unrealized
PG PROCTER & GAMBLE CO 0.2%
Value ($000) $283 Shares 3,516 Est. Cost $58.01 Unrealized -2.6%
SPG SIMON PPTY GRP INC 0.1%
Value ($000) $280 Shares 1,705 Est. Cost $84.39 Unrealized +0.0%
CARDINAL HEALTH INC 0.1%
Value ($000) $275 Shares 3,929 Est. Cost $69.99 Unrealized
HSY HERSHEY CO 0.1%
Value ($000) $273 Shares 2,613 Est. Cost $69.95 Unrealized +10.4%
WMB WILLIAMS COS INC 0.1%
Value ($000) $266 Shares 6,560 Est. Cost $20.92 Unrealized 0.0%
BLACKROCK INVESTMENT QUALITYMU 0.1%
Value ($000) $263 Shares 18,244 Est. Cost $14.42 Unrealized
PCAR PACCAR INC 0.1%
Value ($000) $261 Shares 3,873 Est. Cost $26.58 Unrealized 0.0%
USB US BANCORP DEL COMNEW 0.1%
Value ($000) $260 Shares 6,068 Est. Cost $27.34 Unrealized 0.0%
ARES CAPITAL CORP COMSTK USD0. 0.1%
Value ($000) $257 Shares 14,587 Est. Cost $17.78 Unrealized
HD HOME DEPOT INC 0.1%
Value ($000) $256 Shares 3,231 Est. Cost $58.01 Unrealized +3.8%
HIG HARTFORD FINL SVCS GROUPINC 0.1%
Value ($000) $242 Shares 6,853 Est. Cost $26.74 Unrealized +1.4%
LYONDELLBASELL INDUSTRIESN V C 0.1%
Value ($000) $216 Shares 2,432 Est. Cost $88.82 Unrealized
CONOCOPHILLIPS 0.1%
Value ($000) $214 Shares 3,036 Est. Cost $65.83 Unrealized