L & S Advisors Inc Quant / Systematic

CIK: 0001392364 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Mar 9, 2015

Total Value ($000): $251,103 (100.0% shares, 0.0% debt)

Holdings (82)

META FACEBOOK INC 23.7%
Value ($000) $59,417 Shares 883,000 Est. Cost $25.44 Unrealized +140.1%
AAPL APPLE INC 3.0%
Value ($000) $7,592 Shares 81,693 Est. Cost $18.66 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 2.7%
Value ($000) $6,683 Shares 63,874 Est. Cost $66.50 Unrealized +10.0%
EXXON MOBIL CORP 2.6%
Value ($000) $6,599 Shares 65,549 Est. Cost $93.54 Unrealized
ABBVIE INC COM USD0.01 2.6%
Value ($000) $6,475 Shares 114,721 Est. Cost $56.44 Unrealized
MERCK & CO INC NEW COM 2.5%
Value ($000) $6,316 Shares 109,182 Est. Cost $57.00 Unrealized
CIMAREX ENERGY CO 1.9%
Value ($000) $4,684 Shares 32,647 Est. Cost $130.33 Unrealized
UNP UNION PACIFIC CORP 1.8%
Value ($000) $4,606 Shares 46,174 Est. Cost $73.03 Unrealized +2.4%
CONTINENTAL RES INC OKLACOM 1.8%
Value ($000) $4,587 Shares 29,025 Est. Cost $158.04 Unrealized
KRAFT FOODS GROUP INCCOM NPV 1.8%
Value ($000) $4,552 Shares 75,937 Est. Cost $59.54 Unrealized
3M COMPANY 1.8%
Value ($000) $4,534 Shares 31,654 Est. Cost $143.24 Unrealized
EOG RESOURCES INC 1.8%
Value ($000) $4,519 Shares 38,667 Est. Cost $159.85 Unrealized
SLB SCHLUMBERGER LIMITED COMUSD0.0 1.8%
Value ($000) $4,514 Shares 38,266 Est. Cost $69.66 Unrealized +7.4%
UNITED TECHNOLOGIES CORP 1.8%
Value ($000) $4,404 Shares 38,151 Est. Cost $108.04 Unrealized
HESS CORP COM 1.8%
Value ($000) $4,402 Shares 44,511 Est. Cost $81.88 Unrealized
HAL HALLIBURTON CO HOLDINGCO FRMLY 1.7%
Value ($000) $4,330 Shares 60,971 Est. Cost $51.48 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 1.7%
Value ($000) $4,324 Shares 26,903 Est. Cost $90.83 Unrealized +30.3%
SPG SIMON PPTY GRP INC 1.7%
Value ($000) $4,251 Shares 25,563 Est. Cost $92.62 Unrealized +0.6%
URI UNITED RENTALS 1.7%
Value ($000) $4,194 Shares 40,049 Est. Cost $64.88 Unrealized +45.9%
AMERICAN AIRLINES GROUPINC COM 1.7%
Value ($000) $4,192 Shares 97,574 Est. Cost $42.96 Unrealized
MCKESSON CORP 1.6%
Value ($000) $4,137 Shares 22,218 Est. Cost $153.14 Unrealized
HON HONEYWELL INTL INC 1.6%
Value ($000) $4,133 Shares 44,468 Est. Cost $58.55 Unrealized +12.2%
PPG PPG INDUSTRIES 1.6%
Value ($000) $4,091 Shares 19,466 Est. Cost $69.26 Unrealized +16.9%
NOBLE ENERGY INC COM 1.6%
Value ($000) $4,083 Shares 52,712 Est. Cost $77.46 Unrealized
BDX BECTON DICKINSON CO 1.6%
Value ($000) $4,057 Shares 34,291 Est. Cost $94.73 Unrealized 0.0%
AVAGO TECHNOLOGIES LTDCOM NPV 1.6%
Value ($000) $4,010 Shares 55,642 Est. Cost $67.62 Unrealized
DAL DELTA AIR LINES INC DELCOM NEW 1.6%
Value ($000) $3,972 Shares 102,581 Est. Cost $27.30 Unrealized +20.4%
RHHBY ROCHE HOLDINGS AG SPNADR EACH 1.5%
Value ($000) $3,835 Shares 102,804 Est. Cost $48.97 Unrealized
TMO THERMO FISHER SCIENTIFICINC 1.5%
Value ($000) $3,808 Shares 32,275 Est. Cost $113.99 Unrealized -0.5%
RAYTHEON CO COM NEW 1.5%
Value ($000) $3,713 Shares 40,250 Est. Cost $95.65 Unrealized
WHR WHIRLPOOL CORP 1.4%
Value ($000) $3,593 Shares 25,810 Est. Cost $146.69 Unrealized +0.0%
CHICAGO BRIDGE & IRONCOMPANY N 1.2%
Value ($000) $3,045 Shares 44,641 Est. Cost $76.31 Unrealized
AZN ASTRAZENECA ADR EACH REP1 ORD 1.1%
Value ($000) $2,714 Shares 36,522 Est. Cost $74.31 Unrealized
PEP PEPSICO INC 0.9%
Value ($000) $2,372 Shares 26,546 Est. Cost $60.38 Unrealized +0.9%
DOW CHEMICAL CO 0.9%
Value ($000) $2,295 Shares 44,595 Est. Cost $46.62 Unrealized
PIONEER NATURAL RESOURCESCO 0.9%
Value ($000) $2,284 Shares 9,940 Est. Cost $229.78 Unrealized
KMB KIMBERLY CLARK CORP 0.9%
Value ($000) $2,227 Shares 20,024 Est. Cost $71.75 Unrealized 0.0%
PG PROCTER & GAMBLE CO 0.9%
Value ($000) $2,171 Shares 27,620 Est. Cost $58.24 Unrealized +0.1%
WHITING PETE CORP NEWCOM 0.8%
Value ($000) $2,107 Shares 26,252 Est. Cost $80.26 Unrealized
CMI CUMMINS INC FORMERLY CUMMINSEN 0.8%
Value ($000) $2,057 Shares 13,330 Est. Cost $96.30 Unrealized +15.0%
FREEPORT MCMORAN INC 0.8%
Value ($000) $2,048 Shares 56,122 Est. Cost $36.49 Unrealized
OAKTREE CAP GROUP LLCUNITS CL 0.8%
Value ($000) $2,033 Shares 40,677 Est. Cost $49.98 Unrealized
ROCKWOOD HLDGS INC COM 0.8%
Value ($000) $2,005 Shares 26,390 Est. Cost $74.40 Unrealized
EMN EASTMAN CHEMICAL CO 0.8%
Value ($000) $2,002 Shares 22,923 Est. Cost $56.96 Unrealized +6.4%
CLX CLOROX CO DEL 0.8%
Value ($000) $1,933 Shares 21,144 Est. Cost $64.50 Unrealized 0.0%
KINDER MORGAN INC DELAWARECOM 0.8%
Value ($000) $1,923 Shares 53,032 Est. Cost $36.26 Unrealized
WMB WILLIAMS COS INC 0.6%
Value ($000) $1,615 Shares 27,747 Est. Cost $23.40 Unrealized +3.3%
OKE ONEOK INC 0.6%
Value ($000) $1,457 Shares 21,404 Est. Cost $30.29 Unrealized +3.2%
IYR ISHARES US REAL ESTATE ETF 0.6%
Value ($000) $1,431 Shares 19,939 Est. Cost $71.77 Unrealized
CONOCOPHILLIPS 0.4%
Value ($000) $963 Shares 11,233 Est. Cost $80.35 Unrealized
TARGA RES CORP COM 0.4%
Value ($000) $957 Shares 6,855 Est. Cost $90.80 Unrealized
SELECT SECTOR SPDR TRHEALTH CA 0.4%
Value ($000) $887 Shares 14,585 Est. Cost $51.98 Unrealized
SRE SEMPRA ENERGY 0.3%
Value ($000) $659 Shares 6,289 Est. Cost $32.41 Unrealized +6.8%
INVESCO VAN KAMPEN MUNINC TR C 0.3%
Value ($000) $634 Shares 51,175 Est. Cost $11.49 Unrealized
CHIMERA INVT CORP COM 0.2%
Value ($000) $624 Shares 195,679 Est. Cost $3.19 Unrealized
SEASPAN CORPORATION PFD 0.2%
Value ($000) $582 Shares 20,996 Est. Cost $26.94 Unrealized
PFE PFIZER INC 0.2%
Value ($000) $576 Shares 19,418 Est. Cost $18.20 Unrealized -3.6%
OXY OCCIDENTAL PETROLEUM CORP 0.2%
Value ($000) $523 Shares 5,097 Est. Cost $58.30 Unrealized +13.5%
SECTOR SPDR TR SHS BENINT ENER 0.2%
Value ($000) $512 Shares 5,111 Est. Cost $79.34 Unrealized
IHE ISHARES USPHARMACEUTICALS ETF 0.2%
Value ($000) $461 Shares 3,413 Est. Cost $118.09 Unrealized
IYT ISHARES TRANSPORTATION AVERAGE 0.2%
Value ($000) $461 Shares 3,139 Est. Cost $135.78 Unrealized
SPDR SER TR S&POIL & GAS EXPL& 0.2%
Value ($000) $454 Shares 5,520 Est. Cost $71.91 Unrealized
SECTOR SPDR TR SHS BENINT TECH 0.2%
Value ($000) $448 Shares 11,678 Est. Cost $34.11 Unrealized
INDUSTRIAL SECTOR SPDR FD 0.2%
Value ($000) $429 Shares 7,939 Est. Cost $47.11 Unrealized
SELECT SECTOR SPDR CONSUMER ST 0.2%
Value ($000) $425 Shares 9,514 Est. Cost $44.67 Unrealized
ITA ISHARES DOW JONES U.S.AEROSPAC 0.2%
Value ($000) $410 Shares 3,803 Est. Cost $109.08 Unrealized
SECTOR SPDR TR SHS BENINT UTIL 0.2%
Value ($000) $399 Shares 9,019 Est. Cost $44.24 Unrealized
SPECTRA ENERGY CORP COM 0.1%
Value ($000) $370 Shares 8,700 Est. Cost $42.53 Unrealized
MSFT MICROSOFT CORP 0.1%
Value ($000) $351 Shares 8,421 Est. Cost $30.31 Unrealized +12.0%
VERIZON COMMUNICATIONS 0.1%
Value ($000) $339 Shares 6,920 Est. Cost $50.03 Unrealized
AWK AMERICAN WTR WKS CO INCNEW COM 0.1%
Value ($000) $324 Shares 6,549 Est. Cost $37.25 Unrealized 0.0%
AVB AVALONBAY COMMUNITIESINC 0.1%
Value ($000) $318 Shares 2,233 Est. Cost $93.88 Unrealized 0.0%
BLACKROCK INVESTMENT QUALITYMU 0.1%
Value ($000) $305 Shares 20,090 Est. Cost $14.49 Unrealized
NEXTERA ENERGY INC COM 0.1%
Value ($000) $305 Shares 2,978 Est. Cost $102.42 Unrealized
CAPSTEAD MTG CORP COMNO PAR 0.1%
Value ($000) $299 Shares 22,734 Est. Cost $13.15 Unrealized
HD HOME DEPOT INC 0.1%
Value ($000) $295 Shares 3,647 Est. Cost $58.25 Unrealized +3.2%
ARES CAPITAL CORP COMSTK USD0. 0.1%
Value ($000) $288 Shares 16,152 Est. Cost $17.78 Unrealized
ETN EATON CORP 0.1%
Value ($000) $288 Shares 3,728 Est. Cost $47.45 Unrealized +18.6%
PCAR PACCAR INC 0.1%
Value ($000) $283 Shares 4,500 Est. Cost $26.72 Unrealized +3.4%
LYONDELLBASELL INDUSTRIESN V C 0.1%
Value ($000) $282 Shares 2,883 Est. Cost $90.22 Unrealized
KKR & CO L P DEL COMUNITS 0.1%
Value ($000) $250 Shares 10,283 Est. Cost $24.31 Unrealized
MONITISE PLC ORD GBP0.01 ISIN# 0.0%
Value ($000) $76 Shares 86,135 Est. Cost $0.88 Unrealized