L & S Advisors Inc Quant / Systematic

CIK: 0001392364 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Mar 9, 2015

Total Value ($000): $319,372 (100.0% shares, 0.0% debt)

Holdings (75)

FACEBOOK INC CLASS A 16.2%
Value ($000) $51,853 Shares 664,612 Est. Cost $78.02 Unrealized
PROSHARES ULTRA S&P 500 4.3%
Value ($000) $13,772 Shares 107,337 Est. Cost $128.31 Unrealized
AAPL APPLE INC 2.8%
Value ($000) $9,067 Shares 82,146 Est. Cost $19.15 Unrealized +25.7%
UPS UNITED PARCEL SERVICE B CLASS 2.6%
Value ($000) $8,361 Shares 75,211 Est. Cost $70.93 Unrealized 0.0%
DAL DELTA AIR LINES INC NEW 2.1%
Value ($000) $6,786 Shares 137,962 Est. Cost $36.83 Unrealized 0.0%
KR KROGER COMPANY 2.0%
Value ($000) $6,446 Shares 100,387 Est. Cost $23.37 Unrealized 0.0%
L BRANDS INC 2.0%
Value ($000) $6,330 Shares 73,134 Est. Cost $86.55 Unrealized
GOLDMAN SACHS GROUP INC 2.0%
Value ($000) $6,329 Shares 32,654 Est. Cost $187.25 Unrealized
JNJ JOHNSON & JOHNSON 2.0%
Value ($000) $6,254 Shares 59,810 Est. Cost $69.00 Unrealized +12.0%
MCKESSON CORPORATION 1.9%
Value ($000) $6,154 Shares 29,645 Est. Cost $167.70 Unrealized
YAHOO INC 1.9%
Value ($000) $6,094 Shares 120,649 Est. Cost $50.51 Unrealized
MSFT MICROSOFT CORP 1.9%
Value ($000) $6,049 Shares 130,225 Est. Cost $39.24 Unrealized +1.6%
MERCK & CO INC NEW 1.9%
Value ($000) $5,938 Shares 104,567 Est. Cost $56.95 Unrealized
HD HOME DEPOT INC 1.9%
Value ($000) $5,927 Shares 56,460 Est. Cost $73.59 Unrealized +1.7%
DTE D T E ENERGY COMPANY 1.9%
Value ($000) $5,913 Shares 68,467 Est. Cost $47.77 Unrealized 0.0%
EXXON MOBIL CORPORATION 1.8%
Value ($000) $5,771 Shares 62,422 Est. Cost $93.55 Unrealized
UNITED TECHNOLOGIES CORP 1.8%
Value ($000) $5,770 Shares 50,170 Est. Cost $114.49 Unrealized
NOC NORTHROP GRUMMAN CORP 1.8%
Value ($000) $5,727 Shares 38,858 Est. Cost $114.24 Unrealized 0.0%
AVB AVALONBAY CMNTYS INC COM ISIN# 1.8%
Value ($000) $5,718 Shares 34,996 Est. Cost $108.21 Unrealized 0.0%
JPMORGAN CHASE & CO 1.8%
Value ($000) $5,708 Shares 91,206 Est. Cost $62.58 Unrealized
HON HONEYWELL INTERNATIONAL 1.8%
Value ($000) $5,609 Shares 56,137 Est. Cost $68.28 Unrealized 0.0%
SPG SIMON PPTY GROUP NEW REIT/NON- 1.8%
Value ($000) $5,601 Shares 30,757 Est. Cost $102.04 Unrealized +0.8%
LMT LOCKHEED MARTIN CORP 1.8%
Value ($000) $5,591 Shares 29,031 Est. Cost $116.38 Unrealized +17.9%
BMY BRISTOL-MYERS SQUIBB CO 1.7%
Value ($000) $5,511 Shares 93,362 Est. Cost $38.91 Unrealized 0.0%
AXP AMERICAN EXPRESS COMPANY 1.7%
Value ($000) $5,510 Shares 59,227 Est. Cost $76.41 Unrealized 0.0%
UNP UNION PACIFIC CORP 1.7%
Value ($000) $5,475 Shares 45,956 Est. Cost $76.51 Unrealized +16.9%
TXN TEXAS INSTRUMENTS INC 1.7%
Value ($000) $5,443 Shares 101,812 Est. Cost $37.35 Unrealized 0.0%
PEP PEPSICO INCORPORATED 1.6%
Value ($000) $5,222 Shares 55,222 Est. Cost $67.92 Unrealized +1.0%
AMERICAN AIRLS GROUP INC 1.6%
Value ($000) $4,963 Shares 92,545 Est. Cost $53.63 Unrealized
KLAC K L A TENCOR CORP 1.6%
Value ($000) $4,960 Shares 70,531 Est. Cost $52.04 Unrealized 0.0%
PPG P P G INDUSTRIES INC 1.4%
Value ($000) $4,468 Shares 19,329 Est. Cost $85.21 Unrealized 0.0%
SPANSION INC CL A NEW 1.3%
Value ($000) $4,252 Shares 124,247 Est. Cost $34.22 Unrealized
AVAGO TECHNOLOGIES LTDCOM NPV 1.3%
Value ($000) $4,232 Shares 42,073 Est. Cost $67.62 Unrealized
BXP BOSTON PROPERTIES INC 1.3%
Value ($000) $4,230 Shares 32,866 Est. Cost $79.21 Unrealized 0.0%
MASTERCARD INC 1.3%
Value ($000) $4,113 Shares 47,734 Est. Cost $86.17 Unrealized
3M COMPANY 1.3%
Value ($000) $4,112 Shares 25,026 Est. Cost $164.31 Unrealized
TMO THERMO FISHER SCIENTIFIC 1.3%
Value ($000) $4,086 Shares 32,613 Est. Cost $114.08 Unrealized +3.0%
BDX BECTON DICKINSON & CO 1.3%
Value ($000) $4,047 Shares 29,080 Est. Cost $107.84 Unrealized 0.0%
LAM RESEARCH CORPORATION 1.3%
Value ($000) $4,039 Shares 50,911 Est. Cost $79.33 Unrealized
ALIBABA GROUP HLDG ADR F SPONS 1.2%
Value ($000) $3,758 Shares 36,158 Est. Cost $103.93 Unrealized
PUBLIC STORAGE REIT 1.1%
Value ($000) $3,565 Shares 19,284 Est. Cost $184.87 Unrealized
TJX T J X COS INC 0.9%
Value ($000) $2,951 Shares 43,026 Est. Cost $27.33 Unrealized 0.0%
NORDSTROM INC 0.7%
Value ($000) $2,113 Shares 26,612 Est. Cost $79.40 Unrealized
CMI CUMMINS INC 0.6%
Value ($000) $2,033 Shares 14,099 Est. Cost $104.58 Unrealized 0.0%
URI UNITED RENTALS INC 0.6%
Value ($000) $1,811 Shares 17,752 Est. Cost $103.79 Unrealized 0.0%
INVESCO CALIFORNIA VALUE MUNIC 0.5%
Value ($000) $1,679 Shares 130,533 Est. Cost $12.26 Unrealized
SRE SEMPRA ENERGY 0.5%
Value ($000) $1,528 Shares 13,721 Est. Cost $36.75 Unrealized +4.7%
EXTRA SPACE STORAGE INC 0.5%
Value ($000) $1,528 Shares 26,057 Est. Cost $58.64 Unrealized
DRI DARDEN RESTAURANTS INC 0.5%
Value ($000) $1,519 Shares 25,916 Est. Cost $35.12 Unrealized 0.0%
COMCAST CORP NEW CL A 0.5%
Value ($000) $1,499 Shares 25,846 Est. Cost $58.00 Unrealized
PFE PFIZER INCORPORATED 0.5%
Value ($000) $1,472 Shares 47,269 Est. Cost $18.00 Unrealized -0.2%
BCE BCE INC 0.5%
Value ($000) $1,462 Shares 31,883 Est. Cost $23.55 Unrealized 0.0%
USB U S BANCORP DEL NEW 0.5%
Value ($000) $1,461 Shares 32,510 Est. Cost $29.12 Unrealized 0.0%
TAUBMAN CENTERS INC REIT 0.5%
Value ($000) $1,454 Shares 19,027 Est. Cost $76.42 Unrealized
KMB KIMBERLY CLARK CORP 0.5%
Value ($000) $1,442 Shares 12,481 Est. Cost $76.09 Unrealized 0.0%
MCHP MICROCHIP TECHNOLOGY INCCOM IS 0.4%
Value ($000) $1,433 Shares 31,766 Est. Cost $17.31 Unrealized 0.0%
AZN ASTRAZENECA PLC ADR F SPONSORE 0.4%
Value ($000) $1,389 Shares 19,742 Est. Cost $71.43 Unrealized
SEASPAN CORPOR 9.5% PFD PFD SE 0.4%
Value ($000) $1,363 Shares 50,943 Est. Cost $26.83 Unrealized
SECTOR SPDR HEALTH FUND SHARES 0.3%
Value ($000) $1,006 Shares 14,708 Est. Cost $51.98 Unrealized
IYT ISHARES US TRANSN AVG TRANSPOR 0.3%
Value ($000) $981 Shares 5,977 Est. Cost $149.53 Unrealized
IYR ISHARES TR REAL ESTATE ETF 0.3%
Value ($000) $931 Shares 12,119 Est. Cost $71.77 Unrealized
SECTOR SPDR TECH SELECT SHARES 0.3%
Value ($000) $908 Shares 21,963 Est. Cost $37.86 Unrealized
SECTOR SPDR FINCL SELECT SHARE 0.3%
Value ($000) $903 Shares 36,527 Est. Cost $23.17 Unrealized
SPDR SER TR S&PDIVID ETF 0.3%
Value ($000) $899 Shares 11,409 Est. Cost $78.80 Unrealized
MKT VECTORS SEMICONDUCTR SEMIC 0.3%
Value ($000) $885 Shares 16,205 Est. Cost $54.61 Unrealized
BLACKROCK INVT QLTY MUNI 0.3%
Value ($000) $849 Shares 51,701 Est. Cost $15.54 Unrealized
PS BUSINESS PKS INC CA REIT 0.2%
Value ($000) $775 Shares 9,740 Est. Cost $79.57 Unrealized
NEXTERA ENERGY INC 0.2%
Value ($000) $757 Shares 7,121 Est. Cost $102.97 Unrealized
VTR VENTAS INC 0.2%
Value ($000) $749 Shares 10,450 Est. Cost $48.29 Unrealized 0.0%
VERIZON COMMUNICATIONS 0.2%
Value ($000) $679 Shares 14,505 Est. Cost $48.71 Unrealized
IHE ISHARES PHARMACEUTICAL ETF 0.2%
Value ($000) $516 Shares 3,410 Est. Cost $118.09 Unrealized
SECTOR SPDR INDL SELECT SHARES 0.1%
Value ($000) $471 Shares 8,327 Est. Cost $50.38 Unrealized
ITA ISHARES AERO & DEF ETF 0.1%
Value ($000) $469 Shares 4,087 Est. Cost $114.75 Unrealized
OXY OCCIDENTAL PETROLEUM CORP 0.1%
Value ($000) $411 Shares 5,097 Est. Cost $58.30 Unrealized +1.7%
KINDER MORGAN INC 0.1%
Value ($000) $292 Shares 6,896 Est. Cost $37.50 Unrealized