L & S Advisors Inc Quant / Systematic

CIK: 0001392364 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 14, 2015

Total Value ($000): $379,666 (100.0% shares, 0.0% debt)

Holdings (85)

FACEBOOK INC CLASS A 14.7%
Value ($000) $55,805 Shares 678,773 Est. Cost $78.11 Unrealized
AAPL APPLE INC 2.3%
Value ($000) $8,874 Shares 71,320 Est. Cost $19.15 Unrealized +40.2%
L BRANDS INCCOM 2.3%
Value ($000) $8,816 Shares 93,500 Est. Cost $88.24 Unrealized
KR KROGER COMPANY 2.3%
Value ($000) $8,572 Shares 111,820 Est. Cost $23.94 Unrealized +20.8%
HD HOME DEPOT INC 1.9%
Value ($000) $7,392 Shares 65,066 Est. Cost $75.14 Unrealized +13.6%
NOC NORTHROP GRUMMAN CORP 1.9%
Value ($000) $7,190 Shares 44,671 Est. Cost $116.79 Unrealized +14.6%
BMY BRISTOL-MYERS SQUIBB CO 1.8%
Value ($000) $7,000 Shares 108,534 Est. Cost $39.54 Unrealized +9.9%
VALERO ENERGY CORP 1.8%
Value ($000) $6,976 Shares 109,650 Est. Cost $63.62 Unrealized
SBUX STARBUCKS CORP 1.8%
Value ($000) $6,925 Shares 73,124 Est. Cost $36.12 Unrealized 0.0%
TXN TEXAS INSTRUMENTS INC 1.8%
Value ($000) $6,836 Shares 119,546 Est. Cost $38.00 Unrealized +9.8%
LMT LOCKHEED MARTIN CORP 1.8%
Value ($000) $6,835 Shares 33,677 Est. Cost $120.62 Unrealized +22.0%
HON HONEYWELL INTERNATIONAL 1.8%
Value ($000) $6,821 Shares 65,388 Est. Cost $68.95 Unrealized +5.9%
UNITED TECHNOLOGIES CORP 1.8%
Value ($000) $6,783 Shares 57,876 Est. Cost $114.85 Unrealized
MCKESSON CORPORATION 1.8%
Value ($000) $6,770 Shares 29,928 Est. Cost $167.70 Unrealized
DELPHI AUTOMOTIVE PLCCOM USD0. 1.8%
Value ($000) $6,758 Shares 84,745 Est. Cost $79.75 Unrealized
UNITEDHEALTH GROUP 1.8%
Value ($000) $6,732 Shares 56,909 Est. Cost $118.29 Unrealized
TJX T J X COS INC 1.8%
Value ($000) $6,693 Shares 95,550 Est. Cost $28.40 Unrealized +3.1%
COSTCO WHOLESALE CORP 1.8%
Value ($000) $6,683 Shares 44,117 Est. Cost $151.48 Unrealized
DIS DISNEY WALT CO 1.7%
Value ($000) $6,596 Shares 62,882 Est. Cost $91.86 Unrealized 0.0%
BDX BECTON DICKINSON & CO 1.7%
Value ($000) $6,592 Shares 45,911 Est. Cost $111.77 Unrealized +6.1%
BA BOEING CO 1.7%
Value ($000) $6,582 Shares 43,857 Est. Cost $127.79 Unrealized 0.0%
WISDOMTREE TR EUROPE HEDGEDEQ 1.7%
Value ($000) $6,547 Shares 98,991 Est. Cost $66.14 Unrealized
DOW CHEMICAL CO 1.7%
Value ($000) $6,540 Shares 136,314 Est. Cost $47.98 Unrealized
MCHP MICROCHIP TECHNOLOGY INCCOM IS 1.7%
Value ($000) $6,538 Shares 133,692 Est. Cost $18.86 Unrealized +2.6%
MERCK & CO INC NEW 1.7%
Value ($000) $6,342 Shares 110,339 Est. Cost $56.98 Unrealized
AVAGO TECHNOLOGIES LTDCOM NPV 1.4%
Value ($000) $5,349 Shares 42,125 Est. Cost $67.62 Unrealized
EXXON MOBIL CORPORATION 1.3%
Value ($000) $4,796 Shares 56,422 Est. Cost $93.55 Unrealized
TSCO TRACTOR SUPPLY CO 1.2%
Value ($000) $4,517 Shares 53,107 Est. Cost $14.25 Unrealized 0.0%
R RYDER SYSTEM INC 1.2%
Value ($000) $4,502 Shares 47,444 Est. Cost $91.88 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC 1.2%
Value ($000) $4,459 Shares 33,188 Est. Cost $114.27 Unrealized +9.2%
HANESBRANDS INC COM 1.2%
Value ($000) $4,448 Shares 132,725 Est. Cost $33.51 Unrealized
PPG P P G INDUSTRIES INC 1.2%
Value ($000) $4,383 Shares 19,433 Est. Cost $85.21 Unrealized +10.8%
PANW PALO ALTO NETWORKS INC 1.1%
Value ($000) $4,353 Shares 29,799 Est. Cost $22.39 Unrealized 0.0%
CYPRESS SEMICONDUCTR CORP 1.1%
Value ($000) $4,336 Shares 307,312 Est. Cost $14.11 Unrealized
NORDSTROM INC 1.1%
Value ($000) $4,211 Shares 52,424 Est. Cost $79.86 Unrealized
TWITTER INC 1.1%
Value ($000) $4,203 Shares 83,924 Est. Cost $50.08 Unrealized
3M COMPANY 1.1%
Value ($000) $4,189 Shares 25,394 Est. Cost $164.32 Unrealized
ACTAVIS PLC F 1.1%
Value ($000) $4,150 Shares 13,945 Est. Cost $297.60 Unrealized
FREESCALE SEMICONDUCTORLTD ILT 1.1%
Value ($000) $4,066 Shares 99,761 Est. Cost $40.76 Unrealized
GILD GILEAD SCIENCES INC 1.1%
Value ($000) $4,007 Shares 40,838 Est. Cost $70.55 Unrealized 0.0%
FEDEX CORP COM ISIN#US31428X10 1.1%
Value ($000) $4,006 Shares 24,215 Est. Cost $165.43 Unrealized
SWK STANLEY BLACK & DECKERINC COM 1.1%
Value ($000) $3,997 Shares 41,911 Est. Cost $72.52 Unrealized 0.0%
ACTAVIS PLC 5.5%03/01/2018 PFD 0.9%
Value ($000) $3,476 Shares 3,361 Est. Cost $1034.22 Unrealized
PSX PHILLIPS 66 COM 0.9%
Value ($000) $3,451 Shares 43,908 Est. Cost $49.25 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 0.9%
Value ($000) $3,352 Shares 33,324 Est. Cost $69.00 Unrealized +8.9%
JPMORGAN CHASE & CO 0.9%
Value ($000) $3,342 Shares 55,173 Est. Cost $62.58 Unrealized
KINDER MORGAN INC 0.8%
Value ($000) $2,906 Shares 69,091 Est. Cost $41.60 Unrealized
DRI DARDEN RESTAURANTS INC 0.7%
Value ($000) $2,785 Shares 40,160 Est. Cost $37.19 Unrealized +10.1%
INVESCO CALIFORNIA VALUE MUNIC 0.7%
Value ($000) $2,620 Shares 195,940 Est. Cost $12.63 Unrealized
PFE PFIZER INCORPORATED 0.7%
Value ($000) $2,570 Shares 73,875 Est. Cost $18.76 Unrealized +7.2%
KRAFT FOODS GROUP INCCOM NPV 0.7%
Value ($000) $2,544 Shares 29,204 Est. Cost $87.11 Unrealized
BIOGEN INC COM ISIN#US09062X10 0.7%
Value ($000) $2,504 Shares 5,931 Est. Cost $422.19 Unrealized
CVS CVS HEALTH CORP COM 0.6%
Value ($000) $2,427 Shares 23,512 Est. Cost $74.28 Unrealized 0.0%
SRE SEMPRA ENERGY 0.6%
Value ($000) $2,408 Shares 22,092 Est. Cost $37.66 Unrealized +4.0%
NEXTERA ENERGY INC 0.6%
Value ($000) $2,401 Shares 23,076 Est. Cost $103.72 Unrealized
TIME WARNER INC NEW COMNEW 0.6%
Value ($000) $2,400 Shares 28,422 Est. Cost $84.44 Unrealized
WFC WELLS FARGO & CO NEW 0.6%
Value ($000) $2,348 Shares 43,156 Est. Cost $39.85 Unrealized 0.0%
SUNTRUST BANKS INC 0.6%
Value ($000) $2,339 Shares 56,912 Est. Cost $41.10 Unrealized
COMCAST CORP NEW CL A 0.6%
Value ($000) $2,338 Shares 41,410 Est. Cost $57.42 Unrealized
ABT ABBOTT LABORATORIES 0.6%
Value ($000) $2,331 Shares 50,312 Est. Cost $37.42 Unrealized 0.0%
USB U S BANCORP DEL NEW 0.6%
Value ($000) $2,293 Shares 52,509 Est. Cost $29.38 Unrealized +1.4%
SEASPAN CORPOR 9.5% PFD PFD SE 0.6%
Value ($000) $2,256 Shares 84,301 Est. Cost $26.80 Unrealized
CISCO SYS INC COM ISIN#US17275 0.6%
Value ($000) $2,234 Shares 81,173 Est. Cost $27.52 Unrealized
GOLDMAN SACHS GROUP INC 0.6%
Value ($000) $2,184 Shares 11,621 Est. Cost $187.25 Unrealized
BCE BCE INC 0.6%
Value ($000) $2,178 Shares 51,416 Est. Cost $23.59 Unrealized +0.3%
ULTA SALON COSMETCS &FRAGINC C 0.6%
Value ($000) $2,140 Shares 14,188 Est. Cost $150.83 Unrealized
ETN EATON CORP 0.6%
Value ($000) $2,136 Shares 31,440 Est. Cost $52.54 Unrealized 0.0%
CELGENE CORP 0.6%
Value ($000) $2,093 Shares 18,155 Est. Cost $115.29 Unrealized
EDWARDS LIFESCIENCES CORP 0.5%
Value ($000) $2,056 Shares 14,429 Est. Cost $142.49 Unrealized
ADOBE SYS INC 0.5%
Value ($000) $2,026 Shares 27,407 Est. Cost $73.92 Unrealized
SELECT SECTOR SPDR TRCONSUMER 0.3%
Value ($000) $1,255 Shares 16,653 Est. Cost $75.36 Unrealized
MARATHON PETE CORP 0.3%
Value ($000) $1,246 Shares 12,168 Est. Cost $102.40 Unrealized
VERIZON COMMUNICATIONS 0.3%
Value ($000) $1,207 Shares 24,811 Est. Cost $48.68 Unrealized
SECTOR SPDR HEALTH FUND SHARES 0.3%
Value ($000) $994 Shares 13,706 Est. Cost $51.98 Unrealized
IYZ ISHARES US TELECOMMUNICATION E 0.2%
Value ($000) $870 Shares 28,779 Est. Cost $30.23 Unrealized
SECTOR SPDR TECH SELECT SHARES 0.2%
Value ($000) $860 Shares 20,752 Est. Cost $37.86 Unrealized
SPDR SER TR S&PDIVID ETF 0.2%
Value ($000) $854 Shares 10,919 Est. Cost $78.80 Unrealized
IYT ISHARES US TRANSN AVG TRANSPOR 0.2%
Value ($000) $845 Shares 5,394 Est. Cost $149.53 Unrealized
SECTOR SPDR FINCL SELECT SHARE 0.2%
Value ($000) $808 Shares 33,522 Est. Cost $23.17 Unrealized
SECTOR SPDR INDL SELECT SHARES 0.2%
Value ($000) $785 Shares 14,083 Est. Cost $52.57 Unrealized
IHE ISHARES PHARMACEUTICAL ETF 0.1%
Value ($000) $526 Shares 3,049 Est. Cost $118.09 Unrealized
OXY OCCIDENTAL PETROLEUM CORP 0.1%
Value ($000) $372 Shares 5,097 Est. Cost $58.30 Unrealized -4.3%
PRICE T ROWE GROUP INCCOM ISIN 0.1%
Value ($000) $283 Shares 3,500 Est. Cost $80.86 Unrealized
MUFG MITSUBISHI UFJ FINL ADRF SPONS 0.1%
Value ($000) $251 Shares 40,400 Est. Cost $6.21 Unrealized
CALL APPLE INC $80 ADJ EXP 04/ 0.1%
Value ($000) $202 Shares 45 Est. Cost $4488.89 Unrealized