L & S Advisors Inc Quant / Systematic

CIK: 0001392364 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Jul 21, 2015

Total Value ($000): $392,879 (100.0% shares, 0.0% debt)

Holdings (91)

FACEBOOK INC CLASS A 13.5%
Value ($000) $52,938 Shares 617,247 Est. Cost $78.11 Unrealized
AAPL APPLE INC 2.9%
Value ($000) $11,314 Shares 90,206 Est. Cost $21.12 Unrealized +35.2%
L BRANDS INCCOM 2.1%
Value ($000) $8,388 Shares 97,836 Est. Cost $88.13 Unrealized
KR KROGER COMPANY 2.1%
Value ($000) $8,253 Shares 113,824 Est. Cost $24.04 Unrealized +22.8%
SBUX STARBUCKS CORP 2.1%
Value ($000) $8,060 Shares 150,340 Est. Cost $38.59 Unrealized +6.1%
BROADCOM CORP CLA 1.9%
Value ($000) $7,645 Shares 148,484 Est. Cost $51.49 Unrealized
BMY BRISTOL-MYERS SQUIBB CO 1.9%
Value ($000) $7,537 Shares 113,271 Est. Cost $39.82 Unrealized +15.5%
BAC BANK OF AMERICA CORP 1.9%
Value ($000) $7,514 Shares 441,485 Est. Cost $13.13 Unrealized 0.0%
HD HOME DEPOT INC 1.9%
Value ($000) $7,489 Shares 67,392 Est. Cost $75.55 Unrealized +15.3%
DIS DISNEY WALT CO 1.9%
Value ($000) $7,446 Shares 65,234 Est. Cost $92.16 Unrealized +8.5%
DELPHI AUTOMOTIVE PLCCOM USD0. 1.9%
Value ($000) $7,398 Shares 86,946 Est. Cost $79.88 Unrealized
NOC NORTHROP GRUMMAN CORP 1.9%
Value ($000) $7,314 Shares 46,109 Est. Cost $117.34 Unrealized +14.7%
UNITEDHEALTH GROUP 1.8%
Value ($000) $7,214 Shares 59,129 Est. Cost $118.43 Unrealized
DOW CHEMICAL CO 1.8%
Value ($000) $7,188 Shares 140,470 Est. Cost $48.07 Unrealized
VALERO ENERGY CORP 1.8%
Value ($000) $7,147 Shares 114,171 Est. Cost $63.58 Unrealized
NKE NIKE INC CLASS B 1.8%
Value ($000) $7,104 Shares 65,770 Est. Cost $44.79 Unrealized 0.0%
C CITIGROUP INC COMNEW 1.8%
Value ($000) $6,951 Shares 125,826 Est. Cost $40.55 Unrealized 0.0%
HON HONEYWELL INTERNATIONAL 1.8%
Value ($000) $6,911 Shares 67,779 Est. Cost $69.15 Unrealized +8.1%
BDX BECTON DICKINSON & CO 1.7%
Value ($000) $6,771 Shares 47,803 Est. Cost $111.99 Unrealized +4.8%
MCKESSON CORPORATION 1.7%
Value ($000) $6,724 Shares 29,909 Est. Cost $167.70 Unrealized
UNITED TECHNOLOGIES CORP 1.7%
Value ($000) $6,703 Shares 60,424 Est. Cost $114.68 Unrealized
TJX T J X COS INC 1.7%
Value ($000) $6,609 Shares 99,874 Est. Cost $28.42 Unrealized +1.0%
MCHP MICROCHIP TECHNOLOGY INCCOM IS 1.7%
Value ($000) $6,594 Shares 139,032 Est. Cost $18.89 Unrealized +3.8%
MERCK & CO INC NEW 1.7%
Value ($000) $6,567 Shares 115,360 Est. Cost $56.98 Unrealized
LMT LOCKHEED MARTIN CORP 1.7%
Value ($000) $6,521 Shares 35,080 Est. Cost $121.58 Unrealized +18.9%
BA BOEING CO 1.6%
Value ($000) $6,375 Shares 45,957 Est. Cost $127.84 Unrealized +0.8%
R RYDER SYSTEM INC 1.6%
Value ($000) $6,365 Shares 72,849 Est. Cost $92.75 Unrealized +1.8%
AVAGO TECHNOLOGIES LTDCOM NPV 1.4%
Value ($000) $5,513 Shares 41,472 Est. Cost $67.62 Unrealized
PANW PALO ALTO NETWORKS INC 1.3%
Value ($000) $5,224 Shares 29,901 Est. Cost $22.39 Unrealized +19.2%
EXXON MOBIL CORPORATION 1.3%
Value ($000) $5,027 Shares 60,422 Est. Cost $92.86 Unrealized
GILD GILEAD SCIENCES INC 1.2%
Value ($000) $4,788 Shares 40,891 Est. Cost $70.55 Unrealized +7.7%
TSCO TRACTOR SUPPLY CO 1.2%
Value ($000) $4,706 Shares 52,327 Est. Cost $14.25 Unrealized +6.4%
PPG P P G INDUSTRIES INC 1.1%
Value ($000) $4,417 Shares 38,500 Est. Cost $89.76 Unrealized +5.2%
SWK STANLEY BLACK & DECKERINC COM 1.1%
Value ($000) $4,394 Shares 41,756 Est. Cost $72.52 Unrealized +7.0%
HANESBRANDS INC COM 1.1%
Value ($000) $4,389 Shares 131,736 Est. Cost $33.51 Unrealized
GOLDMAN SACHS GROUP INC 1.1%
Value ($000) $4,342 Shares 20,797 Est. Cost $196.75 Unrealized
TMO THERMO FISHER SCIENTIFIC 1.1%
Value ($000) $4,283 Shares 33,007 Est. Cost $114.27 Unrealized +10.5%
ALLERGAN PLC. COM USD0.0001 1.1%
Value ($000) $4,274 Shares 14,083 Est. Cost $303.49 Unrealized
3M COMPANY 1.1%
Value ($000) $4,243 Shares 27,499 Est. Cost $163.55 Unrealized
JPMORGAN CHASE & CO 1.0%
Value ($000) $4,124 Shares 60,862 Est. Cost $63.07 Unrealized
FEDEX CORP COM ISIN#US31428X10 1.0%
Value ($000) $4,102 Shares 24,073 Est. Cost $165.43 Unrealized
FREESCALE SEMICONDUCTORLTD ILT 1.0%
Value ($000) $3,982 Shares 99,617 Est. Cost $40.76 Unrealized
ALLERGAN PLC. PFD 1.0%
Value ($000) $3,942 Shares 3,770 Est. Cost $1045.62 Unrealized
ETN EATON CORP 1.0%
Value ($000) $3,932 Shares 58,256 Est. Cost $53.74 Unrealized +2.6%
CYPRESS SEMICONDUCTR CORP 0.9%
Value ($000) $3,614 Shares 307,314 Est. Cost $14.11 Unrealized
JNJ JOHNSON & JOHNSON 0.9%
Value ($000) $3,371 Shares 34,593 Est. Cost $69.20 Unrealized +7.6%
DRI DARDEN RESTAURANTS INC 0.8%
Value ($000) $3,114 Shares 43,808 Est. Cost $37.73 Unrealized +15.7%
WFC WELLS FARGO & CO NEW 0.8%
Value ($000) $2,971 Shares 52,832 Est. Cost $40.13 Unrealized +3.1%
KRAFT FOODS GROUP INCCOM NPV 0.7%
Value ($000) $2,918 Shares 34,268 Est. Cost $86.82 Unrealized
PFE PFIZER INCORPORATED 0.7%
Value ($000) $2,837 Shares 84,614 Est. Cost $19.01 Unrealized +9.3%
COMCAST CORP NEW CL A 0.7%
Value ($000) $2,805 Shares 46,634 Est. Cost $57.73 Unrealized
CVS CVS HEALTH CORP COM 0.7%
Value ($000) $2,784 Shares 26,549 Est. Cost $74.39 Unrealized +1.2%
TIME WARNER INC NEW COMNEW 0.7%
Value ($000) $2,779 Shares 31,798 Est. Cost $84.76 Unrealized
ABT ABBOTT LABORATORIES 0.7%
Value ($000) $2,744 Shares 55,901 Est. Cost $37.62 Unrealized +4.6%
SUNTRUST BANKS INC 0.7%
Value ($000) $2,720 Shares 63,215 Est. Cost $41.29 Unrealized
INVESCO CALIFORNIA VALUE MUNIC 0.7%
Value ($000) $2,712 Shares 219,210 Est. Cost $12.60 Unrealized
GENERAL ELECTRIC COMPANY 0.7%
Value ($000) $2,562 Shares 96,413 Est. Cost $26.57 Unrealized
USB U S BANCORP DEL NEW 0.7%
Value ($000) $2,560 Shares 58,979 Est. Cost $29.44 Unrealized +1.6%
CISCO SYS INC COM ISIN#US17275 0.6%
Value ($000) $2,531 Shares 92,166 Est. Cost $27.51 Unrealized
SEASPAN CORP PERP PFD-C 9.5%12 0.6%
Value ($000) $2,464 Shares 95,395 Est. Cost $26.69 Unrealized
BCE BCE INC 0.6%
Value ($000) $2,419 Shares 56,914 Est. Cost $23.59 Unrealized +0.0%
BIOGEN INC COM ISIN#US09062X10 0.6%
Value ($000) $2,385 Shares 5,905 Est. Cost $422.19 Unrealized
ADOBE SYS INC 0.6%
Value ($000) $2,220 Shares 27,399 Est. Cost $73.92 Unrealized
ULTA SALON COSMETCS &FRAGINC C 0.6%
Value ($000) $2,174 Shares 14,078 Est. Cost $150.83 Unrealized
CELGENE CORP 0.5%
Value ($000) $2,123 Shares 18,340 Est. Cost $115.29 Unrealized
EDWARDS LIFESCIENCES CORP 0.5%
Value ($000) $2,061 Shares 14,470 Est. Cost $142.49 Unrealized
VERIZON COMMUNICATIONS 0.4%
Value ($000) $1,492 Shares 32,020 Est. Cost $48.21 Unrealized
MARATHON PETE CORP 0.4%
Value ($000) $1,410 Shares 26,955 Est. Cost $74.92 Unrealized
NEXTERA ENERGY INC 0.3%
Value ($000) $1,310 Shares 13,361 Est. Cost $103.72 Unrealized
SRE SEMPRA ENERGY 0.3%
Value ($000) $1,299 Shares 13,131 Est. Cost $37.66 Unrealized +0.5%
SELECT SECTOR SPDR TRCONSUMER 0.3%
Value ($000) $1,145 Shares 14,965 Est. Cost $75.36 Unrealized
SECTOR SPDR HEALTH FUND SHARES 0.2%
Value ($000) $929 Shares 12,484 Est. Cost $51.98 Unrealized
SECTOR SPDR TECH SELECT SHARES 0.2%
Value ($000) $794 Shares 19,188 Est. Cost $37.86 Unrealized
SPDR SER TR S&PDIVID ETF 0.2%
Value ($000) $751 Shares 9,859 Est. Cost $78.80 Unrealized
SECTOR SPDR INDL SELECT SHARES 0.2%
Value ($000) $697 Shares 12,899 Est. Cost $52.57 Unrealized
ITA ISHARES AERO & DEF ETF 0.2%
Value ($000) $671 Shares 5,636 Est. Cost $119.06 Unrealized
IHE ISHARES PHARMACEUTICAL ETF 0.1%
Value ($000) $479 Shares 2,739 Est. Cost $118.09 Unrealized
IYZ ISHARES US TELECOMMUNICATION E 0.1%
Value ($000) $404 Shares 13,805 Est. Cost $30.23 Unrealized
OXY OCCIDENTAL PETROLEUM CORP 0.1%
Value ($000) $396 Shares 5,097 Est. Cost $58.30 Unrealized -2.5%
FACTORSHARES TR ISE CYBERSEC I 0.1%
Value ($000) $394 Shares 12,482 Est. Cost $31.57 Unrealized
CL COLGATE-PALMOLIVE CO 0.1%
Value ($000) $379 Shares 5,800 Est. Cost $52.97 Unrealized 0.0%
SPDR SER TR S&PREGL BKG ETF 0.1%
Value ($000) $372 Shares 8,429 Est. Cost $44.13 Unrealized
SECTOR SPDR FINCL SELECT SHARE 0.1%
Value ($000) $358 Shares 14,676 Est. Cost $23.17 Unrealized
MSFT MICROSOFT CORP 0.1%
Value ($000) $298 Shares 6,741 Est. Cost $39.29 Unrealized 0.0%
MUFG MITSUBISHI UFJ FINL ADRF SPONS 0.1%
Value ($000) $292 Shares 40,400 Est. Cost $6.21 Unrealized
KO COCA COLA CO 0.1%
Value ($000) $269 Shares 6,850 Est. Cost $29.04 Unrealized 0.0%
CVX CHEVRON CORPORATION 0.1%
Value ($000) $256 Shares 2,653 Est. Cost $66.45 Unrealized 0.0%
IBM INTL BUSINESS MACHINES 0.1%
Value ($000) $236 Shares 1,450 Est. Cost $102.99 Unrealized 0.0%
WMT WAL-MART STORES INC COM ISIN#U 0.1%
Value ($000) $231 Shares 3,250 Est. Cost $20.88 Unrealized 0.0%
CBS CORP NEW CL B 0.1%
Value ($000) $226 Shares 4,075 Est. Cost $55.46 Unrealized
TESLA MOTORS INC 0.1%
Value ($000) $201 Shares 750 Est. Cost $268.00 Unrealized