L & S Advisors Inc Quant / Systematic

CIK: 0001392364 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 13, 2015

Total Value ($000): $343,881 (100.0% shares, 0.0% debt)

Holdings (82)

FACEBOOK INC CLASS A 14.6%
Value ($000) $50,112 Shares 557,419 Est. Cost $78.11 Unrealized
AAPL APPLE INC 2.3%
Value ($000) $7,899 Shares 71,616 Est. Cost $21.12 Unrealized +24.5%
L BRANDS INCCOM 2.3%
Value ($000) $7,766 Shares 86,159 Est. Cost $88.13 Unrealized
NKE NIKE INC CLASS B 2.2%
Value ($000) $7,676 Shares 62,420 Est. Cost $44.79 Unrealized +10.7%
DELPHI AUTOMOTIVE PLCCOM USD0. 2.2%
Value ($000) $7,420 Shares 97,582 Est. Cost $79.46 Unrealized
SBUX STARBUCKS CORP 2.1%
Value ($000) $7,286 Shares 128,188 Est. Cost $38.59 Unrealized +17.5%
NOC NORTHROP GRUMMAN CORP 2.1%
Value ($000) $7,238 Shares 43,617 Est. Cost $117.34 Unrealized +20.7%
LMT LOCKHEED MARTIN CORP 2.1%
Value ($000) $7,237 Shares 34,910 Est. Cost $121.58 Unrealized +26.6%
JPMORGAN CHASE & CO 2.1%
Value ($000) $7,236 Shares 118,673 Est. Cost $62.05 Unrealized
UNP UNION PACIFIC CORP 2.1%
Value ($000) $7,155 Shares 80,926 Est. Cost $72.17 Unrealized 0.0%
KR KROGER COMPANY 2.1%
Value ($000) $7,109 Shares 197,097 Est. Cost $26.63 Unrealized +13.3%
FOOT LOCKER INC 2.1%
Value ($000) $7,108 Shares 98,762 Est. Cost $71.97 Unrealized
TJX T J X COS INC 2.1%
Value ($000) $7,068 Shares 98,957 Est. Cost $28.42 Unrealized +6.8%
HD HOME DEPOT INC 2.0%
Value ($000) $7,003 Shares 60,640 Est. Cost $75.55 Unrealized +19.7%
BMY BRISTOL-MYERS SQUIBB CO 2.0%
Value ($000) $6,998 Shares 118,205 Est. Cost $40.01 Unrealized +11.3%
GD GENERAL DYNAMICS CORP W/RTS TO 2.0%
Value ($000) $6,763 Shares 49,023 Est. Cost $115.47 Unrealized 0.0%
HON HONEYWELL INTERNATIONAL 2.0%
Value ($000) $6,724 Shares 71,007 Est. Cost $69.34 Unrealized +5.7%
JACK JACK IN THE BOX INC COM ISIN#U 2.0%
Value ($000) $6,707 Shares 87,064 Est. Cost $85.32 Unrealized 0.0%
BDX BECTON DICKINSON CO 1.9%
Value ($000) $6,617 Shares 49,882 Est. Cost $112.29 Unrealized +6.2%
MCKESSON CORPORATION 1.9%
Value ($000) $6,604 Shares 35,694 Est. Cost $170.51 Unrealized
R RYDER SYSTEM INC 1.9%
Value ($000) $6,524 Shares 88,112 Est. Cost $91.47 Unrealized -6.7%
MERCK & CO INC NEW 1.9%
Value ($000) $6,364 Shares 128,853 Est. Cost $56.18 Unrealized
UNITEDHEALTH GROUP 1.5%
Value ($000) $5,248 Shares 45,233 Est. Cost $118.43 Unrealized
ADOBE SYS INC 1.2%
Value ($000) $4,286 Shares 52,131 Est. Cost $77.86 Unrealized
PANW PALO ALTO NETWORKS INC 1.2%
Value ($000) $4,253 Shares 24,724 Est. Cost $22.39 Unrealized +31.8%
ALPHABET INC CLASS A 1.2%
Value ($000) $4,242 Shares 6,645 Est. Cost $638.37 Unrealized
EXXON MOBIL CORPORATION 1.2%
Value ($000) $4,195 Shares 56,422 Est. Cost $92.86 Unrealized
AVAGO TECHNOLOGIES LTD 1.2%
Value ($000) $4,111 Shares 32,887 Est. Cost $125.00 Unrealized
EDWARDS LIFESCIENCES CORP 1.2%
Value ($000) $4,091 Shares 28,774 Est. Cost $142.33 Unrealized
AMZN AMAZON.COM INC 1.2%
Value ($000) $4,055 Shares 7,922 Est. Cost $25.28 Unrealized 0.0%
ALLERGAN PLC. PFD 1.2%
Value ($000) $4,046 Shares 4,289 Est. Cost $1033.25 Unrealized
ULTA SALON COSMETCS &FRAGINC C 1.1%
Value ($000) $3,949 Shares 24,172 Est. Cost $156.07 Unrealized
TMO THERMO FISHER SCIENTIFIC 1.1%
Value ($000) $3,927 Shares 32,113 Est. Cost $114.27 Unrealized +10.6%
TSCO TRACTOR SUPPLY CO 1.1%
Value ($000) $3,915 Shares 46,432 Est. Cost $14.25 Unrealized +7.1%
SWK STANLEY BLACK & DECKERINC COM 1.1%
Value ($000) $3,914 Shares 40,360 Est. Cost $72.52 Unrealized +8.7%
DOW CHEMICAL CO 1.1%
Value ($000) $3,910 Shares 92,217 Est. Cost $48.07 Unrealized
GILD GILEAD SCIENCES INC 1.1%
Value ($000) $3,833 Shares 39,038 Est. Cost $70.55 Unrealized +9.9%
SKYWORKS SOLUTIONS INCCOM 1.1%
Value ($000) $3,773 Shares 44,807 Est. Cost $84.21 Unrealized
BA BOEING CO 1.1%
Value ($000) $3,744 Shares 28,588 Est. Cost $127.84 Unrealized -3.5%
AMGN AMGEN INCORPORATED 1.1%
Value ($000) $3,708 Shares 26,810 Est. Cost $116.24 Unrealized 0.0%
CELGENE CORP 1.1%
Value ($000) $3,688 Shares 34,097 Est. Cost $112.00 Unrealized
UPS UNITED PARCEL SERVICE B CLASS 1.0%
Value ($000) $3,269 Shares 33,123 Est. Cost $67.80 Unrealized 0.0%
COSTCO WHOLESALE CORP 0.9%
Value ($000) $3,144 Shares 21,747 Est. Cost $144.57 Unrealized
AVB AVALONBAY CMNTYS INC COM ISIN# 0.9%
Value ($000) $3,096 Shares 17,708 Est. Cost $119.50 Unrealized 0.0%
NEXTERA ENERGY INC 0.9%
Value ($000) $3,073 Shares 31,498 Est. Cost $100.17 Unrealized
TARGET CORP COM ISIN#US87612E1 0.9%
Value ($000) $3,066 Shares 38,975 Est. Cost $78.67 Unrealized
SPG SIMON PPTY GRP INC 0.9%
Value ($000) $3,035 Shares 16,517 Est. Cost $108.76 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 0.9%
Value ($000) $3,026 Shares 32,411 Est. Cost $69.20 Unrealized +4.7%
CONOCOPHILLIPS 0.9%
Value ($000) $3,017 Shares 62,907 Est. Cost $47.96 Unrealized
PFE PFIZER INCORPORATED 0.9%
Value ($000) $3,012 Shares 95,892 Est. Cost $19.20 Unrealized +7.3%
DRI DARDEN RESTAURANTS INC 0.9%
Value ($000) $3,002 Shares 43,803 Est. Cost $37.73 Unrealized +25.1%
KHC THE KRAFT HEINZ COMPANY 0.9%
Value ($000) $3,001 Shares 42,526 Est. Cost $47.82 Unrealized 0.0%
SEASPAN CORP PERP PFD-C 9.5% 0.8%
Value ($000) $2,814 Shares 110,934 Est. Cost $26.50 Unrealized
CVS CVS HEALTH CORP COM 0.8%
Value ($000) $2,793 Shares 28,948 Est. Cost $74.67 Unrealized +4.2%
MEDTRONIC PLC USD0.0001 ISIN#I 0.8%
Value ($000) $2,772 Shares 41,404 Est. Cost $66.95 Unrealized
TEVA TEVA PHARMACEUTICAL INDUSTRIES 0.8%
Value ($000) $2,634 Shares 46,658 Est. Cost $56.45 Unrealized
ABT ABBOTT LABORATORIES 0.6%
Value ($000) $2,212 Shares 54,993 Est. Cost $37.62 Unrealized +3.2%
DHR DANAHER CORP 0.6%
Value ($000) $2,136 Shares 25,063 Est. Cost $36.01 Unrealized 0.0%
FEDEX CORP COM ISIN#US31428X10 0.6%
Value ($000) $2,001 Shares 13,898 Est. Cost $165.43 Unrealized
ALLERGAN PLC. COM USD0.0001 0.6%
Value ($000) $1,959 Shares 7,207 Est. Cost $303.49 Unrealized
PPG P P G INDUSTRIES INC 0.6%
Value ($000) $1,935 Shares 22,065 Est. Cost $89.76 Unrealized -6.0%
VMC VULCAN MATERIALS CO 0.5%
Value ($000) $1,827 Shares 20,477 Est. Cost $85.31 Unrealized 0.0%
INVESCO CALIFORNIA VALUE MUNIC 0.5%
Value ($000) $1,824 Shares 145,116 Est. Cost $12.60 Unrealized
SPDR S&P 500 ETF TRUSTUNIT SER 0.5%
Value ($000) $1,796 Shares 9,374 Est. Cost $191.59 Unrealized
VZ VERIZON COMMUNICATIONS COM 0.5%
Value ($000) $1,667 Shares 38,321 Est. Cost $27.01 Unrealized 0.0%
SECTOR SPDR HEALTH FUND SHARES 0.2%
Value ($000) $852 Shares 12,866 Est. Cost $52.40 Unrealized
SELECT SECTOR SPDR TRCONSUMER 0.2%
Value ($000) $753 Shares 10,142 Est. Cost $75.36 Unrealized
IHE ISHARES TR U.S. PHARMAETF 0.1%
Value ($000) $445 Shares 3,009 Est. Cost $120.76 Unrealized
SECTOR SPDR TECH SELECT SHARES 0.1%
Value ($000) $413 Shares 10,455 Est. Cost $37.86 Unrealized
SPDR SER TR S&PDIVID ETF 0.1%
Value ($000) $378 Shares 5,232 Est. Cost $78.80 Unrealized
CL COLGATE-PALMOLIVE CO 0.1%
Value ($000) $368 Shares 5,800 Est. Cost $52.97 Unrealized -3.2%
OXY OCCIDENTAL PETROLEUM CORP 0.1%
Value ($000) $337 Shares 5,097 Est. Cost $58.30 Unrealized -12.0%
ITA ISHARES TR U.S. AER&DEFETF 0.1%
Value ($000) $319 Shares 2,929 Est. Cost $119.06 Unrealized
FACTORSHARES TR ISE CYBERSEC I 0.1%
Value ($000) $319 Shares 12,650 Est. Cost $31.48 Unrealized
IYZ ISHARES US TELECOMMUNICATION E 0.1%
Value ($000) $308 Shares 11,416 Est. Cost $30.23 Unrealized
3M COMPANY 0.1%
Value ($000) $301 Shares 2,125 Est. Cost $163.55 Unrealized
MSFT MICROSOFT CORP 0.1%
Value ($000) $284 Shares 6,425 Est. Cost $39.29 Unrealized -1.0%
KO COCA COLA CO 0.1%
Value ($000) $275 Shares 6,850 Est. Cost $29.04 Unrealized -0.7%
WFC WELLS FARGO & CO NEW 0.1%
Value ($000) $249 Shares 4,850 Est. Cost $40.13 Unrealized +2.4%
MUFG MITSUBISHI UFJ FINL ADRF SPONS 0.1%
Value ($000) $246 Shares 40,400 Est. Cost $6.21 Unrealized
WMT WAL-MART STORES INC COM ISIN#U 0.1%
Value ($000) $211 Shares 3,250 Est. Cost $20.88 Unrealized -9.4%
IBM INTL BUSINESS MACHINES 0.1%
Value ($000) $210 Shares 1,450 Est. Cost $102.99 Unrealized -7.4%