L & S Advisors Inc Quant / Systematic

CIK: 0001392364 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 10, 2016

Total Value ($000): $399,167 (100.0% shares, 0.0% debt)

Holdings (82)

FACEBOOK INC CLASS A 13.0%
Value ($000) $51,849 Shares 495,403 Est. Cost $78.11 Unrealized
NOC NORTHROP GRUMMAN CORP 2.8%
Value ($000) $11,198 Shares 59,307 Est. Cost $127.47 Unrealized +22.1%
JPMORGAN CHASE & CO 2.8%
Value ($000) $11,176 Shares 169,259 Est. Cost $63.24 Unrealized
LMT LOCKHEED MARTIN CORP 2.8%
Value ($000) $11,117 Shares 51,197 Est. Cost $135.51 Unrealized +22.0%
HON HONEYWELL INTERNATIONAL 2.8%
Value ($000) $11,045 Shares 106,642 Est. Cost $70.99 Unrealized +4.6%
BAC BANK OF AMERICA CORP 2.6%
Value ($000) $10,446 Shares 620,689 Est. Cost $13.56 Unrealized 0.0%
BDX BECTON DICKINSON CO 2.4%
Value ($000) $9,763 Shares 63,361 Est. Cost $114.67 Unrealized +7.7%
BMY BRISTOL MYERS SQUIBB 2.4%
Value ($000) $9,755 Shares 141,808 Est. Cost $41.12 Unrealized +13.5%
GD GENERAL DYNAMICS CORP W/RTS TO 2.3%
Value ($000) $9,033 Shares 65,764 Est. Cost $115.26 Unrealized -0.5%
C CITIGROUP INC COMNEW 2.3%
Value ($000) $9,026 Shares 174,416 Est. Cost $39.62 Unrealized 0.0%
L BRANDS INCCOM 2.1%
Value ($000) $8,399 Shares 87,657 Est. Cost $88.26 Unrealized
HD HOME DEPOT INC 2.1%
Value ($000) $8,223 Shares 62,176 Est. Cost $76.16 Unrealized +31.3%
NKE NIKE INC CLASS B 2.0%
Value ($000) $7,958 Shares 127,331 Est. Cost $50.85 Unrealized +11.5%
AAPL APPLE INC 1.9%
Value ($000) $7,673 Shares 72,891 Est. Cost $21.20 Unrealized +21.4%
SBUX STARBUCKS CORP 1.9%
Value ($000) $7,657 Shares 127,560 Est. Cost $38.59 Unrealized +28.0%
UPS UNITED PARCEL SERVICE B CLASS 1.8%
Value ($000) $7,347 Shares 76,344 Est. Cost $69.40 Unrealized +1.8%
MERCK & CO INC NEW 1.8%
Value ($000) $7,038 Shares 133,236 Est. Cost $56.07 Unrealized
MCHP MICROCHIP TECHNOLOGY INCCOM IS 1.8%
Value ($000) $7,035 Shares 151,169 Est. Cost $19.24 Unrealized 0.0%
ALPHABET INC CLASS A 1.6%
Value ($000) $6,310 Shares 8,110 Est. Cost $663.61 Unrealized
ADOBE SYS INC 1.5%
Value ($000) $6,162 Shares 65,594 Est. Cost $81.16 Unrealized
AMGN AMGEN INCORPORATED 1.5%
Value ($000) $6,124 Shares 37,726 Est. Cost $116.32 Unrealized +0.2%
AMZN AMAZON.COM INC 1.5%
Value ($000) $6,110 Shares 9,040 Est. Cost $26.05 Unrealized +21.0%
ALLERGAN PLC. COM USD0.0001 1.5%
Value ($000) $6,053 Shares 19,370 Est. Cost $309.14 Unrealized
DELPHI AUTOMOTIVE PLCCOM USD0. 1.4%
Value ($000) $5,705 Shares 66,547 Est. Cost $79.46 Unrealized
SYNCHRONY FINANCIAL 1.4%
Value ($000) $5,675 Shares 186,602 Est. Cost $30.41 Unrealized
MSFT MICROSOFT CORP 1.4%
Value ($000) $5,595 Shares 100,850 Est. Cost $45.50 Unrealized +0.9%
TEVA TEVA PHARMACEUTICAL INDUSTRIES 1.4%
Value ($000) $5,394 Shares 82,183 Est. Cost $60.42 Unrealized
PFE PFIZER INCORPORATED 1.3%
Value ($000) $5,226 Shares 161,882 Est. Cost $19.68 Unrealized +3.5%
TEVA PHARMACEUTICAL INDUSTRIES 1.3%
Value ($000) $5,202 Shares 5,113 Est. Cost $1017.41 Unrealized
ALLERGAN PLC. PFD 1.3%
Value ($000) $5,125 Shares 4,981 Est. Cost $1032.64 Unrealized
INTC INTEL CORP 1.3%
Value ($000) $5,075 Shares 147,315 Est. Cost $26.65 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC 1.1%
Value ($000) $4,412 Shares 31,102 Est. Cost $114.27 Unrealized +13.3%
EXXON MOBIL CORP 1.1%
Value ($000) $4,398 Shares 56,422 Est. Cost $92.86 Unrealized
EDWARDS LIFESCIENCES CORP 1.1%
Value ($000) $4,395 Shares 55,652 Est. Cost $111.73 Unrealized
ULTA SALON COSMETCS &FRAGINC C 1.1%
Value ($000) $4,338 Shares 23,446 Est. Cost $156.07 Unrealized
PANW PALO ALTO NETWORKS INC 1.1%
Value ($000) $4,224 Shares 23,980 Est. Cost $22.39 Unrealized +28.9%
SWK STANLEY BLACK & DECKERINC COM 1.0%
Value ($000) $4,172 Shares 39,093 Est. Cost $72.52 Unrealized +11.9%
DHR DANAHER CORP 1.0%
Value ($000) $4,096 Shares 44,102 Est. Cost $36.97 Unrealized +3.4%
CELGENE CORP 1.0%
Value ($000) $3,940 Shares 32,896 Est. Cost $112.00 Unrealized
GOLDMAN SACHS GROUP INC 1.0%
Value ($000) $3,911 Shares 21,702 Est. Cost $180.21 Unrealized
MCKESSON CORPORATION 1.0%
Value ($000) $3,906 Shares 19,804 Est. Cost $170.51 Unrealized
COSTCO WHOLESALE CORP 1.0%
Value ($000) $3,848 Shares 23,826 Est. Cost $146.05 Unrealized
SALESFORCE COM INC 1.0%
Value ($000) $3,839 Shares 48,967 Est. Cost $78.40 Unrealized
GILD GILEAD SCIENCES INC 1.0%
Value ($000) $3,823 Shares 37,782 Est. Cost $70.55 Unrealized +3.3%
VMC VULCAN MATERIALS CO 0.9%
Value ($000) $3,699 Shares 38,949 Est. Cost $87.02 Unrealized +2.2%
JNJ JOHNSON & JOHNSON 0.9%
Value ($000) $3,674 Shares 35,768 Est. Cost $69.83 Unrealized +8.7%
MEDTRONIC PLC USD0.0001 ISIN#I 0.9%
Value ($000) $3,542 Shares 46,049 Est. Cost $67.96 Unrealized
LAM RESEARCH CORPORATION 0.9%
Value ($000) $3,498 Shares 44,040 Est. Cost $79.43 Unrealized
NEXTERA ENERGY INC 0.9%
Value ($000) $3,477 Shares 33,471 Est. Cost $100.39 Unrealized
GENERAL ELECTRIC CO 0.9%
Value ($000) $3,475 Shares 111,542 Est. Cost $31.15 Unrealized
KHC THE KRAFT HEINZ COMPANY 0.9%
Value ($000) $3,443 Shares 47,316 Est. Cost $47.74 Unrealized -1.4%
UNITEDHEALTH GROUP 0.9%
Value ($000) $3,417 Shares 29,043 Est. Cost $118.43 Unrealized
ABBVIE INC 0.9%
Value ($000) $3,408 Shares 57,534 Est. Cost $59.23 Unrealized
FITB FIFTH THIRD BANCORP 0.9%
Value ($000) $3,396 Shares 168,951 Est. Cost $13.89 Unrealized 0.0%
CVS CVS HEALTH CORP COM 0.8%
Value ($000) $3,391 Shares 34,683 Est. Cost $74.33 Unrealized -2.3%
AT&T INC COM ISIN#US00206R1023 0.8%
Value ($000) $3,364 Shares 97,757 Est. Cost $34.41 Unrealized
TOTAL S A SPONSORED ADR ISIN#U 0.8%
Value ($000) $3,278 Shares 72,929 Est. Cost $44.95 Unrealized
ABT ABBOTT LABORATORIES 0.7%
Value ($000) $2,796 Shares 62,259 Est. Cost $37.49 Unrealized -2.5%
AVAGO TECHNOLOGIES LTD 0.6%
Value ($000) $2,410 Shares 16,601 Est. Cost $125.00 Unrealized
MHK MOHAWK INDS INC 0.5%
Value ($000) $2,036 Shares 10,751 Est. Cost $191.95 Unrealized 0.0%
SKYWORKS SOLUTIONS INCCOM 0.5%
Value ($000) $1,961 Shares 25,527 Est. Cost $84.21 Unrealized
PUBLIC STORAGE REIT 0.5%
Value ($000) $1,857 Shares 7,495 Est. Cost $247.77 Unrealized
AVB AVALONBAY CMNTYS INC COM ISIN# 0.5%
Value ($000) $1,849 Shares 10,041 Est. Cost $119.50 Unrealized +6.4%
SPDR SER TR S&PDIVID ETF 0.3%
Value ($000) $1,003 Shares 13,635 Est. Cost $75.57 Unrealized
SECTOR SPDR HEALTH FUND SHARES 0.2%
Value ($000) $837 Shares 11,618 Est. Cost $52.40 Unrealized
SPDR S&P 500 ETF TRUSTUNIT SER 0.2%
Value ($000) $704 Shares 3,453 Est. Cost $191.59 Unrealized
SECTOR SPDR TECH SELECT SHARES 0.2%
Value ($000) $678 Shares 15,831 Est. Cost $39.55 Unrealized
SELECT SECTOR SPDR TRCONSUMER 0.2%
Value ($000) $671 Shares 8,580 Est. Cost $75.36 Unrealized
ITA ISHARES TR U.S. AER&DEFETF 0.2%
Value ($000) $631 Shares 5,340 Est. Cost $118.65 Unrealized
IHE ISHARES TR U.S. PHARMAETF 0.1%
Value ($000) $428 Shares 2,644 Est. Cost $120.76 Unrealized
CL COLGATE-PALMOLIVE CO 0.1%
Value ($000) $386 Shares 5,800 Est. Cost $52.97 Unrealized -0.8%
OXY OCCIDENTAL PETROLEUM CORP 0.1%
Value ($000) $345 Shares 5,097 Est. Cost $58.30 Unrealized -8.3%
3M COMPANY 0.1%
Value ($000) $320 Shares 2,125 Est. Cost $163.55 Unrealized
IYR ISHARES TR REAL ESTATE ETF 0.1%
Value ($000) $315 Shares 4,194 Est. Cost $75.11 Unrealized
SECTOR SPDR FINCL SELECT SHARE 0.1%
Value ($000) $311 Shares 13,034 Est. Cost $23.86 Unrealized
KO COCA COLA CO 0.1%
Value ($000) $294 Shares 6,850 Est. Cost $29.04 Unrealized +6.2%
FACTORSHARES TR ISE CYBERSEC I 0.1%
Value ($000) $292 Shares 11,274 Est. Cost $31.48 Unrealized
WFC WELLS FARGO & CO NEW 0.1%
Value ($000) $264 Shares 4,850 Est. Cost $40.13 Unrealized +1.8%
MUFG MITSUBISHI UFJ FINL ADRF SPONS 0.1%
Value ($000) $251 Shares 40,400 Est. Cost $6.21 Unrealized
VZ VERIZON COMMUNICATIONS COM 0.1%
Value ($000) $246 Shares 5,325 Est. Cost $27.01 Unrealized -0.3%
CVX CHEVRON CORPORATION 0.1%
Value ($000) $223 Shares 2,475 Est. Cost $58.43 Unrealized 0.0%
PG PROCTER & GAMBLE CO 0.1%
Value ($000) $201 Shares 2,525 Est. Cost $57.94 Unrealized 0.0%