L & S Advisors Inc Quant / Systematic

CIK: 0001392364 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 13, 2016

Total Value ($000): $404,237 (100.0% shares, 0.0% debt)

Holdings (73)

FACEBOOK INC CLASS A 12.8%
Value ($000) $51,661 Shares 452,768 Est. Cost $78.11 Unrealized
AAPL APPLE INC 3.0%
Value ($000) $12,037 Shares 110,441 Est. Cost $21.66 Unrealized +4.1%
EXXON MOBIL CORP 2.9%
Value ($000) $11,758 Shares 140,659 Est. Cost $87.31 Unrealized
3M COMPANY 2.9%
Value ($000) $11,546 Shares 69,293 Est. Cost $166.53 Unrealized
GENERAL ELECTRIC CO 2.8%
Value ($000) $11,177 Shares 351,574 Est. Cost $31.59 Unrealized
HON HONEYWELL INTERNATIONAL 2.7%
Value ($000) $11,055 Shares 98,663 Est. Cost $70.99 Unrealized +7.5%
NEXTERA ENERGY INC 2.0%
Value ($000) $8,225 Shares 69,504 Est. Cost $109.70 Unrealized
VZ VERIZON COMMUNICATIONS COM 2.0%
Value ($000) $7,988 Shares 147,699 Est. Cost $29.93 Unrealized +0.4%
BXP BOSTON PROPERTIES INCCOM ISIN# 2.0%
Value ($000) $7,969 Shares 62,709 Est. Cost $79.42 Unrealized 0.0%
AVB AVALONBAY CMNTYS INC COM ISIN# 2.0%
Value ($000) $7,966 Shares 41,881 Est. Cost $124.71 Unrealized +1.3%
JNJ JOHNSON & JOHNSON 1.9%
Value ($000) $7,865 Shares 72,686 Est. Cost $74.37 Unrealized +5.9%
LAM RESEARCH CORPORATION 1.9%
Value ($000) $7,837 Shares 94,879 Est. Cost $81.13 Unrealized
AT&T INC COM ISIN#US00206R1023 1.9%
Value ($000) $7,830 Shares 199,907 Est. Cost $36.84 Unrealized
PPG P P G INDUSTRIES INC 1.9%
Value ($000) $7,777 Shares 69,753 Est. Cost $82.12 Unrealized 0.0%
CVS CVS HEALTH CORP COM 1.9%
Value ($000) $7,774 Shares 74,940 Est. Cost $73.29 Unrealized -1.2%
HD HOME DEPOT INC 1.9%
Value ($000) $7,764 Shares 58,185 Est. Cost $76.16 Unrealized +29.2%
INGERSOLL-RAND PLC SHSUSD1 1.9%
Value ($000) $7,677 Shares 123,798 Est. Cost $62.01 Unrealized
TJX T J X COS INC 1.9%
Value ($000) $7,671 Shares 97,911 Est. Cost $31.61 Unrealized 0.0%
NOC NORTHROP GRUMMAN CORP 1.9%
Value ($000) $7,628 Shares 38,545 Est. Cost $127.47 Unrealized +26.3%
SWK STANLEY BLACK & DECKERINC COM 1.9%
Value ($000) $7,613 Shares 72,363 Est. Cost $73.71 Unrealized +1.9%
NKE NIKE INC CLASS B 1.9%
Value ($000) $7,608 Shares 123,773 Est. Cost $50.85 Unrealized +4.6%
SRE SEMPRA ENERGY 1.9%
Value ($000) $7,603 Shares 73,074 Est. Cost $35.23 Unrealized 0.0%
L BRANDS INCCOM 1.9%
Value ($000) $7,568 Shares 86,192 Est. Cost $88.26 Unrealized
WHR WHIRLPOOL CORP 1.9%
Value ($000) $7,548 Shares 41,854 Est. Cost $149.07 Unrealized 0.0%
ETN EATON CORP PLC 1.9%
Value ($000) $7,538 Shares 120,495 Est. Cost $44.23 Unrealized 0.0%
LEN LENNAR CORP CLA 1.9%
Value ($000) $7,536 Shares 155,839 Est. Cost $37.34 Unrealized 0.0%
SPG SIMON PPTY GRP INC 1.9%
Value ($000) $7,523 Shares 36,224 Est. Cost $115.91 Unrealized 0.0%
KMB KIMBERLY CLARK CORP 1.9%
Value ($000) $7,494 Shares 55,716 Est. Cost $92.77 Unrealized 0.0%
BMY BRISTOL MYERS SQUIBB 1.8%
Value ($000) $7,468 Shares 116,902 Est. Cost $41.12 Unrealized +8.9%
LMT LOCKHEED MARTIN CORP 1.8%
Value ($000) $7,450 Shares 33,636 Est. Cost $135.51 Unrealized +21.9%
SBUX STARBUCKS CORP 1.8%
Value ($000) $7,428 Shares 124,417 Est. Cost $38.59 Unrealized +22.9%
PG PROCTER & GAMBLE CO 1.8%
Value ($000) $7,419 Shares 90,138 Est. Cost $61.54 Unrealized +0.2%
PEP PEPSICO INCORPORATED 1.8%
Value ($000) $7,389 Shares 72,106 Est. Cost $73.27 Unrealized 0.0%
SHW SHERWIN WILLIAMS CO 1.8%
Value ($000) $7,299 Shares 25,639 Est. Cost $79.84 Unrealized 0.0%
VALERO ENERGY CORP 1.8%
Value ($000) $7,273 Shares 113,396 Est. Cost $64.14 Unrealized
RAYTHEON CO COM NEW 1.8%
Value ($000) $7,221 Shares 58,887 Est. Cost $122.62 Unrealized
TXN TEXAS INSTRUMENTS INC 1.4%
Value ($000) $5,762 Shares 100,350 Est. Cost $40.51 Unrealized 0.0%
MSFT MICROSOFT CORP 1.1%
Value ($000) $4,299 Shares 77,844 Est. Cost $45.50 Unrealized +1.3%
KHC THE KRAFT HEINZ COMPANY 1.0%
Value ($000) $3,952 Shares 50,299 Est. Cost $47.77 Unrealized +1.1%
AEP AMERICAN ELEC PWR CO 1.0%
Value ($000) $3,938 Shares 59,312 Est. Cost $43.68 Unrealized 0.0%
UNITED TECHNOLOGIES CORP 1.0%
Value ($000) $3,928 Shares 39,245 Est. Cost $100.09 Unrealized
MCHP MICROCHIP TECHNOLOGY INCCOM IS 1.0%
Value ($000) $3,887 Shares 80,638 Est. Cost $19.24 Unrealized -4.3%
PG & E CORP 1.0%
Value ($000) $3,865 Shares 64,716 Est. Cost $59.72 Unrealized
DG DOLLAR GEN CORP NEW COM 1.0%
Value ($000) $3,848 Shares 44,954 Est. Cost $66.64 Unrealized 0.0%
ADOBE SYS INC 1.0%
Value ($000) $3,846 Shares 40,997 Est. Cost $81.16 Unrealized
DRI DARDEN RESTAURANTS INC 0.9%
Value ($000) $3,796 Shares 57,255 Est. Cost $47.83 Unrealized 0.0%
BROADCOM LIMITED COM NPV 0.9%
Value ($000) $3,766 Shares 24,372 Est. Cost $154.52 Unrealized
ALPHABET INC CLASS A 0.9%
Value ($000) $3,735 Shares 4,896 Est. Cost $663.61 Unrealized
APD AIR PRODUCTS & CHEM 0.9%
Value ($000) $3,643 Shares 25,289 Est. Cost $94.71 Unrealized 0.0%
SALESFORCE COM INC 0.9%
Value ($000) $3,622 Shares 49,057 Est. Cost $78.40 Unrealized
EDWARDS LIFESCIENCES CORP 0.4%
Value ($000) $1,782 Shares 20,205 Est. Cost $111.73 Unrealized
SPDR SER TR S&PDIVID ETF 0.2%
Value ($000) $995 Shares 12,443 Est. Cost $75.57 Unrealized
SECTOR SPDR TR SHS BENINT UTIL 0.2%
Value ($000) $646 Shares 13,028 Est. Cost $49.59 Unrealized
ITA ISHARES TR U.S. AER&DEFETF 0.2%
Value ($000) $636 Shares 5,437 Est. Cost $118.62 Unrealized
SECTOR SPDR TECH SELECT SHARES 0.2%
Value ($000) $633 Shares 14,259 Est. Cost $39.55 Unrealized
IYR ISHARES TR REAL ESTATE ETF 0.2%
Value ($000) $620 Shares 7,966 Est. Cost $76.40 Unrealized
CL COLGATE-PALMOLIVE CO 0.1%
Value ($000) $410 Shares 5,800 Est. Cost $52.97 Unrealized -0.2%
MUFG MITSUBISHI UFJ FINL ADRF SPONS 0.1%
Value ($000) $364 Shares 79,400 Est. Cost $5.41 Unrealized
OXY OCCIDENTAL PETROLEUM CORP 0.1%
Value ($000) $349 Shares 5,097 Est. Cost $58.30 Unrealized -13.6%
IYZ ISHARES US TELECOMMUNICATION E 0.1%
Value ($000) $318 Shares 10,342 Est. Cost $30.75 Unrealized
KO COCA COLA CO 0.1%
Value ($000) $318 Shares 6,850 Est. Cost $29.04 Unrealized +9.7%
SELECT SECTOR SPDR TRCONSUMER 0.1%
Value ($000) $313 Shares 3,959 Est. Cost $75.36 Unrealized
SELECT SECTOR SPDR TRSHS BEN I 0.1%
Value ($000) $311 Shares 6,945 Est. Cost $44.78 Unrealized
SECTOR SPDR INDL SELECT SHARES 0.1%
Value ($000) $309 Shares 5,575 Est. Cost $55.43 Unrealized
SECTOR SPDR TR SHS BENINT ENER 0.1%
Value ($000) $306 Shares 4,949 Est. Cost $61.83 Unrealized
MARKET VECTORS ETF TRSEMICONDU 0.1%
Value ($000) $290 Shares 5,256 Est. Cost $55.18 Unrealized
CVX CHEVRON CORP NEW COM 0.1%
Value ($000) $236 Shares 2,475 Est. Cost $58.43 Unrealized -1.7%
WFC WELLS FARGO & CO NEW 0.1%
Value ($000) $235 Shares 4,850 Est. Cost $40.13 Unrealized -7.5%
CBS CORP NEW CL B 0.1%
Value ($000) $224 Shares 4,075 Est. Cost $54.97 Unrealized
WMT WAL-MART STORES INC COM ISIN#U 0.1%
Value ($000) $223 Shares 3,250 Est. Cost $18.31 Unrealized 0.0%
IBM INTL BUSINESS MACHINES 0.1%
Value ($000) $220 Shares 1,450 Est. Cost $84.07 Unrealized 0.0%
UPS UNITED PARCEL SERVICE B CLASS 0.1%
Value ($000) $216 Shares 2,050 Est. Cost $69.40 Unrealized -2.5%
JPMORGAN CHASE & CO 0.1%
Value ($000) $213 Shares 3,600 Est. Cost $63.24 Unrealized