L & S Advisors Inc Quant / Systematic

CIK: 0001392364 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $440,290 (100.0% shares, 0.0% debt)

Holdings (122)

FACEBOOK INC CLASS A 11.3%
Value ($000) $49,768 Shares 435,490 Est. Cost $78.11 Unrealized
TLT ISHARES TR 20 YR TR BDETF 8.7%
Value ($000) $38,465 Shares 276,928 Est. Cost $138.90 Unrealized
SPDR GOLD TR GOLD SHS 4.2%
Value ($000) $18,343 Shares 145,036 Est. Cost $126.47 Unrealized
SPDR S&P MIDCAP 400 ETFTR UTSE 3.4%
Value ($000) $14,897 Shares 54,723 Est. Cost $272.23 Unrealized
EXXON MOBIL CORP 2.9%
Value ($000) $12,575 Shares 134,143 Est. Cost $87.31 Unrealized
MERCK & CO INC NEW 2.4%
Value ($000) $10,651 Shares 184,882 Est. Cost $57.61 Unrealized
JNJ JOHNSON & JOHNSON 2.3%
Value ($000) $10,167 Shares 83,817 Est. Cost $76.05 Unrealized +14.5%
BMY BRISTOL MYERS SQUIBB 2.0%
Value ($000) $8,995 Shares 122,303 Est. Cost $41.54 Unrealized +21.6%
PFE PFIZER INCORPORATED 1.9%
Value ($000) $8,187 Shares 232,521 Est. Cost $21.05 Unrealized 0.0%
MEDTRONIC PLC USD0.0001 1.8%
Value ($000) $8,094 Shares 93,276 Est. Cost $86.77 Unrealized
VZ VERIZON COMMUNICATIONS 1.8%
Value ($000) $7,867 Shares 140,889 Est. Cost $29.93 Unrealized +5.2%
UNITEDHEALTH GROUP 1.8%
Value ($000) $7,804 Shares 55,271 Est. Cost $141.20 Unrealized
BARRICK GOLD CORP COMNPV ISIN# 1.7%
Value ($000) $7,552 Shares 353,723 Est. Cost $21.35 Unrealized
KHC THE KRAFT HEINZ COMPANY 1.7%
Value ($000) $7,510 Shares 84,873 Est. Cost $50.14 Unrealized +6.9%
AT&T INC COM USD1 1.7%
Value ($000) $7,480 Shares 173,109 Est. Cost $36.84 Unrealized
IWM ISHARES RUSSELL 2000ETF 1.7%
Value ($000) $7,459 Shares 64,876 Est. Cost $114.97 Unrealized
AEP AMERICAN ELECTRIC POWER 1.7%
Value ($000) $7,440 Shares 106,143 Est. Cost $44.98 Unrealized +3.7%
DTE D T E ENERGY COMPANY 1.7%
Value ($000) $7,418 Shares 74,837 Est. Cost $56.09 Unrealized 0.0%
NEXTERA ENERGY INC 1.7%
Value ($000) $7,371 Shares 56,530 Est. Cost $109.70 Unrealized
SILVER WHEATON CORPORATIONCOM 1.7%
Value ($000) $7,361 Shares 312,836 Est. Cost $23.53 Unrealized
MCKESSON CORPORATION 1.7%
Value ($000) $7,355 Shares 39,406 Est. Cost $186.65 Unrealized
BDX BECTON DICKINSON CO 1.7%
Value ($000) $7,289 Shares 42,977 Est. Cost $138.32 Unrealized 0.0%
EOG RESOURCES INC 1.6%
Value ($000) $7,246 Shares 86,867 Est. Cost $83.41 Unrealized
DEVON ENERGY CORP 1.6%
Value ($000) $7,194 Shares 198,461 Est. Cost $36.25 Unrealized
AMGN AMGEN INC 1.6%
Value ($000) $7,118 Shares 46,785 Est. Cost $116.70 Unrealized 0.0%
SPDR DOW JONES INDL AVG ETF TR 1.6%
Value ($000) $7,083 Shares 39,569 Est. Cost $179.00 Unrealized
ZKB GOLD ETF AA CHF 1.1%
Value ($000) $4,693 Shares 11,500 Est. Cost $408.09 Unrealized
3M COMPANY 1.0%
Value ($000) $4,485 Shares 25,612 Est. Cost $166.53 Unrealized
CISCO SYS INC COM 1.0%
Value ($000) $4,252 Shares 148,203 Est. Cost $28.69 Unrealized
BROADCOM LIMITED 0.9%
Value ($000) $4,083 Shares 26,275 Est. Cost $154.58 Unrealized
HON HONEYWELL INTERNATIONAL 0.9%
Value ($000) $3,906 Shares 33,579 Est. Cost $70.99 Unrealized +18.6%
LAM RESEARCH CORP 0.9%
Value ($000) $3,860 Shares 45,920 Est. Cost $81.13 Unrealized
NOC NORTHROP GRUMMAN CORP 0.9%
Value ($000) $3,841 Shares 17,278 Est. Cost $127.47 Unrealized +41.3%
ADOBE SYS INC 0.9%
Value ($000) $3,838 Shares 40,067 Est. Cost $81.16 Unrealized
CIMAREX ENERGY CO 0.9%
Value ($000) $3,836 Shares 32,147 Est. Cost $119.33 Unrealized
ALTRIA GROUP INC 0.9%
Value ($000) $3,809 Shares 55,239 Est. Cost $68.95 Unrealized
RAYTHEON CO COM NEW 0.9%
Value ($000) $3,804 Shares 27,978 Est. Cost $122.62 Unrealized
HCP INC COM 0.9%
Value ($000) $3,785 Shares 106,986 Est. Cost $35.38 Unrealized
GOVERNMENT PPTYS INCOMETR COMS 0.9%
Value ($000) $3,775 Shares 163,723 Est. Cost $23.06 Unrealized
NEWFIELD EXPLORATION CO 0.9%
Value ($000) $3,750 Shares 84,889 Est. Cost $44.18 Unrealized
LMT LOCKHEED MARTIN CORP 0.8%
Value ($000) $3,739 Shares 15,064 Est. Cost $135.51 Unrealized +34.6%
AMAT APPLIED MATERIALS INC 0.8%
Value ($000) $3,696 Shares 154,200 Est. Cost $19.78 Unrealized 0.0%
CVS CVS HEALTH CORP COM 0.8%
Value ($000) $3,690 Shares 38,538 Est. Cost $73.29 Unrealized +1.7%
DR PEPPER SNAPPLE GROUPINC COM 0.8%
Value ($000) $3,686 Shares 38,146 Est. Cost $96.63 Unrealized
CLX CLOROX CO DEL 0.8%
Value ($000) $3,653 Shares 26,400 Est. Cost $98.68 Unrealized 0.0%
INGERSOLL-RAND PLC SHSUSD1 0.8%
Value ($000) $3,615 Shares 56,767 Est. Cost $62.01 Unrealized
CONCHO RES INC 0.8%
Value ($000) $3,581 Shares 30,027 Est. Cost $119.26 Unrealized
ETN EATON CORP PLC 0.8%
Value ($000) $3,505 Shares 58,678 Est. Cost $44.23 Unrealized +12.5%
PIONEER NATURAL RESOURCESCO 0.8%
Value ($000) $3,423 Shares 22,635 Est. Cost $151.23 Unrealized
TWILIO INC CL A 0.8%
Value ($000) $3,383 Shares 92,685 Est. Cost $36.50 Unrealized
SALESFORCE COM INC 0.8%
Value ($000) $3,355 Shares 42,254 Est. Cost $78.40 Unrealized
S&P 500 ETF DEPOSITORY RECEIPT 0.7%
Value ($000) $3,266 Shares 15,590 Est. Cost $209.49 Unrealized
INTC INTEL CORP 0.6%
Value ($000) $2,430 Shares 74,075 Est. Cost $25.11 Unrealized 0.0%
OXY OCCIDENTAL PETROLEUM CORP 0.5%
Value ($000) $2,305 Shares 30,501 Est. Cost $56.99 Unrealized -0.5%
MSFT MICROSOFT CORP 0.5%
Value ($000) $2,233 Shares 43,638 Est. Cost $45.50 Unrealized +1.1%
EDWARDS LIFESCIENCES CORP 0.4%
Value ($000) $1,965 Shares 19,702 Est. Cost $111.73 Unrealized
TRANSCANADA CORPORATIONCOM NPV 0.4%
Value ($000) $1,901 Shares 42,029 Est. Cost $45.23 Unrealized
NVIDIA CORP 0.4%
Value ($000) $1,851 Shares 39,369 Est. Cost $47.02 Unrealized
TMO THERMO FISHER SCIENTIFIC 0.4%
Value ($000) $1,815 Shares 12,284 Est. Cost $143.61 Unrealized 0.0%
VTV VANGUARD VALUE ETF 0.4%
Value ($000) $1,604 Shares 18,875 Est. Cost $84.98 Unrealized
NXP SEMICONDUCTORS N V 0.3%
Value ($000) $1,497 Shares 19,111 Est. Cost $78.33 Unrealized
PG PROCTER & GAMBLE CO 0.3%
Value ($000) $1,378 Shares 16,271 Est. Cost $61.54 Unrealized +2.9%
AAPL APPLE INC 0.3%
Value ($000) $1,278 Shares 13,370 Est. Cost $21.66 Unrealized +4.4%
KO COCA COLA CO 0.2%
Value ($000) $1,097 Shares 24,205 Est. Cost $32.10 Unrealized +3.8%
GUGGENHEIM S&P 500 EQUAL WEIGH 0.2%
Value ($000) $938 Shares 11,675 Est. Cost $80.34 Unrealized
GENERAL ELECTRIC CO 0.2%
Value ($000) $863 Shares 27,419 Est. Cost $31.59 Unrealized
DIS DISNEY WALT CO 0.2%
Value ($000) $839 Shares 8,577 Est. Cost $92.18 Unrealized 0.0%
SPDR SER TR S&PDIVID ETF 0.2%
Value ($000) $752 Shares 8,966 Est. Cost $75.57 Unrealized
JP MORGAN CHASE & CO 0.2%
Value ($000) $749 Shares 12,055 Est. Cost $62.46 Unrealized
DVY ISHARES SELECT DIVIDEND ETF 0.2%
Value ($000) $736 Shares 8,630 Est. Cost $85.28 Unrealized
ABBVIE INC 0.2%
Value ($000) $719 Shares 11,606 Est. Cost $61.95 Unrealized
CVX CHEVRON CORP NEW COM 0.2%
Value ($000) $689 Shares 6,569 Est. Cost $63.62 Unrealized +4.9%
EXPRESS SCRIPTS HLDG CO 0.1%
Value ($000) $652 Shares 8,601 Est. Cost $75.81 Unrealized
AMZN AMAZON.COM INC 0.1%
Value ($000) $644 Shares 900 Est. Cost $33.82 Unrealized 0.0%
ALPHABET INC CLASS A 0.1%
Value ($000) $569 Shares 809 Est. Cost $663.61 Unrealized
PEP PEPSICO INCORPORATED 0.1%
Value ($000) $494 Shares 4,665 Est. Cost $73.27 Unrealized +5.2%
ABT ABBOTT LABORATORIES 0.1%
Value ($000) $479 Shares 12,178 Est. Cost $33.35 Unrealized 0.0%
TDG TRANSDIGM GROUP INC 0.1%
Value ($000) $430 Shares 1,630 Est. Cost $152.60 Unrealized 0.0%
CL COLGATE-PALMOLIVE CO 0.1%
Value ($000) $425 Shares 5,800 Est. Cost $52.97 Unrealized +7.4%
SYK STRYKER CORP 0.1%
Value ($000) $418 Shares 3,490 Est. Cost $100.33 Unrealized 0.0%
ORACLE CORP 0.1%
Value ($000) $397 Shares 9,695 Est. Cost $40.95 Unrealized
VISA INC 0.1%
Value ($000) $377 Shares 5,085 Est. Cost $74.14 Unrealized
AUSTEVOLL SEAFOOD ASA 0.1%
Value ($000) $375 Shares 45,000 Est. Cost $8.33 Unrealized
VFC V.F. CORP 0.1%
Value ($000) $374 Shares 6,075 Est. Cost $59.14 Unrealized 0.0%
IYR ISHARES TR REAL ESTATE ETF 0.1%
Value ($000) $372 Shares 4,516 Est. Cost $76.40 Unrealized
COSTCO WHOLESALE CORP 0.1%
Value ($000) $362 Shares 2,305 Est. Cost $157.05 Unrealized
MUFG MITSUBISHI UFJ FINL ADRF SPONS 0.1%
Value ($000) $352 Shares 79,400 Est. Cost $5.41 Unrealized
VUG VANGUARD GROWTH ETF 0.1%
Value ($000) $348 Shares 3,245 Est. Cost $107.24 Unrealized
BLACKROCK INC 0.1%
Value ($000) $345 Shares 1,007 Est. Cost $342.60 Unrealized
AMERICAN TOWER CORP 0.1%
Value ($000) $332 Shares 2,920 Est. Cost $113.70 Unrealized
ALL ALLSTATE CORP 0.1%
Value ($000) $330 Shares 4,720 Est. Cost $54.10 Unrealized 0.0%
SECTOR SPDR TECH SELECT SHARES 0.1%
Value ($000) $320 Shares 7,377 Est. Cost $39.55 Unrealized
SECTOR SPDR HEALTH FUND SHARES 0.1%
Value ($000) $318 Shares 4,438 Est. Cost $71.65 Unrealized
SELECT SECTOR SPDR CONSUMER ST 0.1%
Value ($000) $318 Shares 5,758 Est. Cost $55.23 Unrealized
ITA ISHARES TR U.S. AER&DEFETF 0.1%
Value ($000) $316 Shares 2,529 Est. Cost $118.62 Unrealized
SECTOR SPDR TR SHS BENINT UTIL 0.1%
Value ($000) $314 Shares 5,990 Est. Cost $49.59 Unrealized
WFC WELLS FARGO & CO 0.1%
Value ($000) $305 Shares 6,450 Est. Cost $39.41 Unrealized -5.5%
WMT WAL-MART STORES INC 0.1%
Value ($000) $303 Shares 4,150 Est. Cost $18.57 Unrealized +5.1%
IBM INTL BUSINESS MACHINES 0.1%
Value ($000) $303 Shares 1,995 Est. Cost $87.09 Unrealized +9.2%
SPDR SER TR S&POIL & GAS EXPL& 0.1%
Value ($000) $302 Shares 8,687 Est. Cost $34.76 Unrealized
EG SHARES EMERGING MARKETS CON 0.1%
Value ($000) $302 Shares 13,000 Est. Cost $23.23 Unrealized
WALGREENS BOOTS ALLIANCE INC 0.1%
Value ($000) $299 Shares 3,585 Est. Cost $83.40 Unrealized
QCOM QUALCOMM INC 0.1%
Value ($000) $270 Shares 5,045 Est. Cost $40.28 Unrealized 0.0%
ALPHABET INC 0.1%
Value ($000) $269 Shares 388 Est. Cost $693.30 Unrealized
CBRE CLARION GLOBAL REAL ESTAT 0.1%
Value ($000) $263 Shares 32,000 Est. Cost $8.22 Unrealized
WHR WHIRLPOOL CORP 0.1%
Value ($000) $262 Shares 1,575 Est. Cost $149.07 Unrealized +18.4%
UNP UNION PACIFIC CORP 0.1%
Value ($000) $257 Shares 2,945 Est. Cost $68.24 Unrealized 0.0%
CVGW CALAVO GROWERS INC 0.1%
Value ($000) $251 Shares 3,750 Est. Cost $49.87 Unrealized 0.0%
EIX EDISON INTL 0.1%
Value ($000) $250 Shares 3,215 Est. Cost $48.54 Unrealized 0.0%
EMC CORPORATION 0.1%
Value ($000) $246 Shares 9,060 Est. Cost $27.15 Unrealized
HOLX HOLOGIC INC 0.1%
Value ($000) $245 Shares 7,075 Est. Cost $34.63 Unrealized 0.0%
HSY HERSHEY CO 0.1%
Value ($000) $233 Shares 2,050 Est. Cost $74.40 Unrealized 0.0%
CBS CORP NEW CL B 0.1%
Value ($000) $222 Shares 4,075 Est. Cost $54.97 Unrealized
UPS UNITED PARCEL SERVICE B CLASS 0.1%
Value ($000) $221 Shares 2,050 Est. Cost $69.40 Unrealized +5.3%
TSN TYSON FOODS INC 0.0%
Value ($000) $217 Shares 3,245 Est. Cost $51.07 Unrealized 0.0%
KMB KIMBERLY CLARK CORP 0.0%
Value ($000) $206 Shares 1,500 Est. Cost $92.77 Unrealized +1.3%
MATERIALS SELECT SECTOR SPDR E 0.0%
Value ($000) $206 Shares 4,435 Est. Cost $44.78 Unrealized
BAC BANK OF AMERICA CORP 0.0%
Value ($000) $183 Shares 13,815 Est. Cost $11.34 Unrealized 0.0%
BLACKROCK MUNIYIELD CALIF QUAL 0.0%
Value ($000) $166 Shares 10,000 Est. Cost $16.60 Unrealized
TATTS GROUP LTD 0.0%
Value ($000) $142 Shares 50,000 Est. Cost $2.84 Unrealized
SOUNDS GLOBAL LTD 0.0%
Value ($000) $69 Shares 180,000 Est. Cost $0.38 Unrealized
LOGIC DEVICES INC 0.0%
Value ($000) $0 Shares 10,000 Est. Cost Unrealized