L & S Advisors Inc Quant / Systematic

CIK: 0001392364 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $361,835 (100.0% shares, 0.0% debt)

Holdings (125)

FACEBOOK INC CLASS A 11.8%
Value ($000) $42,644 Shares 332,452 Est. Cost $78.11 Unrealized
INTC INTEL CORP 2.7%
Value ($000) $9,785 Shares 259,212 Est. Cost $27.62 Unrealized +3.6%
MSFT MICROSOFT CORP 2.4%
Value ($000) $8,741 Shares 151,752 Est. Cost $48.92 Unrealized +2.8%
AAPL APPLE INC 2.2%
Value ($000) $8,102 Shares 71,667 Est. Cost $23.75 Unrealized +2.0%
AMAT APPLIED MATERIALS INC 2.2%
Value ($000) $8,013 Shares 265,779 Est. Cost $22.02 Unrealized +14.1%
PG PROCTER AND GAMBLE COCOM 2.2%
Value ($000) $7,848 Shares 87,444 Est. Cost $66.40 Unrealized +1.7%
QCOM QUALCOMM INC 2.2%
Value ($000) $7,819 Shares 114,140 Est. Cost $46.62 Unrealized +0.6%
BROADCOM LIMITED 2.1%
Value ($000) $7,466 Shares 43,279 Est. Cost $161.63 Unrealized
AMGN AMGEN INC 2.0%
Value ($000) $7,313 Shares 43,842 Est. Cost $116.70 Unrealized +9.4%
PEP PEPSICO INCORPORATED 2.0%
Value ($000) $7,213 Shares 66,316 Est. Cost $80.53 Unrealized +0.7%
KHC THE KRAFT HEINZ COMPANY 2.0%
Value ($000) $7,169 Shares 80,096 Est. Cost $50.14 Unrealized +15.7%
UNP UNION PACIFIC CORP 2.0%
Value ($000) $7,149 Shares 73,298 Est. Cost $75.64 Unrealized +0.4%
CVX CHEVRON CORP 2.0%
Value ($000) $7,096 Shares 68,947 Est. Cost $68.02 Unrealized +0.7%
HON HONEYWELL INTERNATIONAL 1.9%
Value ($000) $7,047 Shares 60,444 Est. Cost $77.68 Unrealized +10.8%
3M COMPANY 1.9%
Value ($000) $6,967 Shares 39,532 Est. Cost $169.95 Unrealized
LAM RESEARCH CORP 1.9%
Value ($000) $6,893 Shares 72,775 Est. Cost $86.14 Unrealized
WDC WESTERN DIGITAL CORP DEL 1.9%
Value ($000) $6,880 Shares 117,665 Est. Cost $33.13 Unrealized 0.0%
SBUX STARBUCKS CORP COM 1.9%
Value ($000) $6,808 Shares 125,748 Est. Cost $45.85 Unrealized 0.0%
TOTAL S A SPONSORED ADR 1.9%
Value ($000) $6,696 Shares 140,377 Est. Cost $47.70 Unrealized
SLB SCHLUMBERGER LIMITED COM 1.8%
Value ($000) $6,691 Shares 85,078 Est. Cost $60.67 Unrealized 0.0%
ALK ALASKA AIR GROUP INC 1.8%
Value ($000) $6,517 Shares 98,954 Est. Cost $61.44 Unrealized 0.0%
EXXON MOBIL CORP 1.8%
Value ($000) $6,401 Shares 73,335 Est. Cost $87.31 Unrealized
SPDR DJ INDUSTRIAL AVG ETF 1.8%
Value ($000) $6,378 Shares 34,893 Est. Cost $179.00 Unrealized
CISCO SYS INC COM 1.6%
Value ($000) $5,757 Shares 181,502 Est. Cost $29.25 Unrealized
BDX BECTON DICKINSON CO 1.4%
Value ($000) $4,994 Shares 27,789 Est. Cost $138.32 Unrealized +7.4%
MEDTRONIC PLC 1.4%
Value ($000) $4,958 Shares 57,380 Est. Cost $86.77 Unrealized
JNJ JOHNSON & JOHNSON 1.3%
Value ($000) $4,825 Shares 40,847 Est. Cost $76.05 Unrealized +23.0%
ZKB Gold ETF 1.3%
Value ($000) $4,682 Shares 11,500 Est. Cost $408.09 Unrealized
NXP SEMICONDUCTORS N V 1.1%
Value ($000) $3,909 Shares 38,318 Est. Cost $90.20 Unrealized
OAKIX OAKMARK INTERNATIONALCL I 1.1%
Value ($000) $3,854 Shares 177,949 Est. Cost $21.66 Unrealized
NVIDIA CORP 1.0%
Value ($000) $3,747 Shares 54,690 Est. Cost $53.04 Unrealized
INGERSOLL-RAND PLC SHSUSD1 1.0%
Value ($000) $3,519 Shares 51,803 Est. Cost $62.01 Unrealized
VZ VERIZON COMMUNICATIONS INC COM 1.0%
Value ($000) $3,502 Shares 67,377 Est. Cost $29.93 Unrealized +9.9%
MACQUARIE INFRASTRUCTURE CORP 1.0%
Value ($000) $3,495 Shares 41,983 Est. Cost $83.25 Unrealized
ZOETIS INC COM USD0.01CL A 1.0%
Value ($000) $3,448 Shares 66,296 Est. Cost $52.01 Unrealized
PARSLEY ENERGY INC CLA 0.9%
Value ($000) $3,414 Shares 101,874 Est. Cost $33.51 Unrealized
UNITEDHEALTH GROUP 0.9%
Value ($000) $3,389 Shares 24,208 Est. Cost $141.20 Unrealized
ETN EATON CORP PLC 0.9%
Value ($000) $3,380 Shares 51,439 Est. Cost $44.23 Unrealized +19.6%
PFE PFIZER INCORPORATED 0.9%
Value ($000) $3,372 Shares 99,570 Est. Cost $21.05 Unrealized +5.7%
ADOBE SYS INC 0.9%
Value ($000) $3,371 Shares 31,058 Est. Cost $81.16 Unrealized
SALESFORCE COM INC 0.9%
Value ($000) $3,365 Shares 47,178 Est. Cost $77.66 Unrealized
ADI ANALOG DEVICES INC COM 0.9%
Value ($000) $3,361 Shares 52,154 Est. Cost $51.83 Unrealized 0.0%
AZN ASTRAZENECA ADR 0.9%
Value ($000) $3,274 Shares 99,628 Est. Cost $32.86 Unrealized
NEXTERA ENERGY INC 0.9%
Value ($000) $3,265 Shares 26,692 Est. Cost $109.70 Unrealized
DTE D T E ENERGY COMPANY 0.9%
Value ($000) $3,247 Shares 34,668 Est. Cost $56.09 Unrealized +6.2%
SPG SIMON PPTY GRP INC 0.9%
Value ($000) $3,244 Shares 15,671 Est. Cost $132.93 Unrealized 0.0%
APD AIR PRODUCTS & CHEM 0.9%
Value ($000) $3,243 Shares 21,568 Est. Cost $109.91 Unrealized 0.0%
HLMIX HARDING LOEVNER INTL EQUITY I 0.9%
Value ($000) $3,240 Shares 171,768 Est. Cost $18.86 Unrealized
MERCK & CO INC NEW 0.9%
Value ($000) $3,164 Shares 50,702 Est. Cost $57.61 Unrealized
HD HOME DEPOT INC COM 0.9%
Value ($000) $3,155 Shares 24,517 Est. Cost $106.34 Unrealized 0.0%
WASTE MANAGEMENT INC 0.9%
Value ($000) $3,144 Shares 49,315 Est. Cost $63.75 Unrealized
TJX TJX COS INC NEW COM 0.8%
Value ($000) $3,034 Shares 40,568 Est. Cost $34.29 Unrealized 0.0%
S&P 500 ETF 0.8%
Value ($000) $2,884 Shares 13,334 Est. Cost $209.49 Unrealized
EDWARDS LIFESCIENCES CORP 0.6%
Value ($000) $2,186 Shares 18,128 Est. Cost $111.73 Unrealized
WHR WHIRLPOOL CORP 0.6%
Value ($000) $2,006 Shares 12,373 Est. Cost $173.57 Unrealized +2.1%
ALIBABA GROUP HLDG LTD 0.5%
Value ($000) $1,924 Shares 18,190 Est. Cost $105.77 Unrealized
TWILIO INC CL A 0.5%
Value ($000) $1,890 Shares 29,365 Est. Cost $36.50 Unrealized
WMT WAL-MART STORES INC 0.5%
Value ($000) $1,845 Shares 25,580 Est. Cost $20.27 Unrealized +1.6%
TMO THERMO FISHER SCIENTIFIC 0.5%
Value ($000) $1,813 Shares 11,397 Est. Cost $143.61 Unrealized +4.5%
MHK MOHAWK INDS INC 0.4%
Value ($000) $1,624 Shares 8,104 Est. Cost $205.53 Unrealized 0.0%
ALLERGAN PLC 0.4%
Value ($000) $1,606 Shares 6,973 Est. Cost $230.32 Unrealized
ULTA SALON COSMETICS & FRAGRAN 0.4%
Value ($000) $1,526 Shares 6,414 Est. Cost $237.92 Unrealized
VBR VANGUARD SMALL CAP VALUE ETF 0.4%
Value ($000) $1,513 Shares 13,675 Est. Cost $110.64 Unrealized
VTV VANGUARD VALUE ETF 0.4%
Value ($000) $1,438 Shares 16,530 Est. Cost $84.98 Unrealized
CEMIX CAUSEWAY EMERGING MARKETS I 0.4%
Value ($000) $1,321 Shares 121,295 Est. Cost $10.89 Unrealized
GUGGENHEIM S&P 500 EQUAL WEIGH 0.3%
Value ($000) $1,223 Shares 14,625 Est. Cost $81.00 Unrealized
IWP ISHARES RUSSELL MID CAP GROWTH 0.3%
Value ($000) $1,146 Shares 11,765 Est. Cost $97.41 Unrealized
IWO ISHARES RUSSELL 2000 GROWTH ET 0.3%
Value ($000) $1,015 Shares 6,815 Est. Cost $148.94 Unrealized
GENERAL ELECTRIC CO 0.2%
Value ($000) $866 Shares 29,234 Est. Cost $31.47 Unrealized
FLMVX JP MORGAN MID CAP VALUE FUND I 0.2%
Value ($000) $841 Shares 22,558 Est. Cost $37.28 Unrealized
ALPHABET INC CLASS A 0.2%
Value ($000) $837 Shares 1,041 Est. Cost $694.90 Unrealized
AMZN AMAZON.COM INC 0.2%
Value ($000) $754 Shares 900 Est. Cost $33.82 Unrealized +13.2%
SPDR S&P DIV ETF 0.2%
Value ($000) $745 Shares 8,828 Est. Cost $75.57 Unrealized
KO COCA COLA CO 0.2%
Value ($000) $741 Shares 17,520 Est. Cost $32.10 Unrealized +1.4%
SPDR TECH SECTOR SPDR ETF 0.2%
Value ($000) $739 Shares 15,458 Est. Cost $43.87 Unrealized
VUG VANGUARD GROWTH ETF 0.2%
Value ($000) $738 Shares 6,575 Est. Cost $109.77 Unrealized
ABBVIE INC 0.2%
Value ($000) $732 Shares 11,606 Est. Cost $61.95 Unrealized
JP MORGAN CHASE & CO 0.2%
Value ($000) $691 Shares 10,370 Est. Cost $62.46 Unrealized
VETAX VICTORY SYCAMORE ESTABLISHED V 0.2%
Value ($000) $658 Shares 18,943 Est. Cost $34.74 Unrealized
DEVON ENERGY CORP 0.2%
Value ($000) $624 Shares 14,135 Est. Cost $36.25 Unrealized
EXPRESS SCRIPTS HLDG CO 0.2%
Value ($000) $607 Shares 8,601 Est. Cost $75.81 Unrealized
EOG RESOURCES INC 0.2%
Value ($000) $603 Shares 6,240 Est. Cost $83.41 Unrealized
VISA INC COM CL A 0.2%
Value ($000) $575 Shares 6,958 Est. Cost $76.43 Unrealized
CEMVX CAUSEWAY EMERGING MARKETS FUND 0.1%
Value ($000) $533 Shares 48,634 Est. Cost $10.96 Unrealized
TDG TRANSDIGM GROUP INC 0.1%
Value ($000) $529 Shares 1,830 Est. Cost $155.09 Unrealized +13.1%
ABT ABBOTT LABORATORIES 0.1%
Value ($000) $515 Shares 12,178 Est. Cost $33.35 Unrealized +8.3%
SYK STRYKER CORP 0.1%
Value ($000) $509 Shares 4,373 Est. Cost $101.26 Unrealized +3.6%
VICTORY SYCAMORE ESTABLISHED V 0.1%
Value ($000) $499 Shares 14,349 Est. Cost $34.78 Unrealized
HLMNX HARDING LOEVNER INTL EQUITY PO 0.1%
Value ($000) $491 Shares 26,128 Est. Cost $18.79 Unrealized
GOLDMAN SACHS GROWTH OPP I 0.1%
Value ($000) $489 Shares 19,982 Est. Cost $24.47 Unrealized
AMERICAN TOWER CORP 0.1%
Value ($000) $484 Shares 4,275 Est. Cost $113.55 Unrealized
HOLX HOLOGIC INC 0.1%
Value ($000) $459 Shares 11,815 Est. Cost $35.88 Unrealized +5.2%
COSTCO WHOLESALE CORP 0.1%
Value ($000) $453 Shares 2,968 Est. Cost $156.06 Unrealized
COLUMBIA EMERGING MKTS CONSUM 0.1%
Value ($000) $442 Shares 17,800 Est. Cost $23.66 Unrealized
MUFG MITSUBISHI UFJ FINANCIAL ADR 0.1%
Value ($000) $401 Shares 79,400 Est. Cost $5.41 Unrealized
DIS DISNEY WALT CO 0.1%
Value ($000) $394 Shares 4,245 Est. Cost $92.18 Unrealized -3.6%
IYR ISHARES TR REAL ESTATE ETF 0.1%
Value ($000) $393 Shares 4,877 Est. Cost $76.71 Unrealized
OXY OCCIDENTAL PETROLEUM CORP 0.1%
Value ($000) $386 Shares 5,297 Est. Cost $56.99 Unrealized +0.7%
VANECK VECTORS SEMICONDUCTOR E 0.1%
Value ($000) $384 Shares 5,526 Est. Cost $69.49 Unrealized
VFC V.F. CORP 0.1%
Value ($000) $383 Shares 6,825 Est. Cost $58.99 Unrealized -2.1%
BLACKROCK INC 0.1%
Value ($000) $377 Shares 1,041 Est. Cost $343.24 Unrealized
ITA ISHARES US AEROSPACE & DEFENSE 0.1%
Value ($000) $355 Shares 2,751 Est. Cost $119.46 Unrealized
SPDR HEALTH CARE SECTOR ETF 0.1%
Value ($000) $349 Shares 4,839 Est. Cost $71.69 Unrealized
SPDR INDUSTRIAL SECTOR ETF 0.1%
Value ($000) $346 Shares 5,933 Est. Cost $58.32 Unrealized
SECTOR SPDR TR SHS BENINT ENER 0.1%
Value ($000) $343 Shares 4,857 Est. Cost $70.62 Unrealized
SPDR CONSUMER STAPLES SECTOR E 0.1%
Value ($000) $341 Shares 6,405 Est. Cost $55.03 Unrealized
IYZ ISHARES US TELECOMMUNICATION E 0.1%
Value ($000) $340 Shares 10,564 Est. Cost $32.18 Unrealized
EIX EDISON INTL 0.1%
Value ($000) $336 Shares 4,655 Est. Cost $49.31 Unrealized +3.5%
BMY BRISTOL MYERS SQUIBB 0.1%
Value ($000) $333 Shares 6,184 Est. Cost $41.54 Unrealized +11.1%
TSN TYSON FOODS INC 0.1%
Value ($000) $310 Shares 4,155 Est. Cost $52.55 Unrealized +10.1%
ALPHABET INC 0.1%
Value ($000) $308 Shares 396 Est. Cost $695.01 Unrealized
LMT LOCKHEED MARTIN CORP 0.1%
Value ($000) $293 Shares 1,222 Est. Cost $135.51 Unrealized +43.8%
POWER SHARES FTSE US 1000 ETF 0.1%
Value ($000) $271 Shares 2,895 Est. Cost $93.61 Unrealized
CBRE CLARION GLOBAL REAL ESTAT 0.1%
Value ($000) $269 Shares 32,000 Est. Cost $8.22 Unrealized
CVGW CALAVO GROWERS INC 0.1%
Value ($000) $245 Shares 3,750 Est. Cost $49.87 Unrealized +9.4%
SPDR GOLD SHARES 0.1%
Value ($000) $220 Shares 1,748 Est. Cost $126.47 Unrealized
BAC BANK OF AMERICA CORP 0.1%
Value ($000) $216 Shares 13,815 Est. Cost $11.34 Unrealized +6.4%
Wirecard 0.1%
Value ($000) $208 Shares 4,000 Est. Cost $52.00 Unrealized
Vivendi SA ADR 0.1%
Value ($000) $202 Shares 10,000 Est. Cost $20.20 Unrealized
Aurubis AG 0.1%
Value ($000) $197 Shares 3,500 Est. Cost $56.29 Unrealized
Ishares MSCI Indonesia ETF 0.0%
Value ($000) $159 Shares 6,000 Est. Cost $26.50 Unrealized
Astellas Pharma Inc - ADR 0.0%
Value ($000) $156 Shares 10,000 Est. Cost $15.60 Unrealized
INDY Ishares India 50 ETF 0.0%
Value ($000) $149 Shares 5,000 Est. Cost $29.80 Unrealized
SOUND 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