L & S Advisors Inc Quant / Systematic

CIK: 0001392364 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 15, 2017

Total Value ($000): $440,556 (100.0% shares, 0.0% debt)

Holdings (165)

FACEBOOK INC CLASS A 7.7%
Value ($000) $33,745 Shares 293,311 Est. Cost $78.11 Unrealized
MSFT MICROSOFT CORPORATION 2.2%
Value ($000) $9,476 Shares 152,501 Est. Cost $48.92 Unrealized +10.3%
ALK ALASKA AIR GROUP INC 1.9%
Value ($000) $8,479 Shares 95,557 Est. Cost $61.44 Unrealized +20.3%
AMAT APPLIED MATERIALS INC 1.9%
Value ($000) $8,210 Shares 254,429 Est. Cost $22.02 Unrealized +24.8%
BROADCOM LIMITED 1.8%
Value ($000) $7,983 Shares 45,158 Est. Cost $162.26 Unrealized
WDC WESTERN DIGITAL CORP DEL 1.8%
Value ($000) $7,765 Shares 114,280 Est. Cost $33.13 Unrealized +23.4%
GOLDMAN SACHS GROUP INC 1.8%
Value ($000) $7,736 Shares 32,308 Est. Cost $239.45 Unrealized
BAC BANK OF AMERICA CORP 1.7%
Value ($000) $7,470 Shares 338,026 Est. Cost $15.50 Unrealized +1.1%
USB U S BANCORP 1.6%
Value ($000) $7,238 Shares 140,896 Est. Cost $33.77 Unrealized 0.0%
EOG RESOURCES INC 1.6%
Value ($000) $7,219 Shares 71,403 Est. Cost $99.56 Unrealized
LAM RESEARCH CORP 1.6%
Value ($000) $7,211 Shares 68,204 Est. Cost $86.14 Unrealized
SPDR FINANCIAL SECTOR ETF 1.6%
Value ($000) $7,201 Shares 309,701 Est. Cost $23.25 Unrealized
EQUITY LIFESTYLE PPTYSINC COM 1.6%
Value ($000) $7,199 Shares 99,853 Est. Cost $72.10 Unrealized
C CITIGROUP INC 1.6%
Value ($000) $7,194 Shares 121,055 Est. Cost $40.63 Unrealized 0.0%
PARSLEY ENERGY INC 1.6%
Value ($000) $6,862 Shares 194,723 Est. Cost $34.34 Unrealized
R RYDER SYSTEM INC 1.6%
Value ($000) $6,856 Shares 92,107 Est. Cost $73.69 Unrealized 0.0%
MARATHON PETE CORP 1.5%
Value ($000) $6,826 Shares 135,568 Est. Cost $50.35 Unrealized
AXP AMERICAN EXPRESS CO 1.5%
Value ($000) $6,789 Shares 91,639 Est. Cost $60.98 Unrealized 0.0%
3M COMPANY 1.5%
Value ($000) $6,711 Shares 37,581 Est. Cost $169.95 Unrealized
HON HONEYWELL INTERNATIONAL 1.5%
Value ($000) $6,692 Shares 57,762 Est. Cost $77.68 Unrealized +8.4%
EXXON MOBIL CORP 1.5%
Value ($000) $6,639 Shares 73,552 Est. Cost $87.31 Unrealized
MS MORGAN STANLEY 1.5%
Value ($000) $6,560 Shares 155,256 Est. Cost $29.14 Unrealized 0.0%
QCOM QUALCOMM INC 1.5%
Value ($000) $6,550 Shares 100,463 Est. Cost $46.62 Unrealized +12.1%
WY WEYERHAEUSER CO COM 1.5%
Value ($000) $6,482 Shares 215,420 Est. Cost $21.68 Unrealized 0.0%
LYONDELLBASELL INDS 1.5%
Value ($000) $6,479 Shares 75,528 Est. Cost $85.78 Unrealized
APD AIR PRODUCTS & CHEM 1.4%
Value ($000) $6,375 Shares 44,329 Est. Cost $110.79 Unrealized +0.7%
GLW CORNING INC 1.4%
Value ($000) $6,360 Shares 262,038 Est. Cost $18.64 Unrealized 0.0%
MACQUARIE INFRASTRUCTURE 1.4%
Value ($000) $6,308 Shares 77,214 Est. Cost $82.54 Unrealized
KHC THE KRAFT HEINZ COMPANY 1.4%
Value ($000) $6,274 Shares 71,854 Est. Cost $50.14 Unrealized +12.6%
HIG HARTFORD FINANCIAL 1.4%
Value ($000) $6,152 Shares 129,108 Est. Cost $37.62 Unrealized 0.0%
INGERSOLL-RAND PLC SHSUSD1 1.4%
Value ($000) $6,099 Shares 81,281 Est. Cost $66.74 Unrealized
NVIDIA CORPORATION 1.3%
Value ($000) $5,930 Shares 55,559 Est. Cost $53.88 Unrealized
ARCONIC INC COM 1.3%
Value ($000) $5,834 Shares 314,695 Est. Cost $18.54 Unrealized
SPDR DJ INDUSTRIAL AVG ETF 1.3%
Value ($000) $5,707 Shares 28,896 Est. Cost $179.00 Unrealized
CARRIZO OIL & GAS INC 1.3%
Value ($000) $5,691 Shares 152,366 Est. Cost $37.35 Unrealized
AAPL APPLE INC 1.2%
Value ($000) $5,148 Shares 44,452 Est. Cost $23.75 Unrealized +9.8%
STLD STEEL DYNAMICS INC COM 1.1%
Value ($000) $4,780 Shares 134,338 Est. Cost $26.10 Unrealized 0.0%
ALPHABET INC CLASS A 1.0%
Value ($000) $4,553 Shares 5,746 Est. Cost $774.72 Unrealized
S&P 500 ETF 1.0%
Value ($000) $4,228 Shares 18,914 Est. Cost $213.64 Unrealized
GENERAL ELECTRIC CO 0.9%
Value ($000) $4,156 Shares 131,513 Est. Cost $31.57 Unrealized
INTU INTUIT 0.9%
Value ($000) $3,839 Shares 33,500 Est. Cost $104.73 Unrealized 0.0%
BAKER HUGHES INC 0.9%
Value ($000) $3,810 Shares 58,647 Est. Cost $64.96 Unrealized
DEVON ENERGY CORPORATION 0.8%
Value ($000) $3,681 Shares 80,607 Est. Cost $44.01 Unrealized
WASTE MANAGEMENT INC 0.8%
Value ($000) $3,681 Shares 51,913 Est. Cost $64.11 Unrealized
UNITED STATES STEEL CORP 0.8%
Value ($000) $3,678 Shares 111,426 Est. Cost $33.01 Unrealized
HAL HALLIBURTON CO HOLDINGCO FRMLY 0.8%
Value ($000) $3,633 Shares 67,162 Est. Cost $41.70 Unrealized 0.0%
ADI ANALOG DEVICES INC COM 0.8%
Value ($000) $3,597 Shares 49,535 Est. Cost $51.83 Unrealized +10.3%
HD HOME DEPOT INC 0.8%
Value ($000) $3,583 Shares 26,720 Est. Cost $106.09 Unrealized -2.5%
ANADARKO PETE CORP 0.8%
Value ($000) $3,475 Shares 49,838 Est. Cost $69.73 Unrealized
PROLOGIS INC COM 0.8%
Value ($000) $3,458 Shares 65,505 Est. Cost $52.79 Unrealized
SLB SCHLUMBERGER LIMITED 0.8%
Value ($000) $3,444 Shares 41,024 Est. Cost $60.67 Unrealized +3.9%
ZOETIS INC COM USD0.01CL A 0.8%
Value ($000) $3,389 Shares 63,305 Est. Cost $52.01 Unrealized
BHP BHP BILLITON LTD ADR 0.8%
Value ($000) $3,355 Shares 93,770 Est. Cost $35.78 Unrealized
EMR EMERSON ELECTRIC CO 0.7%
Value ($000) $3,158 Shares 56,653 Est. Cost $42.86 Unrealized 0.0%
MDLZ MONDELEZ INTERNATIONAL 0.7%
Value ($000) $3,072 Shares 69,292 Est. Cost $34.73 Unrealized 0.0%
CONTINENTAL RESOURCES 0.7%
Value ($000) $3,071 Shares 59,593 Est. Cost $51.53 Unrealized
OAKIX OAKMARK INTERNATIONAL I 0.7%
Value ($000) $3,045 Shares 134,154 Est. Cost $21.66 Unrealized
ADOBE SYS INC 0.7%
Value ($000) $3,036 Shares 29,486 Est. Cost $81.16 Unrealized
TJX TJX COMPANIES INC 0.7%
Value ($000) $3,030 Shares 40,335 Est. Cost $34.29 Unrealized -3.1%
CONCHO RES INC 0.7%
Value ($000) $3,005 Shares 22,665 Est. Cost $132.58 Unrealized
HLMIX HARDING LOEVNER INTERNATIONAL 0.7%
Value ($000) $2,990 Shares 167,687 Est. Cost $18.86 Unrealized
NOC NORTHROP GRUMMAN CORP 0.7%
Value ($000) $2,907 Shares 12,499 Est. Cost $200.65 Unrealized 0.0%
SWIFT TRANSPORTATION COCOM USD 0.7%
Value ($000) $2,901 Shares 119,079 Est. Cost $24.36 Unrealized
JOHNSON CONTROLS 0.6%
Value ($000) $2,772 Shares 67,286 Est. Cost $41.20 Unrealized
INTC INTEL CORPORATION 0.6%
Value ($000) $2,722 Shares 75,040 Est. Cost $27.62 Unrealized +5.5%
MERCK & CO INC NEW 0.6%
Value ($000) $2,716 Shares 46,133 Est. Cost $57.61 Unrealized
FREEPORT MCMORAN INC 0.6%
Value ($000) $2,680 Shares 203,200 Est. Cost $13.19 Unrealized
TECK TECK RESOURCES 0.6%
Value ($000) $2,674 Shares 133,512 Est. Cost $21.64 Unrealized 0.0%
URI UNITED RENTALS INC 0.5%
Value ($000) $2,080 Shares 19,700 Est. Cost $88.13 Unrealized 0.0%
CISCO SYS INC COM 0.4%
Value ($000) $1,982 Shares 65,582 Est. Cost $29.25 Unrealized
PIONEER NATURAL RESOURCES 0.4%
Value ($000) $1,907 Shares 10,593 Est. Cost $180.02 Unrealized
ULTA BEAUTY INC COM 0.4%
Value ($000) $1,901 Shares 7,455 Est. Cost $240.30 Unrealized
VBR VANGUARD SMALL CAP VALUE ETF 0.4%
Value ($000) $1,865 Shares 15,415 Est. Cost $111.81 Unrealized
IWP ISHARES RUSSELL MID CAP GROWTH 0.4%
Value ($000) $1,829 Shares 18,785 Est. Cost $97.39 Unrealized
JNJ JOHNSON & JOHNSON 0.4%
Value ($000) $1,627 Shares 14,119 Est. Cost $76.05 Unrealized +18.0%
CLIFFS NAT RES INC COM 0.4%
Value ($000) $1,578 Shares 187,596 Est. Cost $8.41 Unrealized
CIMAREX ENERGY CO 0.4%
Value ($000) $1,578 Shares 11,612 Est. Cost $135.89 Unrealized
AMZN AMAZON.COM 0.3%
Value ($000) $1,508 Shares 2,011 Est. Cost $36.79 Unrealized +6.5%
VTV VANGUARD VALUE ETF 0.3%
Value ($000) $1,417 Shares 15,231 Est. Cost $84.98 Unrealized
JPMORGAN CHASE & CO 0.3%
Value ($000) $1,369 Shares 15,866 Est. Cost $70.71 Unrealized
CEMIX CAUSEWAY EMERGING MARKETS I 0.3%
Value ($000) $1,279 Shares 124,182 Est. Cost $10.88 Unrealized
ISRG INTUITIVE SURGICAL INC 0.3%
Value ($000) $1,268 Shares 2,000 Est. Cost $73.52 Unrealized 0.0%
GUGGENHEIM S&P 500 EQUAL WEIGH 0.3%
Value ($000) $1,267 Shares 14,625 Est. Cost $81.00 Unrealized
IWO ISHARES RUSSELL 2000 GROWTH ET 0.3%
Value ($000) $1,208 Shares 7,850 Est. Cost $149.59 Unrealized
PG PROCTER AND GAMBLE COCOM 0.3%
Value ($000) $1,156 Shares 13,747 Est. Cost $66.40 Unrealized +0.5%
VETAX VICTORY SYCAMORE VALUE A 0.2%
Value ($000) $1,051 Shares 29,070 Est. Cost $35.23 Unrealized
FLMVX JP MORGAN MID CAP VALUE L 0.2%
Value ($000) $1,034 Shares 28,415 Est. Cost $37.10 Unrealized
AMERICAN TOWER CORPORATION 0.2%
Value ($000) $986 Shares 9,334 Est. Cost $109.26 Unrealized
ABBVIE INC 0.2%
Value ($000) $933 Shares 14,895 Est. Cost $62.10 Unrealized
VICTORY SYCAMORE VALUE I 0.2%
Value ($000) $755 Shares 20,877 Est. Cost $35.21 Unrealized
DUNKIN BRANDS GROUP 0.2%
Value ($000) $753 Shares 14,360 Est. Cost $52.44 Unrealized
VUG VANGUARD GROWTH ETF 0.2%
Value ($000) $697 Shares 6,248 Est. Cost $109.77 Unrealized
CVX CHEVRON CORP NEW COM 0.2%
Value ($000) $693 Shares 5,890 Est. Cost $68.02 Unrealized +8.5%
VISA INC COM CL A 0.2%
Value ($000) $683 Shares 8,750 Est. Cost $76.76 Unrealized
CAPITAL ONE FINANCIAL 0.1%
Value ($000) $629 Shares 7,205 Est. Cost $87.30 Unrealized
EXPRESS SCRIPTS HLDG CO 0.1%
Value ($000) $592 Shares 8,601 Est. Cost $75.81 Unrealized
SPDR TECH ETF 0.1%
Value ($000) $571 Shares 11,817 Est. Cost $43.87 Unrealized
LMT LOCKHEED MARTIN CORPORATION 0.1%
Value ($000) $564 Shares 2,258 Est. Cost $163.23 Unrealized +20.0%
SPDR INDUSTRIAL ETF 0.1%
Value ($000) $558 Shares 8,962 Est. Cost $59.65 Unrealized
KO COCA COLA CO 0.1%
Value ($000) $556 Shares 13,420 Est. Cost $32.10 Unrealized -2.8%
VZ VERIZON COMMUNICATIONS INC 0.1%
Value ($000) $551 Shares 10,319 Est. Cost $29.93 Unrealized +3.5%
UNITEDHEALTH GROUP 0.1%
Value ($000) $548 Shares 3,423 Est. Cost $141.20 Unrealized
SYK STRYKER CORPORATION 0.1%
Value ($000) $540 Shares 4,503 Est. Cost $101.33 Unrealized +2.5%
SBUX STARBUCKS CORPORATION 0.1%
Value ($000) $539 Shares 9,715 Est. Cost $45.85 Unrealized -0.6%
COSTCO WHOLESALE 0.1%
Value ($000) $508 Shares 3,173 Est. Cost $156.32 Unrealized
WHR WHIRLPOOL CORPORATION 0.1%
Value ($000) $505 Shares 2,776 Est. Cost $173.57 Unrealized -4.6%
PAYPAL HOLDINGS INC 0.1%
Value ($000) $497 Shares 12,590 Est. Cost $39.48 Unrealized
IP INTERNATIONAL PAPER CO 0.1%
Value ($000) $490 Shares 9,235 Est. Cost $31.25 Unrealized 0.0%
PEP PEPSICO INCORPORATED 0.1%
Value ($000) $471 Shares 4,500 Est. Cost $80.53 Unrealized -1.5%
ABT ABBOTT LABORATORIES 0.1%
Value ($000) $468 Shares 12,178 Est. Cost $33.35 Unrealized +0.9%
TDG TRANSDIGM GROUP INC 0.1%
Value ($000) $456 Shares 1,830 Est. Cost $155.09 Unrealized +13.5%
HOLX HOLOGIC INC 0.1%
Value ($000) $452 Shares 11,269 Est. Cost $35.88 Unrealized +7.6%
PANW PALO ALTO NETWORKS 0.1%
Value ($000) $451 Shares 3,605 Est. Cost $23.96 Unrealized 0.0%
METLIFE INC 0.1%
Value ($000) $450 Shares 8,350 Est. Cost $53.89 Unrealized
NETFLIX INC 0.1%
Value ($000) $446 Shares 3,599 Est. Cost $123.92 Unrealized
XPO XPO LOGISTICS INC 0.1%
Value ($000) $434 Shares 10,050 Est. Cost $13.93 Unrealized 0.0%
DIS DISNEY WALT CO 0.1%
Value ($000) $434 Shares 4,160 Est. Cost $92.18 Unrealized -1.6%
CEMVX CAUSEWAY EMERGING MARKETS FUND 0.1%
Value ($000) $431 Shares 41,528 Est. Cost $10.96 Unrealized
HLMNX HARDING LOEVNER INTERNATIONAL 0.1%
Value ($000) $428 Shares 24,024 Est. Cost $18.79 Unrealized
ALPHABET INC 0.1%
Value ($000) $422 Shares 546 Est. Cost $716.40 Unrealized
DOW CHEMICAL CO 0.1%
Value ($000) $421 Shares 7,352 Est. Cost $57.26 Unrealized
UNP UNION PACIFIC CORP 0.1%
Value ($000) $414 Shares 3,991 Est. Cost $75.64 Unrealized +6.2%
COLUMBIA EMERGING MARKETS ETF 0.1%
Value ($000) $394 Shares 17,800 Est. Cost $23.66 Unrealized
EIX EDISON INTERNATIONAL 0.1%
Value ($000) $382 Shares 5,300 Est. Cost $49.19 Unrealized -1.8%
OXY OCCIDENTAL PETROLEUM CORP 0.1%
Value ($000) $377 Shares 5,297 Est. Cost $56.99 Unrealized -3.5%
VFC V.F. CORPORATION 0.1%
Value ($000) $366 Shares 6,855 Est. Cost $58.99 Unrealized -12.1%
DE DEERE & COMPANY 0.1%
Value ($000) $331 Shares 3,210 Est. Cost $81.42 Unrealized 0.0%
WALGREENS BOOTS ALLIANCE 0.1%
Value ($000) $313 Shares 3,787 Est. Cost $82.65 Unrealized
WELLS FARGO 7.5 percent PFD SER LNV 0.1%
Value ($000) $309 Shares 260 Est. Cost $1188.46 Unrealized
BMY BRISTOL MYERS SQUIBB 0.1%
Value ($000) $309 Shares 5,284 Est. Cost $41.54 Unrealized -4.8%
ACTIVISION BLIZZARD INCCOM 0.1%
Value ($000) $308 Shares 8,525 Est. Cost $36.13 Unrealized
SPDR S&P DIV ETF 0.1%
Value ($000) $302 Shares 3,530 Est. Cost $75.57 Unrealized
SPDR S&P REGIONAL BANK ETF 0.1%
Value ($000) $301 Shares 5,416 Est. Cost $55.58 Unrealized
SPDR S&P OIL & GAS ETF 0.1%
Value ($000) $300 Shares 13,413 Est. Cost $22.37 Unrealized
ITA ISHARES US AEROSPACE & DEFENSE 0.1%
Value ($000) $296 Shares 2,110 Est. Cost $119.46 Unrealized
IYT ISHARES US TRANSPORTATION ETF 0.1%
Value ($000) $291 Shares 1,790 Est. Cost $162.57 Unrealized
POWER SHARES FTSE US 1000 ETF 0.1%
Value ($000) $288 Shares 2,895 Est. Cost $93.61 Unrealized
SPDR S&P OIL & GAS ETF 0.1%
Value ($000) $283 Shares 6,835 Est. Cost $41.40 Unrealized
IYZ ISHARES US TELECOMMUNICATION E 0.1%
Value ($000) $280 Shares 8,115 Est. Cost $32.18 Unrealized
SPDR MATERIALS SELECT 0.1%
Value ($000) $275 Shares 5,524 Est. Cost $49.78 Unrealized
IJR ISHARES CORE S&P SMALL-CAPETF 0.1%
Value ($000) $272 Shares 1,976 Est. Cost $137.65 Unrealized
PACWEST BANCORP 0.1%
Value ($000) $272 Shares 5,000 Est. Cost $54.40 Unrealized
SPDR S&P METALS & MINING ETF 0.1%
Value ($000) $271 Shares 8,906 Est. Cost $30.43 Unrealized
SPDR HEALTH CARE ETF 0.1%
Value ($000) $257 Shares 3,727 Est. Cost $71.69 Unrealized
TSN TYSON FOODS INC 0.1%
Value ($000) $249 Shares 4,040 Est. Cost $52.55 Unrealized -1.0%
BA BOEING CO 0.1%
Value ($000) $246 Shares 1,582 Est. Cost $135.00 Unrealized 0.0%
NXP SEMICONDUCTORS 0.1%
Value ($000) $244 Shares 2,490 Est. Cost $90.20 Unrealized
SHIRE PLC SPONSORED ADR 0.1%
Value ($000) $242 Shares 1,420 Est. Cost $170.42 Unrealized
CBRE GLOBAL REAL ESTATE FUND 0.1%
Value ($000) $234 Shares 32,000 Est. Cost $8.22 Unrealized
BANK OF AMERICA 7.25 percent PFD SER 0.1%
Value ($000) $233 Shares 200 Est. Cost $1165.00 Unrealized
CVGW CALAVO GROWERS INC 0.1%
Value ($000) $230 Shares 3,750 Est. Cost $49.87 Unrealized +3.3%
TMO THERMO FISHER SCIENTIFIC 0.1%
Value ($000) $229 Shares 1,620 Est. Cost $143.61 Unrealized +0.1%
GD GENERAL DYNAMICS CORP 0.0%
Value ($000) $219 Shares 1,271 Est. Cost $134.10 Unrealized 0.0%
PLCE CHILDRENS PLACE INC 0.0%
Value ($000) $212 Shares 2,100 Est. Cost $90.09 Unrealized 0.0%
VMC VULCAN MATERIALS CO 0.0%
Value ($000) $210 Shares 1,680 Est. Cost $111.71 Unrealized 0.0%
AMGN AMGEN INC 0.0%
Value ($000) $209 Shares 1,427 Est. Cost $116.70 Unrealized -2.0%
MGM MGM RESORTS INTERNATIONAL 0.0%
Value ($000) $205 Shares 7,100 Est. Cost $26.17 Unrealized 0.0%
AURUBIS AG GERMAN ORD 0.0%
Value ($000) $202 Shares 3,500 Est. Cost $56.29 Unrealized
SEASPAN CORPORATION 0.0%
Value ($000) $197 Shares 21,600 Est. Cost $9.12 Unrealized
VIVHY VIVENDI SA ADR 0.0%
Value ($000) $189 Shares 10,000 Est. Cost $18.90 Unrealized
REGIONS FINANCIAL 0.0%
Value ($000) $185 Shares 12,867 Est. Cost $14.38 Unrealized
ALPMY ASTELLAS PHARMA ADR 0.0%
Value ($000) $139 Shares 10,000 Est. Cost $13.90 Unrealized
SOUND GLOBAL LTD 0.0%
Value ($000) $69 Shares 180,000 Est. Cost $0.38 Unrealized
MEDIZONE INTL INC 0.0%
Value ($000) $37 Shares 340,000 Est. Cost $0.11 Unrealized
LOGIC DEVICES INC 0.0%
Value ($000) $0 Shares 10,000 Est. Cost Unrealized