L & S Advisors Inc Quant / Systematic

CIK: 0001392364 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $569,423 (91.1% shares, 8.9% debt)

Holdings (288)

FACEBOOK INC 4.7%
Value ($000) $26,960 Shares 178,564 Est. Cost $78.11 Unrealized
UNITED STATES TREASURY T BILL 3.5%
Value ($000) $19,833 Shares 20,000,000 Est. Cost $0.99 Unrealized
MSFT MICROSOFT CORPORATION 1.9%
Value ($000) $10,597 Shares 153,737 Est. Cost $49.16 Unrealized +26.8%
AAPL APPLE INC 1.8%
Value ($000) $10,072 Shares 69,935 Est. Cost $26.31 Unrealized +30.4%
WDC WESTERN DIGITAL 1.7%
Value ($000) $9,948 Shares 112,275 Est. Cost $33.13 Unrealized +80.2%
ABBVIE INC 1.7%
Value ($000) $9,485 Shares 130,815 Est. Cost $65.52 Unrealized
BROADCOM LIMITED 1.6%
Value ($000) $9,059 Shares 38,870 Est. Cost $183.61 Unrealized
ALPHABET INC A 1.6%
Value ($000) $8,969 Shares 9,647 Est. Cost $829.07 Unrealized
JPMORGAN CHASE & CO 1.6%
Value ($000) $8,943 Shares 97,845 Est. Cost $87.76 Unrealized
EQUITY LIFESTYLE PROPERTIES IN 1.5%
Value ($000) $8,646 Shares 100,137 Est. Cost $72.63 Unrealized
UNITEDHEALTH GROUP 1.5%
Value ($000) $8,556 Shares 46,145 Est. Cost $178.37 Unrealized
AMZN AMAZON.COM INC 1.5%
Value ($000) $8,491 Shares 8,772 Est. Cost $42.56 Unrealized +12.1%
US TREASURY 1.5%
Value ($000) $8,306 Shares 8,336,000 Est. Cost $1.00 Unrealized
NWL NEWELL BRANDS INC 1.3%
Value ($000) $7,655 Shares 142,759 Est. Cost $34.19 Unrealized +1.1%
HD THE HOME DEPOT INC 1.3%
Value ($000) $7,633 Shares 49,759 Est. Cost $113.66 Unrealized +9.5%
HON HONEYWELL INTL INC 1.3%
Value ($000) $7,144 Shares 53,599 Est. Cost $78.11 Unrealized +26.4%
DE DEERE & COMPANY 1.2%
Value ($000) $6,961 Shares 56,323 Est. Cost $100.67 Unrealized +2.1%
C CITIGROUP INC 1.2%
Value ($000) $6,759 Shares 101,065 Est. Cost $43.32 Unrealized +7.3%
EIHIX EATON VANCE HIGH INCOME 1.2%
Value ($000) $6,685 Shares 1,462,873 Est. Cost $4.54 Unrealized
3M COMPANY 1.2%
Value ($000) $6,647 Shares 31,930 Est. Cost $186.74 Unrealized
MEDTRONIC PLC 1.1%
Value ($000) $6,203 Shares 69,889 Est. Cost $80.56 Unrealized
AMAT APPLIED MATERIALS INC 1.1%
Value ($000) $6,096 Shares 147,567 Est. Cost $27.83 Unrealized +38.7%
CCL CARNIVAL CORP 1.1%
Value ($000) $6,096 Shares 92,965 Est. Cost $56.43 Unrealized 0.0%
BDX BECTON DICKINSON & CO 1.1%
Value ($000) $6,021 Shares 30,858 Est. Cost $160.56 Unrealized 0.0%
UNITED TECHNOLOGIES CORP 1.1%
Value ($000) $6,009 Shares 49,211 Est. Cost $122.11 Unrealized
DJ INDUSTRIAL AVG 1.1%
Value ($000) $6,000 Shares 28,137 Est. Cost $198.47 Unrealized
US TREASURY 1.0%
Value ($000) $5,959 Shares 5,982,000 Est. Cost $1.00 Unrealized
NOC NORTHROP GRUMMAN CORP 1.0%
Value ($000) $5,950 Shares 23,176 Est. Cost $208.17 Unrealized +4.5%
CL COLGATE-PALMOLIVE CO 1.0%
Value ($000) $5,849 Shares 78,900 Est. Cost $60.64 Unrealized 0.0%
EXXON MOBIL CORP 1.0%
Value ($000) $5,682 Shares 70,381 Est. Cost $87.31 Unrealized
NVIDIA CORP 1.0%
Value ($000) $5,585 Shares 38,635 Est. Cost $53.88 Unrealized
TKR THE TIMKEN CO 1.0%
Value ($000) $5,563 Shares 120,285 Est. Cost $44.08 Unrealized +4.2%
LLDYX LD ABT SHT DURN 1.0%
Value ($000) $5,552 Shares 1,294,186 Est. Cost $4.30 Unrealized
LAM RESEARCH CORP 1.0%
Value ($000) $5,519 Shares 39,020 Est. Cost $107.68 Unrealized
SERVICENOW INC 1.0%
Value ($000) $5,443 Shares 51,350 Est. Cost $91.27 Unrealized
CMI CUMMINS INC 0.9%
Value ($000) $5,305 Shares 32,702 Est. Cost $118.70 Unrealized +4.3%
SPDR S&P 500 ETF 0.9%
Value ($000) $5,217 Shares 21,577 Est. Cost $230.76 Unrealized
TXN TEXAS INSTRUMENTS INC 0.9%
Value ($000) $5,087 Shares 66,128 Est. Cost $61.25 Unrealized +3.1%
PH PARKER HANNIFIN CORP 0.8%
Value ($000) $4,792 Shares 29,986 Est. Cost $132.60 Unrealized +4.8%
OAKIX OAKMARK INTL VALUE 0.8%
Value ($000) $4,601 Shares 174,481 Est. Cost $22.93 Unrealized
MCD MCDONALDS CORP 0.8%
Value ($000) $4,518 Shares 29,497 Est. Cost $117.92 Unrealized 0.0%
ADI ANALOG DEVICES INC 0.8%
Value ($000) $4,385 Shares 56,368 Est. Cost $61.93 Unrealized +9.0%
CSX CSX CORP 0.8%
Value ($000) $4,381 Shares 80,290 Est. Cost $15.23 Unrealized 0.0%
ZOETIS INC 0.8%
Value ($000) $4,308 Shares 69,058 Est. Cost $53.47 Unrealized
DELPHI AUTOMOTIVE PLC 0.7%
Value ($000) $4,238 Shares 48,355 Est. Cost $87.64 Unrealized
VISA INC 0.7%
Value ($000) $4,083 Shares 43,537 Est. Cost $90.21 Unrealized
RAYTHEON CO 0.7%
Value ($000) $4,073 Shares 25,225 Est. Cost $161.47 Unrealized
INTU INTUIT INC 0.7%
Value ($000) $4,006 Shares 30,160 Est. Cost $104.73 Unrealized +16.5%
ADOBE SYSTEMS INC 0.7%
Value ($000) $3,871 Shares 27,370 Est. Cost $81.16 Unrealized
WMT WAL-MART STORES INC 0.6%
Value ($000) $3,492 Shares 46,137 Est. Cost $22.02 Unrealized 0.0%
FERRARI NV 0.6%
Value ($000) $3,318 Shares 38,569 Est. Cost $86.03 Unrealized
ALLERGAN PLC 0.6%
Value ($000) $3,236 Shares 13,311 Est. Cost $238.99 Unrealized
GLW CORNING INC 0.6%
Value ($000) $3,208 Shares 106,752 Est. Cost $18.64 Unrealized +22.2%
WASTE MANAGEMENT INC 0.6%
Value ($000) $3,191 Shares 43,499 Est. Cost $64.11 Unrealized
ITW ILLINOIS TOOL WORKS 0.6%
Value ($000) $3,177 Shares 22,181 Est. Cost $113.32 Unrealized 0.0%
INGERSOLL-RAND PLC 0.6%
Value ($000) $3,168 Shares 34,660 Est. Cost $66.74 Unrealized
AXP AMERICAN EXPRESS CO 0.6%
Value ($000) $3,163 Shares 37,543 Est. Cost $60.98 Unrealized +15.3%
EMN EASTMAN CHEM CO 0.6%
Value ($000) $3,146 Shares 37,451 Est. Cost $58.49 Unrealized +3.1%
HLMIX HRDG LVNR INTL EQUITY 0.5%
Value ($000) $3,130 Shares 149,685 Est. Cost $18.95 Unrealized
MS MORGAN STANLEY 0.5%
Value ($000) $3,086 Shares 69,258 Est. Cost $33.54 Unrealized 0.0%
SALESFORCE.COM INC 0.5%
Value ($000) $3,045 Shares 35,161 Est. Cost $86.60 Unrealized
NEXTERA ENERGY INC 0.5%
Value ($000) $2,963 Shares 21,142 Est. Cost $128.36 Unrealized
SWK STANLEY BLACK & DECKER 0.5%
Value ($000) $2,953 Shares 20,981 Est. Cost $108.71 Unrealized 0.0%
MHK MOHAWK INDUSTRIES INC 0.5%
Value ($000) $2,949 Shares 12,202 Est. Cost $235.97 Unrealized 0.0%
MERCK & CO INC 0.5%
Value ($000) $2,895 Shares 45,177 Est. Cost $57.61 Unrealized
DOV DOVER CORP 0.5%
Value ($000) $2,862 Shares 35,678 Est. Cost $56.78 Unrealized 0.0%
COMCAST CORP CL A 0.5%
Value ($000) $2,839 Shares 72,941 Est. Cost $38.92 Unrealized
LYONDELLBASELL INDUSTRIES NV 0.5%
Value ($000) $2,802 Shares 33,204 Est. Cost $85.78 Unrealized
AMERICAN TOWER 0.5%
Value ($000) $2,691 Shares 20,336 Est. Cost $116.43 Unrealized
GUGG MACRO OPPS 0.5%
Value ($000) $2,682 Shares 100,683 Est. Cost $26.63 Unrealized
NUE NUCOR CORP 0.5%
Value ($000) $2,656 Shares 45,889 Est. Cost $50.16 Unrealized -3.4%
PEP PEPSICO INC 0.5%
Value ($000) $2,647 Shares 22,921 Est. Cost $88.18 Unrealized 0.0%
SMG SCOTTS MIRACLE-GRO CO 0.5%
Value ($000) $2,638 Shares 29,493 Est. Cost $68.73 Unrealized -2.2%
DBLTX DOUBLELINE TOTAL RETURN BD FD 0.5%
Value ($000) $2,630 Shares 246,293 Est. Cost $10.63 Unrealized
MDLZ MONDELEZ INTERNATIONAL INC 0.4%
Value ($000) $2,553 Shares 59,103 Est. Cost $34.73 Unrealized +5.6%
ULTA BEAUTY INC 0.4%
Value ($000) $2,516 Shares 8,757 Est. Cost $270.99 Unrealized
XPO XPO LOGISTICS INC 0.4%
Value ($000) $2,349 Shares 36,345 Est. Cost $15.75 Unrealized +18.9%
TJX TJX COMPANIES INC 0.4%
Value ($000) $2,347 Shares 32,518 Est. Cost $34.29 Unrealized -2.6%
INTUITIVE SURGICAL 0.4%
Value ($000) $2,273 Shares 2,430 Est. Cost $796.39 Unrealized
USB US BANCORP 0.4%
Value ($000) $2,173 Shares 41,858 Est. Cost $33.77 Unrealized +9.5%
PG PROCTER & GAMBLE 0.4%
Value ($000) $2,160 Shares 24,785 Est. Cost $68.03 Unrealized +3.1%
INTC INTEL CORP 0.4%
Value ($000) $2,123 Shares 62,925 Est. Cost $27.62 Unrealized +7.1%
GOLDMAN SACHS GROUP 0.4%
Value ($000) $2,076 Shares 9,353 Est. Cost $239.45 Unrealized
CISCO SYSTEMS INC 0.3%
Value ($000) $1,965 Shares 62,787 Est. Cost $30.02 Unrealized
TCW EMERGING MKTS INC 0.3%
Value ($000) $1,958 Shares 233,326 Est. Cost $8.37 Unrealized
IWP ISH RUSS MID-CAP GRWTH 0.3%
Value ($000) $1,943 Shares 17,978 Est. Cost $98.86 Unrealized
JNJ JOHNSON & JOHNSON 0.3%
Value ($000) $1,912 Shares 14,455 Est. Cost $79.36 Unrealized +26.5%
WATFX WESTERN ASSET CORE CL I 0.3%
Value ($000) $1,793 Shares 142,733 Est. Cost $12.48 Unrealized
VBR VANGUARD SM-CAP VAL 0.3%
Value ($000) $1,792 Shares 14,582 Est. Cost $112.44 Unrealized
VCAIX VANGUARD CA TAX EXEMPT 0.3%
Value ($000) $1,697 Shares 144,192 Est. Cost $11.66 Unrealized
UNP UNION PACIFIC CORPORATION 0.3%
Value ($000) $1,680 Shares 15,429 Est. Cost $85.29 Unrealized +5.7%
VCLAX VANGUARD CA TAX-EXEMPT 0.3%
Value ($000) $1,667 Shares 137,736 Est. Cost $12.10 Unrealized
SBUX STARBUCKS CORP 0.3%
Value ($000) $1,653 Shares 28,350 Est. Cost $46.63 Unrealized +7.7%
SAP SAP SE (ADR) 0.3%
Value ($000) $1,599 Shares 15,278 Est. Cost $104.66 Unrealized
US TREASURY 0.3%
Value ($000) $1,563 Shares 1,556,000 Est. Cost $1.01 Unrealized
GOOS CANADA GOOSE HOLDINGS INC 0.3%
Value ($000) $1,561 Shares 79,026 Est. Cost $18.53 Unrealized 0.0%
TESLA MOTORS INC 0.3%
Value ($000) $1,557 Shares 4,307 Est. Cost $342.78 Unrealized
WYNN WYNN RESORTS LTD 0.3%
Value ($000) $1,533 Shares 11,426 Est. Cost $92.74 Unrealized +23.1%
VTI VANGUARD TOTAL STOCK MARKET ET 0.3%
Value ($000) $1,515 Shares 12,175 Est. Cost $121.31 Unrealized
CORESITE REALTY CORP 0.3%
Value ($000) $1,502 Shares 14,508 Est. Cost $91.14 Unrealized
DOW CHEMICAL CO 0.3%
Value ($000) $1,500 Shares 23,776 Est. Cost $61.59 Unrealized
DXC TECHNOLOGY CO 0.3%
Value ($000) $1,495 Shares 19,489 Est. Cost $76.71 Unrealized
BA BOEING CO 0.3%
Value ($000) $1,459 Shares 7,378 Est. Cost $154.66 Unrealized +13.1%
CEMIX CAUSEWAY EMERGING MKTS 0.3%
Value ($000) $1,450 Shares 117,905 Est. Cost $10.91 Unrealized
ALLIANZGI SHORT DURATION 0.3%
Value ($000) $1,448 Shares 95,282 Est. Cost $15.15 Unrealized
VCADX VANGUARD CA TAX EXEMPT 0.3%
Value ($000) $1,438 Shares 122,186 Est. Cost $11.77 Unrealized
ADSK AUTODESK INC 0.2%
Value ($000) $1,410 Shares 13,981 Est. Cost $98.95 Unrealized 0.0%
IWO ISH RUSSELL 2000 GRWTH 0.2%
Value ($000) $1,374 Shares 8,142 Est. Cost $151.53 Unrealized
EMR EMERSON ELECTRIC CO 0.2%
Value ($000) $1,372 Shares 23,017 Est. Cost $42.86 Unrealized +12.0%
MGM MGM RESORTS INTL 0.2%
Value ($000) $1,356 Shares 43,324 Est. Cost $27.02 Unrealized +8.6%
JBHT JB HUNT TRANSPORT SERVICES INC 0.2%
Value ($000) $1,334 Shares 14,601 Est. Cost $81.66 Unrealized 0.0%
HEALTHCARE TRUST OF AMERICA 0.2%
Value ($000) $1,261 Shares 40,538 Est. Cost $31.11 Unrealized
BLACKROCK INC 0.2%
Value ($000) $1,206 Shares 2,856 Est. Cost $394.07 Unrealized
ACBPX AM CEN DIVERS INC 0.2%
Value ($000) $1,205 Shares 111,673 Est. Cost $10.68 Unrealized
DLR DIGITAL REALTY TRUST INC 0.2%
Value ($000) $1,201 Shares 10,636 Est. Cost $77.99 Unrealized +8.7%
GUGG S&P 500 EQL WT 0.2%
Value ($000) $1,191 Shares 12,850 Est. Cost $81.71 Unrealized
CVX CHEVRON CORPORATION 0.2%
Value ($000) $1,165 Shares 11,166 Est. Cost $71.94 Unrealized +1.8%
JPM MORTGAGE BACKED CL I 0.2%
Value ($000) $1,117 Shares 99,532 Est. Cost $11.17 Unrealized
GD GENERAL DYNAMICS CORP 0.2%
Value ($000) $1,109 Shares 5,596 Est. Cost $149.29 Unrealized +8.5%
LMT LOCKHEED MARTIN 0.2%
Value ($000) $1,106 Shares 3,985 Est. Cost $182.63 Unrealized +19.5%
VETAX VICTORY SYCAMORE VALUE 0.2%
Value ($000) $1,104 Shares 29,068 Est. Cost $35.52 Unrealized
BIDU BAIDU INC (ADR) 0.2%
Value ($000) $1,096 Shares 6,130 Est. Cost $178.79 Unrealized
CROWN CASTLE INTERNATIONAL 0.2%
Value ($000) $1,042 Shares 10,397 Est. Cost $94.98 Unrealized
ABT ABBOTT LABORATORIES 0.2%
Value ($000) $1,038 Shares 21,348 Est. Cost $34.87 Unrealized +11.5%
BCTIX AM CEN TAX FREE BOND 0.2%
Value ($000) $1,003 Shares 84,410 Est. Cost $11.77 Unrealized
JH INCOME OPPS 0.2%
Value ($000) $1,001 Shares 92,437 Est. Cost $10.74 Unrealized
VTV VANGUARD VALUE ETF 0.2%
Value ($000) $973 Shares 10,073 Est. Cost $84.98 Unrealized
CELGENE CORP 0.2%
Value ($000) $963 Shares 7,415 Est. Cost $124.43 Unrealized
STZ CONSTELLATION BRANDS INC CL A 0.2%
Value ($000) $958 Shares 4,943 Est. Cost $155.71 Unrealized 0.0%
VICTORY SYCAMORE VAL I 0.2%
Value ($000) $932 Shares 24,530 Est. Cost $35.98 Unrealized
REGENERON PHARMACEUTICALS 0.2%
Value ($000) $894 Shares 1,820 Est. Cost $422.07 Unrealized
VUG VANGUARD GROWTH ETF 0.2%
Value ($000) $890 Shares 7,007 Est. Cost $111.29 Unrealized
MAR MARRIOTT INTERNATIONAL INC 0.1%
Value ($000) $837 Shares 8,347 Est. Cost $80.37 Unrealized +15.6%
AGRIUM INC 0.1%
Value ($000) $835 Shares 9,225 Est. Cost $90.51 Unrealized
KO COCA COLA COMPANY 0.1%
Value ($000) $817 Shares 18,206 Est. Cost $32.54 Unrealized +3.5%
FLMVX JPM MID CAP VALUE L 0.1%
Value ($000) $809 Shares 20,917 Est. Cost $37.10 Unrealized
SUN TRUST BANKS INC 0.1%
Value ($000) $798 Shares 14,073 Est. Cost $55.46 Unrealized
TMO THERMO FISHER SCIENTIFIC 0.1%
Value ($000) $788 Shares 4,515 Est. Cost $149.97 Unrealized +9.4%
REGIONS FINANCIAL 0.1%
Value ($000) $773 Shares 52,788 Est. Cost $14.49 Unrealized
GENERAL ELECTRIC CO 0.1%
Value ($000) $769 Shares 28,471 Est. Cost $31.57 Unrealized
ETHIX EATON VANCE HIGH INCOME 0.1%
Value ($000) $766 Shares 167,976 Est. Cost $4.53 Unrealized
ACTIVISION BLIZZARD 0.1%
Value ($000) $762 Shares 13,229 Est. Cost $41.98 Unrealized
SEAGATE TECHNOLOGY PLC 0.1%
Value ($000) $752 Shares 19,412 Est. Cost $45.93 Unrealized
WELLS FARGO CA TAX FREE 0.1%
Value ($000) $748 Shares 63,104 Est. Cost $11.73 Unrealized
BAC BANK OF AMERICA CORP 0.1%
Value ($000) $726 Shares 29,915 Est. Cost $15.50 Unrealized +23.2%
VIRNETX HOLDING CORP 0.1%
Value ($000) $725 Shares 159,250 Est. Cost $4.55 Unrealized
ALIBABA GROUP HOLDING LTD (ADR 0.1%
Value ($000) $718 Shares 5,097 Est. Cost $115.06 Unrealized
PLCE CHILDRENS PLACE INC 0.1%
Value ($000) $699 Shares 6,850 Est. Cost $102.34 Unrealized +7.2%
MLM MARTIN MARIETTA MATERIALS INC 0.1%
Value ($000) $688 Shares 3,091 Est. Cost $206.40 Unrealized +2.8%
NXP SEMICONDUCTORS NV 0.1%
Value ($000) $680 Shares 6,215 Est. Cost $109.41 Unrealized
TDG TRANSDIGM GROUP INC 0.1%
Value ($000) $675 Shares 2,510 Est. Cost $157.86 Unrealized +9.9%
BLKROCK MUNI OPPS 0.1%
Value ($000) $663 Shares 57,422 Est. Cost $11.40 Unrealized
PANW PALO ALTO NETWORKS INC 0.1%
Value ($000) $646 Shares 4,825 Est. Cost $23.52 Unrealized -14.1%
COSTAR GROUP INC 0.1%
Value ($000) $634 Shares 2,405 Est. Cost $263.62 Unrealized
SBA COMMUNICATIONS CORP 0.1%
Value ($000) $614 Shares 4,550 Est. Cost $122.19 Unrealized
DIS WALT DISNEY CO 0.1%
Value ($000) $608 Shares 5,726 Est. Cost $95.13 Unrealized +7.7%
PAYPAL HOLDINGS INC 0.1%
Value ($000) $604 Shares 11,250 Est. Cost $39.97 Unrealized
SKYWORKS SOLUTIONS 0.1%
Value ($000) $603 Shares 6,285 Est. Cost $97.68 Unrealized
PIONEER NATURAL RESOURCES 0.1%
Value ($000) $600 Shares 3,760 Est. Cost $182.74 Unrealized
PROOFPOINT INC 0.1%
Value ($000) $560 Shares 6,455 Est. Cost $86.75 Unrealized
HI CRUSH PARTNERS LP 0.1%
Value ($000) $557 Shares 51,375 Est. Cost $15.00 Unrealized
CEMVX CAUSEWAY EMRGNG MKTS I 0.1%
Value ($000) $554 Shares 44,693 Est. Cost $11.04 Unrealized
ACCELERATE DIAGNOSTICS INC 0.1%
Value ($000) $548 Shares 20,025 Est. Cost $27.37 Unrealized
MWTIX METROPOLITAN WEST TR 0.1%
Value ($000) $547 Shares 51,326 Est. Cost $10.58 Unrealized
NETFLIX INC 0.1%
Value ($000) $531 Shares 3,556 Est. Cost $132.66 Unrealized
DIAGEO PLC (ADR) 0.1%
Value ($000) $530 Shares 4,425 Est. Cost $119.77 Unrealized
CME GROUP INC 0.1%
Value ($000) $527 Shares 4,211 Est. Cost $125.15 Unrealized
SYK STRYKER CORP 0.1%
Value ($000) $527 Shares 3,800 Est. Cost $101.33 Unrealized +23.1%
ALPHABET INC C 0.1%
Value ($000) $526 Shares 578 Est. Cost $731.76 Unrealized
EA ELECTRONIC ARTS 0.1%
Value ($000) $524 Shares 4,960 Est. Cost $84.78 Unrealized +18.1%
ZILLOW GROUP INC 0.1%
Value ($000) $510 Shares 10,400 Est. Cost $49.04 Unrealized
WHR WHIRLPOOL CORP 0.1%
Value ($000) $496 Shares 2,591 Est. Cost $174.47 Unrealized +4.8%
INCYTE CORP 0.1%
Value ($000) $494 Shares 3,925 Est. Cost $131.59 Unrealized
TCW EMERGING MARKETS 0.1%
Value ($000) $492 Shares 45,469 Est. Cost $10.79 Unrealized
VMC VULCAN MATERIALS CO 0.1%
Value ($000) $490 Shares 3,870 Est. Cost $112.51 Unrealized +3.5%
ROYAL CARIBBEAN CRUISES 0.1%
Value ($000) $482 Shares 4,411 Est. Cost $109.27 Unrealized
SHIRE PLC (ADR) 0.1%
Value ($000) $477 Shares 2,886 Est. Cost $171.82 Unrealized
COL EMRG CONSUMER 0.1%
Value ($000) $465 Shares 17,800 Est. Cost $24.83 Unrealized
TECHNOLOGY SELECT SPDR 0.1%
Value ($000) $463 Shares 8,457 Est. Cost $43.87 Unrealized
MERCADOLIBRE INC 0.1%
Value ($000) $458 Shares 1,825 Est. Cost $250.96 Unrealized
SPDR S&P DIVIDEND ETF 0.1%
Value ($000) $458 Shares 5,158 Est. Cost $88.79 Unrealized
JAGGED PEAK ENERGY INC 0.1%
Value ($000) $454 Shares 34,025 Est. Cost $13.04 Unrealized
PIMIX PIMCO INCOME FUND CL I 0.1%
Value ($000) $450 Shares 36,467 Est. Cost $12.23 Unrealized
COSTCO WHOLESALE CORP 0.1%
Value ($000) $449 Shares 2,809 Est. Cost $156.54 Unrealized
INDUSTRIAL SELECT SPDR 0.1%
Value ($000) $446 Shares 6,546 Est. Cost $59.65 Unrealized
ALB ALBEMARLE CORP 0.1%
Value ($000) $443 Shares 4,200 Est. Cost $86.49 Unrealized +11.8%
HEALTH CARE SELECT SPDR 0.1%
Value ($000) $436 Shares 5,497 Est. Cost $72.90 Unrealized
DUNKIN BRANDS GROUP INC 0.1%
Value ($000) $428 Shares 7,765 Est. Cost $52.48 Unrealized
CONSUMER DSICRETIONARY SPDR 0.1%
Value ($000) $417 Shares 4,657 Est. Cost $88.57 Unrealized
PRINCIPAL FINANCIAL GROUP 0.1%
Value ($000) $403 Shares 6,290 Est. Cost $64.07 Unrealized
EOG RESOURCES INC 0.1%
Value ($000) $395 Shares 4,360 Est. Cost $99.56 Unrealized
TSM TAIWAN SEMICONDUCTOR 0.1%
Value ($000) $394 Shares 11,270 Est. Cost $33.24 Unrealized
EXPRESS SCRIPTS HOLDING CO 0.1%
Value ($000) $392 Shares 6,140 Est. Cost $75.53 Unrealized
GOODYEAR TIRE 0.1%
Value ($000) $389 Shares 375,000 Est. Cost $1.03 Unrealized
BERRY PLASTICS GROUP 0.1%
Value ($000) $388 Shares 375,000 Est. Cost $1.03 Unrealized
WSTRN ASST MNGD MUNIS 0.1%
Value ($000) $376 Shares 22,980 Est. Cost $16.28 Unrealized
SINA CORP 0.1%
Value ($000) $376 Shares 4,425 Est. Cost $84.97 Unrealized
HLMNX HRDG LVNR INTL EQUITY 0.1%
Value ($000) $365 Shares 17,483 Est. Cost $18.79 Unrealized
TSN TYSON FOODS INC 0.1%
Value ($000) $364 Shares 5,805 Est. Cost $51.74 Unrealized -5.6%
KINDRED HEALTHCARE 0.1%
Value ($000) $355 Shares 360,000 Est. Cost $0.94 Unrealized
CALPINE 0.1%
Value ($000) $352 Shares 375,000 Est. Cost $0.98 Unrealized
WHITING 0.1%
Value ($000) $352 Shares 375,000 Est. Cost $0.98 Unrealized
MARTIN MIDSTREAM LP 0.1%
Value ($000) $349 Shares 345,000 Est. Cost $1.01 Unrealized
VERIZON COMMUNICATIONS 0.1%
Value ($000) $344 Shares 7,696 Est. Cost $48.75 Unrealized
MGM RESORTS 0.1%
Value ($000) $343 Shares 340,000 Est. Cost $1.01 Unrealized
LEVEL 3 FINANCING INC 0.1%
Value ($000) $342 Shares 325,000 Est. Cost $1.03 Unrealized
BMY BRISTOL MYERS SQUIBB 0.1%
Value ($000) $336 Shares 6,035 Est. Cost $41.34 Unrealized -3.5%
CONSOL ENERGY 0.1%
Value ($000) $332 Shares 340,000 Est. Cost $0.98 Unrealized
SOUTHWESTERN ENERGY 0.1%
Value ($000) $331 Shares 325,000 Est. Cost $1.01 Unrealized
FRONTIER COMMUNICATIONS 0.1%
Value ($000) $329 Shares 370,000 Est. Cost $0.91 Unrealized
TESORO LOGISTICS 0.1%
Value ($000) $325 Shares 310,000 Est. Cost $1.04 Unrealized
UNITED STATES STEEL 0.1%
Value ($000) $323 Shares 315,000 Est. Cost $1.03 Unrealized
OXY OCCIDENTAL PETROLEUM CORP 0.1%
Value ($000) $317 Shares 5,297 Est. Cost $56.99 Unrealized -14.9%
VWITX VANGUARD TAX EXEMPT 0.1%
Value ($000) $317 Shares 22,403 Est. Cost $13.97 Unrealized
EIX EDISON INTERNATIONAL 0.1%
Value ($000) $312 Shares 3,990 Est. Cost $49.19 Unrealized +13.1%
SBA COMMUNICATIONS 0.1%
Value ($000) $309 Shares 300,000 Est. Cost $1.01 Unrealized
MWHYX METROPOLITAN WEST HIGH YIELD B 0.1%
Value ($000) $301 Shares 31,060 Est. Cost $9.69 Unrealized
PWRSH RAFI US 1000 0.1%
Value ($000) $299 Shares 2,895 Est. Cost $102.59 Unrealized
WPX ENERGY 0.1%
Value ($000) $296 Shares 300,000 Est. Cost $0.99 Unrealized
SCOTTS MIRACLE GRO 0.1%
Value ($000) $295 Shares 275,000 Est. Cost $1.07 Unrealized
REVLON CONSUMER PRODUCTS 0.1%
Value ($000) $291 Shares 335,000 Est. Cost $0.87 Unrealized
STEEL DYNAMICS INC 0.1%
Value ($000) $291 Shares 275,000 Est. Cost $1.06 Unrealized
TAILORED BRANDS 0.1%
Value ($000) $286 Shares 325,000 Est. Cost $0.89 Unrealized
VERISIGN INC 0.0%
Value ($000) $282 Shares 275,000 Est. Cost $1.02 Unrealized
KB HOME 0.0%
Value ($000) $279 Shares 270,000 Est. Cost $1.03 Unrealized
ISTAR FINANCIAL INC 0.0%
Value ($000) $278 Shares 275,000 Est. Cost $1.01 Unrealized
CSC HOLDINGS 0.0%
Value ($000) $277 Shares 250,000 Est. Cost $1.09 Unrealized
AURUBIS AG GERMAN ORD 0.0%
Value ($000) $275 Shares 3,500 Est. Cost $56.29 Unrealized
PRHYX T ROWE PRICE HIGH YIELD 0.0%
Value ($000) $271 Shares 40,100 Est. Cost $6.72 Unrealized
CHEMOURS CO 0.0%
Value ($000) $264 Shares 250,000 Est. Cost $1.06 Unrealized
LENNAR 0.0%
Value ($000) $264 Shares 250,000 Est. Cost $1.02 Unrealized
CVGW CALAVO GROWERS INC 0.0%
Value ($000) $259 Shares 3,750 Est. Cost $49.87 Unrealized +15.1%
AXLE & MANUFACTURING 0.0%
Value ($000) $257 Shares 250,000 Est. Cost $1.03 Unrealized
DYNEGY 0.0%
Value ($000) $257 Shares 260,000 Est. Cost $0.99 Unrealized
MALLINCKRODT INTL FINANCE 0.0%
Value ($000) $256 Shares 300,000 Est. Cost $0.85 Unrealized
WIRECARD AG GERMAN ORD 0.0%
Value ($000) $255 Shares 4,000 Est. Cost $55.50 Unrealized
HUGHES SATELLITE 0.0%
Value ($000) $250 Shares 220,000 Est. Cost $1.11 Unrealized
CBRE GLOBAL REAL ESTATE 0.0%
Value ($000) $247 Shares 32,000 Est. Cost $8.22 Unrealized
SUNOCO LOGISTICS PARTNERS 0.0%
Value ($000) $245 Shares 250,000 Est. Cost $0.97 Unrealized
STATE OF CALIFORNIA 0.0%
Value ($000) $243 Shares 200,000 Est. Cost $1.22 Unrealized
ITA ISHARES US AEROSPACE & DEFENSE 0.0%
Value ($000) $239 Shares 1,516 Est. Cost $119.46 Unrealized
MONITRONICS INTERNATIONAL 0.0%
Value ($000) $238 Shares 250,000 Est. Cost $0.95 Unrealized
ZAYO GROUP 0.0%
Value ($000) $237 Shares 225,000 Est. Cost $1.05 Unrealized
PACWEST BANCORP 0.0%
Value ($000) $233 Shares 5,000 Est. Cost $54.40 Unrealized
LOS ANGELES DIST SPECIAL TAX 0.0%
Value ($000) $230 Shares 200,000 Est. Cost $1.15 Unrealized
GUGG MACRO OPPS P 0.0%
Value ($000) $229 Shares 8,623 Est. Cost $26.56 Unrealized
OFFICE INVESTMENT & INFRASTRUC 0.0%
Value ($000) $228 Shares 200,000 Est. Cost $1.14 Unrealized
SEAGATE HDD CAYMAN 0.0%
Value ($000) $226 Shares 225,000 Est. Cost $1.00 Unrealized
FINANCIAL SELECT SPDR 0.0%
Value ($000) $226 Shares 9,179 Est. Cost $23.25 Unrealized
VEA VNGRD DEVELOPED MKTS 0.0%
Value ($000) $226 Shares 5,461 Est. Cost $41.38 Unrealized
NEWSTAR FINANCIAL 0.0%
Value ($000) $225 Shares 220,000 Est. Cost $1.02 Unrealized
VANECK VECTORS SEMICONDUCTOR 0.0%
Value ($000) $224 Shares 2,737 Est. Cost $79.60 Unrealized
SAN DIEGO AIRPORT AUTHORITY 0.0%
Value ($000) $222 Shares 200,000 Est. Cost $1.11 Unrealized
VIVHY VIVENDI SA (ADR) 0.0%
Value ($000) $222 Shares 10,000 Est. Cost $18.90 Unrealized
NETFLIX INC 0.0%
Value ($000) $221 Shares 200,000 Est. Cost $1.07 Unrealized
MATERIALS SELECT SECTOR SPDR 0.0%
Value ($000) $218 Shares 4,052 Est. Cost $49.78 Unrealized
BLACKROCK MUNIHOLDINGS CA 0.0%
Value ($000) $217 Shares 15,050 Est. Cost $14.42 Unrealized
HCA INC 0.0%
Value ($000) $216 Shares 200,000 Est. Cost $1.08 Unrealized
CALIFORNIA ST 0.0%
Value ($000) $216 Shares 200,000 Est. Cost $1.09 Unrealized
SPDR GOLD SHARES ETF 0.0%
Value ($000) $216 Shares 1,833 Est. Cost $118.64 Unrealized
BOYD GAMING 0.0%
Value ($000) $214 Shares 200,000 Est. Cost $1.07 Unrealized
BAY AREA TOLL 0.0%
Value ($000) $214 Shares 200,000 Est. Cost $1.07 Unrealized
GOLDMAN SACHS 0.0%
Value ($000) $212 Shares 200,000 Est. Cost $1.02 Unrealized
BLACKROCK CA MUNI TRUST 0.0%
Value ($000) $212 Shares 14,765 Est. Cost $14.36 Unrealized
ENERGY TRANSFER EQUITY LP 0.0%
Value ($000) $211 Shares 200,000 Est. Cost $1.05 Unrealized
DXJ WISDOMTREE JAPAN ETF 0.0%
Value ($000) $208 Shares 4,000 Est. Cost $50.50 Unrealized
INTERNATIONAL LEASE 0.0%
Value ($000) $206 Shares 175,000 Est. Cost $1.18 Unrealized
BANK OF AMERICA 0.0%
Value ($000) $206 Shares 200,000 Est. Cost $1.04 Unrealized
CONSUMER STAPLES SPDR 0.0%
Value ($000) $205 Shares 3,732 Est. Cost $54.93 Unrealized
DIAMOND 1 FINANCE 0.0%
Value ($000) $205 Shares 200,000 Est. Cost $1.02 Unrealized
REA GROUP LTD 0.0%
Value ($000) $204 Shares 4,000 Est. Cost $51.00 Unrealized
POWAY SCHOOL DISTRICT 0.0%
Value ($000) $204 Shares 200,000 Est. Cost $1.02 Unrealized
KEYENCE CORP ORD F 0.0%
Value ($000) $203 Shares 462 Est. Cost $439.39 Unrealized
CALIFORNIA ST 0.0%
Value ($000) $203 Shares 175,000 Est. Cost $1.16 Unrealized
JUNIPER NETWORKS 0.0%
Value ($000) $203 Shares 200,000 Est. Cost $1.02 Unrealized
BEAR STEARNS 0.0%
Value ($000) $202 Shares 200,000 Est. Cost $1.02 Unrealized
CLEAN HARBORS 0.0%
Value ($000) $202 Shares 200,000 Est. Cost $1.01 Unrealized
BAIDU 0.0%
Value ($000) $202 Shares 200,000 Est. Cost $1.01 Unrealized
SAN FRAN AIRPORT COMM 0.0%
Value ($000) $201 Shares 165,000 Est. Cost $1.22 Unrealized
FORD MOTOR CREDIT COMPANY 0.0%
Value ($000) $200 Shares 200,000 Est. Cost $1.00 Unrealized
SANTANDER HOLDINGS 0.0%
Value ($000) $199 Shares 200,000 Est. Cost $0.99 Unrealized
ADFIX AMERICAN CENTURY DIVERSIFIED 0.0%
Value ($000) $147 Shares 13,645 Est. Cost $10.70 Unrealized
GOLDMAN SACHS GLOBAL INC 0.0%
Value ($000) $146 Shares 11,887 Est. Cost $12.21 Unrealized
WABAX WESTERN ASSET CORE CL A 0.0%
Value ($000) $136 Shares 10,803 Est. Cost $12.45 Unrealized
AIA GROUP LTD ORDF 0.0%
Value ($000) $98 Shares 13,449 Est. Cost $6.32 Unrealized
SOUND GLOBAL LTD 0.0%
Value ($000) $69 Shares 180,000 Est. Cost $0.38 Unrealized
MEDIZONE INTERNATIONAL INC 0.0%
Value ($000) $39 Shares 500,000 Est. Cost $0.11 Unrealized
LOGIC DEVICES 0.0%
Value ($000) $0 Shares 10,000 Est. Cost Unrealized