L & S Advisors Inc Quant / Systematic

CIK: 0001392364 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $597,621 (86.4% shares, 13.6% debt)

Holdings (286)

US TREASURY BILL17 U S T BILL 4.0%
Value ($000) $23,985 Shares 24,000,000 Est. Cost $1.00 Unrealized
FACEBOOK INC 3.4%
Value ($000) $20,426 Shares 119,539 Est. Cost $78.11 Unrealized
UNITED STATES TREASURY T BILL 3.3%
Value ($000) $19,883 Shares 20,000,000 Est. Cost $0.99 Unrealized
LLDYX LD ABT SHT DURN 2.1%
Value ($000) $12,815 Shares 2,994,080 Est. Cost $4.29 Unrealized
AAPL APPLE INC 2.0%
Value ($000) $12,203 Shares 79,180 Est. Cost $27.46 Unrealized +31.6%
ABBVIE INC 1.9%
Value ($000) $11,151 Shares 125,487 Est. Cost $65.52 Unrealized
BA BOEING CO 1.7%
Value ($000) $10,134 Shares 39,864 Est. Cost $208.27 Unrealized +5.8%
MSFT MICROSOFT CORPORATION 1.7%
Value ($000) $9,921 Shares 133,179 Est. Cost $49.16 Unrealized +35.6%
BROADCOM LIMITED 1.6%
Value ($000) $9,807 Shares 40,433 Est. Cost $185.89 Unrealized
3M COMPANY 1.5%
Value ($000) $8,848 Shares 42,153 Est. Cost $192.36 Unrealized
EQUITY LIFESTYLE PROPERTIES 1.4%
Value ($000) $8,459 Shares 99,423 Est. Cost $72.63 Unrealized
DELPHI AUTOMOTIVE PLC 1.4%
Value ($000) $8,254 Shares 83,883 Est. Cost $92.20 Unrealized
AMAT APPLIED MATERIALS INC 1.4%
Value ($000) $8,236 Shares 158,114 Est. Cost $28.72 Unrealized +43.4%
UNITEDHEALTH GROUP 1.4%
Value ($000) $8,124 Shares 41,478 Est. Cost $178.37 Unrealized
US TREASURY 1.3%
Value ($000) $7,722 Shares 7,751,000 Est. Cost $1.00 Unrealized
GILD GILEAD SCIENCES INC 1.2%
Value ($000) $7,173 Shares 88,531 Est. Cost $55.94 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 1.2%
Value ($000) $7,118 Shares 54,747 Est. Cost $98.21 Unrealized +6.9%
ADI ANALOG DEVICES INC 1.2%
Value ($000) $6,973 Shares 80,920 Est. Cost $64.05 Unrealized +7.6%
HON HONEYWELL INTL INC 1.2%
Value ($000) $6,964 Shares 49,132 Est. Cost $78.11 Unrealized +33.6%
LMT LOCKHEED MARTIN 1.1%
Value ($000) $6,853 Shares 22,085 Est. Cost $228.48 Unrealized +4.4%
BAC BANK OF AMERICA CORP 1.1%
Value ($000) $6,697 Shares 264,288 Est. Cost $19.45 Unrealized +2.6%
CMI CUMMINS INC 1.1%
Value ($000) $6,685 Shares 39,782 Est. Cost $120.70 Unrealized +7.7%
DJ INDUSTRIAL ETF 1.1%
Value ($000) $6,602 Shares 29,496 Est. Cost $199.64 Unrealized
ALPHABET INC A 1.1%
Value ($000) $6,443 Shares 6,617 Est. Cost $829.07 Unrealized
EIHIX EATON VANCE HIGH INCOME 1.1%
Value ($000) $6,394 Shares 1,396,003 Est. Cost $4.54 Unrealized
C CITIGROUP INC 1.1%
Value ($000) $6,305 Shares 86,672 Est. Cost $43.32 Unrealized +19.8%
AXP AMERICAN EXPRESS CO 1.0%
Value ($000) $6,238 Shares 68,953 Est. Cost $68.11 Unrealized +12.5%
OAKIX OAKMARK INTL VALUE 1.0%
Value ($000) $6,137 Shares 213,314 Est. Cost $24.00 Unrealized
NVIDIA CORP 1.0%
Value ($000) $6,127 Shares 34,272 Est. Cost $53.88 Unrealized
NOC NORTHROP GRUMMAN CORP 1.0%
Value ($000) $6,108 Shares 21,229 Est. Cost $208.17 Unrealized +12.9%
JBHT JB HUNT TRANSPORT SERVICES 1.0%
Value ($000) $6,085 Shares 54,776 Est. Cost $87.51 Unrealized +2.4%
US TREASURY 1.0%
Value ($000) $5,917 Shares 5,932,000 Est. Cost $1.00 Unrealized
CIMAREX ENERGY 1.0%
Value ($000) $5,911 Shares 52,000 Est. Cost $113.67 Unrealized
CBOE CBOE HOLDINGS INC 1.0%
Value ($000) $5,888 Shares 54,710 Est. Cost $88.43 Unrealized 0.0%
CAT CATERPILLAR INC 1.0%
Value ($000) $5,839 Shares 46,820 Est. Cost $96.02 Unrealized 0.0%
AA ALCOA CORPORATION 1.0%
Value ($000) $5,833 Shares 125,125 Est. Cost $38.20 Unrealized 0.0%
APD AIR PRODUCTS & CHEMICALS 0.9%
Value ($000) $5,664 Shares 37,458 Est. Cost $119.15 Unrealized 0.0%
BAX BAXTER INTERNATIONAL INC 0.9%
Value ($000) $5,623 Shares 89,614 Est. Cost $53.53 Unrealized 0.0%
ANDEAVOR 0.9%
Value ($000) $5,604 Shares 54,325 Est. Cost $103.16 Unrealized
ETN EATON CORP PLC 0.9%
Value ($000) $5,591 Shares 72,804 Est. Cost $63.85 Unrealized 0.0%
PARSLEY ENERGY INC 0.9%
Value ($000) $5,589 Shares 212,189 Est. Cost $26.34 Unrealized
BDX BECTON DICKINSON & CO 0.9%
Value ($000) $5,539 Shares 28,266 Est. Cost $160.56 Unrealized +6.5%
SPDR S&P 500 ETF 0.9%
Value ($000) $5,524 Shares 21,989 Est. Cost $231.15 Unrealized
RIO RIO TINTO PLC (ADR) 0.9%
Value ($000) $5,420 Shares 114,851 Est. Cost $47.19 Unrealized
EXXON MOBIL CORP 0.9%
Value ($000) $5,262 Shares 64,181 Est. Cost $87.31 Unrealized
UNITED TECHNOLOGIES CORP 0.9%
Value ($000) $5,256 Shares 45,278 Est. Cost $122.11 Unrealized
JPMORGAN CHASE & CO 0.9%
Value ($000) $5,176 Shares 54,194 Est. Cost $87.76 Unrealized
CELGENE CORP 0.8%
Value ($000) $4,996 Shares 34,264 Est. Cost $141.18 Unrealized
HD HOME DEPOT 0.8%
Value ($000) $4,779 Shares 29,217 Est. Cost $113.66 Unrealized +10.1%
RAYTHEON CO 0.8%
Value ($000) $4,516 Shares 24,203 Est. Cost $161.47 Unrealized
INTU INTUIT INC 0.7%
Value ($000) $4,264 Shares 30,000 Est. Cost $104.73 Unrealized +24.3%
VISA INC 0.7%
Value ($000) $4,263 Shares 40,504 Est. Cost $90.21 Unrealized
DIAMONDBACK ENERGY 0.7%
Value ($000) $4,168 Shares 42,551 Est. Cost $97.95 Unrealized
HLMIX HRDG LVNR INTL EQUITY 0.7%
Value ($000) $4,165 Shares 187,968 Est. Cost $19.60 Unrealized
UNP UNION PACIFIC CORPORATION 0.7%
Value ($000) $4,124 Shares 35,565 Est. Cost $87.45 Unrealized +1.9%
AMZN AMAZON.COM INC 0.7%
Value ($000) $4,054 Shares 4,217 Est. Cost $42.56 Unrealized +15.4%
ZOETIS INC 0.7%
Value ($000) $4,041 Shares 63,372 Est. Cost $53.47 Unrealized
INTC INTEL CORP 0.6%
Value ($000) $3,620 Shares 95,050 Est. Cost $28.28 Unrealized +4.6%
VMWARE INC 0.6%
Value ($000) $3,418 Shares 31,303 Est. Cost $109.19 Unrealized
EMN EASTMAN CHEM CO 0.5%
Value ($000) $3,031 Shares 33,495 Est. Cost $58.49 Unrealized +9.6%
LYONDELLBASELL INDUSTRIES 0.5%
Value ($000) $3,021 Shares 30,499 Est. Cost $85.78 Unrealized
NSC NORFOLK SOUTHERN CORP 0.5%
Value ($000) $2,954 Shares 22,341 Est. Cost $102.71 Unrealized 0.0%
GUGG MACRO OPPS 0.5%
Value ($000) $2,946 Shares 110,302 Est. Cost $26.64 Unrealized
INTUITIVE SURGICAL 0.5%
Value ($000) $2,887 Shares 2,760 Est. Cost $826.23 Unrealized
MERCK & CO INC 0.5%
Value ($000) $2,887 Shares 45,094 Est. Cost $57.61 Unrealized
LLY ELI LILLY & COMPANY 0.5%
Value ($000) $2,750 Shares 32,154 Est. Cost $72.13 Unrealized 0.0%
AMGN AMGEN INCORPORATED 0.5%
Value ($000) $2,745 Shares 14,721 Est. Cost $137.50 Unrealized 0.0%
ALIBABA GROUP HOLDING LTD 0.4%
Value ($000) $2,632 Shares 15,238 Est. Cost $153.44 Unrealized
DBLTX DOUBLELINE T RETURN CL I 0.4%
Value ($000) $2,605 Shares 243,443 Est. Cost $10.63 Unrealized
PROLOGIS INC 0.4%
Value ($000) $2,598 Shares 40,937 Est. Cost $63.46 Unrealized
TCW EMERGING MKTS INC 0.4%
Value ($000) $2,545 Shares 296,960 Est. Cost $8.41 Unrealized
AMERICAN TOWER 0.4%
Value ($000) $2,472 Shares 18,083 Est. Cost $116.43 Unrealized
ALLERGAN PLC 0.4%
Value ($000) $2,469 Shares 12,049 Est. Cost $238.99 Unrealized
XPO XPO LOGISTICS INC 0.4%
Value ($000) $2,460 Shares 36,290 Est. Cost $15.75 Unrealized +33.0%
CEMIX CAUSEWAY EMERGING MKTS 0.4%
Value ($000) $2,429 Shares 181,133 Est. Cost $11.79 Unrealized
BIDU BAIDU INC (ADR) 0.4%
Value ($000) $2,337 Shares 9,434 Est. Cost $202.93 Unrealized
PG PROCTER & GAMBLE 0.4%
Value ($000) $2,228 Shares 24,484 Est. Cost $68.03 Unrealized +7.3%
GOLDMAN SACHS GROUP 0.4%
Value ($000) $2,152 Shares 9,071 Est. Cost $239.45 Unrealized
WATFX WESTERN ASSET CORE CL I 0.4%
Value ($000) $2,104 Shares 166,363 Est. Cost $12.51 Unrealized
CISCO SYSTEMS INC 0.3%
Value ($000) $2,068 Shares 61,482 Est. Cost $30.02 Unrealized
VICTORY SYCAMORE VAL I 0.3%
Value ($000) $1,971 Shares 50,023 Est. Cost $37.72 Unrealized
IWP ISH RUSS MID-CAP GRWTH 0.3%
Value ($000) $1,929 Shares 17,038 Est. Cost $98.86 Unrealized
LAM RESEARCH CORP 0.3%
Value ($000) $1,891 Shares 10,220 Est. Cost $107.68 Unrealized
DBLFX DOUBLELINE CORE FIXED I 0.3%
Value ($000) $1,782 Shares 161,983 Est. Cost $11.00 Unrealized
VBR VANGUARD SMALL CAP VALUE ETF 0.3%
Value ($000) $1,709 Shares 13,372 Est. Cost $112.44 Unrealized
VCAIX VANGUARD CA TAX EXEMPT 0.3%
Value ($000) $1,690 Shares 142,978 Est. Cost $11.66 Unrealized
WASTE MANAGEMENT INC 0.3%
Value ($000) $1,661 Shares 21,221 Est. Cost $64.11 Unrealized
MGM MGM RESORTS INTL 0.3%
Value ($000) $1,638 Shares 50,259 Est. Cost $27.52 Unrealized +11.3%
CORESITE REALTY CORP 0.3%
Value ($000) $1,608 Shares 14,370 Est. Cost $91.14 Unrealized
VTI VANGUARD TOTAL STOCK ETF 0.3%
Value ($000) $1,591 Shares 12,285 Est. Cost $121.31 Unrealized
ALLIANZGI SHORT DURATION 0.3%
Value ($000) $1,580 Shares 104,370 Est. Cost $15.15 Unrealized
PIMIX PIMCO INCOME FUND CL I 0.3%
Value ($000) $1,571 Shares 126,277 Est. Cost $12.38 Unrealized
US TREASURY 0.3%
Value ($000) $1,500 Shares 1,496,000 Est. Cost $1.01 Unrealized
DOWDUPONT INC 0.2%
Value ($000) $1,489 Shares 21,513 Est. Cost $69.21 Unrealized
IWO ISH RUSSELL 2000 GRWTH 0.2%
Value ($000) $1,280 Shares 7,152 Est. Cost $151.53 Unrealized
HI CRUSH PARTNERS LP 0.2%
Value ($000) $1,278 Shares 134,575 Est. Cost $11.60 Unrealized
WYNN WYNN RESORTS LTD 0.2%
Value ($000) $1,271 Shares 8,537 Est. Cost $92.74 Unrealized +33.9%
TJX TJX COMPANIES INC 0.2%
Value ($000) $1,264 Shares 17,149 Est. Cost $34.29 Unrealized -7.6%
NWL NEWELL BRANDS INC 0.2%
Value ($000) $1,262 Shares 29,580 Est. Cost $34.19 Unrealized -2.1%
BLACKROCK INC 0.2%
Value ($000) $1,257 Shares 2,811 Est. Cost $394.07 Unrealized
CVX CHEVRON CORPORATION 0.2%
Value ($000) $1,248 Shares 10,622 Est. Cost $71.94 Unrealized +5.9%
R RYDER SYSTEM INC 0.2%
Value ($000) $1,246 Shares 14,735 Est. Cost $75.70 Unrealized 0.0%
GUGG S&P 500 EQL WT 0.2%
Value ($000) $1,228 Shares 12,850 Est. Cost $81.71 Unrealized
MCD MCDONALDS CORP 0.2%
Value ($000) $1,227 Shares 7,829 Est. Cost $117.92 Unrealized +9.1%
NEXTERA ENERGY INC 0.2%
Value ($000) $1,212 Shares 8,270 Est. Cost $128.36 Unrealized
TXN TEXAS INSTRUMENTS INC 0.2%
Value ($000) $1,206 Shares 13,458 Est. Cost $61.25 Unrealized +6.4%
DLR DIGITAL REALTY TRUST INC 0.2%
Value ($000) $1,195 Shares 10,095 Est. Cost $77.99 Unrealized +10.6%
VCLAX VANGUARD CA TAX-EXEMPT 0.2%
Value ($000) $1,163 Shares 95,605 Est. Cost $12.10 Unrealized
GD GENERAL DYNAMICS CORP 0.2%
Value ($000) $1,156 Shares 5,621 Est. Cost $149.29 Unrealized +11.5%
HANNON ARMSTRONG REIT 0.2%
Value ($000) $1,155 Shares 47,400 Est. Cost $24.37 Unrealized
ABT ABBOTT LABORATORIES 0.2%
Value ($000) $1,139 Shares 21,348 Est. Cost $34.87 Unrealized +24.3%
SBUX STARBUCKS CORP 0.2%
Value ($000) $1,114 Shares 20,738 Est. Cost $46.63 Unrealized -0.9%
PDIIX PIMCO DIVERS INCOME 0.2%
Value ($000) $1,107 Shares 100,404 Est. Cost $11.03 Unrealized
VCADX VANGUARD CA TAX EXEMPT 0.2%
Value ($000) $1,092 Shares 92,405 Est. Cost $11.77 Unrealized
STZ CONSTELLATION BRANDS INC 0.2%
Value ($000) $1,028 Shares 5,156 Est. Cost $156.45 Unrealized +11.0%
BCTIX AM CEN TAX FREE BOND 0.2%
Value ($000) $1,022 Shares 85,675 Est. Cost $11.78 Unrealized
FLMVX JPM MID CAP VALUE L 0.2%
Value ($000) $1,017 Shares 25,732 Est. Cost $37.55 Unrealized
MAR MARRIOTT INTERNATIONAL INC 0.2%
Value ($000) $965 Shares 8,748 Est. Cost $81.09 Unrealized +18.4%
AGRIUM INC 0.2%
Value ($000) $957 Shares 8,928 Est. Cost $90.51 Unrealized
TENCENT HOLDINGS LTD 0.2%
Value ($000) $941 Shares 21,427 Est. Cost $43.92 Unrealized
ULTA BEAUTY INC 0.2%
Value ($000) $936 Shares 4,140 Est. Cost $270.99 Unrealized
APOLLO GLOBAL MGT 0.2%
Value ($000) $932 Shares 30,948 Est. Cost $30.12 Unrealized
USB US BANCORP 0.2%
Value ($000) $927 Shares 17,302 Est. Cost $33.77 Unrealized +11.8%
ACTIVISION BLIZZARD 0.2%
Value ($000) $901 Shares 13,967 Est. Cost $43.17 Unrealized
VTV VANGUARD VALUE ETF 0.1%
Value ($000) $871 Shares 8,724 Est. Cost $84.98 Unrealized
WMT WAL-MART STORES INC 0.1%
Value ($000) $855 Shares 10,938 Est. Cost $22.02 Unrealized +4.0%
TMO THERMO FISHER SCIENTIFIC 0.1%
Value ($000) $854 Shares 4,515 Est. Cost $149.97 Unrealized +18.1%
WELLS FARGO CA TAX FREE 0.1%
Value ($000) $852 Shares 71,607 Est. Cost $11.75 Unrealized
SUN TRUST BANKS INC 0.1%
Value ($000) $847 Shares 14,177 Est. Cost $55.46 Unrealized
MERCADOLIBRE INC 0.1%
Value ($000) $843 Shares 3,255 Est. Cost $254.49 Unrealized
DIAGEO PLC (ADR) 0.1%
Value ($000) $837 Shares 6,335 Est. Cost $123.50 Unrealized
VUG VANGUARD GROWTH ETF 0.1%
Value ($000) $813 Shares 6,127 Est. Cost $111.29 Unrealized
KO COCA COLA COMPANY 0.1%
Value ($000) $804 Shares 17,856 Est. Cost $32.54 Unrealized +7.4%
PIONEER NATURAL RESOURCES 0.1%
Value ($000) $775 Shares 5,255 Est. Cost $172.71 Unrealized
VIRNETX HOLDING CORP 0.1%
Value ($000) $774 Shares 198,550 Est. Cost $4.42 Unrealized
REGENERON PHARMACEUTICALS 0.1%
Value ($000) $742 Shares 1,660 Est. Cost $422.07 Unrealized
COSTAR GROUP INC 0.1%
Value ($000) $740 Shares 2,760 Est. Cost $264.20 Unrealized
SBA COMMUNICATIONS CORP 0.1%
Value ($000) $740 Shares 5,135 Est. Cost $124.69 Unrealized
PANW PALO ALTO NETWORKS INC 0.1%
Value ($000) $732 Shares 5,080 Est. Cost $23.48 Unrealized -3.0%
INCYTE CORP 0.1%
Value ($000) $717 Shares 6,140 Est. Cost $126.25 Unrealized
GENERAL ELECTRIC CO 0.1%
Value ($000) $659 Shares 27,242 Est. Cost $31.57 Unrealized
ETHIX EATON VANCE HIGH INCOME 0.1%
Value ($000) $644 Shares 140,945 Est. Cost $4.53 Unrealized
BLKROCK MUNI OPPS 0.1%
Value ($000) $636 Shares 54,638 Est. Cost $11.40 Unrealized
TRIUMPH GROUP 0.1%
Value ($000) $634 Shares 650,000 Est. Cost $0.98 Unrealized
TDG TRANSDIGM GROUP INC 0.1%
Value ($000) $619 Shares 2,420 Est. Cost $157.86 Unrealized +20.3%
JUNO THERAPEUTICS 0.1%
Value ($000) $615 Shares 13,705 Est. Cost $44.87 Unrealized
EA ELECTRONIC ARTS 0.1%
Value ($000) $576 Shares 4,880 Est. Cost $84.78 Unrealized +32.8%
YY INC (ADR) 0.1%
Value ($000) $565 Shares 6,512 Est. Cost $86.76 Unrealized
CONNS INC 0.1%
Value ($000) $563 Shares 580,000 Est. Cost $0.97 Unrealized
NUTANIX INC CL A 0.1%
Value ($000) $563 Shares 25,135 Est. Cost $22.40 Unrealized
DIS WALT DISNEY CO 0.1%
Value ($000) $560 Shares 5,679 Est. Cost $95.13 Unrealized +1.9%
ALPHABET INC C 0.1%
Value ($000) $555 Shares 578 Est. Cost $731.76 Unrealized
SERVICENOW INC 0.1%
Value ($000) $555 Shares 4,725 Est. Cost $91.27 Unrealized
MWTIX METROPOLITAN WEST TR 0.1%
Value ($000) $548 Shares 51,326 Est. Cost $10.58 Unrealized
SINA CORP 0.1%
Value ($000) $539 Shares 4,700 Est. Cost $86.71 Unrealized
NEWSTAR FINANCIAL 0.1%
Value ($000) $534 Shares 520,000 Est. Cost $1.03 Unrealized
CME GROUP INC 0.1%
Value ($000) $531 Shares 3,916 Est. Cost $125.15 Unrealized
ALB ALBEMARLE CORP 0.1%
Value ($000) $518 Shares 3,800 Est. Cost $86.49 Unrealized +22.6%
HEALTHCARE TRUST OF AMERICA 0.1%
Value ($000) $516 Shares 17,321 Est. Cost $31.11 Unrealized
PAYPAL HOLDINGS INC 0.1%
Value ($000) $505 Shares 7,885 Est. Cost $39.97 Unrealized
CONSOL ENERGY 0.1%
Value ($000) $495 Shares 490,000 Est. Cost $0.99 Unrealized
ROYAL CARIBBEAN CRUISES 0.1%
Value ($000) $495 Shares 4,176 Est. Cost $109.27 Unrealized
COL EMRG CONSUMER 0.1%
Value ($000) $490 Shares 17,800 Est. Cost $24.83 Unrealized
SYK STRYKER CORP 0.1%
Value ($000) $489 Shares 3,445 Est. Cost $101.33 Unrealized +29.1%
SHOPIFY INC 0.1%
Value ($000) $478 Shares 4,105 Est. Cost $116.44 Unrealized
SKYWORKS SOLUTIONS 0.1%
Value ($000) $476 Shares 4,675 Est. Cost $97.68 Unrealized
RSP PERMIAN 0.1%
Value ($000) $446 Shares 425,000 Est. Cost $1.05 Unrealized
BERRY PLASTICS GROUP 0.1%
Value ($000) $443 Shares 425,000 Est. Cost $1.03 Unrealized
CSC HOLDINGS 0.1%
Value ($000) $441 Shares 400,000 Est. Cost $1.09 Unrealized
WINDSTREAM HOLDINGS 0.1%
Value ($000) $440 Shares 550,000 Est. Cost $0.80 Unrealized
PLCE CHILDRENS PLACE INC 0.1%
Value ($000) $438 Shares 3,705 Est. Cost $102.34 Unrealized +5.1%
NETFLIX INC 0.1%
Value ($000) $429 Shares 2,368 Est. Cost $132.66 Unrealized
WHR WHIRLPOOL CORP 0.1%
Value ($000) $428 Shares 2,318 Est. Cost $174.47 Unrealized +2.5%
IVW ISHARES S&P 500 GROWTH ETF 0.1%
Value ($000) $426 Shares 2,968 Est. Cost $143.53 Unrealized
BMY BRISTOL MYERS SQUIBB 0.1%
Value ($000) $423 Shares 6,635 Est. Cost $41.50 Unrealized +3.9%
WPX ENERGY 0.1%
Value ($000) $414 Shares 400,000 Est. Cost $1.00 Unrealized
TAILORED BRANDS 0.1%
Value ($000) $410 Shares 430,000 Est. Cost $0.91 Unrealized
PROOFPOINT INC 0.1%
Value ($000) $410 Shares 4,700 Est. Cost $86.75 Unrealized
EOG RESOURCES INC 0.1%
Value ($000) $406 Shares 4,200 Est. Cost $99.56 Unrealized
MGM RESORTS 0.1%
Value ($000) $395 Shares 390,000 Est. Cost $1.01 Unrealized
MLM MARTIN MARIETTA MATERIALS 0.1%
Value ($000) $393 Shares 1,905 Est. Cost $206.40 Unrealized -3.8%
COSTCO WHOLESALE CORP 0.1%
Value ($000) $389 Shares 2,370 Est. Cost $156.54 Unrealized
LEVEL 3 FINANCING INC 0.1%
Value ($000) $386 Shares 375,000 Est. Cost $1.03 Unrealized
WSTRN ASST MNGD MUNIS 0.1%
Value ($000) $385 Shares 23,526 Est. Cost $16.28 Unrealized
EXPRESS SCRIPTS HOLDING CO 0.1%
Value ($000) $384 Shares 6,070 Est. Cost $75.53 Unrealized
DUNKIN BRANDS GROUP INC 0.1%
Value ($000) $383 Shares 7,220 Est. Cost $52.48 Unrealized
VMC VULCAN MATERIALS CO 0.1%
Value ($000) $380 Shares 3,180 Est. Cost $112.51 Unrealized -0.9%
TSN TYSON FOODS INC 0.1%
Value ($000) $378 Shares 5,360 Est. Cost $51.74 Unrealized -1.2%
VERIZON COMMUNICATIONS 0.1%
Value ($000) $375 Shares 7,571 Est. Cost $48.75 Unrealized
HEALTH CARE SELECT ETF 0.1%
Value ($000) $369 Shares 4,515 Est. Cost $72.90 Unrealized
WHITING 0.1%
Value ($000) $368 Shares 375,000 Est. Cost $0.98 Unrealized
WIRECARD AG GERMAN ORD 0.1%
Value ($000) $366 Shares 4,000 Est. Cost $55.50 Unrealized
ENSCO PLC 0.1%
Value ($000) $364 Shares 375,000 Est. Cost $0.97 Unrealized
PRINCIPAL FINANCIAL GROUP 0.1%
Value ($000) $361 Shares 5,615 Est. Cost $64.07 Unrealized
IVE ISHARES S&P 500 VALUE ETF 0.1%
Value ($000) $359 Shares 3,330 Est. Cost $107.81 Unrealized
ALLEGHENY TECH INC 0.1%
Value ($000) $357 Shares 350,000 Est. Cost $1.02 Unrealized
MONITRONICS INTERNATIONAL 0.1%
Value ($000) $356 Shares 400,000 Est. Cost $0.93 Unrealized
MARTIN MIDSTREAM LP 0.1%
Value ($000) $351 Shares 345,000 Est. Cost $1.01 Unrealized
CREDIT ACCEPTANCE CORP 0.1%
Value ($000) $349 Shares 345,000 Est. Cost $1.01 Unrealized
ENOVA INTERNATIONAL INC 0.1%
Value ($000) $349 Shares 332,000 Est. Cost $1.05 Unrealized
SCOTTS MIRACLE GRO 0.1%
Value ($000) $347 Shares 325,000 Est. Cost $1.07 Unrealized
REVLON CONSUMER PRODUCTS 0.1%
Value ($000) $346 Shares 450,000 Est. Cost $0.84 Unrealized
FRONTIER COMMUNICATIONS 0.1%
Value ($000) $344 Shares 420,000 Est. Cost $0.90 Unrealized
TESLA MOTORS INC 0.1%
Value ($000) $341 Shares 1,001 Est. Cost $342.78 Unrealized
HORIZON PHARMA INC 0.1%
Value ($000) $340 Shares 350,000 Est. Cost $0.97 Unrealized
OXY OCCIDENTAL PETROLEUM CORP 0.1%
Value ($000) $340 Shares 5,297 Est. Cost $56.99 Unrealized -14.3%
VERISIGN INC 0.1%
Value ($000) $336 Shares 325,000 Est. Cost $1.02 Unrealized
ICAHN ENTERPRISES LP 0.1%
Value ($000) $330 Shares 320,000 Est. Cost $1.03 Unrealized
GENWORTH HOLDINGS 0.1%
Value ($000) $326 Shares 325,000 Est. Cost $1.00 Unrealized
VEA VANGUARD DEVELOPED ETF 0.1%
Value ($000) $326 Shares 7,513 Est. Cost $41.93 Unrealized
DYNEGY 0.1%
Value ($000) $323 Shares 310,000 Est. Cost $1.00 Unrealized
CHEMOURS CO 0.1%
Value ($000) $319 Shares 300,000 Est. Cost $1.06 Unrealized
VWITX VANGUARD TAX EXEMPT 0.1%
Value ($000) $318 Shares 22,403 Est. Cost $13.97 Unrealized
LENNAR 0.1%
Value ($000) $316 Shares 300,000 Est. Cost $1.03 Unrealized
GOODYEAR TIRE 0.1%
Value ($000) $313 Shares 300,000 Est. Cost $1.03 Unrealized
POWERSHARE RAFI US 1000 ETF 0.1%
Value ($000) $310 Shares 2,895 Est. Cost $102.59 Unrealized
AXLE & MANUFACTURING 0.1%
Value ($000) $308 Shares 300,000 Est. Cost $1.03 Unrealized
CALPINE CORPORATION 0.1%
Value ($000) $306 Shares 325,000 Est. Cost $0.98 Unrealized
MWHYX METRO WEST HIGH YIELD 0.1%
Value ($000) $303 Shares 31,060 Est. Cost $9.69 Unrealized
ACCELERATE DIAGNOSTICS INC 0.1%
Value ($000) $301 Shares 13,390 Est. Cost $27.37 Unrealized
MALLINCKRODT INTL FINANCE 0.0%
Value ($000) $297 Shares 350,000 Est. Cost $0.85 Unrealized
RENT-A-CENTER 0.0%
Value ($000) $283 Shares 300,000 Est. Cost $0.94 Unrealized
AURUBIS AG GERMAN ORD 0.0%
Value ($000) $283 Shares 3,500 Est. Cost $56.29 Unrealized
CVGW CALAVO GROWERS INC 0.0%
Value ($000) $274 Shares 3,750 Est. Cost $49.87 Unrealized +21.2%
EIX EDISON INTERNATIONAL 0.0%
Value ($000) $273 Shares 3,535 Est. Cost $49.19 Unrealized +12.5%
PRHYX T ROWE PRICE HIGH YIELD 0.0%
Value ($000) $273 Shares 40,100 Est. Cost $6.72 Unrealized
HCA INC 0.0%
Value ($000) $268 Shares 250,000 Est. Cost $1.08 Unrealized
SEAGATE HDD CAYMAN 0.0%
Value ($000) $268 Shares 275,000 Est. Cost $1.00 Unrealized
BOYD GAMING 0.0%
Value ($000) $268 Shares 250,000 Est. Cost $1.07 Unrealized
NAVIENT CORPORATION 0.0%
Value ($000) $265 Shares 250,000 Est. Cost $1.06 Unrealized
LEXMARK INTL 0.0%
Value ($000) $264 Shares 250,000 Est. Cost $1.06 Unrealized
RICE ENERGY INC 0.0%
Value ($000) $262 Shares 250,000 Est. Cost $1.05 Unrealized
XERIUM TECH 0.0%
Value ($000) $259 Shares 250,000 Est. Cost $1.04 Unrealized
OPPENHEIMER HOLDINGS 0.0%
Value ($000) $253 Shares 250,000 Est. Cost $1.01 Unrealized
PACWEST BANCORP 0.0%
Value ($000) $253 Shares 5,000 Est. Cost $54.40 Unrealized
CBRE GLOBAL REAL ESTATE 0.0%
Value ($000) $253 Shares 32,000 Est. Cost $8.22 Unrealized
VIVHY VIVENDI SA (ADR) 0.0%
Value ($000) $252 Shares 10,000 Est. Cost $18.90 Unrealized
SUNOCO LOGISTICS PARTNERS 0.0%
Value ($000) $248 Shares 250,000 Est. Cost $0.97 Unrealized
GRAPHIC PACKAGING 0.0%
Value ($000) $248 Shares 240,000 Est. Cost $1.03 Unrealized
OKE ONEOK INC 0.0%
Value ($000) $246 Shares 4,432 Est. Cost $32.05 Unrealized 0.0%
KEYENCE CORP ORD F 0.0%
Value ($000) $245 Shares 462 Est. Cost $439.39 Unrealized
STATE OF CALIFORNIA 0.0%
Value ($000) $242 Shares 200,000 Est. Cost $1.22 Unrealized
TSM TAIWAN SEMICONDUCTOR 0.0%
Value ($000) $239 Shares 6,360 Est. Cost $33.24 Unrealized
LOS ANGELES DIST SPECIAL TAX 0.0%
Value ($000) $236 Shares 200,000 Est. Cost $1.15 Unrealized
OFFICE OF INV & INFRA 0.0%
Value ($000) $228 Shares 200,000 Est. Cost $1.14 Unrealized
BAY AREA TOLL 0.0%
Value ($000) $223 Shares 200,000 Est. Cost $1.11 Unrealized
SPDR GOLD SHARES ETF 0.0%
Value ($000) $223 Shares 1,833 Est. Cost $118.64 Unrealized
ITA ISHARES US AERO & DEF ETF 0.0%
Value ($000) $223 Shares 1,254 Est. Cost $119.46 Unrealized
SAN DIEGO AIRPORT AUTHORITY 0.0%
Value ($000) $222 Shares 200,000 Est. Cost $1.11 Unrealized
ITW ILLINOIS TOOL WORKS 0.0%
Value ($000) $219 Shares 1,481 Est. Cost $113.32 Unrealized +2.4%
ENTERPRISE PRODUCTS 0.0%
Value ($000) $214 Shares 200,000 Est. Cost $1.07 Unrealized
CALIFORNIA ST 0.0%
Value ($000) $213 Shares 200,000 Est. Cost $1.09 Unrealized
BAY AREA TOLL 0.0%
Value ($000) $212 Shares 200,000 Est. Cost $1.07 Unrealized
CARROLS REST GRP 0.0%
Value ($000) $212 Shares 200,000 Est. Cost $1.06 Unrealized
REA GROUP LTD 0.0%
Value ($000) $210 Shares 4,000 Est. Cost $51.00 Unrealized
FLY LEASING LTD 0.0%
Value ($000) $208 Shares 200,000 Est. Cost $1.04 Unrealized
PULTE GROUP 0.0%
Value ($000) $208 Shares 200,000 Est. Cost $1.04 Unrealized
PLY GEM INDUSTRIES 0.0%
Value ($000) $208 Shares 200,000 Est. Cost $1.04 Unrealized
LIFEPOINT HEALTH 0.0%
Value ($000) $207 Shares 200,000 Est. Cost $1.03 Unrealized
ISTAR FINANCIAL INC 0.0%
Value ($000) $207 Shares 200,000 Est. Cost $1.03 Unrealized
GROUP 1 AUTOMOTIVE 0.0%
Value ($000) $207 Shares 200,000 Est. Cost $1.03 Unrealized
POWERSHARES QQQ ETF 0.0%
Value ($000) $206 Shares 1,413 Est. Cost $145.79 Unrealized
R.R. DONN & SONS 0.0%
Value ($000) $206 Shares 200,000 Est. Cost $1.03 Unrealized
BANK OF AMERICA 0.0%
Value ($000) $205 Shares 200,000 Est. Cost $1.04 Unrealized
QUAD GRAPHICS 0.0%
Value ($000) $205 Shares 200,000 Est. Cost $1.02 Unrealized
NCR CORPORATION 0.0%
Value ($000) $204 Shares 200,000 Est. Cost $1.02 Unrealized
DIAMOND 1 FINANCE 0.0%
Value ($000) $204 Shares 200,000 Est. Cost $1.02 Unrealized
OASIS PETROLEUM 0.0%
Value ($000) $204 Shares 200,000 Est. Cost $1.02 Unrealized
POWAY SCHOOL DISTRICT 0.0%
Value ($000) $203 Shares 200,000 Est. Cost $1.02 Unrealized
GRIFFON CORP 0.0%
Value ($000) $203 Shares 200,000 Est. Cost $1.01 Unrealized
CALIFORNIA ST 0.0%
Value ($000) $202 Shares 175,000 Est. Cost $1.16 Unrealized
BAIDU 0.0%
Value ($000) $202 Shares 200,000 Est. Cost $1.01 Unrealized
GLOBAL PARTNERS 0.0%
Value ($000) $202 Shares 200,000 Est. Cost $1.01 Unrealized
SANTANDER HOLDINGS 0.0%
Value ($000) $201 Shares 200,000 Est. Cost $0.99 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
BEAR STEARNS 0.0%
Value ($000) $200 Shares 200,000 Est. Cost $1.02 Unrealized
FERRELL GAS 0.0%
Value ($000) $194 Shares 200,000 Est. Cost $0.97 Unrealized
KINDRED HEALTHCARE 0.0%
Value ($000) $190 Shares 210,000 Est. Cost $0.94 Unrealized
REVLON CONSUMER PRODS 0.0%
Value ($000) $174 Shares 200,000 Est. Cost $0.87 Unrealized
BLACKROCK CA MUNI TRUST 0.0%
Value ($000) $149 Shares 10,245 Est. Cost $14.36 Unrealized
AIA GROUP LTD ORDF 0.0%
Value ($000) $99 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) $31 Shares 500,000 Est. Cost $0.11 Unrealized
TOMI ENVIRONMENTAL 0.0%
Value ($000) $3 Shares 25,000 Est. Cost $0.12 Unrealized
LOGIC DEVICES 0.0%
Value ($000) $0 Shares 10,000 Est. Cost Unrealized