Lombard Odier Asset Management (Switzerland) SA Quant / Systematic

CIK: 0001535660 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 14, 2023

Total Value ($000): $704,222 (100.0% shares, 0.0% debt)

Holdings (141)

MFC MANULIFE FINL CORP 4.8%
Value ($000) $33,496 Shares 1,006,314 Est. Cost $19.44 Unrealized -1.8%
AAPL APPLE INC 3.7%
Value ($000) $26,222 Shares 135,186 Est. Cost $111.55 Unrealized +54.2%
UNH UNITEDHEALTH GROUP INC 3.2%
Value ($000) $22,700 Shares 47,229 Est. Cost $308.58 Unrealized +50.7%
INMD INMODE LTD 3.0%
Value ($000) $20,937 Shares 560,557 Est. Cost $34.74 Unrealized +0.6%
IQV IQVIA HLDGS INC 3.0%
Value ($000) $20,864 Shares 92,824 Est. Cost $165.74 Unrealized +21.1%
MSFT MICROSOFT CORP 2.9%
Value ($000) $20,722 Shares 60,849 Est. Cost $172.19 Unrealized +78.4%
VRTX VERTEX PHARMACEUTICALS INC 2.9%
Value ($000) $20,356 Shares 57,844 Est. Cost $305.91 Unrealized +10.1%
TMO THERMO FISHER SCIENTIFIC INC 2.8%
Value ($000) $19,867 Shares 38,077 Est. Cost $301.66 Unrealized +77.4%
SCI SERVICE CORP INTL 2.8%
Value ($000) $19,377 Shares 300,000 Est. Cost $41.39 Unrealized +61.4%
BC BRUNSWICK CORP 2.5%
Value ($000) $17,328 Shares 200,000 Est. Cost $75.82 Unrealized +1.2%
LLY LILLY ELI & CO 2.4%
Value ($000) $16,832 Shares 35,890 Est. Cost $335.38 Unrealized +22.7%
MRK MERCK & CO INC 2.3%
Value ($000) $15,971 Shares 138,405 Est. Cost $89.59 Unrealized +16.6%
THO THOR INDS INC 2.2%
Value ($000) $15,525 Shares 150,000 Est. Cost $105.57 Unrealized -24.4%
AMP AMERIPRISE FINL INC 2.2%
Value ($000) $15,180 Shares 45,702 Est. Cost $234.80 Unrealized +26.3%
LABORATORY CORP AMER HLDGS 2.1%
Value ($000) $14,645 Shares 60,683 Est. Cost $257.10 Unrealized
RCL ROYAL CARIBBEAN GROUP 1.9%
Value ($000) $13,692 Shares 131,981 Est. Cost $64.83 Unrealized +18.8%
CHE CHEMED CORP NEW 1.9%
Value ($000) $13,542 Shares 25,000 Est. Cost $445.16 Unrealized +21.6%
ELS EQUITY LIFESTYLE PPTYS INC 1.9%
Value ($000) $13,527 Shares 202,232 Est. Cost $76.48 Unrealized
TOL TOLL BROTHERS INC 1.9%
Value ($000) $13,442 Shares 170,000 Est. Cost $67.10 Unrealized 0.0%
GL GLOBE LIFE INC 1.9%
Value ($000) $13,218 Shares 120,579 Est. Cost $101.22 Unrealized +3.9%
RMD RESMED INC 1.9%
Value ($000) $13,165 Shares 60,254 Est. Cost $217.42 Unrealized 0.0%
HOLX HOLOGIC INC 1.8%
Value ($000) $13,024 Shares 160,851 Est. Cost $71.91 Unrealized +13.6%
NVDA NVIDIA CORPORATION 1.4%
Value ($000) $9,858 Shares 23,303 Est. Cost $19.10 Unrealized +73.7%
AMZN AMAZON COM INC 1.4%
Value ($000) $9,608 Shares 73,705 Est. Cost $119.33 Unrealized -4.3%
EVH EVOLENT HEALTH INC 1.3%
Value ($000) $9,090 Shares 300,000 Est. Cost $31.62 Unrealized +2.3%
VRTS VIRTUS INVT PARTNERS INC 1.3%
Value ($000) $8,886 Shares 45,000 Est. Cost $252.54 Unrealized -33.7%
DXCM DEXCOM INC 1.1%
Value ($000) $7,734 Shares 60,179 Est. Cost $95.01 Unrealized +27.3%
RSG REPUBLIC SVCS INC 1.0%
Value ($000) $7,109 Shares 46,415 Est. Cost $125.30 Unrealized +10.5%
GOOGL ALPHABET INC 1.0%
Value ($000) $6,962 Shares 58,158 Est. Cost $110.16 Unrealized +3.7%
VTR VENTAS INC 1.0%
Value ($000) $6,925 Shares 146,499 Est. Cost $43.39 Unrealized -4.6%
TSLA TESLA INC 0.9%
Value ($000) $6,619 Shares 25,284 Est. Cost $256.84 Unrealized -22.1%
URI UNITED RENTALS INC 0.9%
Value ($000) $6,594 Shares 14,806 Est. Cost $293.18 Unrealized +23.1%
OPCH OPTION CARE HEALTH INC 0.9%
Value ($000) $6,498 Shares 200,000 Est. Cost $31.92 Unrealized -5.5%
AWK AMERICAN WTR WKS CO INC NEW 0.9%
Value ($000) $6,397 Shares 44,816 Est. Cost $142.37 Unrealized -2.8%
CDNS CADENCE DESIGN SYSTEM INC 0.8%
Value ($000) $5,873 Shares 25,044 Est. Cost $163.31 Unrealized +33.3%
META META PLATFORMS INC 0.8%
Value ($000) $5,807 Shares 20,235 Est. Cost $212.07 Unrealized +15.6%
SFM SPROUTS FMRS MKT INC 0.8%
Value ($000) $5,801 Shares 157,938 Est. Cost $29.87 Unrealized +16.9%
SPGI S&P GLOBAL INC 0.8%
Value ($000) $5,697 Shares 14,211 Est. Cost $338.94 Unrealized +5.6%
GPK GRAPHIC PACKAGING HLDG CO 0.8%
Value ($000) $5,672 Shares 236,045 Est. Cost $23.97 Unrealized +4.7%
ANSYS INC 0.7%
Value ($000) $5,255 Shares 15,912 Est. Cost $240.20 Unrealized
CAG CONAGRA BRANDS INC 0.7%
Value ($000) $5,087 Shares 150,861 Est. Cost $29.31 Unrealized +7.1%
TJX TJX COS INC NEW 0.7%
Value ($000) $5,022 Shares 59,229 Est. Cost $60.41 Unrealized +26.0%
GOOG ALPHABET INC 0.7%
Value ($000) $4,864 Shares 40,210 Est. Cost $109.03 Unrealized +5.4%
CCK CROWN HLDGS INC 0.7%
Value ($000) $4,843 Shares 55,746 Est. Cost $93.23 Unrealized -14.3%
MTZ MASTEC INC 0.6%
Value ($000) $4,365 Shares 37,002 Est. Cost $80.32 Unrealized +21.9%
CPRT COPART INC 0.6%
Value ($000) $4,351 Shares 47,704 Est. Cost $29.16 Unrealized +42.2%
V VISA INC 0.6%
Value ($000) $4,298 Shares 18,097 Est. Cost $166.63 Unrealized +34.7%
EBAY EBAY INC. 0.6%
Value ($000) $4,190 Shares 93,753 Est. Cost $39.40 Unrealized +7.2%
BIDU BAIDU INC 0.6%
Value ($000) $4,173 Shares 30,482 Est. Cost $145.68 Unrealized
AGCO AGCO CORP 0.6%
Value ($000) $4,127 Shares 31,401 Est. Cost $108.61 Unrealized +5.9%
TREX TREX CO INC 0.6%
Value ($000) $4,005 Shares 61,087 Est. Cost $59.21 Unrealized -5.8%
DAR DARLING INGREDIENTS INC 0.5%
Value ($000) $3,847 Shares 60,300 Est. Cost $70.40 Unrealized -13.4%
MU MICRON TECHNOLOGY INC 0.5%
Value ($000) $3,713 Shares 58,830 Est. Cost $66.14 Unrealized -4.0%
YUMC YUM CHINA HLDGS INC 0.5%
Value ($000) $3,679 Shares 65,113 Est. Cost $48.64 Unrealized +24.0%
CPB CAMPBELL SOUP CO 0.5%
Value ($000) $3,638 Shares 79,598 Est. Cost $47.99 Unrealized -2.2%
CARR CARRIER GLOBAL CORPORATION 0.5%
Value ($000) $3,366 Shares 67,704 Est. Cost $39.31 Unrealized +8.2%
JPM JPMORGAN CHASE & CO 0.5%
Value ($000) $3,174 Shares 21,823 Est. Cost $109.31 Unrealized +18.6%
AMD ADVANCED MICRO DEVICES INC 0.5%
Value ($000) $3,170 Shares 27,829 Est. Cost $67.04 Unrealized +55.1%
ASPEN TECHNOLOGY INC 0.4%
Value ($000) $3,053 Shares 18,216 Est. Cost $193.92 Unrealized
PEP PEPSICO INC 0.4%
Value ($000) $3,018 Shares 16,294 Est. Cost $136.58 Unrealized +24.9%
SGRY SURGERY PARTNERS INC 0.4%
Value ($000) $3,004 Shares 66,776 Est. Cost $38.16 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 0.4%
Value ($000) $2,950 Shares 17,825 Est. Cost $141.07 Unrealized +5.5%
CRM SALESFORCE INC 0.4%
Value ($000) $2,902 Shares 13,736 Est. Cost $220.61 Unrealized -8.6%
SEDG SOLAREDGE TECHNOLOGIES INC 0.4%
Value ($000) $2,804 Shares 10,423 Est. Cost $276.74 Unrealized +3.6%
XOM EXXON MOBIL CORP 0.4%
Value ($000) $2,556 Shares 23,830 Est. Cost $62.27 Unrealized +60.0%
SHLS SHOALS TECHNOLOGIES GROUP IN 0.4%
Value ($000) $2,551 Shares 99,820 Est. Cost $24.30 Unrealized -4.8%
TD TORONTO DOMINION BK ONT 0.3%
Value ($000) $2,236 Shares 20,482 Est. Cost $60.03 Unrealized +0.2%
KO COCA COLA CO 0.3%
Value ($000) $2,143 Shares 35,587 Est. Cost $49.32 Unrealized +16.3%
CSCO CISCO SYS INC 0.3%
Value ($000) $2,100 Shares 40,591 Est. Cost $39.86 Unrealized +14.2%
XYL XYLEM INC 0.3%
Value ($000) $2,036 Shares 18,078 Est. Cost $96.69 Unrealized +6.0%
ABBV ABBVIE INC 0.3%
Value ($000) $1,985 Shares 14,733 Est. Cost $81.14 Unrealized +64.8%
PG PROCTER AND GAMBLE CO 0.3%
Value ($000) $1,923 Shares 12,676 Est. Cost $112.94 Unrealized +25.1%
ZTS ZOETIS INC 0.3%
Value ($000) $1,912 Shares 11,101 Est. Cost $143.46 Unrealized +17.2%
ON ON SEMICONDUCTOR CORP 0.3%
Value ($000) $1,877 Shares 19,846 Est. Cost $67.68 Unrealized +22.2%
ENPH ENPHASE ENERGY INC 0.3%
Value ($000) $1,848 Shares 11,032 Est. Cost $213.95 Unrealized -16.5%
WMT WALMART INC 0.3%
Value ($000) $1,831 Shares 11,646 Est. Cost $46.54 Unrealized +5.2%
RY ROYAL BK CDA 0.3%
Value ($000) $1,803 Shares 10,714 Est. Cost $81.03 Unrealized +17.8%
ACM AECOM 0.3%
Value ($000) $1,780 Shares 21,013 Est. Cost $71.87 Unrealized +11.1%
AXP AMERICAN EXPRESS CO 0.2%
Value ($000) $1,745 Shares 10,017 Est. Cost $97.79 Unrealized +59.7%
AMAT APPLIED MATLS INC 0.2%
Value ($000) $1,681 Shares 11,628 Est. Cost $104.70 Unrealized +16.8%
YETI YETI HLDGS INC 0.2%
Value ($000) $1,677 Shares 43,181 Est. Cost $48.57 Unrealized -20.2%
BSY BENTLEY SYS INC 0.2%
Value ($000) $1,644 Shares 30,317 Est. Cost $36.75 Unrealized +25.2%
BAC BANK AMERICA CORP 0.2%
Value ($000) $1,605 Shares 55,941 Est. Cost $27.82 Unrealized -4.3%
PFE PFIZER INC 0.2%
Value ($000) $1,595 Shares 43,494 Est. Cost $39.10 Unrealized -15.0%
WCN WASTE CONNECTIONS INC 0.2%
Value ($000) $1,560 Shares 10,913 Est. Cost $130.91 Unrealized +4.8%
DOV DOVER CORP 0.2%
Value ($000) $1,548 Shares 10,484 Est. Cost $122.81 Unrealized +12.7%
MDLZ MONDELEZ INTL INC 0.2%
Value ($000) $1,547 Shares 21,212 Est. Cost $56.58 Unrealized +21.1%
PTC PTC INC 0.2%
Value ($000) $1,507 Shares 10,587 Est. Cost $115.45 Unrealized +14.7%
NKE NIKE INC 0.2%
Value ($000) $1,428 Shares 12,937 Est. Cost $125.79 Unrealized -11.5%
AA ALCOA CORP 0.2%
Value ($000) $1,390 Shares 40,971 Est. Cost $51.51 Unrealized -31.7%
WMS ADVANCED DRAIN SYS INC DEL 0.2%
Value ($000) $1,385 Shares 12,176 Est. Cost $104.55 Unrealized -10.8%
PBR PETROLEO BRASILEIRO SA PETRO 0.2%
Value ($000) $1,383 Shares 100,000 Est. Cost $13.83 Unrealized
GRAB GRAB HOLDINGS LIMITED 0.2%
Value ($000) $1,372 Shares 399,861 Est. Cost $2.87 Unrealized +8.4%
ORCL ORACLE CORP 0.2%
Value ($000) $1,364 Shares 11,450 Est. Cost $71.54 Unrealized +40.3%
SLB SCHLUMBERGER LTD 0.2%
Value ($000) $1,354 Shares 27,573 Est. Cost $33.33 Unrealized +33.5%
BEKE KE HLDGS INC 0.2%
Value ($000) $1,330 Shares 89,592 Est. Cost $13.96 Unrealized
JBTM JOHN BEAN TECHNOLOGIES CORP 0.2%
Value ($000) $1,328 Shares 10,946 Est. Cost $105.08 Unrealized +3.4%
CMCSA COMCAST CORP NEW 0.2%
Value ($000) $1,319 Shares 31,742 Est. Cost $37.38 Unrealized -2.0%
VZ VERIZON COMMUNICATIONS INC 0.2%
Value ($000) $1,257 Shares 33,789 Est. Cost $36.88 Unrealized -15.4%
PBA PEMBINA PIPELINE CORP 0.2%
Value ($000) $1,242 Shares 22,437 Est. Cost $27.27 Unrealized +3.6%
QCOM QUALCOMM INC 0.2%
Value ($000) $1,236 Shares 10,380 Est. Cost $113.97 Unrealized -5.0%
BMY BRISTOL-MYERS SQUIBB CO 0.2%
Value ($000) $1,224 Shares 19,141 Est. Cost $56.23 Unrealized +4.8%
ABT ABBOTT LABS 0.2%
Value ($000) $1,221 Shares 11,204 Est. Cost $86.35 Unrealized +17.5%
IR INGERSOLL RAND INC 0.2%
Value ($000) $1,197 Shares 18,313 Est. Cost $58.12 Unrealized +1.5%
ABEV AMBEV SA 0.2%
Value ($000) $1,161 Shares 365,000 Est. Cost $2.83 Unrealized
DIS DISNEY WALT CO 0.2%
Value ($000) $1,141 Shares 12,784 Est. Cost $159.76 Unrealized -42.1%
ETSY ETSY INC 0.2%
Value ($000) $1,137 Shares 13,436 Est. Cost $104.17 Unrealized -9.5%
SBUX STARBUCKS CORP 0.2%
Value ($000) $1,087 Shares 10,970 Est. Cost $90.49 Unrealized +7.5%
GILD GILEAD SCIENCES INC 0.2%
Value ($000) $1,064 Shares 13,804 Est. Cost $65.75 Unrealized +10.4%
EW EDWARDS LIFESCIENCES CORP 0.1%
Value ($000) $1,004 Shares 10,646 Est. Cost $86.88 Unrealized +0.0%
ENB ENBRIDGE INC 0.1%
Value ($000) $969 Shares 14,822 Est. Cost $27.87 Unrealized +15.1%
AEM AGNICO EAGLE MINES LTD 0.1%
Value ($000) $958 Shares 10,892 Est. Cost $45.90 Unrealized +11.2%
BN BROOKFIELD CORP 0.1%
Value ($000) $957 Shares 16,141 Est. Cost $21.45 Unrealized -3.0%
NEE NEXTERA ENERGY INC 0.1%
Value ($000) $950 Shares 12,806 Est. Cost $70.23 Unrealized -0.3%
BKR BAKER HUGHES COMPANY 0.1%
Value ($000) $889 Shares 28,125 Est. Cost $22.32 Unrealized +22.8%
UBER UBER TECHNOLOGIES INC 0.1%
Value ($000) $886 Shares 20,518 Est. Cost $32.51 Unrealized +14.3%
CVS CVS HEALTH CORP 0.1%
Value ($000) $864 Shares 12,496 Est. Cost $91.16 Unrealized -29.5%
SE SEA LTD 0.1%
Value ($000) $864 Shares 14,883 Est. Cost $85.26 Unrealized
GIS GENERAL MLS INC 0.1%
Value ($000) $836 Shares 10,903 Est. Cost $73.40 Unrealized +5.6%
INTC INTEL CORP 0.1%
Value ($000) $817 Shares 24,424 Est. Cost $32.64 Unrealized -5.9%
T AT&T INC 0.1%
Value ($000) $797 Shares 49,959 Est. Cost $16.15 Unrealized -8.5%
TRP TC ENERGY CORP 0.1%
Value ($000) $783 Shares 11,004 Est. Cost $40.97 Unrealized -12.8%
ES EVERSOURCE ENERGY 0.1%
Value ($000) $733 Shares 10,330 Est. Cost $68.65 Unrealized -3.8%
NEM NEWMONT CORP 0.1%
Value ($000) $684 Shares 16,036 Est. Cost $41.25 Unrealized +2.8%
HAIN HAIN CELESTIAL GROUP INC 0.1%
Value ($000) $663 Shares 53,018 Est. Cost $19.31 Unrealized -23.8%
BROOKFIELD RENEWABLE CORP 0.1%
Value ($000) $647 Shares 11,671 Est. Cost $63.80 Unrealized
BK BANK NEW YORK MELLON CORP 0.1%
Value ($000) $646 Shares 14,504 Est. Cost $41.74 Unrealized -4.4%
CSX CSX CORP 0.1%
Value ($000) $635 Shares 18,615 Est. Cost $28.87 Unrealized +5.4%
OKE ONEOK INC NEW 0.1%
Value ($000) $620 Shares 10,045 Est. Cost $53.93 Unrealized +0.4%
F FORD MTR CO DEL 0.1%
Value ($000) $608 Shares 40,158 Est. Cost $9.33 Unrealized +14.6%
WMB WILLIAMS COS INC 0.1%
Value ($000) $586 Shares 17,952 Est. Cost $27.50 Unrealized -2.7%
KMI KINDER MORGAN INC DEL 0.1%
Value ($000) $551 Shares 32,000 Est. Cost $12.80 Unrealized +15.6%
INTERPUBLIC GROUP COS INC 0.1%
Value ($000) $509 Shares 13,198 Est. Cost $29.24 Unrealized +16.1%
HTHT H WORLD GROUP LTD 0.1%
Value ($000) $482 Shares 12,427 Est. Cost $40.28 Unrealized
HPQ HP INC 0.1%
Value ($000) $405 Shares 13,183 Est. Cost $25.72 Unrealized +5.4%
GOOS CANADA GOOSE HLDGS INC 0.1%
Value ($000) $374 Shares 21,000 Est. Cost $21.11 Unrealized -14.8%
AMCOR PLC 0.1%
Value ($000) $361 Shares 36,179 Est. Cost $10.21 Unrealized -8.5%
EGO ELDORADO GOLD CORP NEW 0.0%
Value ($000) $332 Shares 18,608 Est. Cost $10.59 Unrealized 0.0%
WBD WARNER BROS DISCOVERY INC 0.0%
Value ($000) $307 Shares 24,475 Est. Cost $13.00 Unrealized -0.2%
PAGS PAGSEGURO DIGITAL LTD 0.0%
Value ($000) $272 Shares 28,800 Est. Cost $10.14 Unrealized 0.0%
KIM KIMCO RLTY CORP 0.0%
Value ($000) $269 Shares 13,663 Est. Cost $18.04 Unrealized -8.3%