Lombard Odier Asset Management (Switzerland) SA Quant / Systematic

CIK: 0001535660 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 15, 2016

Total Value ($000): $419,037 (94.3% shares, 5.7% debt)

Holdings (102)

SCI SERVICE CORP INTL 5.7%
Value ($000) $23,886 Shares 900,000 Est. Cost $26.40 Unrealized +2.6%
A AGILENT TECHNOLOGIES INC 5.1%
Value ($000) $21,520 Shares 457,000 Est. Cost $36.24 Unrealized +19.8%
TMO THERMO FISHER SCIENTIFIC INC 4.9%
Value ($000) $20,678 Shares 130,000 Est. Cost $125.94 Unrealized +19.2%
EL LAUDER ESTEE COS INC 4.6%
Value ($000) $19,483 Shares 220,000 Est. Cost $74.42 Unrealized +8.6%
VCA INC 4.5%
Value ($000) $18,895 Shares 270,000 Est. Cost $55.47 Unrealized
MTN VAIL RESORTS INC 4.5%
Value ($000) $18,826 Shares 120,000 Est. Cost $112.50 Unrealized +35.5%
ALLERGAN PLC 4.4%
Value ($000) $18,425 Shares 80,000 Est. Cost $292.83 Unrealized
DHR DANAHER CORP DEL 4.3%
Value ($000) $18,030 Shares 230,000 Est. Cost $33.50 Unrealized +100.8%
MDT MEDTRONIC PLC 4.1%
Value ($000) $17,280 Shares 200,000 Est. Cost $58.63 Unrealized +17.3%
HSIC SCHEIN HENRY INC 3.9%
Value ($000) $16,298 Shares 100,000 Est. Cost $57.23 Unrealized +16.0%
ZBH ZIMMER BIOMET HLDGS INC 3.7%
Value ($000) $15,602 Shares 120,000 Est. Cost $108.42 Unrealized +5.5%
WALGREENS BOOTS ALLIANCE INC 3.5%
Value ($000) $14,512 Shares 180,000 Est. Cost $82.45 Unrealized
BLACKROCK INC 3.5%
Value ($000) $14,498 Shares 40,000 Est. Cost $362.45 Unrealized
UNH UNITEDHEALTH GROUP INC 3.3%
Value ($000) $14,000 Shares 100,000 Est. Cost $110.09 Unrealized +9.5%
SYK STRYKER CORP 3.2%
Value ($000) $13,387 Shares 115,000 Est. Cost $88.02 Unrealized +19.2%
CELGENE CORP 2.7%
Value ($000) $11,498 Shares 110,000 Est. Cost $104.55 Unrealized
VTR VENTAS INC 2.7%
Value ($000) $11,301 Shares 160,000 Est. Cost $36.70 Unrealized +31.7%
HEALTHCARE TR AMER INC 2.5%
Value ($000) $10,438 Shares 320,000 Est. Cost $32.34 Unrealized
BC BRUNSWICK CORP 2.3%
Value ($000) $9,756 Shares 200,000 Est. Cost $40.52 Unrealized 0.0%
BSX BOSTON SCIENTIFIC CORP 2.3%
Value ($000) $9,520 Shares 400,000 Est. Cost $17.60 Unrealized +35.5%
ZTS ZOETIS INC 2.2%
Value ($000) $9,362 Shares 180,000 Est. Cost $41.75 Unrealized +12.8%
AMEDISYS INC 1.6%
Value ($000) $6,642 Shares 140,000 Est. Cost $49.78 Unrealized
INDA ISHARES TR 1.3%
Value ($000) $5,562 Shares 189,000 Est. Cost $29.43 Unrealized
SPECTRUM BRANDS HLDGS INC 1.2%
Value ($000) $4,819 Shares 35,000 Est. Cost $124.57 Unrealized
ULTA ULTA SALON COSMETCS & FRAG I 0.8%
Value ($000) $3,332 Shares 14,000 Est. Cost $245.06 Unrealized +3.1%
HOLX HOLOGIC INC 0.7%
Value ($000) $3,106 Shares 80,000 Est. Cost $37.75 Unrealized 0.0%
NUVASIVE INC 0.7%
Value ($000) $3,066 Shares 46,000 Est. Cost $66.65 Unrealized
WEBMD HEALTH CORP 0.7%
Value ($000) $2,982 Shares 60,000 Est. Cost $49.70 Unrealized
IART INTEGRA LIFESCIENCES HLDGS C 0.7%
Value ($000) $2,972 Shares 36,000 Est. Cost $41.89 Unrealized 0.0%
MS MORGAN STANLEY 0.7%
Value ($000) $2,821 Shares 88,000 Est. Cost $22.85 Unrealized 0.0%
TTC TORO CO 0.7%
Value ($000) $2,810 Shares 60,000 Est. Cost $34.69 Unrealized +34.9%
CHRS COHERUS BIOSCIENCES INC 0.6%
Value ($000) $2,678 Shares 100,000 Est. Cost $18.77 Unrealized +45.3%
HALO HALOZYME THERAPEUTICS INC 0.6%
Value ($000) $2,388 Shares 200,000 Est. Cost $10.22 Unrealized 0.0%
NXPI NXP SEMICONDUCTORS N V 0.6%
Value ($000) $2,325 Shares 22,796 Est. Cost $75.31 Unrealized 0.0%
CITRIX SYS INC 0.5%
Value ($000) $2,258 Shares 2,050,000 Est. Cost $1.12 Unrealized
EW EDWARDS LIFESCIENCES CORP 0.5%
Value ($000) $2,122 Shares 17,600 Est. Cost $29.73 Unrealized +26.7%
PRICELINE GRP INC 0.5%
Value ($000) $2,099 Shares 1,650,000 Est. Cost $1.18 Unrealized
ABIOMED INC 0.5%
Value ($000) $2,057 Shares 16,000 Est. Cost $128.56 Unrealized
BIO BIO RAD LABS INC 0.5%
Value ($000) $2,048 Shares 12,500 Est. Cost $151.78 Unrealized 0.0%
VWO VANGUARD INTL EQUITY INDEX F 0.5%
Value ($000) $2,026 Shares 53,840 Est. Cost $37.63 Unrealized
SGRY SURGERY PARTNERS INC 0.5%
Value ($000) $2,024 Shares 100,000 Est. Cost $14.88 Unrealized +23.4%
BABA ALIBABA GROUP HLDG LTD 0.5%
Value ($000) $1,989 Shares 18,800 Est. Cost $79.25 Unrealized
INTEL CORP 0.4%
Value ($000) $1,713 Shares 1,240,000 Est. Cost $1.29 Unrealized
PFE PFIZER INC 0.4%
Value ($000) $1,694 Shares 50,000 Est. Cost $19.51 Unrealized +14.1%
LINKEDIN CORP 0.4%
Value ($000) $1,482 Shares 1,495,000 Est. Cost $0.99 Unrealized
FMX FOMENTO ECONOMICO MEXICANO S 0.3%
Value ($000) $1,436 Shares 15,600 Est. Cost $93.16 Unrealized
RED HAT INC 0.3%
Value ($000) $1,298 Shares 1,020,000 Est. Cost $1.22 Unrealized
COMPANHIA BRASILEIRA DE DIST 0.3%
Value ($000) $1,196 Shares 73,000 Est. Cost $28.34 Unrealized
MICROCHIP TECHNOLOGY INC 0.3%
Value ($000) $1,050 Shares 820,000 Est. Cost $1.11 Unrealized
EEM ISHARES TR 0.2%
Value ($000) $1,041 Shares 27,800 Est. Cost $37.45 Unrealized
YUM YUM BRANDS INC 0.2%
Value ($000) $1,008 Shares 11,100 Est. Cost $44.56 Unrealized +20.9%
INTEL CORP 0.2%
Value ($000) $1,008 Shares 550,000 Est. Cost $1.63 Unrealized
ILLUMINA INC 0.2%
Value ($000) $882 Shares 805,000 Est. Cost $1.00 Unrealized
YAHOO INC 0.2%
Value ($000) $822 Shares 800,000 Est. Cost $1.00 Unrealized
JAZZ INVESTMENTS I LTD 0.2%
Value ($000) $813 Shares 800,000 Est. Cost $1.08 Unrealized
HOLOGIC INC 0.2%
Value ($000) $762 Shares 560,000 Est. Cost $1.29 Unrealized
SALESFORCE COM INC 0.2%
Value ($000) $718 Shares 600,000 Est. Cost $1.29 Unrealized
PSMT PRICESMART INC 0.2%
Value ($000) $695 Shares 8,300 Est. Cost $68.90 Unrealized +6.2%
SPIRIT RLTY CAP INC NEW 0.2%
Value ($000) $692 Shares 610,000 Est. Cost $1.12 Unrealized
AKAMAI TECHNOLOGIES INC 0.2%
Value ($000) $686 Shares 700,000 Est. Cost $0.98 Unrealized
NBIS YANDEX N V 0.2%
Value ($000) $653 Shares 31,000 Est. Cost $21.06 Unrealized
ARCO ARCOS DORADOS HOLDINGS INC 0.1%
Value ($000) $606 Shares 115,000 Est. Cost $4.49 Unrealized +2.8%
ILLUMINA INC 0.1%
Value ($000) $572 Shares 550,000 Est. Cost $0.98 Unrealized
LIBERTY MEDIA CORP DELAWARE 0.1%
Value ($000) $551 Shares 525,000 Est. Cost $0.99 Unrealized
EPU ISHARES 0.1%
Value ($000) $501 Shares 15,100 Est. Cost $33.18 Unrealized
NXP SEMICONDUCTORS N V 0.1%
Value ($000) $475 Shares 400,000 Est. Cost $1.09 Unrealized
TUR ISHARES 0.1%
Value ($000) $447 Shares 11,800 Est. Cost $37.88 Unrealized
ARES CAP CORP 0.1%
Value ($000) $445 Shares 430,000 Est. Cost $1.04 Unrealized
AER AERCAP HOLDINGS NV 0.1%
Value ($000) $441 Shares 11,461 Est. Cost $37.14 Unrealized 0.0%
STARWOOD PPTY TR INC 0.1%
Value ($000) $396 Shares 360,000 Est. Cost $1.04 Unrealized
BROCADE COMMUNICATIONS SYS I 0.1%
Value ($000) $395 Shares 400,000 Est. Cost $0.98 Unrealized
TWITTER INC 0.1%
Value ($000) $380 Shares 400,000 Est. Cost $0.89 Unrealized
SERVICENOW INC 0.1%
Value ($000) $378 Shares 310,000 Est. Cost $1.12 Unrealized
RPM INTL INC 0.1%
Value ($000) $371 Shares 310,000 Est. Cost $1.17 Unrealized
PROSPECT CAPITAL CORPORATION 0.1%
Value ($000) $327 Shares 330,000 Est. Cost $0.95 Unrealized
JDS UNIPHASE CORP 0.1%
Value ($000) $300 Shares 300,000 Est. Cost $0.98 Unrealized
TRINITY INDS INC 0.1%
Value ($000) $300 Shares 250,000 Est. Cost $1.20 Unrealized
EURONET WORLDWIDE INC 0.1%
Value ($000) $279 Shares 220,000 Est. Cost $1.27 Unrealized
DYCOM INDS INC 0.1%
Value ($000) $242 Shares 220,000 Est. Cost $1.10 Unrealized
STARWOOD PPTY TR INC 0.1%
Value ($000) $237 Shares 210,000 Est. Cost $1.05 Unrealized
CEMEX SAB DE CV 0.1%
Value ($000) $225 Shares 200,000 Est. Cost $1.03 Unrealized
IMPAX LABORATORIES INC 0.1%
Value ($000) $216 Shares 245,000 Est. Cost $0.88 Unrealized
ARES CAP CORP 0.0%
Value ($000) $209 Shares 200,000 Est. Cost $1.04 Unrealized
MICRON TECHNOLOGY INC 0.0%
Value ($000) $197 Shares 220,000 Est. Cost $0.81 Unrealized
OLD REP INTL CORP 0.0%
Value ($000) $193 Shares 160,000 Est. Cost $1.28 Unrealized
SPIRIT RLTY CAP INC NEW 0.0%
Value ($000) $166 Shares 150,000 Est. Cost $1.08 Unrealized
ARES CAP CORP 0.0%
Value ($000) $152 Shares 150,000 Est. Cost $1.02 Unrealized
MACQUARIE INFRASTRUCTURE COR 0.0%
Value ($000) $142 Shares 120,000 Est. Cost $1.15 Unrealized
PROSPECT CAPITAL CORPORATION 0.0%
Value ($000) $103 Shares 100,000 Est. Cost $0.99 Unrealized
PRICELINE GRP INC 0.0%
Value ($000) $95 Shares 60,000 Est. Cost $1.39 Unrealized
LIBERTY INTERACTIVE LLC 0.0%
Value ($000) $95 Shares 90,000 Est. Cost $1.06 Unrealized
EBAY EBAY INC 0.0%
Value ($000) $94 Shares 2,858 Est. Cost $26.87 Unrealized 0.0%
TD TORONTO DOMINION BK ONT 0.0%
Value ($000) $79 Shares 1,363 Est. Cost $43.53 Unrealized +0.7%
WU WESTERN UN CO 0.0%
Value ($000) $78 Shares 3,769 Est. Cost $20.70 Unrealized
CIGNA CORPORATION 0.0%
Value ($000) $78 Shares 602 Est. Cost $146.42 Unrealized
SEAGATE TECHNOLOGY PLC 0.0%
Value ($000) $70 Shares 1,821 Est. Cost $38.44 Unrealized
VLO VALERO ENERGY CORP NEW 0.0%
Value ($000) $65 Shares 1,234 Est. Cost $39.93 Unrealized -8.0%
WESTERN REFNG INC 0.0%
Value ($000) $53 Shares 2,017 Est. Cost $26.28 Unrealized
GAP GAP INC DEL 0.0%
Value ($000) $35 Shares 1,569 Est. Cost $17.31 Unrealized 0.0%
PII POLARIS INDS INC 0.0%
Value ($000) $34 Shares 438 Est. Cost $86.86 Unrealized 0.0%
RIG TRANSOCEAN LTD 0.0%
Value ($000) $23 Shares 2,149 Est. Cost $10.23 Unrealized +3.3%
ACWI ISHARES TR 0.0%
Value ($000) $22 Shares 376 Est. Cost $58.51 Unrealized