Lombard Odier Asset Management (Switzerland) SA Quant / Systematic

CIK: 0001535660 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 15, 2017

Total Value ($000): $395,974 (95.0% shares, 5.0% debt)

Holdings (92)

SCI SERVICE CORP INTL 5.6%
Value ($000) $22,294 Shares 785,000 Est. Cost $26.40 Unrealized +1.0%
UNH UNITEDHEALTH GROUP INC 5.3%
Value ($000) $20,805 Shares 130,000 Est. Cost $114.49 Unrealized +12.8%
BC BRUNSWICK CORP 4.8%
Value ($000) $19,089 Shares 350,000 Est. Cost $41.23 Unrealized +2.3%
CELGENE CORP 4.7%
Value ($000) $18,520 Shares 160,000 Est. Cost $108.05 Unrealized
MTN VAIL RESORTS INC 4.6%
Value ($000) $18,389 Shares 114,000 Est. Cost $112.50 Unrealized +41.2%
A AGILENT TECHNOLOGIES INC 4.3%
Value ($000) $16,857 Shares 370,000 Est. Cost $36.24 Unrealized +16.7%
DHR DANAHER CORP DEL 4.1%
Value ($000) $16,346 Shares 210,000 Est. Cost $33.50 Unrealized +98.1%
MS MORGAN STANLEY 4.1%
Value ($000) $16,055 Shares 380,000 Est. Cost $27.68 Unrealized +5.3%
BLACKROCK INC 3.9%
Value ($000) $15,602 Shares 41,000 Est. Cost $362.89 Unrealized
ZTS ZOETIS INC 3.8%
Value ($000) $14,988 Shares 280,000 Est. Cost $43.76 Unrealized +8.2%
VOYA VOYA FINL INC 3.5%
Value ($000) $13,727 Shares 350,000 Est. Cost $31.62 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC INC 3.1%
Value ($000) $12,417 Shares 88,000 Est. Cost $125.94 Unrealized +14.1%
EL LAUDER ESTEE COS INC 3.1%
Value ($000) $12,238 Shares 160,000 Est. Cost $74.42 Unrealized -2.8%
ULTA ULTA SALON COSMETCS & FRAG I 2.3%
Value ($000) $8,923 Shares 35,000 Est. Cost $247.89 Unrealized +0.8%
SYK STRYKER CORP 2.1%
Value ($000) $8,387 Shares 70,000 Est. Cost $88.02 Unrealized +18.1%
IART INTEGRA LIFESCIENCES HLDGS C 1.9%
Value ($000) $7,721 Shares 90,000 Est. Cost $41.14 Unrealized -1.2%
WALGREENS BOOTS ALLIANCE INC 1.9%
Value ($000) $7,448 Shares 90,000 Est. Cost $82.45 Unrealized
ALLERGAN PLC 1.7%
Value ($000) $6,720 Shares 32,000 Est. Cost $292.83 Unrealized
TIFFANY & CO NEW 1.6%
Value ($000) $6,194 Shares 80,000 Est. Cost $77.42 Unrealized
VCA INC 1.6%
Value ($000) $6,179 Shares 90,000 Est. Cost $55.47 Unrealized
HSIC SCHEIN HENRY INC 1.5%
Value ($000) $6,068 Shares 40,000 Est. Cost $57.23 Unrealized +5.5%
PENN PENN NATL GAMING INC 1.5%
Value ($000) $5,861 Shares 425,000 Est. Cost $13.63 Unrealized 0.0%
BSX BOSTON SCIENTIFIC CORP 1.4%
Value ($000) $5,624 Shares 260,000 Est. Cost $17.60 Unrealized +23.9%
EW EDWARDS LIFESCIENCES CORP 1.4%
Value ($000) $5,622 Shares 60,000 Est. Cost $31.62 Unrealized +2.5%
AMZN AMAZON COM INC 1.4%
Value ($000) $5,549 Shares 7,400 Est. Cost $39.18 Unrealized 0.0%
CIGNA CORPORATION 1.4%
Value ($000) $5,416 Shares 40,602 Est. Cost $133.59 Unrealized
GOOG ALPHABET INC 1.4%
Value ($000) $5,403 Shares 7,000 Est. Cost $38.66 Unrealized 0.0%
INDA ISHARES TR 1.3%
Value ($000) $5,204 Shares 194,100 Est. Cost $29.36 Unrealized
NUVASIVE INC 1.3%
Value ($000) $5,052 Shares 75,000 Est. Cost $66.93 Unrealized
KKR & CO L P DEL 1.2%
Value ($000) $4,617 Shares 300,000 Est. Cost $15.39 Unrealized
ABIOMED INC 1.1%
Value ($000) $4,507 Shares 40,000 Est. Cost $119.03 Unrealized
MGM MGM RESORTS INTERNATIONAL 1.1%
Value ($000) $4,325 Shares 150,000 Est. Cost $26.17 Unrealized 0.0%
HOLX HOLOGIC INC 1.0%
Value ($000) $4,012 Shares 100,000 Est. Cost $37.92 Unrealized +1.8%
EMB ISHARES TR 1.0%
Value ($000) $3,812 Shares 34,585 Est. Cost $110.22 Unrealized
HALO HALOZYME THERAPEUTICS INC 0.9%
Value ($000) $3,557 Shares 360,000 Est. Cost $10.55 Unrealized +3.9%
BIO BIO RAD LABS INC 0.8%
Value ($000) $3,190 Shares 17,500 Est. Cost $157.12 Unrealized +8.5%
WEBMD HEALTH CORP 0.8%
Value ($000) $2,974 Shares 60,000 Est. Cost $49.70 Unrealized
VWO VANGUARD INTL EQUITY INDEX F 0.7%
Value ($000) $2,890 Shares 80,778 Est. Cost $37.01 Unrealized
JNJ JOHNSON & JOHNSON 0.7%
Value ($000) $2,880 Shares 25,000 Est. Cost $89.71 Unrealized 0.0%
LZB LA Z BOY INC 0.7%
Value ($000) $2,795 Shares 90,000 Est. Cost $27.07 Unrealized 0.0%
VPL VANGUARD INTL EQUITY INDEX F 0.7%
Value ($000) $2,709 Shares 46,603 Est. Cost $58.13 Unrealized
INTEL CORP 0.7%
Value ($000) $2,583 Shares 1,910,000 Est. Cost $1.31 Unrealized
CITRIX SYS INC 0.6%
Value ($000) $2,297 Shares 1,980,000 Est. Cost $1.12 Unrealized
PRICELINE GRP INC 0.6%
Value ($000) $2,283 Shares 1,790,000 Est. Cost $1.18 Unrealized
PFE PFIZER INC 0.6%
Value ($000) $2,274 Shares 70,000 Est. Cost $19.79 Unrealized +3.6%
TTC TORO CO 0.6%
Value ($000) $2,238 Shares 40,000 Est. Cost $34.69 Unrealized +47.1%
CHRS COHERUS BIOSCIENCES INC 0.5%
Value ($000) $2,111 Shares 75,000 Est. Cost $18.77 Unrealized +49.1%
BABA ALIBABA GROUP HLDG LTD 0.4%
Value ($000) $1,537 Shares 17,500 Est. Cost $79.25 Unrealized
RED HAT INC 0.3%
Value ($000) $1,205 Shares 1,020,000 Est. Cost $1.22 Unrealized
COMPANHIA BRASILEIRA DE DIST 0.3%
Value ($000) $1,005 Shares 60,713 Est. Cost $28.34 Unrealized
MICROCHIP TECHNOLOGY INC 0.2%
Value ($000) $921 Shares 710,000 Est. Cost $1.11 Unrealized
FMX FOMENTO ECONOMICO MEXICANO S 0.2%
Value ($000) $915 Shares 12,000 Est. Cost $93.16 Unrealized
YUMC YUM CHINA HLDGS INC 0.2%
Value ($000) $906 Shares 34,700 Est. Cost $26.68 Unrealized 0.0%
EWT ISHARES INC 0.2%
Value ($000) $852 Shares 29,000 Est. Cost $29.38 Unrealized
PSMT PRICESMART INC 0.2%
Value ($000) $768 Shares 9,200 Est. Cost $69.81 Unrealized +12.0%
NBIS YANDEX N V 0.2%
Value ($000) $745 Shares 37,000 Est. Cost $20.91 Unrealized
AKAMAI TECHNOLOGIES INC 0.2%
Value ($000) $729 Shares 700,000 Est. Cost $0.98 Unrealized
VT VANGUARD INTL EQUITY INDEX F 0.2%
Value ($000) $670 Shares 10,982 Est. Cost $61.01 Unrealized
SALESFORCE COM INC 0.2%
Value ($000) $641 Shares 550,000 Est. Cost $1.29 Unrealized
LIBERTY MEDIA CORP DELAWARE 0.1%
Value ($000) $566 Shares 525,000 Est. Cost $0.99 Unrealized
ILLUMINA INC 0.1%
Value ($000) $553 Shares 575,000 Est. Cost $1.00 Unrealized
ARCO ARCOS DORADOS HOLDINGS INC 0.1%
Value ($000) $481 Shares 89,100 Est. Cost $4.49 Unrealized +12.8%
TRINITY INDS INC 0.1%
Value ($000) $475 Shares 370,000 Est. Cost $1.23 Unrealized
LIBERTY INTERACTIVE LLC 0.1%
Value ($000) $456 Shares 420,000 Est. Cost $1.08 Unrealized
EPU ISHARES 0.1%
Value ($000) $456 Shares 13,900 Est. Cost $33.18 Unrealized
NXP SEMICONDUCTORS N V 0.1%
Value ($000) $455 Shares 400,000 Est. Cost $1.09 Unrealized
ARES CAP CORP 0.1%
Value ($000) $441 Shares 430,000 Est. Cost $1.04 Unrealized
HOLOGIC INC 0.1%
Value ($000) $437 Shares 320,000 Est. Cost $1.29 Unrealized
TUR ISHARES 0.1%
Value ($000) $419 Shares 12,900 Est. Cost $37.42 Unrealized
BROCADE COMMUNICATIONS SYS I 0.1%
Value ($000) $403 Shares 400,000 Est. Cost $0.98 Unrealized
RPM INTL INC 0.1%
Value ($000) $373 Shares 310,000 Est. Cost $1.17 Unrealized
TWITTER INC 0.1%
Value ($000) $370 Shares 400,000 Est. Cost $0.89 Unrealized
MICRON TECHNOLOGY INC 0.1%
Value ($000) $337 Shares 340,000 Est. Cost $0.87 Unrealized
SERVICENOW INC 0.1%
Value ($000) $330 Shares 280,000 Est. Cost $1.12 Unrealized
PROSPECT CAPITAL CORPORATION 0.1%
Value ($000) $323 Shares 330,000 Est. Cost $0.95 Unrealized
JDS UNIPHASE CORP 0.1%
Value ($000) $310 Shares 300,000 Est. Cost $0.98 Unrealized
ILLUMINA INC 0.1%
Value ($000) $278 Shares 290,000 Est. Cost $0.98 Unrealized
TEVA PHARMACEUTICAL FIN LLC 0.1%
Value ($000) $274 Shares 250,000 Est. Cost $1.10 Unrealized
STARWOOD PPTY TR INC 0.1%
Value ($000) $274 Shares 250,000 Est. Cost $1.04 Unrealized
EURONET WORLDWIDE INC 0.1%
Value ($000) $256 Shares 220,000 Est. Cost $1.27 Unrealized
DYCOM INDS INC 0.1%
Value ($000) $240 Shares 220,000 Est. Cost $1.10 Unrealized
CEMEX SAB DE CV 0.1%
Value ($000) $225 Shares 200,000 Est. Cost $1.03 Unrealized
ARES CAP CORP 0.1%
Value ($000) $208 Shares 200,000 Est. Cost $1.04 Unrealized
OLD REP INTL CORP 0.1%
Value ($000) $201 Shares 160,000 Est. Cost $1.28 Unrealized
IMPAX LABORATORIES INC 0.0%
Value ($000) $194 Shares 245,000 Est. Cost $0.88 Unrealized
JAZZ INVESTMENTS I LTD 0.0%
Value ($000) $193 Shares 200,000 Est. Cost $1.08 Unrealized
STARWOOD PPTY TR INC 0.0%
Value ($000) $191 Shares 170,000 Est. Cost $1.05 Unrealized
ARES CAP CORP 0.0%
Value ($000) $151 Shares 150,000 Est. Cost $1.02 Unrealized
NUANCE COMMUNICATIONS INC 0.0%
Value ($000) $145 Shares 160,000 Est. Cost $0.91 Unrealized
MACQUARIE INFRASTRUCTURE COR 0.0%
Value ($000) $139 Shares 120,000 Est. Cost $1.15 Unrealized
PROSPECT CAPITAL CORPORATION 0.0%
Value ($000) $103 Shares 100,000 Est. Cost $0.99 Unrealized
BIOMARIN PHARMACEUTICAL INC 0.0%
Value ($000) $71 Shares 60,000 Est. Cost $1.18 Unrealized