Lombard Odier Asset Management (Switzerland) SA Quant / Systematic

CIK: 0001535660 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $646,142 (94.4% shares, 5.6% debt)

Holdings (142)

LOW LOWES COS INC 4.6%
Value ($000) $29,475 Shares 218,139 Est. Cost $93.65 Unrealized +10.3%
V VISA INC 3.8%
Value ($000) $24,671 Shares 127,718 Est. Cost $137.38 Unrealized +27.8%
MRK MERCK & CO. INC 3.7%
Value ($000) $24,005 Shares 310,423 Est. Cost $61.58 Unrealized +2.1%
IQV IQVIA HLDGS INC 3.7%
Value ($000) $23,809 Shares 167,810 Est. Cost $140.39 Unrealized -3.5%
ZTS ZOETIS INC 3.6%
Value ($000) $23,146 Shares 168,898 Est. Cost $58.88 Unrealized +111.4%
NUANCE COMMUNICATIONS INC 3.3%
Value ($000) $21,113 Shares 834,331 Est. Cost $25.31 Unrealized
HALO HALOZYME THERAPEUTICS INC 2.6%
Value ($000) $16,890 Shares 630,000 Est. Cost $16.92 Unrealized +33.3%
ABBV ABBVIE INC 2.6%
Value ($000) $16,820 Shares 171,322 Est. Cost $69.61 Unrealized +1.3%
UNH UNITEDHEALTH GROUP INC 2.6%
Value ($000) $16,646 Shares 56,438 Est. Cost $164.08 Unrealized +59.1%
TMO THERMO FISHER SCIENTIFIC INC 2.6%
Value ($000) $16,531 Shares 45,623 Est. Cost $244.26 Unrealized +35.2%
HILL ROM HLDGS INC 2.5%
Value ($000) $16,467 Shares 150,000 Est. Cost $109.78 Unrealized
POOL POOL CORPORATION 2.5%
Value ($000) $16,312 Shares 60,000 Est. Cost $121.13 Unrealized +79.4%
VOYA VOYA FINANCIAL INC 2.4%
Value ($000) $15,683 Shares 336,195 Est. Cost $40.35 Unrealized -0.1%
AXP AMERICAN EXPRESS CO 2.4%
Value ($000) $15,481 Shares 162,611 Est. Cost $86.22 Unrealized -0.7%
KEYS KEYSIGHT TECHNOLOGIES INC 2.4%
Value ($000) $15,476 Shares 153,564 Est. Cost $97.44 Unrealized +0.7%
ABT ABBOTT LABS 2.4%
Value ($000) $15,201 Shares 166,255 Est. Cost $56.26 Unrealized +45.6%
APOLLO GLOBAL MGMT INC 2.3%
Value ($000) $14,976 Shares 300,000 Est. Cost $38.76 Unrealized
SCI SERVICE CORP INTL 2.3%
Value ($000) $14,778 Shares 380,000 Est. Cost $38.99 Unrealized -1.5%
CHE CHEMED CORP NEW 2.2%
Value ($000) $13,983 Shares 31,000 Est. Cost $422.33 Unrealized +3.8%
ELS EQUITY LIFESTYLE PPTYS INC 2.1%
Value ($000) $13,808 Shares 221,000 Est. Cost $89.88 Unrealized
SCHW SCHWAB CHARLES CORP 2.1%
Value ($000) $13,440 Shares 398,345 Est. Cost $36.19 Unrealized -8.3%
EL LAUDER ESTEE COS INC 1.8%
Value ($000) $11,937 Shares 63,268 Est. Cost $138.00 Unrealized +20.0%
INDA ISHARES TR 1.7%
Value ($000) $10,674 Shares 367,800 Est. Cost $30.13 Unrealized
AAPL APPLE INC 1.6%
Value ($000) $10,581 Shares 29,004 Est. Cost $39.76 Unrealized +88.9%
MSFT MICROSOFT CORP 1.5%
Value ($000) $9,547 Shares 46,912 Est. Cost $92.28 Unrealized +87.5%
DHR DANAHER CORPORATION 1.4%
Value ($000) $8,734 Shares 49,391 Est. Cost $88.62 Unrealized +58.0%
DXCM DEXCOM INC 1.3%
Value ($000) $8,699 Shares 21,457 Est. Cost $89.45 Unrealized 0.0%
SPY SPDR S&P 500 ETF TR 1.3%
Value ($000) $8,573 Shares 27,803 Est. Cost $265.42 Unrealized
ISRG INTUITIVE SURGICAL INC 1.3%
Value ($000) $8,235 Shares 14,451 Est. Cost $162.75 Unrealized +10.1%
BIOTELEMETRY INC 1.3%
Value ($000) $8,134 Shares 180,000 Est. Cost $45.19 Unrealized
VT VANGUARD INTL EQUITY INDEX F 1.2%
Value ($000) $8,042 Shares 107,519 Est. Cost $69.39 Unrealized
MASI MASIMO CORP 1.2%
Value ($000) $7,980 Shares 35,000 Est. Cost $219.47 Unrealized 0.0%
EXAS EXACT SCIENCES CORP 1.2%
Value ($000) $7,825 Shares 90,000 Est. Cost $79.90 Unrealized 0.0%
HLT HILTON WORLDWIDE HLDGS INC 1.2%
Value ($000) $7,454 Shares 101,485 Est. Cost $90.38 Unrealized -18.9%
VWO VANGUARD INTL EQUITY INDEX F 1.0%
Value ($000) $6,549 Shares 165,332 Est. Cost $38.36 Unrealized
IEMG ISHARES INC 0.9%
Value ($000) $5,839 Shares 122,665 Est. Cost $47.64 Unrealized
MSFT MICROSOFT CORP 0.7%
Value ($000) $4,375 Shares 21,500 Est. Cost $92.28 Unrealized +87.5%
MICROCHIP TECHNOLOGY INC. 0.6%
Value ($000) $4,043 Shares 2,739,000 Est. Cost $1.41 Unrealized
YUMC YUM CHINA HLDGS INC 0.6%
Value ($000) $4,014 Shares 83,500 Est. Cost $43.36 Unrealized +8.8%
ASHR DBX ETF TR 0.6%
Value ($000) $3,971 Shares 132,200 Est. Cost $29.41 Unrealized
SOUTHWEST AIRLS CO 0.5%
Value ($000) $3,374 Shares 2,811,000 Est. Cost $1.20 Unrealized
WORKDAY INC 0.5%
Value ($000) $3,316 Shares 2,424,000 Est. Cost $1.27 Unrealized
ILLUMINA INC 0.5%
Value ($000) $3,215 Shares 2,160,000 Est. Cost $1.45 Unrealized
PG PROCTER AND GAMBLE CO 0.5%
Value ($000) $3,102 Shares 25,944 Est. Cost $79.97 Unrealized +27.0%
ZYNGA INC 0.5%
Value ($000) $3,088 Shares 2,400,000 Est. Cost $1.29 Unrealized
META FACEBOOK INC 0.5%
Value ($000) $3,055 Shares 13,452 Est. Cost $176.35 Unrealized +17.6%
KR KROGER CO 0.5%
Value ($000) $3,042 Shares 89,861 Est. Cost $26.16 Unrealized +10.0%
TCOM TRIP COM GROUP LTD 0.5%
Value ($000) $2,940 Shares 113,435 Est. Cost $33.54 Unrealized
TAL TAL EDUCATION GROUP 0.4%
Value ($000) $2,680 Shares 39,200 Est. Cost $53.26 Unrealized
ABEV AMBEV SA 0.4%
Value ($000) $2,523 Shares 955,500 Est. Cost $5.50 Unrealized
ZILLOW GROUP INC 0.4%
Value ($000) $2,483 Shares 2,122,000 Est. Cost $1.17 Unrealized
CLX CLOROX CO DEL 0.4%
Value ($000) $2,455 Shares 11,190 Est. Cost $151.59 Unrealized +11.3%
CPB CAMPBELL SOUP CO 0.4%
Value ($000) $2,450 Shares 49,371 Est. Cost $34.79 Unrealized +18.5%
VZ VERIZON COMMUNICATIONS INC 0.4%
Value ($000) $2,442 Shares 44,292 Est. Cost $37.72 Unrealized +8.0%
EXACT SCIENCES CORP 0.4%
Value ($000) $2,433 Shares 2,343,000 Est. Cost $1.03 Unrealized
SPLUNK INC 0.4%
Value ($000) $2,428 Shares 1,685,000 Est. Cost $1.15 Unrealized
QGEN 1 11/13/24 QIAGEN NV 0.3%
Value ($000) $2,177 Shares 2,000,000 Est. Cost $1.09 Unrealized
ITUB ITAU UNIBANCO HLDG S A 0.3%
Value ($000) $2,085 Shares 444,600 Est. Cost $7.96 Unrealized
V VISA INC 0.3%
Value ($000) $2,028 Shares 10,500 Est. Cost $137.38 Unrealized +27.8%
NEM NEWMONT CORP 0.3%
Value ($000) $2,005 Shares 32,474 Est. Cost $32.45 Unrealized +53.7%
CHEGG INC 0.3%
Value ($000) $1,971 Shares 1,390,000 Est. Cost $1.42 Unrealized
KELLOGG CO 0.3%
Value ($000) $1,837 Shares 27,806 Est. Cost $47.22 Unrealized +4.7%
BIDU BAIDU INC 0.3%
Value ($000) $1,822 Shares 15,200 Est. Cost $201.01 Unrealized
GIS GENERAL MLS INC 0.3%
Value ($000) $1,792 Shares 29,060 Est. Cost $42.63 Unrealized +17.0%
NBIS YANDEX N V 0.3%
Value ($000) $1,771 Shares 35,400 Est. Cost $41.00 Unrealized
INTC INTEL CORP 0.3%
Value ($000) $1,749 Shares 29,225 Est. Cost $42.50 Unrealized +25.2%
JPM JPMORGAN CHASE & CO 0.3%
Value ($000) $1,712 Shares 18,200 Est. Cost $96.31 Unrealized -15.1%
T AT&T INC 0.3%
Value ($000) $1,678 Shares 55,519 Est. Cost $17.64 Unrealized -12.2%
BMY BRISTOL-MYERS SQUIBB CO 0.3%
Value ($000) $1,666 Shares 28,327 Est. Cost $40.90 Unrealized +17.2%
WEIBO CORP 0.3%
Value ($000) $1,646 Shares 1,755,000 Est. Cost $0.93 Unrealized
EA ELECTRONIC ARTS INC 0.2%
Value ($000) $1,582 Shares 11,982 Est. Cost $94.69 Unrealized +21.3%
JNJ JOHNSON & JOHNSON 0.2%
Value ($000) $1,470 Shares 10,451 Est. Cost $104.91 Unrealized +18.4%
KMB KIMBERLY CLARK CORP 0.2%
Value ($000) $1,459 Shares 10,325 Est. Cost $94.85 Unrealized +18.8%
GILD GILEAD SCIENCES INC 0.2%
Value ($000) $1,454 Shares 18,897 Est. Cost $53.97 Unrealized +13.9%
AKAMAI TECHNOLOGIES INC 0.2%
Value ($000) $1,445 Shares 1,160,000 Est. Cost $1.08 Unrealized
TSM TAIWAN SEMICONDUCTOR MFG LTD 0.2%
Value ($000) $1,419 Shares 25,000 Est. Cost $47.80 Unrealized
HDB HDFC BANK LTD 0.2%
Value ($000) $1,356 Shares 29,836 Est. Cost $80.11 Unrealized
CVS CVS HEALTH CORP 0.2%
Value ($000) $1,339 Shares 20,614 Est. Cost $53.73 Unrealized -2.1%
PALO ALTO NETWORKS INC 0.2%
Value ($000) $1,305 Shares 1,211,000 Est. Cost $1.06 Unrealized
CSCO CISCO SYS INC 0.2%
Value ($000) $1,292 Shares 27,711 Est. Cost $33.80 Unrealized +9.5%
PGR PROGRESSIVE CORP OHIO 0.2%
Value ($000) $1,274 Shares 15,903 Est. Cost $63.95 Unrealized +3.8%
ARES CAPITAL CORP 0.2%
Value ($000) $1,250 Shares 1,273,000 Est. Cost $1.03 Unrealized
PLD PROLOGIS INC. 0.2%
Value ($000) $1,216 Shares 13,033 Est. Cost $73.67 Unrealized +3.5%
ORCL ORACLE CORP 0.2%
Value ($000) $1,147 Shares 20,748 Est. Cost $46.42 Unrealized +5.5%
PSX PHILLIPS 66 0.2%
Value ($000) $1,144 Shares 15,917 Est. Cost $69.32 Unrealized -18.9%
CBRE CBRE GROUP INC 0.2%
Value ($000) $1,132 Shares 25,026 Est. Cost $49.04 Unrealized -12.1%
A AGILENT TECHNOLOGIES INC 0.2%
Value ($000) $1,036 Shares 11,728 Est. Cost $59.00 Unrealized +33.7%
COR AMERISOURCEBERGEN CORP 0.2%
Value ($000) $1,016 Shares 10,082 Est. Cost $76.79 Unrealized +3.6%
SPLUNK INC 0.2%
Value ($000) $987 Shares 672,000 Est. Cost $1.12 Unrealized
XRX XEROX HOLDINGS CORP 0.2%
Value ($000) $976 Shares 63,807 Est. Cost $31.33 Unrealized -44.9%
STT STATE STR CORP 0.2%
Value ($000) $974 Shares 15,330 Est. Cost $54.18 Unrealized -7.3%
CENTURYLINK INC 0.2%
Value ($000) $970 Shares 96,691 Est. Cost $9.76 Unrealized
WALGREENS BOOTS ALLIANCE INC 0.1%
Value ($000) $887 Shares 20,915 Est. Cost $47.99 Unrealized
BAC BK OF AMERICA CORP 0.1%
Value ($000) $865 Shares 36,412 Est. Cost $26.42 Unrealized -22.1%
CL COLGATE PALMOLIVE CO 0.1%
Value ($000) $849 Shares 11,593 Est. Cost $55.48 Unrealized +12.4%
KO COCA COLA CO 0.1%
Value ($000) $825 Shares 18,459 Est. Cost $38.99 Unrealized -0.7%
AMCOR PLC 0.1%
Value ($000) $775 Shares 75,864 Est. Cost $7.76 Unrealized -4.6%
XOM EXXON MOBIL CORP 0.1%
Value ($000) $750 Shares 16,772 Est. Cost $54.58 Unrealized -36.2%
CMCSA COMCAST CORP NEW 0.1%
Value ($000) $750 Shares 19,232 Est. Cost $33.96 Unrealized -3.5%
KMI KINDER MORGAN INC DEL 0.1%
Value ($000) $733 Shares 48,288 Est. Cost $13.90 Unrealized -21.9%
GEN NORTONLIFELOCK INC 0.1%
Value ($000) $723 Shares 36,479 Est. Cost $15.10 Unrealized +19.5%
PFE PFIZER INC 0.1%
Value ($000) $718 Shares 21,957 Est. Cost $26.64 Unrealized -2.4%
PRU PRUDENTIAL FINL INC 0.1%
Value ($000) $709 Shares 11,645 Est. Cost $54.59 Unrealized -18.9%
CAH CARDINAL HEALTH INC 0.1%
Value ($000) $699 Shares 13,400 Est. Cost $40.13 Unrealized +10.6%
IP INTL PAPER CO 0.1%
Value ($000) $695 Shares 19,741 Est. Cost $27.97 Unrealized -11.3%
RY ROYAL BK CDA 0.1%
Value ($000) $685 Shares 10,095 Est. Cost $75.12 Unrealized -15.3%
INTERPUBLIC GROUP COS INC 0.1%
Value ($000) $677 Shares 39,476 Est. Cost $16.75 Unrealized -21.0%
KIM KIMCO RLTY CORP 0.1%
Value ($000) $655 Shares 50,979 Est. Cost $13.35 Unrealized -34.0%
IRM IRON MTN INC NEW 0.1%
Value ($000) $638 Shares 24,440 Est. Cost $21.85 Unrealized -11.7%
HRL HORMEL FOODS CORP 0.1%
Value ($000) $620 Shares 12,839 Est. Cost $40.81 Unrealized 0.0%
FORTIVE CORP 0.1%
Value ($000) $606 Shares 618,000 Est. Cost $0.93 Unrealized
C CITIGROUP INC 0.1%
Value ($000) $561 Shares 10,980 Est. Cost $57.16 Unrealized -32.3%
SEAGATE TECHNOLOGY PLC 0.1%
Value ($000) $534 Shares 11,031 Est. Cost $54.63 Unrealized
TD TORONTO DOMINION BK ONT 0.1%
Value ($000) $515 Shares 11,531 Est. Cost $55.09 Unrealized -22.7%
HPQ HP INC 0.1%
Value ($000) $506 Shares 29,002 Est. Cost $14.18 Unrealized -7.8%
NIELSEN HLDGS PLC 0.1%
Value ($000) $488 Shares 32,813 Est. Cost $13.94 Unrealized
XRAY DENTSPLY SIRONA INC 0.1%
Value ($000) $485 Shares 11,000 Est. Cost $52.05 Unrealized -18.8%
HIG HARTFORD FINL SVCS GROUP INC 0.1%
Value ($000) $479 Shares 12,421 Est. Cost $49.19 Unrealized -31.5%
BKR BAKER HUGHES COMPANY 0.1%
Value ($000) $475 Shares 30,849 Est. Cost $15.56 Unrealized -19.6%
NWSA NEWS CORP NEW 0.1%
Value ($000) $449 Shares 37,839 Est. Cost $11.18 Unrealized -9.2%
CARR CARRIER GLOBAL CORPORATION 0.1%
Value ($000) $427 Shares 19,214 Est. Cost $17.13 Unrealized 0.0%
WY WEYERHAEUSER CO MTN BE 0.1%
Value ($000) $409 Shares 18,223 Est. Cost $21.17 Unrealized -22.3%
NWS NEWS CORP NEW 0.1%
Value ($000) $397 Shares 33,230 Est. Cost $10.30 Unrealized 0.0%
ENB ENBRIDGE INC 0.1%
Value ($000) $372 Shares 12,250 Est. Cost $23.52 Unrealized -10.3%
FTI TECHNIPFMC PLC 0.1%
Value ($000) $370 Shares 54,046 Est. Cost $11.84 Unrealized -51.7%
IVZ INVESCO LTD 0.1%
Value ($000) $360 Shares 33,479 Est. Cost $11.70 Unrealized -39.7%
WFC WELLS FARGO CO NEW 0.1%
Value ($000) $352 Shares 13,764 Est. Cost $43.47 Unrealized -44.8%
GENERAL ELECTRIC CO 0.1%
Value ($000) $324 Shares 47,422 Est. Cost $13.16 Unrealized
HST HOST HOTELS & RESORTS INC 0.0%
Value ($000) $322 Shares 29,839 Est. Cost $9.49 Unrealized 0.0%
HANESBRANDS INC 0.0%
Value ($000) $299 Shares 26,495 Est. Cost $17.04 Unrealized
JUNIPER NETWORKS INC 0.0%
Value ($000) $251 Shares 10,966 Est. Cost $19.17 Unrealized
CCL CARNIVAL CORP 0.0%
Value ($000) $246 Shares 15,008 Est. Cost $14.98 Unrealized 0.0%
TEVA TEVA PHARMACEUTICAL INDS LTD 0.0%
Value ($000) $210 Shares 17,069 Est. Cost $16.20 Unrealized
EQH EQUITABLE HLDGS INC 0.0%
Value ($000) $206 Shares 10,690 Est. Cost $18.74 Unrealized -17.4%
TPR TAPESTRY INC 0.0%
Value ($000) $191 Shares 14,350 Est. Cost $12.54 Unrealized 0.0%
RF REGIONS FINANCIAL CORP NEW 0.0%
Value ($000) $180 Shares 16,191 Est. Cost $8.44 Unrealized 0.0%
WESTERN DIGITAL CORP. 0.0%
Value ($000) $160 Shares 169,000 Est. Cost $0.97 Unrealized
F FORD MTR CO DEL 0.0%
Value ($000) $158 Shares 25,985 Est. Cost $7.19 Unrealized -41.5%
MFC MANULIFE FINL CORP 0.0%
Value ($000) $137 Shares 10,095 Est. Cost $18.42 Unrealized -31.7%
HPE HEWLETT PACKARD ENTERPRISE C 0.0%
Value ($000) $105 Shares 10,800 Est. Cost $12.17 Unrealized -32.5%
BRISTOL-MYERS SQUIBB CO 0.0%
Value ($000) $100 Shares 28,011 Est. Cost $3.00 Unrealized
IQIYI INC 0.0%
Value ($000) $90 Shares 90,000 Est. Cost $1.00 Unrealized