Lombard Odier Asset Management (Switzerland) SA Quant / Systematic

CIK: 0001535660 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 16, 2021

Total Value ($000): $886,957 (96.4% shares, 3.6% debt)

Holdings (115)

V VISA INC 3.8%
Value ($000) $34,098 Shares 155,889 Est. Cost $159.79 Unrealized +23.4%
ABBV ABBVIE INC 3.6%
Value ($000) $32,252 Shares 301,001 Est. Cost $72.80 Unrealized +8.4%
SCHW SCHWAB CHARLES CORP 3.6%
Value ($000) $31,685 Shares 597,380 Est. Cost $36.70 Unrealized +15.4%
AXP AMERICAN EXPRESS CO 3.5%
Value ($000) $31,427 Shares 259,922 Est. Cost $92.66 Unrealized +12.1%
TMO THERMO FISHER SCIENTIFIC INC 3.5%
Value ($000) $31,112 Shares 66,795 Est. Cost $299.06 Unrealized +54.7%
IQV IQVIA HLDGS INC 3.5%
Value ($000) $30,790 Shares 171,860 Est. Cost $141.15 Unrealized +19.4%
KEYS KEYSIGHT TECHNOLOGIES INC 3.3%
Value ($000) $29,559 Shares 223,780 Est. Cost $101.15 Unrealized +13.8%
VOYA VOYA FINANCIAL INC 3.3%
Value ($000) $29,414 Shares 500,156 Est. Cost $42.69 Unrealized +15.9%
LOW LOWES COS INC 3.3%
Value ($000) $29,018 Shares 180,786 Est. Cost $98.75 Unrealized +49.9%
MRK MERCK & CO. INC 3.2%
Value ($000) $28,553 Shares 349,067 Est. Cost $62.29 Unrealized +4.1%
HOLX HOLOGIC INC 2.5%
Value ($000) $22,078 Shares 303,141 Est. Cost $70.59 Unrealized 0.0%
PHM PULTE GROUP INC 2.4%
Value ($000) $21,675 Shares 502,677 Est. Cost $40.92 Unrealized +2.8%
MED MEDIFAST INC 2.4%
Value ($000) $21,597 Shares 110,000 Est. Cost $149.02 Unrealized +3.9%
BIDU BAIDU INC 2.4%
Value ($000) $21,390 Shares 99,800 Est. Cost $157.70 Unrealized
SCI SERVICE CORP INTL 2.4%
Value ($000) $21,113 Shares 430,000 Est. Cost $39.98 Unrealized +18.7%
HALO HALOZYME THERAPEUTICS INC 2.3%
Value ($000) $20,074 Shares 470,000 Est. Cost $16.92 Unrealized +112.4%
HILL ROM HLDGS INC 2.2%
Value ($000) $19,594 Shares 200,000 Est. Cost $105.02 Unrealized
INMD INMODE LTD 2.1%
Value ($000) $18,992 Shares 400,000 Est. Cost $18.17 Unrealized +16.3%
CHE CHEMED CORP NEW 2.1%
Value ($000) $18,641 Shares 35,000 Est. Cost $429.27 Unrealized +12.5%
ABT ABBOTT LABS 2.0%
Value ($000) $18,087 Shares 165,192 Est. Cost $57.17 Unrealized +73.6%
BIOTELEMETRY INC 2.0%
Value ($000) $18,020 Shares 250,000 Est. Cost $47.95 Unrealized
UNH UNITEDHEALTH GROUP INC 2.0%
Value ($000) $17,815 Shares 50,801 Est. Cost $164.08 Unrealized +87.8%
ELS EQUITY LIFESTYLE PPTYS INC 1.9%
Value ($000) $17,107 Shares 270,000 Est. Cost $85.07 Unrealized
INDA ISHARES TR 1.9%
Value ($000) $16,545 Shares 413,200 Est. Cost $31.02 Unrealized
TCOM TRIP COM GROUP LTD 1.8%
Value ($000) $16,363 Shares 487,205 Est. Cost $31.67 Unrealized
AAPL APPLE INC 1.8%
Value ($000) $15,827 Shares 119,279 Est. Cost $91.36 Unrealized +28.1%
TAL TAL EDUCATION GROUP 1.7%
Value ($000) $14,823 Shares 208,080 Est. Cost $71.61 Unrealized
ITUB ITAU UNIBANCO HLDG S A 1.5%
Value ($000) $12,930 Shares 2,120,100 Est. Cost $4.92 Unrealized
DXCM DEXCOM INC 1.3%
Value ($000) $11,425 Shares 30,903 Est. Cost $89.40 Unrealized -0.1%
MASI MASIMO CORP 1.2%
Value ($000) $10,735 Shares 40,000 Est. Cost $220.06 Unrealized +13.3%
MSFT MICROSOFT CORP 1.2%
Value ($000) $10,693 Shares 48,075 Est. Cost $111.40 Unrealized +84.9%
NUANCE COMMUNICATIONS INC 1.2%
Value ($000) $10,582 Shares 240,000 Est. Cost $25.31 Unrealized
ABEV AMBEV SA 1.2%
Value ($000) $10,433 Shares 3,405,500 Est. Cost $3.17 Unrealized
FUTU FUTU HLDGS LTD 1.2%
Value ($000) $10,309 Shares 227,400 Est. Cost $45.33 Unrealized
BC BRUNSWICK CORP 1.2%
Value ($000) $10,292 Shares 135,000 Est. Cost $63.73 Unrealized 0.0%
NBIS YANDEX N V 1.2%
Value ($000) $10,224 Shares 147,460 Est. Cost $59.65 Unrealized
POOL POOL CORP 1.1%
Value ($000) $10,058 Shares 27,000 Est. Cost $121.13 Unrealized +171.4%
ZTS ZOETIS INC 1.1%
Value ($000) $9,443 Shares 57,057 Est. Cost $58.88 Unrealized +164.0%
EXAS EXACT SCIENCES CORP 1.0%
Value ($000) $9,274 Shares 70,000 Est. Cost $81.07 Unrealized +49.2%
SPY SPDR S&P 500 ETF TR 0.9%
Value ($000) $8,117 Shares 21,711 Est. Cost $265.42 Unrealized
OZON HLDGS PLC 0.9%
Value ($000) $8,114 Shares 194,600 Est. Cost $41.70 Unrealized
IEMG ISHARES INC 0.8%
Value ($000) $7,358 Shares 118,595 Est. Cost $47.64 Unrealized
ASHR DBX ETF TR 0.8%
Value ($000) $6,932 Shares 174,400 Est. Cost $32.40 Unrealized
AKAMAI TECHNOLOGIES INC 0.6%
Value ($000) $5,217 Shares 4,661,000 Est. Cost $1.16 Unrealized
CCEP COCA COLA EUROPEAN PARTNERS 0.6%
Value ($000) $5,122 Shares 102,789 Est. Cost $34.85 Unrealized +3.3%
YUMC YUM CHINA HLDGS INC 0.5%
Value ($000) $4,761 Shares 83,500 Est. Cost $50.16 Unrealized +12.0%
META FACEBOOK INC 0.4%
Value ($000) $3,742 Shares 13,699 Est. Cost $179.90 Unrealized +51.3%
SOUTHWEST AIRLS CO 0.3%
Value ($000) $3,059 Shares 2,288,000 Est. Cost $1.25 Unrealized
SHOPIFY INC 0.3%
Value ($000) $2,846 Shares 2,384,000 Est. Cost $1.19 Unrealized
ZYNGA INC 0.3%
Value ($000) $2,823 Shares 2,122,000 Est. Cost $1.29 Unrealized
JPM JPMORGAN CHASE & CO 0.3%
Value ($000) $2,823 Shares 22,217 Est. Cost $92.95 Unrealized +5.6%
TSM TAIWAN SEMICONDUCTOR MFG LTD 0.3%
Value ($000) $2,726 Shares 25,000 Est. Cost $47.80 Unrealized
TME TENCENT MUSIC ENTMT GROUP 0.3%
Value ($000) $2,570 Shares 133,600 Est. Cost $14.86 Unrealized
PINDUODUO INC 0.3%
Value ($000) $2,482 Shares 2,024,000 Est. Cost $1.23 Unrealized
LUMENTUM HLDGS INC 0.3%
Value ($000) $2,292 Shares 1,856,000 Est. Cost $1.23 Unrealized
EXACT SCIENCES CORP 0.3%
Value ($000) $2,261 Shares 1,611,000 Est. Cost $1.03 Unrealized
ILLUMINA INC 0.3%
Value ($000) $2,229 Shares 1,538,000 Est. Cost $1.45 Unrealized
VT VANGUARD INTL EQUITY INDEX F 0.2%
Value ($000) $2,205 Shares 23,820 Est. Cost $69.95 Unrealized
HDB HDFC BANK LTD 0.2%
Value ($000) $2,156 Shares 29,836 Est. Cost $80.11 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.2%
Value ($000) $2,123 Shares 36,142 Est. Cost $39.03 Unrealized +12.7%
JNJ JOHNSON & JOHNSON 0.2%
Value ($000) $1,907 Shares 12,118 Est. Cost $108.66 Unrealized +17.4%
PALO ALTO NETWORKS INC 0.2%
Value ($000) $1,717 Shares 1,211,000 Est. Cost $1.06 Unrealized
WEIBO CORP 0.2%
Value ($000) $1,709 Shares 1,755,000 Est. Cost $0.93 Unrealized
PG PROCTER AND GAMBLE CO 0.2%
Value ($000) $1,648 Shares 11,845 Est. Cost $79.97 Unrealized +54.0%
BAC BK OF AMERICA CORP 0.2%
Value ($000) $1,646 Shares 54,301 Est. Cost $25.13 Unrealized -5.9%
NKE NIKE INC 0.2%
Value ($000) $1,641 Shares 11,599 Est. Cost $104.36 Unrealized +18.1%
NEE NEXTERA ENERGY INC 0.2%
Value ($000) $1,552 Shares 20,114 Est. Cost $63.98 Unrealized +2.6%
CREE INC 0.2%
Value ($000) $1,466 Shares 831,000 Est. Cost $1.76 Unrealized
INTC INTEL CORP 0.2%
Value ($000) $1,438 Shares 28,865 Est. Cost $43.65 Unrealized +0.9%
BMY BRISTOL-MYERS SQUIBB CO 0.2%
Value ($000) $1,421 Shares 22,902 Est. Cost $43.73 Unrealized +14.4%
CSCO CISCO SYS INC 0.2%
Value ($000) $1,420 Shares 31,736 Est. Cost $34.09 Unrealized +3.5%
ARES CAPITAL CORP 0.2%
Value ($000) $1,349 Shares 1,273,000 Est. Cost $1.03 Unrealized
PLD PROLOGIS INC. 0.1%
Value ($000) $1,315 Shares 13,198 Est. Cost $79.35 Unrealized +10.2%
CMCSA COMCAST CORP NEW 0.1%
Value ($000) $1,210 Shares 23,087 Est. Cost $35.48 Unrealized +17.4%
SBUX STARBUCKS CORP 0.1%
Value ($000) $1,202 Shares 11,233 Est. Cost $70.79 Unrealized +20.3%
MET METLIFE INC 0.1%
Value ($000) $1,183 Shares 25,201 Est. Cost $34.22 Unrealized +8.2%
ES EVERSOURCE ENERGY 0.1%
Value ($000) $1,175 Shares 13,588 Est. Cost $69.82 Unrealized +4.7%
EW EDWARDS LIFESCIENCES CORP 0.1%
Value ($000) $1,152 Shares 12,630 Est. Cost $78.77 Unrealized +5.3%
PFE PFIZER INC 0.1%
Value ($000) $1,125 Shares 30,574 Est. Cost $27.01 Unrealized +6.0%
KO COCA COLA CO 0.1%
Value ($000) $1,072 Shares 19,552 Est. Cost $39.25 Unrealized +12.8%
RY ROYAL BK CDA 0.1%
Value ($000) $1,062 Shares 12,922 Est. Cost $75.43 Unrealized +2.6%
KMI KINDER MORGAN INC DEL 0.1%
Value ($000) $1,030 Shares 75,343 Est. Cost $12.04 Unrealized -17.4%
HIG HARTFORD FINL SVCS GROUP INC 0.1%
Value ($000) $1,014 Shares 20,705 Est. Cost $44.63 Unrealized -13.2%
INTERPUBLIC GROUP COS INC 0.1%
Value ($000) $986 Shares 41,919 Est. Cost $15.68 Unrealized +10.3%
XRX XEROX HOLDINGS CORP 0.1%
Value ($000) $975 Shares 42,046 Est. Cost $31.33 Unrealized -32.5%
BKR BAKER HUGHES COMPANY 0.1%
Value ($000) $936 Shares 44,877 Est. Cost $14.40 Unrealized +7.0%
DEXCOM INC 0.1%
Value ($000) $894 Shares 400,000 Est. Cost $2.23 Unrealized
MAS MASCO CORP 0.1%
Value ($000) $881 Shares 16,035 Est. Cost $51.02 Unrealized -1.4%
EBAY EBAY INC. 0.1%
Value ($000) $878 Shares 17,453 Est. Cost $48.34 Unrealized -3.4%
CVX CHEVRON CORP NEW 0.1%
Value ($000) $850 Shares 10,065 Est. Cost $66.22 Unrealized -1.8%
T AT&T INC 0.1%
Value ($000) $827 Shares 28,764 Est. Cost $17.64 Unrealized -12.8%
TJX TJX COS INC NEW 0.1%
Value ($000) $774 Shares 11,334 Est. Cost $52.39 Unrealized +7.8%
EXACT SCIENCES CORP 0.1%
Value ($000) $764 Shares 584,000 Est. Cost $1.09 Unrealized
XOM EXXON MOBIL CORP 0.1%
Value ($000) $744 Shares 18,041 Est. Cost $50.07 Unrealized -39.4%
BSX BOSTON SCIENTIFIC CORP 0.1%
Value ($000) $737 Shares 20,502 Est. Cost $37.27 Unrealized -3.3%
GILD GILEAD SCIENCES INC 0.1%
Value ($000) $694 Shares 11,904 Est. Cost $54.50 Unrealized -9.5%
HPQ HP INC 0.1%
Value ($000) $628 Shares 25,551 Est. Cost $14.89 Unrealized +18.2%
LIBERTY GLOBAL PLC 0.1%
Value ($000) $617 Shares 26,078 Est. Cost $21.87 Unrealized
ENB ENBRIDGE INC 0.1%
Value ($000) $586 Shares 18,305 Est. Cost $22.99 Unrealized -5.6%
TD TORONTO DOMINION BK ONT 0.1%
Value ($000) $584 Shares 10,340 Est. Cost $53.55 Unrealized -5.4%
F FORD MTR CO DEL 0.1%
Value ($000) $565 Shares 64,276 Est. Cost $5.82 Unrealized +9.2%
XPEV XPENG INC 0.1%
Value ($000) $548 Shares 12,785 Est. Cost $42.86 Unrealized
YAMANA GOLD INC 0.1%
Value ($000) $542 Shares 94,815 Est. Cost $6.06 Unrealized
QGEN 1 11/13/24 QIAGEN NV 0.1%
Value ($000) $511 Shares 400,000 Est. Cost $1.09 Unrealized
HAL HALLIBURTON CO 0.1%
Value ($000) $494 Shares 26,145 Est. Cost $13.17 Unrealized +7.5%
AQN ALGONQUIN PWR UTILS CORP 0.1%
Value ($000) $472 Shares 28,686 Est. Cost $12.05 Unrealized 0.0%
GENERAL ELECTRIC CO 0.1%
Value ($000) $470 Shares 43,485 Est. Cost $13.16 Unrealized
KR KROGER CO 0.1%
Value ($000) $462 Shares 14,533 Est. Cost $27.10 Unrealized +7.2%
FOXA FOX CORP 0.0%
Value ($000) $381 Shares 13,100 Est. Cost $25.08 Unrealized +4.4%
AMCOR PLC 0.0%
Value ($000) $354 Shares 30,067 Est. Cost $8.05 Unrealized +14.7%
CCJ CAMECO CORP 0.0%
Value ($000) $344 Shares 25,645 Est. Cost $10.62 Unrealized -1.0%
HST HOST HOTELS & RESORTS INC 0.0%
Value ($000) $299 Shares 20,454 Est. Cost $9.37 Unrealized +14.3%
SLB SCHLUMBERGER LTD 0.0%
Value ($000) $285 Shares 13,057 Est. Cost $16.53 Unrealized +2.2%
ANNALY CAPITAL MANAGEMENT IN 0.0%
Value ($000) $211 Shares 24,979 Est. Cost $8.45 Unrealized
HPE HEWLETT PACKARD ENTERPRISE C 0.0%
Value ($000) $205 Shares 17,313 Est. Cost $9.48 Unrealized -5.2%