Lombard Odier Asset Management (USA) Corp

Quant stat arb Low signal CIK 1491719
League rank
#136
in Quant stat arb · #6031 overall
Long book
$132.6M
Q1 2026
Positions
192
Top-10 weight
21%
concentration
Last quarter
+8.8%
SPY +14.8%
Turnover
78%
of book per quarter

Strategy in plain words

auto-generated from filings

Lombard Odier Asset Management (USA) Corp is a quantitative fund whose holdings reflect models, not opinions, running a $132.6M US long book across 192 positions.

The portfolio is broadly diversified across 192 positions (top 10 only 21%). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: CAESARS ENTERTAINMENT INC, APPLE INC, ALPHABET INC-CL A, DAUCH CORPORATION, CLEVELAND-CLIFFS INC.

Over the last 9 quarters its long book ran on average 0.6pp per quarter behind the S&P 500, beating the index in 4 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
-0.2%
Q2 2024
+12.8%
Q3 2024
-11.5%
Q4 2024
-5.0%
Q1 2025
+11.7%
Q2 2025
+7.5%
Q3 2025
+3.6%
Q4 2025
+7.7%
Q1 2026
+8.8%

Sector allocation

Industrials
19%
Technology
15%
Consumer discretionary
15%
Services media
13%
Energy
10%
Other
7%
Financials
6%
Healthcare
5%

Long book by quarter

$676.7M
Q1 2024
$227.3M
Q2 2024
$231.3M
Q3 2024
$229.3M
Q4 2024
$239.1M
Q1 2025
$322.5M
Q2 2025
$374.8M
Q3 2025
$185.9M
Q4 2025
$132.6M
Q1 2026

What does Lombard Odier own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
CZR CAESARS ENTERTAINMENT INCServices media158.0K$4.2M3.1%+14.9%
AAPL APPLE INCTechnology12.4K$3.1M2.4%+0.9%
GOOGL ALPHABET INC-CL ATechnology9.9K$2.8M2.1%-47.6%
DCH DAUCH CORPORATIONIndustrials460.0K$2.7M2.1%-6.1%
CLF CLEVELAND-CLIFFS INCMaterials320.0K$2.7M2.0%+68.4%
NBR NABORS INDUSTRIES LTDEnergy31.0K$2.7M2.0%-30.3%
MGM MGM RESORTS INTERNATIONALServices media68.0K$2.5M1.9%+126.7%
CASY CASEY'S GENERAL STORES INCConsumer discretionary3.4K$2.5M1.9%+156.2%
NEXN NEXXEN INTERNATIONAL LTDTechnology489.1K$2.4M1.8%+736.6%
OGN ORGANON & COHealthcare380.0K$2.3M1.7%New
CLMT CALUMET INCEnergy59.5K$2.1M1.6%-40.5%
MSFT MICROSOFT CORPTechnology5.7K$2.1M1.6%+39.2%
MCK MCKESSON CORPConsumer discretionary2.4K$2.1M1.6%-6.6%
ORLY O'REILLY AUTOMOTIVE INCConsumer discretionary22.6K$2.1M1.6%+5.1%
QXO QXO INCConsumer discretionary97.1K$1.9M1.4%-4.6%
SLB SLB LTDEnergy36.0K$1.9M1.4%-23.4%
NFLX NETFLIX INCServices media19.0K$1.8M1.4%New
EXE EXPAND ENERGY CORPEnergy16.4K$1.8M1.4%-23.8%
MSI MOTOROLA SOLUTIONS INCTechnology3.9K$1.7M1.3%-23.7%
DECK DECKERS OUTDOOR CORPOther17.0K$1.7M1.3%+23.6%
APG API GROUP CORPServices media39.9K$1.6M1.2%-33.1%
FDX FEDEX CORPIndustrials4.5K$1.6M1.2%-23.8%
GLNG GOLAR LNG LTDIndustrials28.7K$1.6M1.2%New
GT GOODYEAR TIRE & RUBBER COOther226.0K$1.5M1.1%+66.2%
WTTR SELECT WATER SOLUTIONS INCEnergy96.9K$1.5M1.1%-23.8%
TJX TJX COMPANIES INCConsumer discretionary9.2K$1.5M1.1%New
RBC RBC BEARINGS INCIndustrials2.7K$1.5M1.1%-54.6%
AER AERCAP HOLDINGS NVServices media10.5K$1.4M1.1%-49.8%
CNI CANADIAN NATL RAILWAY COIndustrials13.6K$1.4M1.1%-23.8%
TDG TRANSDIGM GROUP INCIndustrials1.1K$1.3M1.0%-25.0%
COR CENCORA INCConsumer discretionary4.2K$1.3M1.0%-31.8%
SPOT SPOTIFY TECHNOLOGY SACommunications2.7K$1.3M1.0%New
SW SMURFIT WESTROCK PLCOther32.5K$1.3M1.0%New
LUV SOUTHWEST AIRLINES COIndustrials34.4K$1.3M1.0%-49.7%
FIVE FIVE BELOWConsumer discretionary5.4K$1.2M0.9%New
BSX BOSTON SCIENTIFIC CORPHealthcare19.4K$1.2M0.9%-12.3%
ZGN ERMENEGILDO ZEGNA NVOther115.0K$1.2M0.9%New
PGR PROGRESSIVE CORPFinancials6.0K$1.2M0.9%-45.6%
CRGY CRESCENT ENERGY INC-AEnergy87.0K$1.2M0.9%-37.9%
TLN TALEN ENERGY CORPUtilities3.6K$1.2M0.9%-60.0%
AMRZ AMRIZE LTDIndustrials20.2K$1.1M0.9%New
GM GENERAL MOTORS COIndustrials14.9K$1.1M0.8%-57.6%
SNX TD SYNNEX CORPConsumer discretionary6.4K$1.1M0.8%+92.8%
PHM PULTEGROUP INCIndustrials8.8K$1.0M0.8%-23.8%
ROST ROSS STORES INCConsumer discretionary4.6K$987K0.7%New
HEI HEICO CORPIndustrials3.6K$976K0.7%+32.0%
OXY OCCIDENTAL PETROLEUM CORPEnergy14.9K$971K0.7%New
NVDA NVIDIA CORPTechnology5.5K$957K0.7%+14.6%
OSIS OSI SYSTEMS INCTechnology3.6K$957K0.7%-58.9%
MHK MOHAWK INDUSTRIES INCOther9.7K$953K0.7%-23.8%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 15, 2026263$957.1M canonicalSEC ↗
Q4 202513F-HRFeb 17, 2026213$1.08B canonicalSEC ↗
Q3 202513F-HRNov 14, 2025415$1.49B canonicalSEC ↗
Q2 202513F-HRAug 14, 2025362$1.31B canonicalSEC ↗
Q1 202513F-HRMay 15, 2025198$1.27B canonicalSEC ↗
Q4 202413F-HRFeb 14, 2025284$1.36B canonicalSEC ↗
Q3 202413F-HRNov 14, 2024260$1.50B canonicalSEC ↗
Q2 202413F-HRAug 14, 2024246$1.35B canonicalSEC ↗
Q1 202413F-HRMay 15, 2024342$4.13B canonicalSEC ↗