Lombard Odier Asset Management (USA) Corp

Est. AUM

$957.1M

13F long equity, this entity only

Positions

263

Period

Mar 2026 (Q1)

SEC EDGAR

View filings ↗

Mar 2026 (Q1)

#	Issuer	Class	Value	Shares	% Portfolio	Discretion
1	STATE STR SPDR S&P 500 ETF TCALL	TR UNIT	$162.6M	250000	16.99%	OTR
2	AMERICAN AIRLINES GROUP INCPUT	COM	$65.1M	6060100	6.80%	OTR
3	APPLE INCPUT	COM	$48.2M	190000	5.04%	OTR
4	ISHARES TRPUT	20 YR TR BD ETF	$36.1M	417000	3.78%	OTR
5	AVIS BUDGET GROUP INCPUT	COM	$35.7M	245000	3.73%	OTR
6	RIVIAN AUTOMOTIVE INCPUT	COM CL A	$33.1M	2200000	3.46%	OTR
7	COMCAST CORP NEWCALL	CL A	$30.1M	1050000	3.15%	OTR
8	BRISTOL-MYERS SQUIBB COCALL	COM	$27.3M	450000	2.85%	OTR
9	GILEAD SCIENCES INCCALL	COM	$23.7M	170000	2.48%	OTR
10	PFIZER INCCALL	COM	$18.5M	660000	1.94%	OTR
11	CITIGROUP INCCALL	COM NEW	$18.1M	160000	1.90%	OTR
12	RIVIAN AUTOMOTIVE INC	NOTE 4.625% 3/1	$16.1M	15000000	1.68%	OTR
13	MERCK & CO INCCALL	COM	$15.6M	130000	1.63%	OTR
14	NCL CORP LTD	NOTE 1.125% 2/1	$14.2M	14500000	1.49%	OTR
15	KINDER MORGAN INC DELCALL	COM	$12.1M	360000	1.26%	OTR
16	SIMON PPTY GROUP INC NEWCALL	COM	$11.2M	60000	1.17%	OTR
17	KOSMOS ENERGY LTD	NOTE 3.125% 3/1	$11.1M	14000000	1.16%	OTR
18	NEWMONT CORPPUT	COM	$10.8M	100000	1.13%	OTR
19	UNITEDHEALTH GROUP INCCALL	COM	$10.8M	40000	1.13%	OTR
20	METLIFE INCCALL	COM	$10.6M	150000	1.11%	OTR
21	HERTZ GLOBAL HLDGS INCPUT	COM NEW	$10.6M	2300000	1.11%	OTR
22	VERIZON COMMUNICATIONS INCPUT	COM	$10.0M	200000	1.05%	OTR
23	BANK AMERICA CORPPUT	COM	$9.8M	200000	1.02%	OTR
24	CITIGROUP INCPUT	COM NEW	$9.1M	80000	0.95%	OTR
25	GILEAD SCIENCES INCPUT	COM	$8.4M	60000	0.87%	OTR
26	CONAGRA BRANDS INCCALL	COM	$7.9M	500000	0.82%	OTR
27	CISCO SYS INCCALL	COM	$7.8M	100000	0.81%	OTR
28	BRISTOL-MYERS SQUIBB COPUT	COM	$7.6M	125000	0.79%	OTR
29	NORWEGIAN CRUISE LINE HLDGSCALL	SHS	$7.5M	400000	0.78%	OTR
30	TARGET CORPCALL	COM	$7.3M	60000	0.76%	OTR
31	FEDEX CORPCALL	COM	$7.1M	20000	0.74%	OTR
32	DISNEY WALT COCALL	COM	$6.7M	70000	0.70%	OTR
33	MERCK & CO INCPUT	COM	$6.6M	55000	0.69%	OTR
34	UNITI GROUP LLC	NOTE 7.500%12/0	$6.1M	5255000	0.64%	OTR
35	HERBALIFE LTDCALL	COM SHS	$5.9M	402500	0.62%	OTR
36	FREEPORT MCMORAN INCCALL	CL B	$5.9M	100000	0.61%	OTR
37	STRATEGY INC	NOTE 0.875% 3/1	$5.8M	6000000	0.61%	OTR
38	RIVIAN AUTOMOTIVE INCCALL	COM CL A	$5.3M	350000	0.55%	OTR
39	UNITED PARCEL SVCS INCCALL	CL B	$4.9M	50000	0.51%	OTR
40	PRUDENTIAL FINL INCPUT	COM	$4.9M	50000	0.51%	OTR
41	INTERNATIONAL BUSINESS MACHSPUT	COM	$4.2M	17500	0.44%	OTR
42	PAGAYA TECHNOLOGIES LTDPUT	CL A NEW	$4.2M	360000	0.44%	OTR
43	COMPASS INCCALL	CL A	$4.2M	572000	0.44%	OTR
44	CAESARS ENTERTAINMENT INC NE	COM	$4.2M	158027	0.44%	OTR
45	KINDER MORGAN INC DELPUT	COM	$4.0M	120000	0.42%	OTR
46	TARGET CORPPUT	COM	$3.6M	30000	0.38%	OTR
47	DISNEY WALT COPUT	COM	$3.6M	37500	0.38%	OTR
48	BAUSCH HEALTH COS INCPUT	COM	$3.6M	666000	0.38%	OTR
49	METLIFE INCPUT	COM	$3.5M	50000	0.37%	OTR
50	CAESARS ENTERTAINMENT INC NECALL	COM	$3.5M	132000	0.36%	OTR

1–50 of 263

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Values in USD (reported in $thousands on 13F). Source: SEC EDGAR.