-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, TL+KWJAkxsMbhKR6NlEzO7pwz+2NCZyRngg+WCv2VwO8s1S6CdJ8RUtObNXUgQhr o8cHZF/oWeQAPYLndZTvng== 0000902664-10-003563.txt : 20101112 0000902664-10-003563.hdr.sgml : 20101111 20101112171527 ACCESSION NUMBER: 0000902664-10-003563 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101112 DATE AS OF CHANGE: 20101112 EFFECTIVENESS DATE: 20101112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Lombard Odier Asset Management (USA) Corp CENTRAL INDEX KEY: 0001491719 IRS NUMBER: 061603711 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13939 FILM NUMBER: 101187862 BUSINESS ADDRESS: STREET 1: 888 7TH AVENUE, 11TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10106 BUSINESS PHONE: 212 295 6200 MAIL ADDRESS: STREET 1: 888 7TH AVENUE, 11TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10106 13F-HR 1 p10-1875form13fhr.txt LOMBARD ODIER ASSET MANAGEMENT (USA) CORP UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2010 ---------------------------- Check here if Amendment [ ]; Amendment Number: ----- This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Lombard Odier Asset Management (USA) Corp -------------------------------------------------- Address: 888 7th Avenue, 11th Floor -------------------------------------------------- New York, NY 10106 -------------------------------------------------- -------------------------------------------------- Form 13F File Number: 28-13939 ------------------ The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Eliott Frank -------------------------------------------------- Title: Authorized Signatory -------------------------------------------------- Phone: 212-295-6200 -------------------------------------------------- Signature, Place, and Date of Signing: /s/ Eliott Frank New York, NY November 12, 2010 ------------------------ ------------------------- ----------------- Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ X ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F File Number Name 28-13013 1798 Global Partners (Cayman Islands) Ltd Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ------------- Form 13F Information Table Entry Total: 148 ------------- Form 13F Information Table Value Total: 508,907 ------------- (thousands) List of Other Included Managers: NONE
Form 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ---------------------------- ---------------- ----------- --------- -------- --- ----- ----------- ---------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- ABBOTT LABS COM 002824100 3,918 75,000 SH DEFINED 75,000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 614 18,400 SH SOLE 18,400 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 2,896 45,000 SH DEFINED 45,000 0 0 ALLERGAN INC COM 018490102 2,329 35,000 SH DEFINED 35,000 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 861 50,000 SH DEFINED 50,000 0 0 AMERICAN MED SYS HLDGS INC COM 02744M108 1,958 100,000 SH DEFINED 100,000 0 0 AMGEN INC COM 031162100 2,480 45,000 SH DEFINED 45,000 0 0 ANADARKO PETE CORP COM 032511107 18,727 328,260 SH DEFINED 328,260 0 0 ANADARKO PETE CORP COM 032511107 8,113 142,200 SH CALL DEFINED 142,200 0 0 APACHE CORP COM 037411105 9,962 101,900 SH DEFINED 101,900 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 4,666 112,400 SH DEFINED 112,400 0 0 BAIDU INC SPON ADR REP A 056752108 7,933 77,300 SH DEFINED 77,300 0 0 BIO RAD LABS INC CL A 090572207 2,036 22,500 SH DEFINED 22,500 0 0 BON-TON STORES INC COM 09776J101 277 27,200 SH SOLE 27,200 0 0 BP PLC SPONSORED ADR 055622104 5,953 144,600 SH DEFINED 144,600 0 0 BRIGHAM EXPLORATION CO COM 109178103 1,523 81,200 SH DEFINED 81,200 0 0 BRIGHAM EXPLORATION CO COM 109178103 281 15,000 SH CALL DEFINED 15,000 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 3,699 86,100 SH DEFINED 86,100 0 0 CARBO CERAMICS INC COM 140781105 494 6,100 SH DEFINED 6,100 0 0 CAREFUSION CORP COM 14170T101 4,968 200,000 SH DEFINED 200,000 0 0 CAREFUSION CORP COM 14170T101 845 34,000 SH SOLE 34,000 0 0 CELERA CORP COM 15100E106 843 125,000 SH DEFINED 125,000 0 0 CIMAREX ENERGY CO COM 171798101 1,588 24,000 SH DEFINED 24,000 0 0 COBALT INTL ENERGY INC COM 19075F106 325 34,000 SH DEFINED 34,000 0 0 CONCORD MED SVCS HLDGS LTD SPONSORED ADR 206277105 3,500 500,000 SH DEFINED 500,000 0 0 CONCORD MED SVCS HLDGS LTD SPONSORED ADR 206277105 290 41,400 SH SOLE 41,400 0 0 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 286 5,700 SH DEFINED 5,700 0 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 5,740 3,000,000 PRN DEFINED 3,000,000 0 0 COSTCO WHSL CORP NEW COM 22160K105 11,595 179,800 SH DEFINED 179,800 0 0 COVIDIEN PLC SHS G2554F105 8,038 200,000 SH DEFINED 200,000 0 0 COVIDIEN PLC SHS G2554F105 330 8,200 SH SOLE 8,200 0 0 CVS CAREMARK CORPORATION COM 126650100 11,015 350,000 SH DEFINED 350,000 0 0 CVS CAREMARK CORPORATION COM 126650100 925 29,400 SH SOLE 29,400 0 0 CVS CAREMARK CORPORATION COM 126650100 4,484 142,500 SH CALL SOLE 142,500 0 0 DANA HLDG CORP COM 235825205 3,617 293,600 SH DEFINED 293,600 0 0 DANA HLDG CORP COM 235825205 733 59,500 SH SOLE 59,500 0 0 DAVITA INC COM 23918K108 690 10,000 SH DEFINED 10,000 0 0 DENDREON CORP COM 24823Q107 3,706 90,000 SH DEFINED 90,000 0 0 DICKS SPORTING GOODS INC COM 253393102 4,357 155,400 SH DEFINED 155,400 0 0 DIONEX CORP COM 254546104 1,297 15,000 SH DEFINED 15,000 0 0 DRESSER-RAND GROUP INC COM 261608103 1,144 31,000 SH DEFINED 31,000 0 0 DRIL-QUIP INC COM 262037104 1,286 20,700 SH DEFINED 20,700 0 0 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 955 1,000,000 PRN DEFINED 1,000,000 0 0 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 2,542 110,000 SH DEFINED 110,000 0 0 EXCO RESOURCES INC COM 269279402 1,286 86,470 SH DEFINED 86,470 0 0 EXPEDIA INC DEL COM 30212P105 5,753 203,800 SH DEFINED 203,800 0 0 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 4,849 4,000,000 PRN DEFINED 4,000,000 0 0 EXXON MOBIL CORP COM 30231G102 10,229 165,540 SH DEFINED 165,540 0 0 FERRO CORP COM 315405100 3,808 295,400 SH DEFINED 295,400 0 0 GIVEN IMAGING ORD SHS M52020100 2,700 150,000 SH DEFINED 150,000 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 2,846 4,000,000 PRN DEFINED 4,000,000 0 0 GMX RES INC COM 38011M108 97 20,000 SH PUT DEFINED 20,000 0 0 HALLIBURTON CO COM 406216101 10,981 332,040 SH DEFINED 332,040 0 0 HALLIBURTON CO COM 406216101 1,984 60,000 SH CALL DEFINED 60,000 0 0 HALLIBURTON CO COM 406216101 827 25,000 SH PUT DEFINED 25,000 0 0 HANSEN NAT CORP COM 411310105 5,002 107,300 SH DEFINED 107,300 0 0 HEALTHSOUTH CORP COM NEW 421924309 1,920 100,000 SH DEFINED 100,000 0 0 HELMERICH & PAYNE INC COM 423452101 615 15,200 SH DEFINED 15,200 0 0 HESS CORP COM 42809H107 3,636 61,500 SH DEFINED 61,500 0 0 HESS CORP COM 42809H107 2,956 50,000 SH CALL DEFINED 50,000 0 0 ICON PUB LTD CO SPONSORED ADR 45103T107 5,405 250,000 SH DEFINED 250,000 0 0 ICON PUB LTD CO SPONSORED ADR 45103T107 435 20,100 SH SOLE 20,100 0 0 IESI BFC LTD COM 44951D108 5,228 228,400 SH DEFINED 228,400 0 0 INSPIRE PHARMACEUTICALS INC COM 457733103 109 18,400 SH SOLE 18,400 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 3,801 36,300 SH DEFINED 36,300 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 2,128 7,500 SH DEFINED 7,500 0 0 KING PHARMACEUTICALS INC COM 495582108 1,494 150,000 SH DEFINED 150,000 0 0 KING PHARMACEUTICALS INC COM 495582108 183 18,400 SH SOLE 18,400 0 0 KODIAK OIL & GAS CORP COM 50015Q100 339 100,000 SH DEFINED 100,000 0 0 LAZARD LTD SHS A G54050102 5,885 167,750 SH DEFINED 167,750 0 0 LDK SOLAR CO LTD NOTE 4.750% 4/1 50183LAB3 996 1,000,000 PRN DEFINED 1,000,000 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 8,171 175,000 SH DEFINED 175,000 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 4,165 89,200 SH DEFINED 89,200 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 1,079 23,100 SH SOLE 23,100 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 877 25,000 SH DEFINED 25,000 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 3,586 68,700 SH DEFINED 68,700 0 0 MASIMO CORP COM 574795100 8,193 300,000 SH DEFINED 300,000 0 0 MASIMO CORP COM 574795100 1,131 41,400 SH SOLE 41,400 0 0 MF GLOBAL HLDGS LTD COM 55277J108 3,412 473,900 SH DEFINED 473,900 0 0 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 3,696 125,000 SH DEFINED 125,000 0 0 NEWFIELD EXPL CO COM 651290108 2,568 44,700 SH DEFINED 44,700 0 0 NOBLE ENERGY INC COM 655044105 10,133 134,950 SH DEFINED 134,950 0 0 NOBLE ENERGY INC COM 655044105 4,505 60,000 SH CALL DEFINED 60,000 0 0 NORTHERN OIL & GAS INC NEV COM 665531109 930 54,900 SH DEFINED 54,900 0 0 NOVARTIS A G SPONSORED ADR 66987V109 4,325 75,000 SH DEFINED 75,000 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 6,201 79,200 SH DEFINED 79,200 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 2,349 30,000 SH CALL DEFINED 30,000 0 0 OMNICARE INC COM 681904108 3,343 140,000 SH DEFINED 140,000 0 0 ONYX PHARMACEUTICALS INC COM 683399109 8,574 325,000 SH DEFINED 325,000 0 0 ONYX PHARMACEUTICALS INC COM 683399109 728 27,600 SH SOLE 27,600 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 6,543 225,000 SH DEFINED 225,000 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 829 28,521 SH SOLE 28,521 0 0 PAREXEL INTL CORP COM 699462107 6,361 275,000 SH DEFINED 275,000 0 0 PAREXEL INTL CORP COM 699462107 1,126 48,700 SH SOLE 48,700 0 0 PETROHAWK ENERGY CORP COM 716495106 1,537 95,200 SH DEFINED 95,200 0 0 PETROHAWK ENERGY CORP COM 716495106 1,614 100,000 SH CALL DEFINED 100,000 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 5,951 128,800 SH DEFINED 128,800 0 0 PFIZER INC COM 717081103 4,293 250,000 SH DEFINED 250,000 0 0 PFIZER INC COM 717081103 474 27,600 SH SOLE 27,600 0 0 PFIZER INC COM 717081103 474 27,600 SH CALL SOLE 27,600 0 0 PIONEER NAT RES CO COM 723787107 4,216 64,830 SH DEFINED 64,830 0 0 PIONEER NAT RES CO COM 723787107 1,626 25,000 SH CALL DEFINED 25,000 0 0 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 2,517 2,000,000 PRN DEFINED 2,000,000 0 0 PRIDE INTL INC DEL COM 74153Q102 2,943 100,000 SH CALL DEFINED 100,000 0 0 PROSHARES TR PSHS ULTSH 20YRS74347R297 3,125 100,000 SH CALL SOLE 100,000 0 0 QUALCOMM INC COM 747525103 5,452 120,800 SH DEFINED 120,800 0 0 ROWAN COS INC COM 779382100 2,840 93,550 SH DEFINED 93,550 0 0 SALIX PHARMACEUTICALS INC COM 795435106 9,136 230,000 SH DEFINED 230,000 0 0 SALIX PHARMACEUTICALS INC COM 795435106 1,347 33,900 SH SOLE 33,900 0 0 SANOFI AVENTIS SPONSORED ADR 80105N105 3,325 100,000 SH DEFINED 100,000 0 0 SCHLUMBERGER LTD COM 806857108 770 12,500 SH PUT DEFINED 12,500 0 0 SELECT MED HLDGS CORP COM 81619Q105 5,005 650,000 SH DEFINED 650,000 0 0 SELECT MED HLDGS CORP COM 81619Q105 531 69,000 SH SOLE 69,000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 5,606 100,000 SH CALL DEFINED 100,000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,803 50,000 SH PUT DEFINED 50,000 0 0 SHIRE PLC SPONSORED ADR 82481R106 5,369 79,800 SH DEFINED 79,800 0 0 SHIRE PLC SPONSORED ADR 82481R106 1,043 15,500 SH SOLE 15,500 0 0 SINA CORP ORD G81477104 4,567 90,300 SH DEFINED 90,300 0 0 SMURFIT-STONE CONTAINER CORP COM 83272A104 5,827 317,200 SH DEFINED 317,200 0 0 SMURFIT-STONE CONTAINER CORP COM 83272A104 926 50,400 SH SOLE 50,400 0 0 SOUTHWESTERN ENERGY CO COM 845467109 6,695 200,200 SH DEFINED 200,200 0 0 SPANSION INC COM CL A NEW 84649R200 3,468 231,696 SH SOLE 231,696 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 2,283 20,000 SH CALL DEFINED 20,000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 3,995 35,000 SH PUT DEFINED 35,000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 9,701 85,000 SH PUT SOLE 85,000 0 0 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 5,283 125,000 SH PUT DEFINED 125,000 0 0 ST JUDE MED INC COM 790849103 7,868 200,000 SH DEFINED 200,000 0 0 STRYKER CORP COM 863667101 1,752 35,000 SH DEFINED 35,000 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 109 11,000 SH SOLE 11,000 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5,275 100,000 SH DEFINED 100,000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1,676 35,000 SH DEFINED 35,000 0 0 TIMKEN CO COM 887389104 4,542 118,400 SH DEFINED 118,400 0 0 TOLL BROTHERS INC COM 889478103 4,588 241,200 SH DEFINED 241,200 0 0 TOLL BROTHERS INC COM 889478103 1,189 62,500 SH SOLE 62,500 0 0 TRACTOR SUPPLY CO COM 892356106 1,128 28,452 SH DEFINED 28,452 0 0 TRANSOCEAN LTD REG SHS H8817H100 7,200 112,000 SH DEFINED 112,000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 4,389 125,000 SH DEFINED 125,000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 323 9,200 SH SOLE 9,200 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 3,497 90,000 SH DEFINED 90,000 0 0 VARIAN MED SYS INC COM 92220P105 1,513 25,000 SH DEFINED 25,000 0 0 VERSO PAPER CORP COM 92531L108 625 217,000 SH SOLE 217,000 0 0 VOLCANO CORPORATION COM 928645100 2,858 110,000 SH DEFINED 110,000 0 0 WATSON PHARMACEUTICALS INC COM 942683103 4,231 100,000 SH DEFINED 100,000 0 0 WATSON PHARMACEUTICALS INC COM 942683103 1,054 249,000 SH SOLE 249,000 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 1,153 67,400 SH DEFINED 67,400 0 0 ZIMMER HLDGS INC COM 98956P102 1,832 35,000 SH DEFINED 35,000 0 0 ZOLL MED CORP COM 989922109 4,841 150,000 SH DEFINED 150,000 0 0 ZOLL MED CORP COM 989922109 386 11,950 SH SOLE 11,950 0 0
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