0001422107-11-000070.txt : 20111114
0001422107-11-000070.hdr.sgml : 20111111
20111114101453
ACCESSION NUMBER: 0001422107-11-000070
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111114
DATE AS OF CHANGE: 20111114
EFFECTIVENESS DATE: 20111114
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: 111198652
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
load13fq32011cr.txt
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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, 2011
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, New York 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: Simon Raykher
Title: Authorized Signatory
Phone: (212) 295-6183
Signature, Place, and Date of Signing:
/s/ Simon Raykher
--------------------------- New York, New York November 14, 2011
Simon Raykher
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: 130
Form 13F Information Table Value Total: $807,065
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
NONE
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH PUT/ INVEST OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCR MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- -------- ------- --- ---- ------ --------- ---------- --------- -----
ALPHA NATURAL RESOURCES INC COM 02076X102 354 20,000 SH CALL DEFINED 0 20,000
ALPHA NATURAL RESOURCES INC COM 02076X102 612 34,600 SH DEFINED 0 34,600
ANADARKO PETE CORP COM 032511107 13,873 220,000 SH CALL DEFINED 0 220,000
ANADARKO PETE CORP COM 032511107 16,504 261,760 SH DEFINED 0 261,760
APACHE CORP COM 037411105 2,407 30,000 SH PUT DEFINED 0 30,000
APACHE CORP COM 037411105 3,210 40,000 SH CALL DEFINED 0 40,000
APACHE CORP COM 037411105 15,490 193,048 SH DEFINED 0 193,048
APPROACH RESOURCES INC COM 03834A103 704 41,448 SH DEFINED 0 41,448
ATP OIL & GAS CORP COM 00208J108 386 50,000 SH DEFINED 0 50,000
ATWOOD OCEANICS INC COM 050095108 1,615 47,000 SH DEFINED 0 47,000
BAXTER INTL INC COM 071813109 107 1,900 SH DEFINED 0 1,900
BELO CORP COM SER A 080555105 14,266 2,917,400 SH DEFINED 0 2,917,400
BERRY PETE CO CL A 085789105 655 18,522 SH DEFINED 0 18,522
BLUE NILE INC COM 09578R103 198 5,600 SH DEFINED 0 5,600
BP PLC SPONSORED ADR 055622104 1,804 50,000 SH CALL DEFINED 0 50,000
BP PLC SPONSORED ADR 055622104 4,278 118,600 SH DEFINED 0 118,600
BRIGHAM EXPLORATION CO COM 109178103 1,390 55,000 SH CALL DEFINED 0 55,000
BRIGHAM EXPLORATION CO COM 109178103 2,355 93,200 SH DEFINED 0 93,200
CALLON PETE CO DEL COM 13123X102 194 50,000 SH DEFINED 0 50,000
CAMERON INTERNATIONAL CORP COM 13342B105 4,241 102,100 SH DEFINED 0 102,100
CANADIAN NAT RES LTD COM 136385101 764 24,824 SH DEFINED 0 24,824
CARRIZO OIL & CO INC COM 144577103 663 30,764 SH DEFINED 0 30,764
CHEESECAKE FACTORY INC COM 163072101 153 6,200 SH DEFINED 0 6,200
CHESAPEAKE ENERGY CORP COM 165167107 3,674 143,797 SH DEFINED 0 143,797
CHESAPEAKE ENERGY CORP COM 165167107 4,600 180,000 SH CALL DEFINED 0 180,000
CHEVRON CORP NEW COM 166764100 1,852 20,000 SH PUT DEFINED 0 20,000
CIMAREX ENERGY CO COM 171798101 1,643 29,500 SH DEFINED 0 29,500
COACH INC COM 189754104 327 6,300 SH DEFINED 0 6,300
COMSTOCK RES INC COM NEW 205768203 464 30,000 SH PUT DEFINED 0 30,000
COMSTOCK RES INC COM NEW 205768203 682 44,100 SH DEFINED 0 44,100
CONSOL ENERGY INC COM 20854P109 3,393 100,000 SH CALL DEFINED 0 100,000
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 1,800 32,900 SH DEFINED 0 32,900
CONTINENTAL RESOURCES INC COM 212015101 780 16,122 SH DEFINED 0 16,122
COSTCO WHSL CORP NEW COM 22160K105 353 4,300 SH DEFINED 0 4,300
CVR ENERGY INC COM 12662P108 26,939 1,274,300 SH DEFINED 0 1,274,300
DECKERS OUTDOOR CORP COM 243537107 326 3,500 SH DEFINED 0 3,500
DENBURY RES INC COM NEW 247916208 700 60,828 SH DEFINED 0 60,828
DEVON ENERGY CORP NEW COM 25179M103 3,881 70,000 SH CALL DEFINED 0 70,000
DEVON ENERGY CORP NEW COM 25179M103 6,290 113,456 SH DEFINED 0 113,456
DICKS SPORTING GOODS INC COM 253393102 291 8,700 SH DEFINED 0 8,700
DOLLAR GEN CORP NEW COM 256677105 476 12,600 SH DEFINED 0 12,600
DOMINOS PIZZA INC COM 25754A201 204 7,500 SH DEFINED 0 7,500
DRESSER-RAND GROUP INC COM 261608103 608 15,000 SH DEFINED 0 15,000
DRIL-QUIP INC COM 262037104 846 15,700 SH DEFINED 0 15,700
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 330 5,000 PRN DEFINED 0 5,000
ENERGEN CORP COM 29265N108 760 18,596 SH DEFINED 0 18,596
EOG RES INC COM 26875P101 1,065 15,000 SH CALL DEFINED 0 15,000
EXCO RESOURCES INC COM 269279402 725 67,586 SH DEFINED 0 67,586
EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 234 2,500 PRN DEFINED 0 2,500
FX ENERGY INC COM 302695101 2,265 548,428 SH DEFINED 0 548,428
GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 195 2,000 PRN DEFINED 0 2,000
GRAN TIERRA ENERGY INC COM 38500T101 572 115,000 SH DEFINED 0 115,000
GREEN MTN COFFEE ROASTERS IN COM 393122106 576 6,200 SH DEFINED 0 6,200
HALLIBURTON CO COM 406216101 916 30,000 SH CALL DEFINED 0 30,000
HALLIBURTON CO COM 406216101 6,563 215,040 SH DEFINED 0 215,040
HELMERICH & PAYNE INC COM 423452101 1,389 34,200 SH DEFINED 0 34,200
HERBALIFE LTD COM USD SHS G4412G101 440 8,200 SH DEFINED 0 8,200
HESS CORP COM 42809H107 6,531 124,500 SH DEFINED 0 124,500
HESS CORP COM 42809H107 6,557 125,000 SH CALL DEFINED 0 125,000
HOLLYFRONTIER CORP COM 436106108 1,033 39,395 SH DEFINED 0 39,395
INTEROIL CORP NOTE 2.750%11/1 460951AC0 215 2,500 PRN DEFINED 0 2,500
ISHARES TR S&P GBL ENER 464287341 24,886 750,045 SH DEFINED 0 750,045
ISHARES TR FTSE CHINA25 IDX 464287184 1,755 50,000 SH CALL DEFINED 0 50,000
JAMES RIVER COAL CO NOTE 4.500%12/0 470355AF5 298 3,500 PRN DEFINED 0 3,500
LEAR CORP COM NEW 521865204 2,561 59,700 SH DEFINED 0 59,700
LIFE TECHNOLOGIES CORP COM 53217V109 680 17,700 SH CALL DEFINED 0 17,700
LUFKIN INDS INC COM 549764108 6,103 114,700 SH DEFINED 0 114,700
MACYS INC COM 55616P104 129 4,900 SH DEFINED 0 4,900
MASCO CORP COM 574599106 77 10,800 SH CALL DEFINED 0 10,800
MEAD JOHNSON NUTRITION CO COM 582839106 351 5,100 SH DEFINED 0 5,100
NEWFIELD EXPL CO COM 651290108 1,590 40,063 SH DEFINED 0 40,063
NEXEN INC COM 65334H102 748 45,866 SH DEFINED 0 45,866
NOBLE ENERGY INC COM 655044105 12,299 173,719 SH DEFINED 0 173,719
NORDSTROM INC COM 655664100 402 8,800 SH DEFINED 0 8,800
NPS PHARMACEUTICALS INC COM 62936P103 65 10,000 SH DEFINED 0 10,000
O REILLY AUTOMOTIVE INC NEW COM 67103H107 366 5,500 SH DEFINED 0 5,500
OCCIDENTAL PETE CORP DEL COM 674599105 1,430 20,000 SH CALL DEFINED 0 20,000
OCCIDENTAL PETE CORP DEL COM 674599105 10,382 145,200 SH DEFINED 0 145,200
OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 51,556 500,000 SH CALL DEFINED 0 500,000
PAETEC HOLDING CORP COM 695459107 8,098 1,530,800 SH DEFINED 0 1,530,800
PAREXEL INTL CORP COM 699462107 106 5,600 SH DEFINED 0 5,600
PETROLEUM DEV CORP COM 716578109 669 34,480 SH DEFINED 0 34,480
PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 583 5,000 PRN DEFINED 0 5,000
PIONEER NAT RES CO COM 723787107 3,289 50,000 SH CALL DEFINED 0 50,000
PIONEER NAT RES CO COM 723787107 8,094 123,063 SH DEFINED 0 123,063
PLAINS EXPL& PRODTN CO COM 726505100 683 30,092 SH DEFINED 0 30,092
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 2,231 100,000 SH CALL DEFINED 0 100,000
QEP RES INC COM 74733V100 698 25,782 SH DEFINED 0 25,782
QUICKSILVER RESOURCES INC COM 74837R104 703 92,745 SH DEFINED 0 92,745
RANGE RES CORP COM 75281A109 2,631 45,000 SH CALL DEFINED 0 45,000
RESOLUTE ENERGY CORP COM 76116A108 781 68,746 SH DEFINED 0 68,746
ROSS STORES INC COM 778296103 441 5,600 SH DEFINED 0 5,600
SANDRIDGE ENERGY INC COM 80007P307 655 117,757 SH DEFINED 0 117,757
SANDRIDGE ENERGY INC COM 80007P307 778 140,000 SH CALL DEFINED 0 140,000
SCHLUMBERGER LTD COM 806857108 299 5,000 SH CALL DEFINED 0 5,000
SCHLUMBERGER LTD COM 806857108 5,077 85,000 SH DEFINED 0 85,000
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 7,844 225,000 SH PUT DEFINED 0 225,000
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 17,553 300,000 SH DEFINED 0 300,000
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 36,862 630,000 SH PUT DEFINED 0 630,000
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 166,344 2,843,000 SH CALL DEFINED 0 2,843,000
SHERWIN WILLIAMS CO COM 824348106 342 4,600 SH DEFINED 0 4,600
SM ENERGY CO COM 78454L100 3,184 52,500 SH DEFINED 0 52,500
SOUTHWESTERN ENERGY CO COM 845467109 1,667 50,000 SH CALL DEFINED 0 50,000
SOUTHWESTERN ENERGY CO COM 845467109 6,073 182,200 SH DEFINED 0 182,200
SPDR GOLD TRUST GOLD SHS 78463V107 16 60,000 SH CALL DEFINED 0 60,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 5,658 50,000 SH CALL DEFINED 0 50,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 164,645 1,455,100 SH PUT DEFINED 0 1,455,100
SPDR SERIES TRUST BRCLYS 1-3MT ETF 78464A680 9,215 215,000 SH PUT DEFINED 0 215,000
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 29,573 690,000 SH DEFINED 0 690,000
STONE ENERGY CORP COM 861642106 588 36,252 SH DEFINED 0 36,252
SUNCOKE ENERGY INC COM 86722A103 8,805 800,426 SH DEFINED 0 800,426
TIFFANY & CO NEW COM 886547108 274 4,500 SH DEFINED 0 4,500
TOREADOR RES CORP COM 891050106 660 215,000 SH DEFINED 0 215,000
TOTAL S A SPONSORED ADR 89151E109 1,755 40,000 SH DEFINED 0 40,000
TRANSGLOBE ENERGY CORP COM 893662106 253 30,000 SH DEFINED 0 30,000
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 635 6,500 PRN DEFINED 0 6,500
TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 699 7,000 PRN DEFINED 0 7,000
ULTRA PETROLEUM CORP COM 903914109 714 25,767 SH DEFINED 0 25,767
UNITED CONTL HLDGS INC COM 910047109 3,859 199,100 SH DEFINED 0 199,100
UNITED STATES NATL GAS FUND UNIT NEW 912318110 901 100,000 SH CALL DEFINED 0 100,000
VERSO PAPER CORP COM 92531L108 2,909 1,741,808 SH DEFINED 0 1,741,808
VISA INC COM CL A 92826C839 137 1,600 SH DEFINED 0 1,600
VISTEON CORP COM NEW 92839U206 2,567 59,700 SH DEFINED 0 59,700
W & T OFFSHORE INC COM 92922P106 637 46,324 SH DEFINED 0 46,324
WALTER ENERGY INC COM 93317Q105 180 3,000 SH DEFINED 0 3,000
WHITING PETE CORP NEW COM 966387102 702 20,000 SH CALL DEFINED 0 20,000
WHITING PETE CORP NEW COM 966387102 2,683 76,479 SH DEFINED 0 76,479
WHOLE FOODS MKT INC COM 966837106 255 3,900 SH DEFINED 0 3,900
YM BIOSCIENCES INC COM 984238105 47 25,000 SH DEFINED 0 25,000
YUM BRANDS INC COM 988498101 617 12,500 SH DEFINED 0 12,500