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 ............................ . OMB APPROVAL . ............................ .OMB Number: 3235-0006 . .Expires: August 31, 2012. .Estimated average burden . .hours per response 23.5 . ............................ 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