0001422107-12-000024.txt : 20120214
0001422107-12-000024.hdr.sgml : 20120214
20120214094000
ACCESSION NUMBER: 0001422107-12-000024
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120214
DATE AS OF CHANGE: 20120214
EFFECTIVENESS DATE: 20120214
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: 12603133
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
loam13fq42011.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: December 31, 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 February 14, 2012
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: 156
Form 13F Information Table Value Total: $743,936
(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
---------------------------- -------------- --------- -------- ------- --- ---- ------ --------- ---------- --------- -----
AETNA INC NEW COM 00817Y108 105 2,500 SH DEFINED 0 2,500
ALEXION PHARMACEUTICALS INC COM 015351109 114 1,600 SH DEFINED 0 1,600
ALLERGAN INC COM 018490102 105 1,200 SH DEFINED 0 1,200
ALPHA NATURAL RESOURCES INC COM 02076X102 409 20,000 SH CALL DEFINED 0 20,000
AMARIN CORP PLC SPONS ADR NEW 023111206 123 16,400 SH DEFINED 0 16,400
ANADARKO PETE CORP COM 032511107 11,450 150,000 SH CALL DEFINED 0 150,000
ANADARKO PETE CORP COM 032511107 14,179 185,760 SH DEFINED 0 185,760
APACHE CORP COM 037411105 1,812 20,000 SH CALL DEFINED 0 20,000
APACHE CORP COM 037411105 10,134 111,876 SH DEFINED 0 111,876
APPLE INC COM 037833100 203 500 SH DEFINED 0 500
APPROACH RESOURCES INC COM 03834A103 470 15,992 SH DEFINED 0 15,992
ATWOOD OCEANICS INC COM 050095108 1,472 37,000 SH DEFINED 0 37,000
AUXILIUM PHARMACEUTICALS INC COM 05334D107 110 5,500 SH DEFINED 0 5,500
BAIDU INC SPON ADR REP A 056752108 373 3,200 SH DEFINED 0 3,200
BARRETT BILL CORP COM 06846N104 460 13,489 SH DEFINED 0 13,489
BELO CORP COM SER A 080555105 10,559 1,676,100 SH DEFINED 0 1,676,100
BERRY PETE CO CL A 085789105 512 12,185 SH DEFINED 0 12,185
BLUE NILE INC COM 09578R103 339 8,300 SH DEFINED 0 8,300
CABOT OIL & GAS CORP COM 127097103 2,208 29,084 SH DEFINED 0 29,084
CAL DIVE INTL INC DEL COM 12802T101 5,397 2,398,800 SH DEFINED 0 2,398,800
CALLON PETE CO DEL COM 13123X102 596 120,000 SH DEFINED 0 120,000
CAMERON INTERNATIONAL CORP COM 13342B105 2,858 58,100 SH DEFINED 0 58,100
CANADIAN PAC RY LTD COM 13645T100 122 1,800 SH DEFINED 0 1,800
CARRIZO OIL & CO INC COM 144577103 457 17,332 SH DEFINED 0 17,332
CARTER INC COM 146229109 541 13,600 SH DEFINED 0 13,600
CEPHEID COM 15670R107 182 5,300 SH DEFINED 0 5,300
CHESAPEAKE ENERGY CORP COM 165167107 1,544 69,256 SH DEFINED 0 69,256
CHESAPEAKE ENERGY CORP COM 165167107 4,014 180,000 SH CALL DEFINED 0 180,000
CISCO SYS INC COM 17275R102 210 11,600 SH CALL DEFINED 0 11,600
CIT GROUP INC COM NEW 125581801 8,379 240,300 SH DEFINED 0 240,300
COMSTOCK RES INC COM NEW 205768203 427 27,940 SH DEFINED 0 27,940
CONSOL ENERGY INC COM 20854P109 2,936 80,000 SH CALL DEFINED 0 80,000
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 1,681 28,900 SH DEFINED 0 28,900
CVR ENERGY INC COM 12662P108 3,538 188,899 SH DEFINED 0 188,899
DECKERS OUTDOOR CORP COM 243537107 113 1,500 SH DEFINED 0 1,500
DENBURY RES INC COM NEW 247916208 457 30,294 SH DEFINED 0 30,294
DEVON ENERGY CORP NEW COM 25179M103 3,100 50,000 SH CALL DEFINED 0 50,000
DEVON ENERGY CORP NEW COM 25179M103 6,341 102,269 SH DEFINED 0 102,269
DICKS SPORTING GOODS INC COM 253393102 435 11,800 SH DEFINED 0 11,800
DOLLAR GEN CORP NEW COM 256677105 831 20,200 SH DEFINED 0 20,200
DRIL-QUIP INC COM 262037104 1,560 23,700 SH DEFINED 0 23,700
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 192 2,800 PRN DEFINED 0 2,800
EL PASO CORP COM 28336L109 6,324 238,000 SH DEFINED 0 238,000
ELSTER GROUP SE SPONSORED ADR 290348101 175 13,439 SH DEFINED 0 13,439
ENERGEN CORP COM 29265N108 467 9,347 SH DEFINED 0 9,347
EOG RES INC COM 26875P101 1,478 15,000 SH PUT DEFINED 0 15,000
EQT CORP COM 26884L109 1,545 28,188 SH DEFINED 0 28,188
FINISAR CORP COM NEW 31787A507 214 12,800 SH CALL DEFINED 0 12,800
FOREST OIL CORP COM PAR $0.01 346091705 462 34,084 SH DEFINED 0 34,084
FX ENERGY INC COM 302695101 2,897 603,428 SH DEFINED 0 603,428
GANNETT INC COM 364730101 4,732 353,900 SH DEFINED 0 353,900
GEN-PROBE INC NEW COM 36866T103 101 1,700 SH DEFINED 0 1,700
GEORESOURCES INC COM 372476101 1,086 37,056 SH DEFINED 0 37,056
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 100 2,200 SH DEFINED 0 2,200
GNC HLDGS INC COM CL A 36191G107 362 12,500 SH DEFINED 0 12,500
GOODYEAR TIRE & RUBR CO COM 382550101 6,001 423,500 SH DEFINED 0 423,500
GOODYEAR TIRE & RUBR CO COM 382550101 9,222 650,800 SH CALL DEFINED 0 650,800
GOOGLE INC CL A 38259P508 388 600 SH DEFINED 0 600
GRAN TIERRA ENERGY INC COM 38500T101 1,697 345,000 SH DEFINED 0 345,000
HALLIBURTON CO COM 406216101 1,035 30,000 SH CALL DEFINED 0 30,000
HALLIBURTON CO COM 406216101 7,766 225,040 SH DEFINED 0 225,040
HARVEST NATURAL RESOURCES IN COM 41754V103 473 64,132 SH DEFINED 0 64,132
HELMERICH & PAYNE INC COM 423452101 3,747 64,200 SH DEFINED 0 64,200
HESS CORP COM 42809H107 4,061 71,500 SH DEFINED 0 71,500
HESS CORP COM 42809H107 7,100 125,000 SH CALL DEFINED 0 125,000
HONEYWELL INTL INC COM 438516106 103 1,900 SH DEFINED 0 1,900
INTEL CORP COM 458140100 296 12,200 SH PUT DEFINED 0 12,200
INTEROIL CORP NOTE 2.750%11/1 460951AC0 208 2,500 PRN DEFINED 0 2,500
ISHARES TR S&P 500 INDEX 464287200 14,746 297,700 SH PUT DEFINED 0 297,700
JAMES RIVER COAL CO NOTE 4.500%12/0 470355AF5 196 2,500 PRN DEFINED 0 2,500
JDS UNIPHASE CORP COM PAR $0.001 46612J507 147 14,000 SH CALL DEFINED 0 14,000
KODIAK OIL & GAS CORP COM 50015Q100 570 60,000 SH DEFINED 0 60,000
LEAR CORP COM NEW 521865204 1,349 33,900 SH DEFINED 0 33,900
LENNAR CORP CL A 526057104 7,265 369,700 SH DEFINED 0 369,700
LIFE TECHNOLOGIES CORP COM 53217V109 903 23,200 SH CALL DEFINED 0 23,200
LONE PINE RES INC COM 54222A106 444 63,391 SH DEFINED 0 63,391
LUFKIN INDS INC COM 549764108 4,826 71,700 SH DEFINED 0 71,700
MACYS INC COM 55616P104 338 10,500 SH DEFINED 0 10,500
MAGNUM HUNTER RES CORP DEL COM 55973B102 78 14,500 SH DEFINED 0 14,500
MASCO CORP COM 574599106 105 10,000 SH CALL DEFINED 0 10,000
MASTEC INC COM 576323109 174 10,000 SH DEFINED 0 10,000
MAXWELL TECHNOLOGIES INC COM 577767106 187 11,500 SH DEFINED 0 11,500
MGIC INVT CORP WIS COM 552848103 6,770 1,814,900 SH DEFINED 0 1,814,900
NEWFIELD EXPL CO COM 651290108 448 11,866 SH DEFINED 0 11,866
NEWFIELD EXPL CO COM 651290108 1,698 45,000 SH CALL DEFINED 0 45,000
NEXEN INC COM 65334H102 488 30,128 SH DEFINED 0 30,128
NOBLE ENERGY INC COM 655044105 11,070 117,276 SH DEFINED 0 117,276
NORDSTROM INC COM 655664100 477 9,600 SH DEFINED 0 9,600
NORTEK INC COM NEW 656559309 6,457 246,829 SH DEFINED 0 246,829
NPS PHARMACEUTICALS INC COM 62936P103 118 17,900 SH DEFINED 0 17,900
OASIS PETE INC NEW COM 674215108 461 15,836 SH DEFINED 0 15,836
OCCIDENTAL PETE CORP DEL COM 674599105 4,217 45,000 SH CALL DEFINED 0 45,000
OCCIDENTAL PETE CORP DEL COM 674599105 7,890 84,200 SH DEFINED 0 84,200
OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 286 2,500 SH DEFINED 0 2,500
OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 57,251 500,000 SH CALL DEFINED 0 500,000
OWENS ILL INC COM NEW 690768403 110 5,700 SH DEFINED 0 5,700
PEETS COFFEE & TEA INC COM 705560100 113 1,800 SH DEFINED 0 1,800
PENN VA CORP COM 707882106 521 98,577 SH DEFINED 0 98,577
PETROLEUM DEV CORP COM 716578109 446 12,704 SH DEFINED 0 12,704
PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 769 5,000 PRN DEFINED 0 5,000
PIONEER NAT RES CO COM 723787107 4,474 50,000 SH CALL DEFINED 0 50,000
PIONEER NAT RES CO COM 723787107 9,586 107,127 SH DEFINED 0 107,127
PLAINS EXPL& PRODTN CO COM 726505100 734 20,000 SH DEFINED 0 20,000
POLYPORE INTL INC COM 73179V103 154 3,500 SH DEFINED 0 3,500
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1,334 23,900 SH PUT DEFINED 0 23,900
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 2,247 100,000 SH DEFINED 0 100,000
QUICKSILVER RESOURCES INC COM 74837R104 440 65,570 SH DEFINED 0 65,570
RANGE RES CORP COM 75281A109 1,549 25,000 SH DEFINED 0 25,000
RANGE RES CORP COM 75281A109 1,858 30,000 SH CALL DEFINED 0 30,000
RESEARCH IN MOTION LTD COM 760975102 199 13,700 SH PUT DEFINED 0 13,700
RESOLUTE ENERGY CORP COM 76116A108 421 38,992 SH DEFINED 0 38,992
REX ENERGY CORPORATION COM 761565100 471 31,880 SH DEFINED 0 31,880
ROCKWOOD HLDGS INC COM 774415103 306 7,760 SH DEFINED 0 7,760
ROSS STORES INC COM 778296103 618 13,000 SH DEFINED 0 13,000
SANDISK CORP COM 80004C101 108 2,200 SH CALL DEFINED 0 2,200
SANDRIDGE ENERGY INC COM 80007P307 326 40,000 SH DEFINED 0 40,000
SANDRIDGE ENERGY INC COM 80007P307 326 40,000 SH CALL DEFINED 0 40,000
SCHLUMBERGER LTD COM 806857108 342 5,000 SH CALL DEFINED 0 5,000
SCHLUMBERGER LTD COM 806857108 3,894 57,000 SH DEFINED 0 57,000
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 13,826 200,000 SH DEFINED 0 200,000
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 55,304 800,000 SH PUT DEFINED 0 800,000
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 179,255 2,593,000 SH CALL DEFINED 0 2,593,000
SM ENERGY CO COM 78454L100 6,250 85,500 SH DEFINED 0 85,500
SOUTHWESTERN ENERGY CO COM 845467109 1,597 50,000 SH CALL DEFINED 0 50,000
SOUTHWESTERN ENERGY CO COM 845467109 3,839 120,200 SH DEFINED 0 120,200
SPDR S&P 500 ETF TR TR UNIT 78462F103 97,075 773,500 SH PUT DEFINED 0 773,500
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 21,076 400,000 SH DEFINED 0 400,000
ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 111 800 PRN DEFINED 0 800
STARBUCKS CORP COM 855244109 543 11,800 SH DEFINED 0 11,800
STONE ENERGY CORP COM 861642106 490 18,564 SH DEFINED 0 18,564
SUNCOKE ENERGY INC COM 86722A103 9,667 863,052 SH DEFINED 0 863,052
SUNOCO INC COM 86764P109 8,335 203,200 SH DEFINED 0 203,200
SYNOVUS FINL CORP COM 87161C105 427 302,500 SH DEFINED 0 302,500
TALISMAN ENERGY INC COM 87425E103 2,063 160,000 SH DEFINED 0 160,000
TENET HEALTHCARE CORP COM 88033G100 141 27,500 SH DEFINED 0 27,500
TEXAS INSTRS INC COM 882508104 131 4,500 SH CALL DEFINED 0 4,500
TIMKEN CO COM 887389104 120 3,100 SH DEFINED 0 3,100
TOREADOR RES CORP COM 891050106 2,214 429,999 SH DEFINED 0 429,999
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 393 4,000 PRN DEFINED 0 4,000
TRINA SOLAR LIMITED SPON ADR 89628E104 85 12,650 SH DEFINED 0 12,650
UNION PAC CORP COM 907818108 180 1,700 SH DEFINED 0 1,700
UNITED CONTL HLDGS INC COM 910047109 7,990 423,400 SH DEFINED 0 423,400
UNITED NAT FOODS INC COM 911163103 312 7,800 SH DEFINED 0 7,800
UNITED RENTALS INC COM 911363109 100 3,400 SH DEFINED 0 3,400
UNITED STATES NATL GAS FUND UNIT NEW 912318110 646 100,000 SH CALL DEFINED 0 100,000
UNIVERSAL HLTH SVCS INC CL B 913903100 159 4,100 SH DEFINED 0 4,100
V F CORP COM 918204108 229 1,800 SH DEFINED 0 1,800
VARIAN MED SYS INC COM 92220P105 107 1,600 SH DEFINED 0 1,600
VERSO PAPER CORP COM 92531L108 1,297 1,350,887 SH DEFINED 0 1,350,887
VISA INC COM CL A 92826C839 112 1,100 SH DEFINED 0 1,100
VISA INC COM CL A 92826C839 315 3,100 SH CALL DEFINED 0 3,100
WHITING PETE CORP NEW COM 966387102 934 20,000 SH CALL DEFINED 0 20,000
WHITING PETE CORP NEW COM 966387102 3,880 83,108 SH DEFINED 0 83,108
WHOLE FOODS MKT INC COM 966837106 411 5,900 SH DEFINED 0 5,900
WOLVERINE WORLD WIDE INC COM 978097103 168 4,700 SH DEFINED 0 4,700
YUM BRANDS INC COM 988498101 761 12,900 SH DEFINED 0 12,900