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 ............................ . 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: 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