0001422107-12-000049.txt : 20120514 0001422107-12-000049.hdr.sgml : 20120514 20120514091445 ACCESSION NUMBER: 0001422107-12-000049 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120514 DATE AS OF CHANGE: 20120514 EFFECTIVENESS DATE: 20120514 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: 12836675 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 loam13fhrq12012.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: March 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 May 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: 93 Form 13F Information Table Value Total: $605,397 (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 ---------------------------- -------------- --------- -------- ------- --- ---- ------ --------- ---------- --------- ----- ADVANTAGE OIL & GAS LTD COM 00765F101 420 125,310 SH DEFINED 0 125,310 ANADARKO PETE CORP COM 032511107 15,493 197,760 SH DEFINED 0 197,760 ANADARKO PETE CORP COM 032511107 3,917 50,000 SH CALL DEFINED 0 50,000 APACHE CORP COM 037411105 780 7,766 SH DEFINED 0 7,766 APACHE CORP COM 037411105 5,022 50,000 SH CALL DEFINED 0 50,000 ATWOOD OCEANICS INC COM 050095108 2,110 47,000 SH DEFINED 0 47,000 BARRETT BILL CORP COM 06846N104 763 29,353 SH DEFINED 0 29,353 BELO CORP COM SER A 080555105 8,467 1,180,900 SH DEFINED 0 1,180,900 BERRY PETE CO CL A 085789105 753 15,972 SH DEFINED 0 15,972 BON-TON STORES INC COM 09776J101 8,146 880,694 SH DEFINED 0 880,694 CABOT OIL & GAS CORP COM 127097103 3,304 106,000 SH DEFINED 0 106,000 CABOT OIL & GAS CORP COM 127097103 3,117 100,000 SH CALL DEFINED 0 100,000 CAL DIVE INTL INC DEL COM 12802T101 7,620 2,309,200 SH DEFINED 0 2,309,200 CALLON PETE CO DEL COM 13123X102 1,099 174,698 SH DEFINED 0 174,698 CALPINE CORP COM NEW 131347304 396 23,000 SH DEFINED 0 23,000 CHEVRON CORP NEW COM 166764100 10,721 100,000 SH PUT DEFINED 0 100,000 CIMAREX ENERGY CO COM 171798101 1,509 20,000 SH DEFINED 0 20,000 CLEAN HARBORS INC COM 184496107 573 8,509 SH DEFINED 0 8,509 CONSOL ENERGY INC COM 20854P109 2,046 60,000 SH CALL DEFINED 0 60,000 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 1,702 28,900 SH DEFINED 0 28,900 CREE INC COM 225447101 180 5,684 SH DEFINED 0 5,684 DELTA AIR LINES INC DEL COM NEW 247361702 3,022 304,800 SH DEFINED 0 304,800 DENBURY RES INC COM NEW 247916208 780 42,761 SH DEFINED 0 42,761 DEVON ENERGY CORP NEW COM 25179M103 7,215 101,442 SH DEFINED 0 101,442 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 1,728 2,000 PRN DEFINED 0 2,000 EL PASO CORP COM 28336L109 7,033 238,000 SH DEFINED 0 238,000 ELSTER GROUP SE SPONSORED ADR 290348101 138 8,700 SH DEFINED 0 8,700 ENERGEN CORP COM 29265N108 783 15,932 SH DEFINED 0 15,932 EQT CORP COM 26884L109 1,878 38,957 SH DEFINED 0 38,957 EXIDE TECHNOLOGIES COM NEW 302051206 293 93,750 SH DEFINED 0 93,750 EXXON MOBIL CORP COM 30231G102 8,673 100,000 SH PUT DEFINED 0 100,000 EXXON MOBIL CORP COM 30231G102 8,673 100,000 SH PUT DEFINED 0 100,000 EXXON MOBIL CORP COM 30231G102 8,673 100,000 SH PUT DEFINED 0 100,000 FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 194 51,561 SH DEFINED 0 51,561 FELCOR LODGING TR INC COM 31430F101 4,465 1,240,200 SH DEFINED 0 1,240,200 FUEL SYS SOLUTIONS INC COM 35952W103 196 7,500 SH DEFINED 0 7,500 FUELCELL ENERGY INC COM 35952H106 201 128,200 SH DEFINED 0 128,200 FX ENERGY INC COM 302695101 2,875 528,428 SH DEFINED 0 528,428 GENON ENERGY INC COM 37244E107 5,315 2,555,070 SH DEFINED 0 2,555,070 GRAN TIERRA ENERGY INC COM 38500T101 3,775 601,124 SH DEFINED 0 601,124 HALLIBURTON CO COM 406216101 11,784 355,040 SH DEFINED 0 355,040 HALLIBURTON CO COM 406216101 1,660 50,000 SH CALL DEFINED 0 50,000 HELMERICH & PAYNE INC COM 423452101 4,219 78,200 SH DEFINED 0 78,200 HESS CORP COM 42809H107 8,754 148,500 SH DEFINED 0 148,500 HESS CORP COM 42809H107 2,948 50,000 SH CALL DEFINED 0 50,000 HOWARD HUGHES CORP COM 44267D107 5,065 79,300 SH DEFINED 0 79,300 ITC HLDGS CORP COM 465685105 308 4,000 SH DEFINED 0 4,000 JAMES RIVER COAL CO NOTE 4.500%12/0 470355AF5 1,453 2,500 PRN DEFINED 0 2,500 KODIAK OIL & GAS CORP COM 50015Q100 501 50,268 SH DEFINED 0 50,268 LENNAR CORP CL A 526057104 1,699 62,521 SH DEFINED 0 62,521 MARATHON OIL CORP COM 565849106 783 24,705 SH DEFINED 0 24,705 MARATHON OIL CORP COM 565849106 3,170 100,000 SH CALL DEFINED 0 100,000 MASCO CORP COM 574599106 2,242 167,700 SH DEFINED 0 167,700 MASTEC INC COM 576323109 200 11,081 SH DEFINED 0 11,081 MAXWELL TECHNOLOGIES INC COM 577767106 198 10,800 SH DEFINED 0 10,800 MGIC INVT CORP WIS COM 552848103 6,064 1,222,500 SH DEFINED 0 1,222,500 NEXEN INC COM 65334H102 764 41,787 SH DEFINED 0 41,787 NOBLE ENERGY INC COM 655044105 11,814 120,826 SH DEFINED 0 120,826 NORTEK INC COM NEW 656559309 10,946 248,829 SH DEFINED 0 248,829 OCCIDENTAL PETE CORP DEL COM 674599105 16,545 173,740 SH DEFINED 0 173,740 PIONEER NAT RES CO COM 723787107 8,878 79,556 SH DEFINED 0 79,556 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 9,668 5,000 PRN DEFINED 0 5,000 PLAINS EXPL& PRODTN CO COM 726505100 2,718 63,737 SH DEFINED 0 63,737 POWER ONE INC NEW COM 73930R102 160 35,250 SH DEFINED 0 35,250 POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 2,191 100,000 SH DEFINED 0 100,000 QEP RES INC COM 74733V100 435 14,268 SH DEFINED 0 14,268 RANGE RES CORP COM 75281A109 431 7,411 SH DEFINED 0 7,411 RESOLUTE ENERGY CORP COM 76116A108 863 75,806 SH DEFINED 0 75,806 SANCHEZ ENERGY CORP COM 79970Y105 802 35,731 SH DEFINED 0 35,731 SCHLUMBERGER LTD COM 806857108 10,420 149,000 SH DEFINED 0 149,000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 123,769 1,725,000 SH CALL DEFINED 0 1,725,000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 17,938 250,000 SH PUT DEFINED 0 250,000 SM ENERGY CO COM 78454L100 7,779 109,926 SH DEFINED 0 109,926 SM ENERGY CO COM 78454L100 2,831 40,000 SH CALL DEFINED 0 40,000 SOUTHWESTERN ENERGY CO COM 845467109 7,504 245,226 SH DEFINED 0 245,226 SPDR S&P 500 ETF TR TR UNIT 78462F103 28,162 200,000 SH PUT DEFINED 0 200,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 103,664 736,200 SH PUT DEFINED 0 736,200 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 6,494 114,109 SH DEFINED 0 114,109 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 1,055 800 PRN DEFINED 0 800 SUNCOKE ENERGY INC COM 86722A103 6,428 452,334 SH DEFINED 0 452,334 SWIFT ENERGY CO COM 870738101 372 12,821 SH DEFINED 0 12,821 TALISMAN ENERGY INC COM 87425E103 5,418 432,043 SH DEFINED 0 432,043 TITAN INTL INC ILL COM 88830M102 1,679 71,000 SH DEFINED 0 71,000 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 6,996 7,000 PRN DEFINED 0 7,000 ULTRA PETROLEUM CORP COM 903914109 776 34,283 SH DEFINED 0 34,283 UNION PAC CORP COM 907818108 1,419 13,200 SH DEFINED 0 13,200 UNITED CONTL HLDGS INC COM 910047109 3,044 141,600 SH DEFINED 0 141,600 VALERO ENERGY CORP NEW COM 91913Y100 1,031 40,000 SH DEFINED 0 40,000 VERSO PAPER CORP COM 92531L108 2,537 1,349,308 SH DEFINED 0 1,349,308 WESTPORT INNOVATIONS INC COM NEW 960908309 294 7,180 SH DEFINED 0 7,180 WHITING PETE CORP NEW COM 966387102 3,692 68,000 SH DEFINED 0 68,000 WILLIAMS CLAYTON ENERGY INC COM 969490101 451 5,680 SH DEFINED 0 5,680 WOODWARD INC COM 980745103 333 7,780 SH DEFINED 0 7,780