0001422107-12-000094.txt : 20120814 0001422107-12-000094.hdr.sgml : 20120814 20120814132432 ACCESSION NUMBER: 0001422107-12-000094 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120814 DATE AS OF CHANGE: 20120814 EFFECTIVENESS DATE: 20120814 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: 121031358 BUSINESS ADDRESS: STREET 1: 888 7TH AVENUE, 11TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10106 BUSINESS PHONE: 212-295-6183 MAIL ADDRESS: STREET 1: 888 7TH AVENUE, 11TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10106 13F-HR 1 loam13fhr2012q2.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: June 30, 2012 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 August 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: 98 Form 13F Information Table Value Total: $568,198 (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 ---------------------------- -------------- --------- -------- ------- --- ---- ------ --------- ---------- --------- ----- AMAZON COM INC COM 023135106 4,544 19,900 SH DEFINED 0 19,900 AMERICAN CAP LTD COM 02503Y103 6,443 640,500 SH DEFINED 0 640,500 ANADARKO PETE CORP COM 032511107 7,282 110,000 SH CALL DEFINED 0 110,000 ANADARKO PETE CORP COM 032511107 20,686 312,475 SH DEFINED 0 312,475 ANNIES INC COM 03600T104 2,273 54,300 SH DEFINED 0 54,300 APACHE CORP COM 037411105 19,337 220,000 SH CALL DEFINED 0 220,000 APACHE CORP COM 037411105 24,741 281,494 SH DEFINED 0 281,494 ATWOOD OCEANICS INC COM 050095108 2,558 67,604 SH DEFINED 0 67,604 AVIS BUDGET GROUP COM 053774105 4,811 316,519 SH DEFINED 0 316,519 BELO CORP COM SER A 080555105 4,478 695,300 SH DEFINED 0 695,300 BERRY PETE CO CL A 085789105 595 15,000 SH DEFINED 0 15,000 BON-TON STORES INC COM 09776J101 7,740 990,994 SH DEFINED 0 990,994 BPZ RESOURCES INC COM 055639108 557 220,000 SH DEFINED 0 220,000 CABOT OIL & GAS CORP COM 127097103 3,940 100,000 SH CALL DEFINED 0 100,000 CABOT OIL & GAS CORP COM 127097103 6,440 163,450 SH DEFINED 0 163,450 CAL DIVE INTL INC DEL COM 12802T101 5,998 2,068,325 SH DEFINED 0 2,068,325 CALLON PETE CO DEL COM 13123X102 1,086 255,000 SH DEFINED 0 255,000 CALPINE CORP COM NEW 131347304 380 23,000 SH DEFINED 0 23,000 CAMERON INTERNATIONAL CORP COM 13342B105 2,136 50,000 SH CALL DEFINED 0 50,000 CAMERON INTERNATIONAL CORP COM 13342B105 4,827 113,019 SH DEFINED 0 113,019 CARTER INC COM 146229109 2,625 49,900 SH DEFINED 0 49,900 CHEVRON CORP NEW COM 166764100 8,440 80,000 SH PUT DEFINED 0 80,000 CONSOL ENERGY INC COM 20854P109 1,814 60,000 SH CALL DEFINED 0 60,000 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 2,674 45,170 SH DEFINED 0 45,170 CREE INC COM 225447101 385 15,000 SH DEFINED 0 15,000 DELTA AIR LINES INC DEL COM NEW 247361702 1,893 172,900 SH DEFINED 0 172,900 DENBURY RES INC COM NEW 247916208 522 34,550 SH DEFINED 0 34,550 DEVON ENERGY CORP NEW COM 25179M103 11,241 193,843 SH DEFINED 0 193,843 DOLLAR GEN CORP NEW COM 256677105 4,068 74,800 SH DEFINED 0 74,800 DRESSER-RAND GROUP INC COM 261608103 1,365 30,643 SH DEFINED 0 30,643 DRIL-QUIP INC COM 262037104 459 7,000 SH DEFINED 0 7,000 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 740 1,000 PRN DEFINED 0 1,000 EAGLE MATERIALS INC COM 26969P108 3,488 93,400 SH DEFINED 0 93,400 ELONG INC SPONSORED ADR 290138205 649 57,200 SH DEFINED 0 57,200 EQT CORP COM 26884L109 3,349 62,450 SH DEFINED 0 62,450 EXXON MOBIL CORP COM 30231G102 5,053 59,055 SH DEFINED 0 59,055 FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 8,935 1,452,849 SH DEFINED 0 1,452,849 FELCOR LODGING TR INC COM 31430F101 6,842 1,455,663 SH DEFINED 0 1,455,663 FX ENERGY INC COM 302695101 3,541 595,089 SH DEFINED 0 595,089 GAYLORD ENTMT CO NEW COM 367905106 1,442 37,400 SH DEFINED 0 37,400 GNC HLDGS INC COM CL A 36191G107 1,709 43,600 SH DEFINED 0 43,600 GT ADVANCED TECHNOLOGIES INC COM 36191U106 315 59,750 SH DEFINED 0 59,750 HALLIBURTON CO COM 406216101 4,259 150,000 SH CALL DEFINED 0 150,000 HALLIBURTON CO COM 406216101 17,426 613,823 SH DEFINED 0 613,823 HARLEY DAVIDSON INC COM 412822108 2,277 49,800 SH DEFINED 0 49,800 HELMERICH & PAYNE INC COM 423452101 5,041 115,949 SH DEFINED 0 115,949 HOWARD HUGHES CORP COM 44267D107 8,559 138,850 SH DEFINED 0 138,850 HYATT HOTELS CORP COM CL A 448579102 4,630 124,600 SH DEFINED 0 124,600 INTEROIL CORP NOTE 2.750%11/1 460951AC0 1,465 1,500 PRN DEFINED 0 1,500 ISHARES TR S&P GBL ENER 464287341 1,451 40,000 SH DEFINED 0 40,000 ITC HLDGS CORP COM 465685105 551 8,000 SH DEFINED 0 8,000 JAMES RIVER COAL CO NOTE 4.500%12/0 470355AF5 553 1,500 PRN DEFINED 0 1,500 KB HOME COM 48666K109 1,200 122,400 SH DEFINED 0 122,400 KODIAK OIL & GAS CORP COM 50015Q100 1,232 150,000 SH DEFINED 0 150,000 LINKEDIN CORP COM CL A 53578A108 1,987 18,700 SH DEFINED 0 18,700 LINN ENERGY LLC UNIT LTD LIAB 536020100 271 7,100 SH DEFINED 0 7,100 LUFKIN INDS INC COM 549764108 255 4,702 SH DEFINED 0 4,702 MARATHON OIL CORP COM 565849106 2,557 100,000 SH CALL DEFINED 0 100,000 MARRIOT VACATIONS WRLDWDE C COM 57164Y107 4,049 130,700 SH DEFINED 0 130,700 MEAD JOHNSON NUTRITION CO COM 582839106 6,723 83,500 SH DEFINED 0 83,500 MOVADO GROUP INC COM 624580106 2,805 112,100 SH DEFINED 0 112,100 NOBLE ENERGY INC COM 655044105 13,661 161,055 SH DEFINED 0 161,055 NORDSTROM INC COM 655664100 7,121 143,300 SH DEFINED 0 143,300 NORTEK INC COM NEW 656559309 12,501 249,829 SH DEFINED 0 249,829 OCCIDENTAL PETE CORP DEL COM 674599105 20,877 243,401 SH DEFINED 0 243,401 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 7,480 5,000 PRN DEFINED 0 5,000 PIONEER NAT RES CO COM 723787107 9,807 111,176 SH DEFINED 0 111,176 PLAINS EXPL& PRODTN CO COM 726505100 4,084 116,100 SH DEFINED 0 116,100 QEP RES INC COM 74733V100 457 15,250 SH DEFINED 0 15,250 RANGE RES CORP COM 75281A109 937 15,150 SH DEFINED 0 15,150 ROCKWOOD HLDGS INC COM 774415103 510 11,500 SH DEFINED 0 11,500 SCHLUMBERGER LTD COM 806857108 13,313 205,103 SH DEFINED 0 205,103 SELECT SECTOR SPDR TR SBI INT ENERGY 81369Y506 13,274 200,000 SH CALL DEFINED 0 200,000 SHERWIN WILLIAMS CO COM 824348106 4,950 37,400 SH DEFINED 0 37,400 SM ENERGY CO COM 78454L100 8,877 180,750 SH DEFINED 0 180,750 SOUTHWESTERN ENERGY CO COM 845467109 15,987 500,701 SH DEFINED 0 500,701 SPDR S&P 500 ETF TR TR UNIT 78462F103 107,918 792,900 SH PUT DEFINED 0 792,900 SPDR SERIES TRUST NUVN BRCLY MUNI 78464A958 7,056 140,000 SH PUT DEFINED 0 140,000 SPIRIT AIRLS INC COM 848577102 2,917 149,900 SH DEFINED 0 149,900 SUNCOKE ENERGY INC COM 86722A103 4,636 316,459 SH DEFINED 0 316,459 TETRA TECH INC COM 88162G103 261 10,000 SH DEFINED 0 10,000 TEXAS ROADHOUSE INC COM 882681109 2,750 149,500 SH DEFINED 0 149,500 TITAN INTL INC III COM 88830M102 775 31,600 SH DEFINED 0 31,600 TJX COS INC NEW COM 872540109 5,890 137,200 SH DEFINED 0 137,200 TRANSOCEAN LTD NOTE 1.500%12/1 893830AW9 6,969 7,000 PRN DEFINED 0 7,000 TRIPADVISOR INC COM 896945201 4,451 99,600 SH DEFINED 0 99,600 ULTA SALON COSMETCS & FRAG I COM 90384S303 1,746 18,700 SH DEFINED 0 18,700 UNITED CONTL HLDGS INC COM 910047109 2,367 97,293 SH DEFINED 0 97,293 UNITED NAT FOODS INC COM 911163103 1,701 31,000 SH DEFINED 0 31,000 VALERO ENERGY CORP NEW COM 91913Y100 5,772 239,000 SH DEFINED 0 239,000 VEECO INSTRS INC DEL COM 922417100 687 20,000 SH DEFINED 0 20,000 VERSO PAPER CORP COM 92531L108 1,463 1,239,471 SH DEFINED 0 1,239,471 WESTPORT INNOVATIONS INC COM NEW 960908309 368 10,000 SH DEFINED 0 10,000 WHITING PETE CORP NEW COM 966387102 3,078 74,850 SH DEFINED 0 74,850 WILLIAMS COS INC DEL COM 969457100 375 13,000 SH DEFINED 0 13,000 WOODWARD INC COM 980745103 789 20,000 SH DEFINED 0 20,000 WPX ENERGY INC COM 98212B103 294 18,150 SH DEFINED 0 18,150 ZILLOW INC CL A 98954A107 2,407 62,300 SH DEFINED 0 62,300