0001422107-12-000114.txt : 20121114 0001422107-12-000114.hdr.sgml : 20121114 20121114101321 ACCESSION NUMBER: 0001422107-12-000114 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121114 DATE AS OF CHANGE: 20121114 EFFECTIVENESS DATE: 20121114 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: 121201514 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 loam13f2012q3.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Septmeber 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 November 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: 110 Form 13F Information Table Value Total: $738,660 (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 972 270,000 SH DEFINED 0 270,000 ALPHA NATURAL RESOURCES INC COM 02076X102 344 40,000 SH DEFINED 0 40,000 AMAZON COM INC COM 023135106 7,962 34,200 SH DEFINED 0 34,200 AMERICAN CAP LTD COM 02503Y103 11,840 1,004,200 SH DEFINED 0 1,004,200 ANADARKO PETE CORP COM 032511107 15,033 215,000 SH CALL DEFINED 0 215,000 ANADARKO PETE CORP COM 032511107 26,865 390,425 SH DEFINED 0 390,425 ANNIES INC COM 03600T104 6,911 174,964 SH DEFINED 0 174,964 APACHE CORP COM 037411105 2,594 30,000 SH CALL DEFINED 0 30,000 APACHE CORP COM 037411105 15,133 182,944 SH DEFINED 0 182,944 ATWOOD OCEANICS INC COM 050095108 841 17,604 SH DEFINED 0 17,604 AVIS BUDGET GROUP COM 053774105 9,905 599,230 SH DEFINED 0 599,230 BELO CORP COM SER A 080555105 4,814 643,600 SH DEFINED 0 643,600 BERRY PETE CO CL A 085789105 578 15,000 SH DEFINED 0 15,000 BON-TON STORES INC COM 09776J101 12,150 990,994 SH DEFINED 0 990,994 BPZ RESOURCES INC COM 055639108 3,701 1,285,000 SH DEFINED 0 1,285,000 CABOT OIL & GAS CORP COM 127097103 2,896 61,650 SH DEFINED 0 61,650 CALLON PETE CO DEL COM 13123X102 1,710 299,000 SH DEFINED 0 299,000 CAMERON INTERNATIONAL CORP COM 13342B105 761 15,019 SH DEFINED 0 15,019 CANADIAN NAT RES LTD COM 136385101 662 22,000 SH DEFINED 0 22,000 CANADIAN NATL RY CO COM 136375102 431 5,000 SH DEFINED 0 5,000 CANADIAN PAC RY LTD COM 13645T100 368 4,000 SH DEFINED 0 4,000 CARTER INC COM 146229109 6,147 113,700 SH DEFINED 0 113,700 CHEVRON CORP NEW COM 166764100 6,994 60,000 SH PUT DEFINED 0 60,000 CHICOS FAS INC COM 168615102 2,113 113,600 SH DEFINED 0 113,600 COBALT INTL ENERGY INC COM 19075F106 1,114 50,000 SH CALL DEFINED 0 50,000 COMSTOCK RES INC COM NEW 205768203 1,838 100,000 SH PUT DEFINED 0 100,000 CONSOL ENERGY INC COM 20854P109 1,803 60,000 SH CALL DEFINED 0 60,000 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 1,926 39,170 SH DEFINED 0 39,170 COSTCO WHSL CORP NEW COM 22160K105 8,933 90,750 SH DEFINED 0 90,750 DECKERS OUTDOOR CORP COM 243537107 3,331 90,900 SH PUT DEFINED 0 90,900 DENBURY RES INC COM NEW 247916208 1,065 69,500 SH DEFINED 0 69,500 DEVON ENERGY CORP NEW COM 25179M103 1,634 27,000 SH CALL DEFINED 0 27,000 DEVON ENERGY CORP NEW COM 25179M103 5,521 94,843 SH DEFINED 0 94,843 DOMINOS PIZZA INC COM 25754A201 7,385 181,800 SH DEFINED 0 181,800 DRESSER-RAND GROUP INC COM 261608103 1,579 30,643 SH DEFINED 0 30,643 DRIL-QUIP INC COM 262037104 485 7,000 SH DEFINED 0 7,000 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 821 1,000 PRN DEFINED 0 1,000 EAGLE MATERIALS INC COM 26969P108 10,239 193,300 SH DEFINED 0 193,300 EBAY INC COM 278642103 5,491 113,700 SH DEFINED 0 113,700 ELONG INC SPONSORED ADR 290138205 1,795 104,400 SH DEFINED 0 104,400 ENCANA CORP COM 292505104 1,125 50,000 SH DEFINED 0 50,000 EOG RES INC COM 26875P101 4,671 40,100 SH DEFINED 0 40,100 EQT CORP COM 26884L109 6,230 102,750 SH DEFINED 0 102,750 EXPEDIA INC DEL COM NEW 30212P303 4,034 68,200 SH DEFINED 0 68,200 EXXON MOBIL CORP COM 30231G102 2,284 25,055 SH DEFINED 0 25,055 EXXON MOBIL CORP COM 30231G102 27,435 300,000 SH PUT DEFINED 0 300,000 FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 10,963 1,493,549 SH DEFINED 0 1,493,549 FELCOR LODGING TR INC COM 31430F101 7,777 1,767,563 SH DEFINED 0 1,767,563 FOSSIL INC COM 349882100 7,917 90,900 SH DEFINED 0 90,900 FX ENERGY INC COM 302695101 387 52,000 SH CALL DEFINED 0 52,000 FX ENERGY INC COM 302695101 1,711 354,089 SH DEFINED 0 354,089 GAP INC DEL COM 364760108 4,869 136,300 SH DEFINED 0 136,300 GRAN TIERRA ENERGY INC COM 38500T101 8,045 1,599,500 SH DEFINED 0 1,599,500 HALLIBURTON CO COM 406216101 10,133 313,823 SH DEFINED 0 313,823 HARLEY DAVIDSON INC COM 412822108 3,399 72,700 SH DEFINED 0 72,700 HELMERICH & PAYNE INC COM 423452101 6,068 126,949 SH DEFINED 0 126,949 HOWARD HUGHES CORP COM 44267D107 8,537 121,950 SH DEFINED 0 121,950 HYATT HOTELS CORP COM CL A 448579102 7,468 204,600 SH DEFINED 0 204,600 ISHARES TR S&P GBL ENER 464287341 1,051 27,000 SH DEFINED 0 27,000 JAMES RIVER COAL CO NOTE 4.500%12/0 470355AF5 543 1,000 PRN DEFINED 0 1,000 KODIAK OIL & GAS CORP COM 50015Q100 1,663 180,000 SH DEFINED 0 180,000 LUFKIN INDS INC COM 549764108 435 8,702 SH DEFINED 0 8,702 LUFKIN INDS INC COM 549764108 1,076 20,000 SH CALL DEFINED 0 20,000 MARATHON PETE CORP COM 56585A102 549 10,000 SH DEFINED 0 10,000 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 10,283 261,400 SH DEFINED 0 261,400 MOVADO GROUP INC COM 624580106 6,195 195,500 SH DEFINED 0 195,500 NEWFIELD EXPL CO COM 651290108 529 19,500 SH DEFINED 0 19,500 NEXEN INC COM 65334H102 2,267 95,000 SH DEFINED 0 95,000 NOBLE ENERGY INC COM 655044105 17,549 184,705 SH DEFINED 0 184,705 NORDSTROM INC COM 655664100 9,679 170,500 SH DEFINED 0 170,500 NORTEK INC COM NEW 656559309 14,296 240,229 SH DEFINED 0 240,229 OCCIDENTAL PETE CORP DEL COM 674599105 1,721 20,000 SH CALL DEFINED 0 20,000 OCCIDENTAL PETE CORP DEL COM 674599105 16,676 211,201 SH DEFINED 0 211,201 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 8,803 5,000 PRN DEFINED 0 5,000 PIONEER NAT RES CO COM 723787107 8,920 84,426 SH DEFINED 0 84,426 PLAINS EXPL& PRODTN CO COM 726505100 692 19,400 SH DEFINED 0 19,400 PVH CORP COM 693656100 9,998 90,900 SH DEFINED 0 90,900 QEP RES INC COM 74733V100 773 26,650 SH DEFINED 0 26,650 RALPH LAUREN CORP CL A 751212101 6,993 45,500 SH DEFINED 0 45,500 RANGE RES CORP COM 75281A109 1,634 25,000 SH DEFINED 0 25,000 SANDRIDGE ENERGY INC COM 80007P307 454 73,050 SH DEFINED 0 73,050 SCHLUMBERGER LTD COM 806857108 8,073 116,103 SH DEFINED 0 116,103 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 14,687 200,000 SH CALL DEFINED 0 200,000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 33,780 460,000 SH PUT DEFINED 0 460,000 SHERWIN WILLIAMS CO COM 824348106 9,738 68,300 SH DEFINED 0 68,300 SM ENERGY CO COM 78454L100 4,036 74,850 SH DEFINED 0 74,850 SOUTHWESTERN ENERGY CO COM 845467109 4,126 118,901 SH DEFINED 0 118,901 SPDR S&P 500 ETF TR TR UNIT 78462F103 115,536 802,500 SH PUT DEFINED 0 802,500 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 8,707 161,924 SH DEFINED 0 161,924 SPIRIT AIRLS INC COM 848577102 279 15,800 SH DEFINED 0 15,800 STARBUCKS CORP COM 855244109 8,267 180,100 SH DEFINED 0 180,100 SUPERVALU INC COM 868536103 1,986 638,600 SH DEFINED 0 638,600 TALISMAN ENERGY INC COM 87425E103 4,981 440,000 SH DEFINED 0 440,000 TEXAS ROADHOUSE INC COM 882681109 1,851 113,700 SH DEFINED 0 113,700 TIFFANY & CO NEW COM 886547108 11,500 181,900 SH DEFINED 0 181,900 TJX COS INC NEW COM 872540109 3,314 79,600 SH DEFINED 0 79,600 TOTAL S A SPONSORED ADR 89151E109 3,024 60,000 SH DEFINED 0 60,000 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 6,999 7,000 PRN DEFINED 0 7,000 TRIPADVISOR INC COM 896945201 2,069 68,300 SH DEFINED 0 68,300 U S AIRWAYS GROUP INC COM 90341W108 2,902 238,300 SH DEFINED 0 238,300 UNITED STATES OIL FUND LP UNITS 91232N108 2,047 60,000 SH PUT DEFINED 0 60,000 VALERO ENERGY CORP NEW COM 91913Y100 8,817 303,000 SH DEFINED 0 303,000 VERSO PAPER CORP COM 92531L108 975 773,618 SH DEFINED 0 773,618 VISTEON CORP COM NEW 92839U206 8,480 192,300 SH DEFINED 0 192,300 WALTER ENERGY INC COM 93317Q105 11,166 319,400 SH DEFINED 0 319,400 WHIRLPOOL CORP COM 963320106 9,983 102,200 SH DEFINED 0 102,200 WHITING PETE CORP NEW COM 966387102 3,538 84,200 SH DEFINED 0 84,200 WHOLE FOODS MKT INC COM 966837106 4,310 45,500 SH DEFINED 0 45,500 WILLIAMS COS INC DEL COM 969457100 455 13,000 SH DEFINED 0 13,000 WPX ENERGY INC COM 98212B103 519 30,650 SH DEFINED 0 30,650