0001422107-13-000008.txt : 20130212 0001422107-13-000008.hdr.sgml : 20130212 20130212160326 ACCESSION NUMBER: 0001422107-13-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130212 DATE AS OF CHANGE: 20130212 EFFECTIVENESS DATE: 20130212 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: 13597178 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 lombardlux13f2012q4.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: December 31, 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: Laura Keeler Title: Authorized Signatory Phone: (212) 295-6145 Signature, Place, and Date of Signing: /s/ Laura Keeler --------------------------- New York, New York February 12, 2013 Laura Keeler 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: 109 Form 13F Information Table Value Total: $735,489 (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 ---------------------------- -------------- --------- -------- ------- --- ---- ------ --------- ---------- --------- ----- ABERCROMBIE & FITCH CO CL A 002896207 9,229 192,400 SH DEFINED 0 192,400 ADVANTAGE OIL & GAS LTD COM 00765F101 1,056 330,000 SH DEFINED 0 330,000 ALPHA NATURAL RESOURCES INC COM 02076X102 584 60,000 SH DEFINED 0 60,000 AMAZON COM INC COM 023135106 12,883 51,300 SH DEFINED 0 51,300 AMERICAN CAP LTD COM 02503Y103 3,618 301,486 SH DEFINED 0 301,486 ANADARKO PETE CORP COM 032511107 15,977 215,000 SH CALL DEFINED 0 215,000 ANADARKO PETE CORP COM 032511107 37,187 500,425 SH DEFINED 0 500,425 ANNIES INC COM 03600T104 6,859 205,164 SH DEFINED 0 205,164 APACHE CORP COM 037411105 2,355 30,000 SH CALL DEFINED 0 30,000 APACHE CORP COM 037411105 22,882 291,494 SH DEFINED 0 291,494 AVIS BUDGET GROUP COM 053774105 4,803 242,330 SH DEFINED 0 242,330 BEAZER HOMES USA INC COM NEW 07556Q881 4,640 274,700 SH DEFINED 0 274,700 BELO CORP COM SER A 080555105 4,340 565,900 SH DEFINED 0 565,900 BERRY PETE CO CL A 085789105 503 15,000 SH DEFINED 0 15,000 BON-TON STORES INC COM 09776J101 13,059 1,077,494 SH DEFINED 0 1,077,494 BPZ RESOURCES INC COM 055639108 4,243 1,347,000 SH DEFINED 0 1,347,000 BRE PROPERTIES INC CL A 05564E106 5,058 99,500 SH DEFINED 0 99,500 BUFFALO WILD WINGS INC COM 119848109 7,464 102,500 SH DEFINED 0 102,500 CABOT OIL & GAS CORP COM 127097103 5,442 109,400 SH DEFINED 0 109,400 CAL DIVE INTL INC DEL COM 12802T101 4,259 2,461,700 SH DEFINED 0 2,461,700 CALLON PETE CO DEL COM 13123X102 1,248 265,491 SH DEFINED 0 265,491 CANADIAN NAT RES LTD COM 136385101 630 22,000 SH DEFINED 0 22,000 CANADIAN NATL RY CO COM 136375102 452 5,000 SH DEFINED 0 5,000 CANADIAN PAC RY LTD COM 13645T100 404 4,000 SH DEFINED 0 4,000 CARTER INC COM 146229109 7,140 128,300 SH DEFINED 0 128,300 CHEVRON CORP NEW COM 166764100 6,488 60,000 SH PUT DEFINED 0 60,000 CONCHO RES INC COM 20605P101 3,021 37,500 SH DEFINED 0 37,500 CONSOL ENERGY INC COM 20854P109 1,926 60,000 SH CALL DEFINED 0 60,000 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 1,659 39,170 SH DEFINED 0 39,170 CONTINENTAL RESOURCES INC COM 212015101 4,916 66,900 SH DEFINED 0 66,900 COSTCO WHSL CORP NEW COM 22160K105 7,600 76,950 SH DEFINED 0 76,950 DENBURY RES INC COM NEW 247916208 2,610 161,100 SH DEFINED 0 161,100 DEVON ENERGY CORP NEW COM 25179M103 1,405 27,000 SH CALL DEFINED 0 27,000 DEVON ENERGY CORP NEW COM 25179M103 11,430 219,643 SH DEFINED 0 219,643 DOMINOS PIZZA INC COM 25754A201 9,494 218,000 SH DEFINED 0 218,000 DRESSER-RAND GROUP INC COM 261608103 1,720 30,643 SH DEFINED 0 30,643 DRIL-QUIP INC COM 262037104 877 12,000 SH DEFINED 0 12,000 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 788 1,000,000 PRN DEFINED 0 1,000,000 EAGLE MATERIALS INC COM 26969P108 13,508 230,900 SH DEFINED 0 230,900 EBAY INC COM 278642103 9,816 192,400 SH DEFINED 0 192,400 ELONG INC SPONSORED ADR 290138205 1,765 119,000 SH DEFINED 0 119,000 EOG RES INC COM 26875P101 11,934 98,800 SH DEFINED 0 98,800 EQT CORP COM 26884L109 6,842 116,000 SH DEFINED 0 116,000 EXPEDIA INC DEL COM NEW 30212P303 9,457 153,900 SH DEFINED 0 153,900 EXXON MOBIL CORP COM 30231G102 25,965 300,000 SH PUT DEFINED 0 300,000 FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 12,650 1,593,149 SH DEFINED 0 1,593,149 FELCOR LODGING TR INC COM 31430F101 9,980 2,136,963 SH DEFINED 0 2,136,963 FOSSIL INC COM 349882100 14,328 153,900 SH DEFINED 0 153,900 FX ENERGY INC COM 302695101 1,969 479,089 SH DEFINED 0 479,089 GENERAL MTRS CO COM 37045V100 14,340 497,400 SH CALL DEFINED 0 497,400 GRAN TIERRA ENERGY INC COM 38500T101 11,091 2,016,600 SH DEFINED 0 2,016,600 HALCON RES CORP COM NEW 40537Q209 477 69,000 SH DEFINED 0 69,000 HALLIBURTON CO COM 406216101 9,846 283,823 SH DEFINED 0 283,823 HARLEY DAVIDSON INC COM 412822108 3,131 64,100 SH DEFINED 0 64,100 HELMERICH & PAYNE INC COM 423452101 7,727 137,949 SH DEFINED 0 137,949 HOMEAWAY INC COM 43739Q100 4,231 192,300 SH DEFINED 0 192,300 HOWARD HUGHES CORP COM 44267D107 10,592 145,050 SH DEFINED 0 145,050 INTEROIL CORP COM 460951106 12,505 225,200 SH PUT DEFINED 0 225,200 ISHARES TR S&P GBL ENER 464287341 268 7,000 SH DEFINED 0 7,000 KODIAK OIL & GAS CORP COM 50015Q100 1,770 200,000 SH DEFINED 0 200,000 LUFKIN INDS INC COM 549764108 581 10,000 SH DEFINED 0 10,000 MARATHON PETE CORP COM 56585A102 819 13,000 SH DEFINED 0 13,000 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 12,614 302,700 SH DEFINED 0 302,700 MEAD JOHNSON NUTRITION CO COM 582839106 5,074 77,000 SH DEFINED 0 77,000 MIDSTATES PETE CO INC COM 59804T100 827 119,966 SH DEFINED 0 119,966 MONSTER BEVERAGE CORP COM 611740101 4,072 77,000 SH DEFINED 0 77,000 MOVADO GROUP INC COM 624580106 7,477 243,700 SH DEFINED 0 243,700 NEWFIELD EXPL CO COM 651290108 1,283 47,900 SH DEFINED 0 47,900 NEXEN INC COM 65334H102 2,664 100,000 SH DEFINED 0 100,000 NIKE INC CL B 654106103 3,963 76,800 SH DEFINED 0 76,800 NOBLE ENERGY INC COM 655044105 20,008 196,655 SH DEFINED 0 196,655 NORTEK INC COM NEW 656559309 17,293 261,029 SH DEFINED 0 261,029 OCCIDENTAL PETE CORP DEL COM 674599105 1,532 20,000 SH CALL DEFINED 0 20,000 OCCIDENTAL PETE CORP DEL COM 674599105 22,807 297,701 SH DEFINED 0 297,701 OWENS CORNING NEW COM 690742101 11,389 307,900 SH DEFINED 0 307,900 PHILLIPS 66 COM 718546104 797 15,000 SH DEFINED 0 15,000 PIONEER NAT RES CO COM 723787107 2,065 19,376 SH DEFINED 0 19,376 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 8,938 5,000,000 PRN DEFINED 0 5,000,000 PLAINS EXPL& PRODTN CO COM 726505100 1,314 28,000 SH DEFINED 0 28,000 QEP RES INC COM 74733V100 1,977 65,300 SH DEFINED 0 65,300 RALPH LAUREN CORP CL A 751212101 7,691 51,300 SH DEFINED 0 51,300 RANGE RES CORP COM 75281A109 3,883 61,800 SH DEFINED 0 61,800 REALOGY HLDGS CORP COM 75605Y106 11,300 269,300 SH DEFINED 0 269,300 SCHLUMBERGER LTD COM 806857108 8,045 116,103 SH DEFINED 0 116,103 SELECT SECTOR SPDR TR SBI-INT-ENERGY 81369Y506 14,284 200,000 SH CALL DEFINED 0 200,000 SHERWIN WILLIAMS CO COM 824348106 13,813 89,800 SH DEFINED 0 89,800 SM ENERGY CO COM 78454L100 6,840 131,000 SH DEFINED 0 131,000 SOTHEBYS COM 835898107 5,174 153,900 SH DEFINED 0 153,900 SOUTHWESTERN ENERGY CO COM 845467109 6,654 199,151 SH DEFINED 0 199,151 SPDR S&P 500 ETF TR TR UNIT 78462F103 14,241 100,000 SH PUT DEFINED 0 100,000 SPIRIT AIRLS INC COM 848577102 335 18,900 SH DEFINED 0 18,900 STARBUCKS CORP COM 855244109 6,879 128,300 SH DEFINED 0 128,300 TALISMAN ENERGY INC COM 87425E103 4,613 410,000 SH DEFINED 0 410,000 TEXAS ROADHOUSE INC COM 882681109 1,724 102,600 SH DEFINED 0 102,600 TIFFANY & CO NEW COM 886547108 5,889 102,700 SH DEFINED 0 102,700 TOTAL S A SPONSORED ADR 89151E109 3,121 60,000 SH DEFINED 0 60,000 TRACTOR SUPPLY CO COM 892356106 10,188 115,300 SH DEFINED 0 115,300 TRIPADVISOR INC COM 896945201 9,147 218,002 SH DEFINED 0 218,002 U S AIRWAYS GROUP INC COM 90341W108 2,807 207,900 SH DEFINED 0 207,900 URBAN OUTFITTERS INC COM 917047102 7,065 179,500 SH DEFINED 0 179,500 VALERO ENERGY CORP NEW COM 91913Y100 10,338 303,000 SH DEFINED 0 303,000 VERSO PAPER CORP COM 92531L108 900 841,118 SH DEFINED 0 841,118 VISTEON CORP COM NEW 92839U206 1,448 26,900 SH DEFINED 0 26,900 WALTER ENERGY INC COM 93317Q105 3,911 109,000 SH CALL DEFINED 0 109,000 WALTER ENERGY INC COM 93317Q105 7,635 212,800 SH DEFINED 0 212,800 WHIRLPOOL CORP COM 963320106 9,137 89,800 SH DEFINED 0 89,800 WHITING PETE CORP NEW COM 966387102 4,949 114,100 SH DEFINED 0 114,100 WILLIAMS COS INC DEL COM 969457100 426 13,000 SH DEFINED 0 13,000 WPX ENERGY INC COM 98212B103 1,123 75,500 SH DEFINED 0 75,500