0001422107-11-000046.txt : 20110516
0001422107-11-000046.hdr.sgml : 20110516
20110516151858
ACCESSION NUMBER: 0001422107-11-000046
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110516
DATE AS OF CHANGE: 20110516
EFFECTIVENESS DATE: 20110516
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: 11846186
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
lombard13fq1cr.txt
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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 16, 2011
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: 165
Form 13F Information Table Value Total: $1,113,065
(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
---------------------------- -------------- --------- -------- ------- --- ---- ------ --------- ---------- --------- -----
ABB LTD SPONSORED ADR 000375204 360 14,900 SH DEFINED 0 14,900
ABBOTT LABS COM 002824100 2,080 42,400 SH CALL DEFINED 0 42,400
ABRAXAS PETE CORP COM 003830106 346 59,275 SH DEFINED 0 59,275
ALLERGAN INC COM 018490102 660 9,300 SH DEFINED 0 9,300
ALPHA NATURAL RESOURCES INC COM 02076X102 1,187 20,000 SH CALL DEFINED 0 20,000
AMERICAN MED SYS HLDGS INC COM 02744M108 476 22,000 SH DEFINED 0 22,000
AMERICAN MED SYS HLDGS INC COM 02744M108 392 18,100 SH DEFINED 0 18,100
ANADARKO PETE CORP COM 032511107 3,457 42,200 SH CALL DEFINED 0 42,200
ANADARKO PETE CORP COM 032511107 36,410 444,460 SH DEFINED 0 444,460
APACHE CORP COM 037411105 26,197 200,103 SH DEFINED 0 200,103
APPLE INC COM 037833100 279 800 SH DEFINED 0 800
APPROACH RESOURCES INC COM 03834A103 336 9,997 SH DEFINED 0 9,997
ARCH COAL INC COM 039380100 721 20,000 SH CALL DEFINED 0 20,000
ATWOOD OCEANICS INC COM 050095108 2,322 50,000 SH DEFINED 0 50,000
AUXILIUM PHARMACEUTICALS INC COM 05334D107 434 20,200 SH DEFINED 0 20,200
BAIDU INC SPON ADR REP A 056752108 289 2,100 SH DEFINED 0 2,100
BARRETT BILL CORP COM 06846N104 311 7,793 SH DEFINED 0 7,793
BAXTER INTL INC COM 071813109 962 17,900 SH DEFINED 0 17,900
BELO CORP COM SER A 080555105 8,176 928,000 SH DEFINED 0 928,000
BERRY PETE CO CL A 085789105 319 6,321 SH DEFINED 0 6,321
BIO RAD LABS INC CL A 090572207 288 2,400 SH DEFINED 0 2,400
BON-TON STORES INC COM 09776J101 7,066 455,903 SH DEFINED 0 455,903
BP PLC SPONSORED ADR 055622104 2,207 50,000 SH CALL DEFINED 0 50,000
BP PLC SPONSORED ADR 055622104 1,104 25,000 SH CALL DEFINED 0 25,000
BP PLC SPONSORED ADR 055622104 8,369 189,600 SH DEFINED 0 189,600
BPZ RESOURCES INC COM 055639108 1,747 329,647 SH DEFINED 0 329,647
BRIGHAM EXPLORATION CO COM 109178103 4,320 116,200 SH DEFINED 0 116,200
BRISTOL MYERS SQUIBB CO COM 110122108 291 11,000 SH CALL DEFINED 0 11,000
BROOKDALE SR LIVING INC COM 112463104 308 11,000 SH DEFINED 0 11,000
BRUKER CORP COM 116794108 309 14,800 SH DEFINED 0 14,800
BRUKER CORP COM 116794108 292 14,000 SH DEFINED 0 14,000
CABOT OIL & GAS CORP COM 127097103 636 12,000 SH CALL DEFINED 0 12,000
CABOT OIL & GAS CORP COM 127097103 7,150 134,989 SH DEFINED 0 134,989
CAMERON INTERNATIONAL CORP COM 13342B105 4,402 77,100 SH DEFINED 0 77,100
CARBO CERAMICS INC COM 140781105 861 6,100 SH DEFINED 0 6,100
CHESAPEAKE ENERGY CORP COM 165167107 1,676 50,000 SH CALL DEFINED 0 50,000
CHESAPEAKE ENERGY CORP COM 165167107 838 25,000 SH CALL DEFINED 0 25,000
CIGNA CORP COM 125509109 646 14,600 SH DEFINED 0 14,600
CIGNA CORP COM 125509109 310 7,000 SH DEFINED 0 7,000
CIMAREX ENERGY CO COM 171798101 1,152 10,000 SH CALL DEFINED 0 10,000
CIMAREX ENERGY CO COM 171798101 7,938 68,878 SH DEFINED 0 68,878
CONSOL ENERGY INC COM 20854P109 536 10,000 SH CALL DEFINED 0 10,000
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 1,828 28,900 SH DEFINED 0 28,900
COSTCO WHSL CORP NEW COM 22160K105 345 4,700 SH DEFINED 0 4,700
CSX CORP COM 126408103 283 3,600 SH DEFINED 0 3,600
CVR ENERGY INC COM 12662P108 27,269 1,177,400 SH DEFINED 0 1,177,400
DENBURY RES INC COM NEW 247916208 314 12,873 SH DEFINED 0 12,873
DEVON ENERGY CORP NEW COM 25179M103 8,718 95,000 SH DEFINED 0 95,000
DOMINOS PIZZA INC COM 25754A201 361 19,600 SH DEFINED 0 19,600
DRESSER-RAND GROUP INC COM 261608103 2,306 43,000 SH DEFINED 0 43,000
DRIL-QUIP INC COM 262037104 1,636 20,700 SH DEFINED 0 20,700
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 10,165 10,000,000 PRN DEFINED 0 10,000,000
ENCANA CORP COM 292505104 487 14,100 SH DEFINED 0 14,100
ENDOLOGIX INC COM 29266S106 254 37,400 SH DEFINED 0 37,400
EQT CORP COM 26884L109 321 6,431 SH DEFINED 0 6,431
EXAMWORKS GROUP INC COM 30066A105 280 12,600 SH DEFINED 0 12,600
EXCO RESOURCES INC COM 269279402 440 21,300 SH DEFINED 0 21,300
EXPRESS SCRIPTS INC COM 302182100 306 5,500 SH DEFINED 0 5,500
EXTERRAN HLDGS INC NOTE 4.250%6/1 30225XAA1 9,348 7,500,000 PRN DEFINED 0 7,500,000
EXXON MOBIL CORP COM 30231G102 13,700 162,840 SH DEFINED 0 162,840
FORTUNE BRANDS INC COM 349631101 334 5,400 SH DEFINED 0 5,400
FRONTIER OIL CORP COM 35914P105 2,932 100,000 SH PUT DEFINED 0 100,000
FRONTIER OIL CORP COM 35914P105 3,606 123,000 SH DEFINED 0 123,000
FX ENERGY INC COM 302695101 3,523 421,428 SH DEFINED 0 421,428
GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 3,178 4,000,000 PRN DEFINED 0 4,000,000
GOODYEAR TIRE & RUBR CO COM 382550101 13,467 899,000 SH DEFINED 0 899,000
GRAN TIERRA ENERGY INC COM 38500T101 1,007 125,000 SH DEFINED 0 125,000
HALLIBURTON CO COM 406216101 25,620 514,040 SH DEFINED 0 514,040
HANSEN NAT CORP COM 411310105 283 4,700 SH DEFINED 0 4,700
HARLEY DAVIDSON INC COM 412822108 272 6,400 SH DEFINED 0 6,400
HEALTHSPRING INC COM 42224N101 273 7,300 SH DEFINED 0 7,300
HELMERICH & PAYNE INC COM 423452101 2,074 30,200 SH DEFINED 0 30,200
HESS CORP COM 42809H107 13,761 161,500 SH DEFINED 0 161,500
HOME DEPOT INC COM 437076102 434 11,700 SH DEFINED 0 11,700
HOSPIRA INC COM 441060100 204 3,700 SH CALL DEFINED 0 3,700
HOSPIRA INC COM 441060100 248 4,500 SH CALL DEFINED 0 4,500
HOSPIRA INC COM 441060100 403 7,300 SH DEFINED 0 7,300
ICON PUB LTD CO SPONSORED ADR 45103T107 503 23,300 SH DEFINED 0 23,300
IESI BFC LTD COM 44951D108 297 11,700 SH DEFINED 0 11,700
INSPIRE PHARMACEUTICALS INC COM 457733103 174 44,000 SH DEFINED 0 44,000
INTEROIL CORP NOTE 2.750%11/1 460951AC0 5,229 5,000,000 PRN DEFINED 0 5,000,000
ISHARES TR NYSE 100INX FD 464287135 8,585 102,000 SH PUT DEFINED 0 102,000
JAZZ PHARMACEUTICALS INC COM 472147107 465 14,600 SH DEFINED 0 14,600
JAZZ PHARMACEUTICALS INC COM 472147107 223 7,000 SH DEFINED 0 7,000
JOY GLOBAL INC COM 481165108 257 2,600 SH DEFINED 0 2,600
LDK SOLAR CO LTD NOTE 4.750% 4/1 50183LAB3 2,044 2,000,000 PRN DEFINED 0 2,000,000
LIFE TECHNOLOGIES CORP COM 53217V109 503 9,600 SH CALL DEFINED 0 9,600
LIFE TECHNOLOGIES CORP COM 53217V109 267 5,100 SH DEFINED 0 5,100
LIFE TECHNOLOGIES CORP COM 53217V109 372 7,100 SH DEFINED 0 7,100
LUFKIN INDS INC COM 549764108 1,589 17,000 SH DEFINED 0 17,000
MARATHON OIL CORP COM 565849106 261 4,900 SH DEFINED 0 4,900
MARKET VECTORS ETF TR COAL ETF 57060U837 2,536 50,000 SH CALL DEFINED 0 50,000
MASCO CORP COM 574599106 2,954 212,200 SH DEFINED 0 212,200
MASCO CORP COM 574599106 188 13,500 SH DEFINED 0 13,500
MASIMO CORP COM 574795100 573 17,300 SH DEFINED 0 17,300
MASIMO CORP COM 574795100 285 8,600 SH DEFINED 0 8,600
MEDQUIST HLDGS INC COM 58506K102 169 16,200 SH DEFINED 0 16,200
MICRON TECHNOLOGY INC COM 595112103 692 60,300 SH CALL DEFINED 0 60,300
MICRON TECHNOLOGY INC COM 595112103 11,822 1,030,700 SH DEFINED 0 1,030,700
MICRON TECHNOLOGY INC COM 595112103 132 11,500 SH DEFINED 0 11,500
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 232 9,200 SH DEFINED 0 9,200
NEWFIELD EXPL CO COM 651290108 3,046 40,076 SH DEFINED 0 40,076
NEWPARK RES INC NOTE 4.00%10/0 651718AC2 2,125 2,000,000 PRN DEFINED 0 2,000,000
NOBLE ENERGY INC COM 655044105 22,237 230,076 SH DEFINED 0 230,076
NORTHERN OIL & GAS INC NEV COM 665531109 4,269 159,900 SH DEFINED 0 159,900
OCCIDENTAL PETE CORP DEL COM 674599105 13,813 132,197 SH DEFINED 0 132,197
OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 82,180 500,000 SH CALL DEFINED 0 500,000
OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 5,917 36,000 SH PUT DEFINED 0 36,000
ONYX PHARMACEUTICALS INC COM 683399109 260 7,400 SH DEFINED 0 7,400
ONYX PHARMACEUTICALS INC COM 683399109 204 5,800 SH DEFINED 0 5,800
OPENTABLE INC COM 68372A104 213 2,000 SH DEFINED 0 2,000
PEABODY ENERGY CORP COM 704549104 720 10,000 SH CALL DEFINED 0 10,000
PEABODY ENERGY CORP COM 704549104 1,799 25,000 SH DEFINED 0 25,000
PETROHAWK ENERGY CORP COM 716495106 4,785 195,000 SH CALL DEFINED 0 195,000
PETROHAWK ENERGY CORP COM 716495106 10,250 417,669 SH DEFINED 0 417,669
PETROQUEST ENERGY INC COM 716748108 180 19,182 SH DEFINED 0 19,182
PFIZER INC COM 717081103 745 36,700 SH CALL DEFINED 0 36,700
PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 3,552 2,000,000 PRN DEFINED 0 2,000,000
PIONEER NAT RES CO COM 723787107 15,877 155,779 SH DEFINED 0 155,779
PRIDE INTL INC DEL COM 74153Q102 6,028 140,350 SH DEFINED 0 140,350
QEP RES INC COM 74733V100 773 19,072 SH DEFINED 0 19,072
QUESTAR CORP COM 748356102 445 25,500 SH DEFINED 0 25,500
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 334 23,200 SH DEFINED 0 23,200
REX ENERGY CORPORATION COM 761565100 304 26,134 SH DEFINED 0 26,134
ROSS STORES INC COM 778296103 377 5,300 SH DEFINED 0 5,300
ROWAN COS INC COM 779382100 3,534 80,000 SH DEFINED 0 80,000
ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 45 50,000 PRN DEFINED 0 50,000
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 459 6,300 SH DEFINED 0 6,300
SALIX PHARMACEUTICALS INC COM 795435106 950 27,107 SH DEFINED 0 27,107
SANDRIDGE ENERGY INC COM 80007P307 879 68,673 SH DEFINED 0 68,673
SCHLUMBERGER LTD COM 806857108 4,197 45,000 SH DEFINED 0 45,000
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 197,621 2,478,000 SH CALL DEFINED 0 2,478,000
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 30,863 387,000 SH PUT DEFINED 0 387,000
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 11,715 300,000 SH PUT DEFINED 0 300,000
SHERWIN WILLIAMS CO COM 824348106 412 4,900 SH DEFINED 0 4,900
SOUTHWESTERN ENERGY CO COM 845467109 3,223 75,000 SH CALL DEFINED 0 75,000
SOUTHWESTERN ENERGY CO COM 845467109 13,407 312,000 SH DEFINED 0 312,000
SPANSION INC COM CL A NEW 84649R200 10,883 582,904 SH DEFINED 0 582,904
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 7,086 110,000 SH PUT DEFINED 0 110,000
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 3,221 50,000 SH PUT DEFINED 0 50,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 22,540 170,000 SH CALL DEFINED 0 170,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 199,442 1,504,200 SH PUT DEFINED 0 1,504,200
STATOIL ASA SPONSORED ADR 85771P102 456 16,500 SH DEFINED 0 16,500
STONE ENERGY CORP COM 861642106 901 27,010 SH DEFINED 0 27,010
STONERIDGE INC COM 86183P102 190 13,000 SH DEFINED 0 13,000
SUNOCO INC COM 86764P109 7,933 174,000 SH DEFINED 0 174,000
TALISMAN ENERGY INC COM 87425E103 12,867 521,000 SH DEFINED 0 521,000
TALISMAN ENERGY INC COM 87425E103 462 18,700 SH DEFINED 0 18,700
TEMPLE INLAND INC COM 879868107 9,587 409,706 SH DEFINED 0 409,706
TEMPLE INLAND INC COM 879868107 239 10,200 SH DEFINED 0 10,200
TITAN INTL INC ILL COM 88830M102 224 8,400 SH DEFINED 0 8,400
TOREADOR RES CORP COM 891050106 356 33,000 SH DEFINED 0 33,000
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 5,424 5,500,000 PRN DEFINED 0 5,500,000
TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 7,005 7,000,000 PRN DEFINED 0 7,000,000
ULTRA PETROLEUM CORP COM 903914109 488 9,900 SH DEFINED 0 9,900
UNITED STATES NATL GAS FUND UNIT NEW 912318110 6,900 600,000 SH CALL DEFINED 0 600,000
UNITED STATES OIL FUND LP UNITS 91232N108 5,538 130,000 SH CALL DEFINED 0 130,000
UNITED STATES OIL FUND LP UNITS 91232N108 25,628 601,600 SH PUT DEFINED 0 601,600
VENOCO INC COM 92275P307 302 17,648 SH DEFINED 0 17,648
VERSO PAPER CORP COM 92531L108 7,340 1,372,008 SH DEFINED 0 1,372,008
WATERS CORP COM 941848103 356 4,100 SH DEFINED 0 4,100
WELLPOINT INC COM 94973V107 761 10,900 SH DEFINED 0 10,900
WHOLE FOODS MKT INC COM 966837106 264 4,000 SH DEFINED 0 4,000
WILLIAMS CLAYTON ENERGY INC COM 969490101 349 3,306 SH DEFINED 0 3,306
YM BIOSCIENCES INC COM 984238105 97 36,700 SH DEFINED 0 36,700