Lombard Odier Asset Management

Lombard Odier Asset Management as of March 31, 2011

Portfolio Holdings for Lombard Odier Asset Management

Lombard Odier Asset Management holds 135 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Energy Select Sector SPDR (XLE) 20.5 $229M 2.9M 79.75
Spdr S&p 500 Etf (SPY) 19.9 $222M 1.7M 132.59
Oil Service HOLDRs 7.9 $88M 536k 164.36
Anadarko Petroleum Corporation 3.6 $40M 487k 81.92
United States Oil Fund 2.8 $31M 732k 42.60
CVR Energy (CVI) 2.5 $27M 1.2M 23.16
Apache Corporation 2.4 $26M 200k 130.92
Halliburton Company (HAL) 2.3 $26M 514k 49.84
Noble Energy 2.0 $22M 230k 96.65
Southwestern Energy Company (SWN) 1.5 $17M 387k 42.97
Pioneer Natural Resources (PXD) 1.4 $16M 156k 101.92
Petrohawk Energy Corporation 1.4 $15M 613k 24.54
Hess (HES) 1.2 $14M 162k 85.21
Occidental Petroleum Corporation (OXY) 1.2 $14M 132k 104.49
Exxon Mobil Corporation (XOM) 1.2 $14M 163k 84.13
Goodyear Tire & Rubber Company (GT) 1.2 $14M 899k 14.98
Talisman Energy Inc Com Stk 1.2 $13M 540k 24.70
Micron Technology (MU) 1.1 $13M 1.1M 11.48
BP (BP) 1.1 $12M 265k 44.14
Consumer Discretionary SPDR (XLY) 1.1 $12M 300k 39.05
Spansion 1.0 $11M 583k 18.67
SPDR S&P Oil & Gas Explore & Prod. 0.9 $10M 160k 64.42
Dryships Inc. note 5.000%12/0 0.9 $10M 10M 1.02
Temple-Inland 0.9 $9.8M 420k 23.40
Exterran Hldgs Inc note 4.250% 6/1 0.8 $9.4M 7.5M 1.25
Cimarex Energy 0.8 $9.1M 79k 115.20
Devon Energy Corporation (DVN) 0.8 $8.7M 95k 91.77
iShares NYSE 100 Index 0.8 $8.6M 102k 84.17
Belo 0.7 $8.2M 928k 8.81
Suno 0.7 $7.9M 174k 45.59
Cabot Oil & Gas Corporation (CTRA) 0.7 $7.8M 147k 53.00
Verso Paper 0.7 $7.3M 1.4M 5.35
Transocean Inc note 1.500%12/1 0.6 $7.0M 7.0M 1.00
Bon-Ton Stores (BONTQ) 0.6 $7.1M 456k 15.50
Us Natural Gas Fd Etf 0.6 $6.9M 600k 11.50
Frontier Oil Corporation 0.6 $6.5M 223k 29.32
Pride International 0.5 $6.0M 140k 42.95
Transocean Inc note 1.500%12/1 0.5 $5.4M 5.5M 0.99
Interoil Corp note 2.750%11/1 0.5 $5.3M 5.0M 1.05
Cameron International Corporation 0.4 $4.4M 77k 57.09
Brigham Exploration Company 0.4 $4.3M 116k 37.18
Schlumberger (SLB) 0.4 $4.2M 45k 93.27
Northern Oil & Gas 0.4 $4.3M 160k 26.70
Pioneer Nat Res Co note 2.875% 1/1 0.3 $3.6M 2.0M 1.78
Rowan Companies 0.3 $3.5M 80k 44.18
FX Energy 0.3 $3.5M 421k 8.36
Global Inds Ltd dbcv 2.750% 8/0 0.3 $3.2M 4.0M 0.79
Masco Corporation (MAS) 0.3 $3.1M 226k 13.92
Newfield Exploration 0.3 $3.0M 40k 76.01
Peabody Energy Corporation 0.2 $2.5M 35k 72.00
Chesapeake Energy Corporation 0.2 $2.5M 75k 33.52
Market Vectors-Coal ETF 0.2 $2.5M 50k 50.72
Atwood Oceanics 0.2 $2.3M 50k 46.44
Dresser-Rand 0.2 $2.3M 43k 53.63
Abbott Laboratories (ABT) 0.2 $2.1M 42k 49.06
Helmerich & Payne (HP) 0.2 $2.1M 30k 68.68
Newpark Res Inc note 4.000%10/0 0.2 $2.1M 2.0M 1.06
Ldk Solar Co Ltd note 4.750% 4/1 0.2 $2.0M 2.0M 1.02
Contango Oil & Gas Company 0.2 $1.8M 29k 63.25
BPZ Resources 0.2 $1.7M 330k 5.30
Dril-Quip (DRQ) 0.1 $1.6M 21k 79.03
Lufkin Industries 0.1 $1.6M 17k 93.47
Alpha Natural Resources 0.1 $1.2M 20k 59.35
Life Technologies 0.1 $1.1M 22k 52.40
Baxter International (BAX) 0.1 $962k 18k 53.74
CIGNA Corporation 0.1 $956k 22k 44.25
Salix Pharmaceuticals 0.1 $950k 27k 35.05
Gran Tierra Energy 0.1 $1.0M 125k 8.06
Hospira 0.1 $855k 16k 55.14
American Medical Systems Holdings 0.1 $868k 40k 21.64
SandRidge Energy 0.1 $879k 69k 12.80
CARBO Ceramics 0.1 $861k 6.1k 141.15
Stone Energy Corporation 0.1 $901k 27k 33.36
Masimo Corporation (MASI) 0.1 $858k 26k 33.12
Pfizer (PFE) 0.1 $745k 37k 20.30
WellPoint 0.1 $761k 11k 69.82
QEP Resources 0.1 $773k 19k 40.53
Arch Coal 0.1 $721k 20k 36.05
Allergan 0.1 $660k 9.3k 70.97
Jazz Pharmaceuticals 0.1 $688k 22k 31.85
CONSOL Energy 0.1 $536k 10k 53.60
Bruker Corporation (BRKR) 0.1 $601k 29k 20.88
Icon 0.1 $503k 23k 21.59
EXCO Resources 0.0 $440k 21k 20.66
Home Depot (HD) 0.0 $434k 12k 37.09
Auxilium Pharmaceuticals 0.0 $434k 20k 21.49
Sherwin-Williams Company (SHW) 0.0 $412k 4.9k 84.08
Ultra Petroleum 0.0 $488k 9.9k 49.29
Royal Dutch Shell 0.0 $459k 6.3k 72.86
Encana Corp 0.0 $487k 14k 34.54
Statoil ASA 0.0 $456k 17k 27.64
Onyx Pharmaceuticals 0.0 $464k 13k 35.14
Questar Corporation 0.0 $445k 26k 17.45
Costco Wholesale Corporation (COST) 0.0 $345k 4.7k 73.40
CSX Corporation (CSX) 0.0 $283k 3.6k 78.61
Bristol Myers Squibb (BMY) 0.0 $291k 11k 26.45
Ross Stores (ROST) 0.0 $377k 5.3k 71.13
Waters Corporation (WAT) 0.0 $356k 4.1k 86.83
Apple (AAPL) 0.0 $279k 800.00 348.75
Fortune Brands 0.0 $334k 5.4k 61.85
Hansen Natural Corporation 0.0 $283k 4.7k 60.21
Domino's Pizza (DPZ) 0.0 $361k 20k 18.42
Express Scripts 0.0 $306k 5.5k 55.64
Baidu (BIDU) 0.0 $289k 2.1k 137.62
Questcor Pharmaceuticals 0.0 $334k 23k 14.40
Rex Energy Corporation 0.0 $304k 26k 11.63
Bill Barrett Corporation 0.0 $311k 7.8k 39.91
Bio-Rad Laboratories (BIO) 0.0 $288k 2.4k 120.00
Berry Petroleum Company 0.0 $319k 6.3k 50.47
Clayton Williams Energy 0.0 $349k 3.3k 105.57
Abb (ABBNY) 0.0 $360k 15k 24.16
Denbury Resources 0.0 $314k 13k 24.39
Brookdale Senior Living (BKD) 0.0 $308k 11k 28.00
Veno 0.0 $302k 18k 17.11
Abraxas Petroleum 0.0 $346k 59k 5.84
Toreador Resources Corporation 0.0 $356k 33k 10.79
Approach Resources 0.0 $336k 10k 33.61
EQT Corporation (EQT) 0.0 $321k 6.4k 49.91
Iesi Bfc 0.0 $297k 12k 25.38
Examworks 0.0 $280k 13k 22.22
Joy Global 0.0 $257k 2.6k 98.85
Harley-Davidson (HOG) 0.0 $272k 6.4k 42.50
Whole Foods Market 0.0 $264k 4.0k 66.00
Marathon Oil Corporation (MRO) 0.0 $261k 4.9k 53.27
Titan International (TWI) 0.0 $224k 8.4k 26.67
Mindray Medical International 0.0 $232k 9.2k 25.22
HealthSpring 0.0 $273k 7.3k 37.40
PetroQuest Energy 0.0 $180k 19k 9.38
Stoneridge (SRI) 0.0 $190k 13k 14.62
Inspire Pharmaceuticals 0.0 $174k 44k 3.95
OpenTable 0.0 $213k 2.0k 106.50
Endologix 0.0 $254k 37k 6.79
Medquist Hldgs 0.0 $169k 16k 10.43
Ym Biosciences 0.0 $97k 37k 2.64
Royal Bk Scotland Group Plc spon adr ser h 0.0 $45k 50k 0.90