Lombard Odier Asset Management

Lombard Odier Asset Management as of Sept. 30, 2011

Portfolio Holdings for Lombard Odier Asset Management

Lombard Odier Asset Management holds 106 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Energy Select Sector SPDR (XLE) 12.8 $54M 930k 58.51
Oil Service HOLDRs 12.2 $52M 500k 103.11
Anadarko Petroleum Corporation 7.2 $30M 482k 63.06
SPDR S&P Oil & Gas Explore & Prod. 7.0 $30M 690k 42.86
iShares S&P Global Energy Sector (IXC) 5.9 $25M 750k 33.18
Apache Corporation 5.0 $21M 263k 80.23
Hess (HES) 3.1 $13M 250k 52.46
Noble Energy 2.9 $12M 174k 70.80
Occidental Petroleum Corporation (OXY) 2.8 $12M 165k 71.50
Pioneer Natural Resources (PXD) 2.7 $11M 173k 65.78
Devon Energy Corporation (DVN) 2.4 $10M 184k 55.44
SPDR Barclays Capital 1-3 Month T- 2.2 $9.2M 215k 42.86
Suncoke Energy (SXC) 2.1 $8.8M 800k 11.00
Chesapeake Energy Corporation 1.9 $8.3M 324k 25.55
Consumer Discretionary SPDR (XLY) 1.9 $7.8M 225k 34.86
Southwestern Energy Company (SWN) 1.8 $7.7M 232k 33.34
Halliburton Company (HAL) 1.8 $7.5M 245k 30.53
BP (BP) 1.4 $6.1M 169k 36.08
Lufkin Industries 1.4 $6.1M 115k 53.21
Spdr S&p 500 Etf (SPY) 1.3 $5.7M 50k 113.16
Schlumberger (SLB) 1.3 $5.4M 90k 59.80
Cameron International Corporation 1.0 $4.2M 102k 41.54
Hldgs (UAL) 0.9 $3.9M 199k 19.38
Brigham Exploration Company 0.9 $3.7M 148k 25.27
Whiting Petroleum Corporation 0.8 $3.4M 97k 35.10
CONSOL Energy 0.8 $3.4M 100k 33.93
SM Energy (SM) 0.8 $3.2M 53k 60.65
Range Resources (RRC) 0.6 $2.6M 45k 58.47
Visteon Corporation (VC) 0.6 $2.6M 60k 43.00
Lear Corporation (LEA) 0.6 $2.6M 60k 42.90
FX Energy 0.5 $2.3M 548k 4.13
PowerShares DB US Dollar Index Bullish 0.5 $2.2M 100k 22.31
Chevron Corporation (CVX) 0.4 $1.9M 20k 92.60
Contango Oil & Gas Company 0.4 $1.8M 33k 54.71
iShares FTSE/Xinhua China 25 Index (FXI) 0.4 $1.8M 50k 35.10
Total (TTE) 0.4 $1.8M 40k 43.88
Cimarex Energy 0.4 $1.6M 30k 55.69
Newfield Exploration 0.4 $1.6M 40k 39.69
Atwood Oceanics 0.4 $1.6M 47k 34.36
SandRidge Energy 0.3 $1.4M 258k 5.56
Helmerich & Payne (HP) 0.3 $1.4M 34k 40.61
Comstock Resources 0.3 $1.1M 74k 15.47
EOG Resources (EOG) 0.2 $1.1M 15k 71.00
Hollyfrontier Corp 0.2 $1.0M 39k 26.22
Alpha Natural Resources 0.2 $966k 55k 17.70
Us Natural Gas Fd Etf 0.2 $901k 100k 9.01
Dril-Quip (DRQ) 0.2 $846k 16k 53.89
Continental Resources 0.2 $780k 16k 48.38
Canadian Natural Resources (CNQ) 0.2 $764k 25k 30.78
Nexen 0.2 $748k 46k 16.31
Resolute Energy 0.2 $781k 69k 11.36
Energen Corporation 0.2 $760k 19k 40.87
EXCO Resources 0.2 $725k 68k 10.73
Ultra Petroleum 0.2 $714k 26k 27.71
Quicksilver Resources 0.2 $703k 93k 7.58
Denbury Resources 0.2 $700k 61k 11.51
Approach Resources 0.2 $704k 41k 16.99
Transocean Inc note 1.500%12/1 0.2 $699k 7.0k 99.86
Petroleum Development Corporation 0.2 $669k 35k 19.40
Plains Exploration & Production Company 0.2 $683k 30k 22.70
Life Technologies 0.2 $680k 18k 38.42
Carrizo Oil & Gas 0.2 $663k 31k 21.55
Toreador Resources Corporation 0.2 $660k 215k 3.07
QEP Resources 0.2 $698k 26k 27.07
Transocean Inc note 1.500%12/1 0.1 $635k 6.5k 97.69
Yum! Brands (YUM) 0.1 $617k 13k 49.36
W&T Offshore (WTI) 0.1 $637k 46k 13.75
Berry Petroleum Company 0.1 $655k 19k 35.36
Pioneer Nat Res Co note 2.875% 1/1 0.1 $583k 5.0k 116.60
Green Mountain Coffee Roasters 0.1 $576k 6.2k 92.90
Stone Energy Corporation 0.1 $588k 36k 16.22
Dresser-Rand 0.1 $608k 15k 40.53
Gran Tierra Energy 0.1 $572k 115k 4.97
Dollar General (DG) 0.1 $476k 13k 37.78
Ross Stores (ROST) 0.1 $441k 5.6k 78.75
Herbalife Ltd Com Stk (HLF) 0.1 $440k 8.2k 53.66
Nordstrom (JWN) 0.1 $402k 8.8k 45.68
ATP Oil & Gas Corporation 0.1 $386k 50k 7.72
O'reilly Automotive (ORLY) 0.1 $366k 5.5k 66.55
Dryships Inc. note 5.000%12/0 0.1 $330k 5.0k 66.00
Costco Wholesale Corporation (COST) 0.1 $353k 4.3k 82.09
Coach 0.1 $327k 6.3k 51.90
Sherwin-Williams Company (SHW) 0.1 $342k 4.6k 74.35
Mead Johnson Nutrition 0.1 $351k 5.1k 68.82
Deckers Outdoor Corporation (DECK) 0.1 $326k 3.5k 93.14
Dick's Sporting Goods (DKS) 0.1 $291k 8.7k 33.45
James River Coal 4.5% 2015 conv 0.1 $298k 3.5k 85.14
Exterran Hldgs Inc note 4.250% 6/1 0.1 $234k 2.5k 93.60
Tiffany & Co. 0.1 $274k 4.5k 60.89
Whole Foods Market 0.1 $255k 3.9k 65.38
Transglobe Energy Corp 0.1 $253k 30k 8.43
Global Inds Ltd dbcv 2.750% 8/0 0.1 $195k 2.0k 97.50
Domino's Pizza (DPZ) 0.1 $204k 7.5k 27.20
Blue Nile 0.1 $198k 5.6k 35.36
Callon Pete Co Del Com Stk 0.1 $194k 50k 3.88
Interoil Corp note 2.750%11/1 0.1 $215k 2.5k 86.00
Walter Energy 0.0 $180k 3.0k 60.00
Cheesecake Factory Incorporated (CAKE) 0.0 $153k 6.2k 24.68
Baxter International (BAX) 0.0 $107k 1.9k 56.32
PAREXEL International Corporation 0.0 $106k 5.6k 18.93
Macy's (M) 0.0 $129k 4.9k 26.33
Visa (V) 0.0 $137k 1.6k 85.62
Masco Corporation (MAS) 0.0 $77k 11k 7.13
NPS Pharmaceuticals 0.0 $65k 10k 6.50
Ym Biosciences 0.0 $47k 25k 1.88
SPDR Gold Trust (GLD) 0.0 $16k 60k 0.27