Lombard Odier Asset Management

Lombard Odier Asset Management as of March 31, 2012

Portfolio Holdings for Lombard Odier Asset Management

Lombard Odier Asset Management holds 77 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 8.1 $28M 200k 140.81
Exxon Mobil Corporation (XOM) 7.5 $26M 300k 86.73
Anadarko Petroleum Corporation 5.6 $19M 248k 78.34
Financial Select Sector SPDR (XLF) 5.2 $18M 250k 71.75
Occidental Petroleum Corporation (OXY) 4.8 $17M 174k 95.23
Halliburton Company (HAL) 3.9 $13M 405k 33.19
Noble Energy 3.4 $12M 121k 97.78
Hess (HES) 3.4 $12M 199k 58.95
Nortek 3.1 $11M 249k 43.99
Chevron Corporation (CVX) 3.1 $11M 100k 107.21
SM Energy (SM) 3.1 $11M 150k 70.77
Schlumberger (SLB) 3.0 $10M 149k 69.93
Pioneer Nat Res Co note 2.875% 1/1 2.8 $9.7M 5.0k 1933.60
Pioneer Natural Resources (PXD) 2.6 $8.9M 80k 111.59
Bon-Ton Stores (BONTQ) 2.4 $8.1M 881k 9.25
Southwestern Energy Company (SWN) 2.2 $7.5M 245k 30.60
Devon Energy Corporation (DVN) 2.1 $7.2M 101k 71.12
El Paso Corporation 2.0 $7.0M 238k 29.55
Transocean Inc note 1.500%12/1 2.0 $7.0M 7.0k 999.43
SPDR S&P Oil & Gas Explore & Prod. 1.9 $6.5M 114k 56.91
Cabot Oil & Gas Corporation (CTRA) 1.9 $6.4M 206k 31.17
Suncoke Energy (SXC) 1.9 $6.4M 452k 14.21
Apache Corporation 1.7 $5.8M 58k 100.44
Talisman Energy Inc Com Stk 1.6 $5.4M 432k 12.54
Howard Hughes 1.5 $5.1M 79k 63.87
Helmerich & Payne (HP) 1.2 $4.2M 78k 53.95
Marathon Oil Corporation (MRO) 1.1 $4.0M 125k 31.69
Gran Tierra Energy 1.1 $3.8M 601k 6.28
Whiting Petroleum Corporation 1.1 $3.7M 68k 54.29
Spdr S&p 500 Etf Tr tr unit 1.1 $3.7M 736k 4.98
Hldgs (UAL) 0.9 $3.0M 142k 21.50
Delta Air Lines (DAL) 0.9 $3.0M 305k 9.91
FX Energy 0.8 $2.9M 528k 5.44
Plains Exploration & Production Company 0.8 $2.7M 64k 42.64
Masco Corporation (MAS) 0.7 $2.2M 168k 13.37
PowerShares DB US Dollar Index Bullish 0.6 $2.2M 100k 21.91
Atwood Oceanics 0.6 $2.1M 47k 44.89
CONSOL Energy 0.6 $2.0M 60k 34.10
EQT Corporation (EQT) 0.5 $1.9M 39k 48.21
Dryships Inc. note 5.000%12/0 0.5 $1.7M 2.0k 864.00
Lennar Corporation (LEN) 0.5 $1.7M 63k 27.17
Contango Oil & Gas Company 0.5 $1.7M 29k 58.89
Titan International (TWI) 0.5 $1.7M 71k 23.65
Cimarex Energy 0.4 $1.5M 20k 75.45
James River Coal 4.5% 2015 conv 0.4 $1.5M 2.5k 581.20
Union Pacific Corporation (UNP) 0.4 $1.4M 13k 107.50
Callon Pete Co Del Com Stk 0.3 $1.1M 175k 6.29
St Mary Ld & Expl Co note 3.500% 4/0 0.3 $1.1M 800.00 1318.75
Valero Energy Corporation (VLO) 0.3 $1.0M 40k 25.78
Resolute Energy 0.2 $863k 76k 11.38
Energen Corporation 0.2 $783k 16k 49.15
Sanchez Energy Corp C ommon stocks 0.2 $802k 36k 22.45
Ultra Petroleum 0.2 $776k 34k 22.64
Bill Barrett Corporation 0.2 $763k 29k 25.99
Berry Petroleum Company 0.2 $753k 16k 47.15
Nexen 0.2 $764k 42k 18.28
Denbury Resources 0.2 $780k 43k 18.24
Clean Harbors (CLH) 0.2 $573k 8.5k 67.34
Kodiak Oil & Gas 0.1 $501k 50k 9.97
Clayton Williams Energy 0.1 $451k 5.7k 79.40
QEP Resources 0.1 $435k 14k 30.49
Range Resources (RRC) 0.1 $431k 7.4k 58.16
Advantage Oil & Gas 0.1 $420k 125k 3.35
Calpine Corporation 0.1 $396k 23k 17.22
Swift Energy Company 0.1 $372k 13k 29.01
Woodward Governor Company (WWD) 0.1 $333k 7.8k 42.80
ITC Holdings 0.1 $308k 4.0k 77.00
Exide Technologies 0.1 $293k 94k 3.13
Westport Innovations 0.1 $294k 7.2k 40.95
Maxwell Technologies 0.1 $198k 11k 18.33
Fuel Systems Solutions 0.1 $196k 7.5k 26.13
MasTec (MTZ) 0.1 $200k 11k 18.05
FuelCell Energy 0.1 $201k 128k 1.57
Fairpoint Communications 0.1 $194k 52k 3.76
Cree 0.1 $180k 5.7k 31.67
Power-One 0.1 $160k 35k 4.54
Elster Group SE 0.0 $138k 8.7k 15.86