Ionic Capital Management

Ionic Capital Management as of Sept. 30, 2011

Portfolio Holdings for Ionic Capital Management

Ionic Capital Management holds 282 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
Market Vectors Gold Miners ETF 4.7 $274M 5.0M 55.19
Spdr S&p 500 Etf (SPY) 4.3 $249M 2.2M 113.15
iShares FTSE/Xinhua China 25 Index (FXI) 3.6 $207M 6.7M 30.83
SPDR Gold Trust (GLD) 3.3 $194M 1.2M 158.06
Starbucks Corporation (SBUX) 3.0 $175M 4.7M 37.29
Chipotle Mexican Grill (CMG) 2.7 $155M 513k 302.95
Green Mountain Coffee Roasters 1.7 $99M 1.1M 92.94
Apple (AAPL) 1.7 $97M 253k 381.30
Herbalife Ltd Com Stk (HLF) 1.5 $89M 1.7M 53.60
Fastenal Company (FAST) 1.5 $89M 2.7M 33.28
Halliburton Company (HAL) 1.5 $88M 2.9M 30.52
Us Natural Gas Fd Etf 1.5 $86M 9.5M 9.00
Exxon Mobil Corporation (XOM) 1.4 $82M 1.1M 72.63
Amazon (AMZN) 1.4 $81M 374k 216.18
Intel Corporation (INTC) 1.3 $77M 3.6M 21.34
Dell 1.3 $76M 5.4M 14.13
Buckle (BKE) 1.2 $72M 1.9M 38.47
Hansen Natural Corporation 1.2 $72M 825k 87.29
Lululemon Athletica (LULU) 1.2 $71M 1.5M 48.69
Coach 1.2 $70M 1.3M 51.83
Abercrombie & Fitch (ANF) 1.2 $67M 1.1M 61.56
TransDigm Group Incorporated (TDG) 1.1 $63M 770k 81.67
Microsoft Corporation (MSFT) 1.1 $61M 2.5M 24.89
Cisco Systems (CSCO) 1.1 $61M 3.9M 15.50
Intuitive Surgical (ISRG) 1.0 $60M 164k 364.28
International Business Machines (IBM) 1.0 $59M 339k 174.87
Virgin Media Inc note 6.500%11/1 0.9 $53M 35M 1.51
Freeport-McMoRan Copper & Gold (FCX) 0.9 $52M 1.7M 30.45
Alexion Pharmaceuticals 0.9 $51M 798k 64.06
Caterpillar (CAT) 0.8 $49M 666k 73.84
priceline.com Incorporated 0.8 $47M 104k 449.46
Altera Corporation 0.8 $46M 1.4M 31.53
Textron Inc note 4.500% 5/0 0.7 $43M 28M 1.52
Monsanto Company 0.7 $42M 694k 60.04
Xilinx 0.7 $42M 1.5M 27.44
iShares MSCI Brazil Index (EWZ) 0.7 $42M 804k 52.01
SPDR S&P Homebuilders (XHB) 0.7 $42M 3.2M 13.29
ARM Holdings 0.7 $40M 1.5M 25.50
Virgin Media 0.7 $40M 1.6M 24.35
iShares MSCI Emerging Markets Indx (EEM) 0.7 $39M 1.1M 35.10
MasterCard Incorporated (MA) 0.7 $38M 120k 317.16
Hess (HES) 0.6 $36M 680k 52.46
Tiffany & Co. 0.6 $35M 577k 60.82
Vulcan Materials Company (VMC) 0.6 $34M 1.2M 27.56
Borgwarner Inc note 3.500% 4/1 0.6 $34M 18M 1.85
JPMorgan Chase & Co. (JPM) 0.6 $34M 1.1M 30.12
Rackspace Hosting 0.6 $34M 986k 34.14
Alcoa Inc debt 0.6 $33M 20M 1.64
Direxion Shs Etf Tr dly smcap bear3x 0.6 $33M 629k 52.97
Teradyne Inc note 4.500% 3/1 0.6 $32M 15M 2.12
Skyworks Solutions (SWKS) 0.6 $32M 1.8M 17.95
Ralph Lauren Corp (RL) 0.6 $32M 244k 129.70
3M Company (MMM) 0.5 $32M 439k 71.79
E M C Corp Mass note 1.750%12/0 0.5 $31M 22M 1.41
Compania de Minas Buenaventura SA (BVN) 0.5 $31M 814k 37.74
Chevron Corporation (CVX) 0.5 $31M 335k 92.59
Morgan Stanley (MS) 0.5 $30M 2.2M 13.51
Aetna 0.5 $30M 833k 36.34
United Technologies Corporation 0.5 $30M 421k 70.36
iShares FTSE/Xinhua China 25 Index (FXI) 0.5 $29M 942k 30.83
United Rentals Inc note 4.000%11/1 0.5 $29M 17M 1.68
Mylan Inc note 3.750% 9/1 0.5 $28M 19M 1.45
Coca-Cola Company (KO) 0.5 $27M 406k 67.56
WellPoint 0.5 $27M 417k 65.28
Baidu (BIDU) 0.5 $27M 253k 106.91
Dollar General (DG) 0.5 $26M 699k 37.76
E M C Corp Mass note 1.750%12/0 0.5 $26M 20M 1.31
Holdings Inc Note 5.25 0.5 $26M 20M 1.30
Netapp Inc note 1.750% 6/0 0.4 $26M 21M 1.22
BP (BP) 0.4 $25M 692k 36.07
Walgreen Company 0.4 $25M 750k 32.89
Netflix (NFLX) 0.4 $24M 211k 113.27
Bank of America Corporation (BAC) 0.4 $23M 3.8M 6.12
iShares MSCI Brazil Index (EWZ) 0.4 $23M 446k 52.01
Boeing Company (BA) 0.4 $23M 374k 60.51
Advanced Micro Devices (AMD) 0.4 $23M 4.5M 5.08
NetLogic Microsystems 0.4 $23M 472k 48.12
iShares MSCI Emerging Markets Indx (EEM) 0.4 $22M 620k 35.10
Pfizer (PFE) 0.4 $22M 1.3M 17.68
Polaris Industries (PII) 0.4 $22M 443k 49.97
McDonald's Corporation (MCD) 0.4 $21M 243k 87.82
General Electric Company 0.4 $21M 1.4M 15.22
Wal-Mart Stores (WMT) 0.4 $21M 404k 51.90
iShares S&P 100 Index (OEF) 0.4 $21M 408k 51.43
Cephalon Inc note 2.000% 6/0 0.4 $21M 12M 1.75
Notes 0.3 $21M 10M 2.05
Cms Energy Corp note 5.500% 6/1 0.3 $20M 14M 1.46
Under Armour (UAA) 0.3 $19M 290k 66.41
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.3 $19M 304k 62.23
Salesforce Com Inc note 0.750% 1/1 0.3 $19M 13M 1.48
Alliance Data Systems Corp note 1.750% 8/0 0.3 $17M 14M 1.27
Stryker Corporation (SYK) 0.3 $18M 372k 47.13
Ingersoll-rand Global Hldg C debt 0.3 $18M 11M 1.60
Vale Cap Ii valep 6.75%12 0.3 $17M 257k 67.40
Western Refng Inc note 5.750% 6/1 0.3 $17M 12M 1.36
Omnicare Inc note 3.750%12/1 0.3 $17M 15M 1.12
Ciena Corporation (CIEN) 0.3 $16M 1.4M 11.20
Vale Cap Ii gtd cv 6.75%12 0.3 $16M 250k 64.00
Johnson & Johnson (JNJ) 0.3 $16M 250k 63.69
Verizon Communications (VZ) 0.3 $16M 424k 36.80
Procter & Gamble Company (PG) 0.3 $16M 251k 63.18
Citigroup (C) 0.3 $16M 613k 25.62
Newmont Mining Corp note 1.250% 7/1 0.3 $15M 11M 1.46
Travelers Companies (TRV) 0.2 $15M 300k 48.73
Hewlett-Packard Company 0.2 $15M 654k 22.45
Newmont Mining Corp note 3.000% 2/1 0.2 $14M 10M 1.39
American Express Company (AXP) 0.2 $14M 305k 44.90
Cliffs Natural Resources 0.2 $14M 274k 51.17
Triumph Group Inc New note 2.625%10/0 0.2 $13M 7.5M 1.79
Cree 0.2 $14M 521k 25.98
Riverbed Technology 0.2 $14M 678k 19.96
St Mary Ld & Expl Co note 3.500% 4/0 0.2 $13M 11M 1.21
Merck & Co (MRK) 0.2 $13M 390k 32.70
Estee Lauder Companies (EL) 0.2 $13M 143k 87.84
At&t (T) 0.2 $12M 424k 28.52
Pepsi (PEP) 0.2 $12M 198k 61.90
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.2 $13M 11M 1.13
AngloGold Ashanti 0.2 $12M 280k 41.36
Technology SPDR (XLK) 0.2 $12M 498k 23.60
Annaly Cap Mgmt Inc note 4.000% 2/1 0.2 $11M 10M 1.14
TAKE-TWO INTER CONVERTIBLE security 0.2 $12M 8.5M 1.37
Supervalu 0.2 $11M 1.7M 6.66
C.H. Robinson Worldwide (CHRW) 0.2 $11M 164k 68.47
Energy Select Sector SPDR (XLE) 0.2 $11M 190k 58.51
Financial Select Sector SPDR (XLF) 0.2 $11M 946k 11.81
Oil Sts Intl Inc note 2.375% 7/0 0.2 $11M 6.7M 1.63
Career Education 0.2 $10M 800k 13.05
United Parcel Service (UPS) 0.2 $10M 162k 63.15
E.I. du Pont de Nemours & Company 0.2 $11M 263k 39.97
Vale (VALE) 0.2 $10M 441k 22.80
Home Depot (HD) 0.2 $9.6M 292k 32.87
Walt Disney Company (DIS) 0.2 $9.9M 330k 30.16
Cadence Design Systems (CDNS) 0.2 $9.2M 1.0M 9.24
Alcoa 0.2 $9.1M 954k 9.57
Suncor Energy (SU) 0.2 $9.1M 357k 25.44
Petroleo Brasileiro SA (PBR) 0.1 $8.4M 376k 22.45
Peabody Energy Corporation 0.1 $8.6M 254k 33.88
Kraft Foods 0.1 $8.7M 260k 33.58
Corning Incorporated (GLW) 0.1 $8.0M 650k 12.36
Apache Corporation 0.1 $8.0M 100k 80.24
Level 3 Communications Inc note 6.500%10/0 0.1 $8.3M 5.8M 1.42
Anadarko Petroleum Corporation 0.1 $7.4M 118k 63.04
United States Steel Corporation (X) 0.1 $7.4M 338k 22.01
M.D.C. Holdings (MDC) 0.1 $7.6M 450k 16.94
Financial Select Sector SPDR (XLF) 0.1 $7.7M 655k 11.81
Cit 0.1 $6.9M 227k 30.37
Wesco Intl Inc dbcv 6.000% 9/1 0.1 $7.1M 5.0M 1.41
salesforce (CRM) 0.1 $7.0M 61k 114.28
Resolute Energy 0.1 $6.8M 600k 11.36
Tech Data Corporation 0.1 $6.5M 150k 43.23
Yamana Gold 0.1 $6.6M 483k 13.66
SPDR S&P Homebuilders (XHB) 0.1 $6.2M 465k 13.29
Health Care SPDR (XLV) 0.1 $6.0M 189k 31.73
Health Care SPDR (XLV) 0.1 $6.0M 189k 31.73
Wells Fargo & Company (WFC) 0.1 $5.6M 232k 24.12
MetLife (MET) 0.1 $5.6M 200k 28.01
Southern Copper Corporation (SCCO) 0.1 $5.7M 228k 24.99
Technology SPDR (XLK) 0.1 $6.0M 254k 23.60
iShares Silver Trust (SLV) 0.1 $5.8M 200k 28.91
Enpro Industries Inc note 0.1 $5.6M 5.0M 1.11
Trina Solar Limited note 4.000% 7/1 0.1 $5.1M 8.4M 0.61
Omnicare 0.1 $5.1M 200k 25.43
Sprint Nextel Corporation 0.1 $5.2M 1.7M 3.04
Coinstar Inc note 4.000% 9/0 0.1 $5.0M 4.0M 1.25
Energy Select Sector SPDR (XLE) 0.1 $5.2M 90k 58.50
Brinker International (EAT) 0.1 $5.1M 242k 20.92
Consumer Discretionary SPDR (XLY) 0.1 $5.3M 153k 34.86
Ascena Retail 0.1 $5.0M 185k 27.07
National Retail Properties I note 3.950% 9/1 0.1 $5.1M 4.5M 1.13
Comcast Corporation 0.1 $4.7M 229k 20.72
Cummins (CMI) 0.1 $4.5M 55k 81.67
Ford Motor Company (F) 0.1 $4.8M 494k 9.67
ConAgra Foods (CAG) 0.1 $4.8M 200k 24.22
Energy Select Sector SPDR (XLE) 0.1 $4.7M 80k 58.51
Zions Bancorporation (ZION) 0.1 $4.9M 345k 14.08
Consumer Staples Select Sect. SPDR (XLP) 0.1 $4.5M 153k 29.66
Financial Select Sector SPDR (XLF) 0.1 $4.6M 390k 11.81
CSX Corporation (CSX) 0.1 $4.1M 218k 18.68
Kohl's Corporation (KSS) 0.1 $4.2M 87k 49.10
Union Pacific Corporation (UNP) 0.1 $3.8M 47k 81.67
Emerson Electric (EMR) 0.1 $4.3M 104k 41.30
Arch Coal 0.1 $4.2M 285k 14.58
Deere & Company (DE) 0.1 $4.0M 62k 64.57
Saks Incorporated 0.1 $4.3M 489k 8.75
Unisys Corporation (UIS) 0.1 $4.2M 266k 15.69
Norfolk Southern (NSC) 0.1 $3.3M 54k 61.01
Honeywell International (HON) 0.1 $3.7M 84k 43.91
Philip Morris International (PM) 0.1 $3.4M 55k 62.37
Leap Wireless International 0.1 $3.4M 495k 6.91
Canadian Natural Resources (CNQ) 0.1 $3.3M 114k 29.27
Chicago Bridge & Iron Company 0.1 $3.4M 117k 28.63
Novellus Systems 0.1 $3.4M 125k 27.26
Consumer Staples Select Sect. SPDR (XLP) 0.1 $3.6M 121k 29.66
Consumer Discretionary SPDR (XLY) 0.1 $3.3M 96k 34.86
Cemex Sab conv 0.1 $3.8M 8.0M 0.47
ICICI Bank (IBN) 0.1 $2.9M 84k 34.72
Berkshire Hathaway (BRK.B) 0.1 $2.7M 39k 71.02
Lockheed Martin Corporation (LMT) 0.1 $2.7M 37k 72.64
General Dynamics Corporation (GD) 0.1 $3.1M 55k 56.87
HDFC Bank (HDB) 0.1 $2.9M 101k 29.14
Teck Resources Ltd cl b (TECK) 0.1 $2.9M 100k 29.20
Zions Bancorporation *w exp 05/22/202 0.1 $3.0M 1.3M 2.40
Incyte Corp note 4.750%10/0 0.1 $2.7M 1.5M 1.78
Comcast Corporation (CMCSA) 0.0 $2.6M 122k 20.92
FedEx Corporation (FDX) 0.0 $2.2M 33k 67.68
Newmont Mining Corporation (NEM) 0.0 $2.6M 41k 62.95
Northrop Grumman Corporation (NOC) 0.0 $2.0M 39k 52.20
DeVry 0.0 $2.1M 57k 36.96
Vodafone 0.0 $2.6M 100k 25.66
Danaher Corporation (DHR) 0.0 $2.2M 53k 41.94
Google 0.0 $2.5M 4.8k 515.00
Oracle Corporation (ORCL) 0.0 $2.3M 80k 28.74
Southwestern Energy Company (SWN) 0.0 $2.2M 65k 33.32
Marathon Oil Corporation (MRO) 0.0 $2.6M 120k 21.58
Industrial SPDR (XLI) 0.0 $2.5M 87k 29.22
RF Micro Devices 0.0 $2.5M 395k 6.34
Teradyne (TER) 0.0 $2.4M 220k 11.01
Global X Silver Miners 0.0 $2.2M 108k 20.82
Resolute Energy Corp *w exp 09/25/201 0.0 $2.2M 1.5M 1.50
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.0 $1.7M 1.0M 1.66
Annaly Capital Management 0.0 $1.7M 100k 16.63
Goldman Sachs (GS) 0.0 $1.5M 16k 94.50
Abbott Laboratories (ABT) 0.0 $1.5M 29k 51.15
Raytheon Company 0.0 $2.0M 48k 40.88
Cemex SAB de CV (CX) 0.0 $1.6M 520k 3.16
ConocoPhillips (COP) 0.0 $2.0M 32k 63.28
Schlumberger (SLB) 0.0 $1.6M 26k 59.75
Qualcomm (QCOM) 0.0 $1.8M 37k 48.64
Aeropostale 0.0 $1.9M 177k 10.81
Newcastle Investment 0.0 $1.9M 475k 4.07
New Oriental Education & Tech 0.0 $1.5M 63k 22.98
Starwood Hotels & Resorts Worldwide 0.0 $1.9M 48k 38.81
Tempur-Pedic International (TPX) 0.0 $1.6M 31k 52.62
Banco Bradesco SA (BBD) 0.0 $1.7M 113k 14.79
Deckers Outdoor Corporation (DECK) 0.0 $1.8M 19k 93.17
Urban Outfitters (URBN) 0.0 $1.7M 78k 22.30
Trina Solar 0.0 $1.9M 309k 6.08
SPDR S&P Retail (XRT) 0.0 $1.6M 34k 46.23
Kimco Realty Corporation (KIM) 0.0 $1.8M 117k 15.03
Utilities SPDR (XLU) 0.0 $2.0M 60k 33.62
Utilities SPDR (XLU) 0.0 $2.0M 60k 33.62
iShares MSCI South Korea Index Fund (EWY) 0.0 $1.6M 35k 46.58
General Motors Company (GM) 0.0 $1.8M 90k 20.18
ETFS Physical Platinum Shares 0.0 $1.7M 11k 150.36
Savient Pharmaceuticals note 0.0 $1.7M 2.4M 0.71
U.S. Bancorp (USB) 0.0 $937k 40k 23.53
Crocs (CROX) 0.0 $1.2M 50k 23.68
Bristol Myers Squibb (BMY) 0.0 $1.4M 44k 31.39
Medtronic 0.0 $974k 29k 33.24
Potash Corp. Of Saskatchewan I 0.0 $1.2M 28k 43.21
Altria (MO) 0.0 $1.2M 47k 26.82
Amgen (AMGN) 0.0 $1.1M 20k 54.93
Occidental Petroleum Corporation (OXY) 0.0 $1.2M 17k 71.47
Omni (OMC) 0.0 $1.2M 32k 36.84
Paccar (PCAR) 0.0 $1.4M 42k 33.83
Industrial SPDR (XLI) 0.0 $1.3M 46k 29.21
Finish Line 0.0 $1.2M 60k 19.98
Materials SPDR (XLB) 0.0 $1.4M 49k 29.35
Materials SPDR (XLB) 0.0 $1.1M 38k 29.36
Denison Mines Corp (DNN) 0.0 $1.3M 1.3M 1.06
Consumer Staples Select Sect. SPDR (XLP) 0.0 $954k 32k 29.67
Dole Food Company 0.0 $982k 98k 10.00
Comcast Corporation (CMCSA) 0.0 $787k 38k 20.93
Hartford Financial Services (HIG) 0.0 $673k 42k 16.14
Symantec Corporation 0.0 $575k 35k 16.29
Illinois Tool Works (ITW) 0.0 $695k 17k 42.00
Cousins Properties 0.0 $797k 136k 5.86
Steel Dynamics (STLD) 0.0 $711k 72k 9.92
Oshkosh Corporation (OSK) 0.0 $787k 50k 15.74
Banco Itau Holding Financeira (ITUB) 0.0 $312k 20k 15.52
Wintrust Financial Corporation (WTFC) 0.0 $622k 24k 25.81
Brocade Communications Systems 0.0 $756k 175k 4.32
Technology SPDR (XLK) 0.0 $603k 26k 23.59
Aviat Networks 0.0 $573k 244k 2.35
Garmin (GRMN) 0.0 $527k 17k 31.77
PowerShares DB Energy Fund 0.0 $566k 22k 25.73
Weight Watchers International 0.0 $256k 4.4k 58.18
Mead Johnson Nutrition 0.0 $289k 4.2k 68.81
ORIGIN AGRITECH LTD Com Stk 0.0 $46k 20k 2.32
Materials SPDR (XLB) 0.0 $198k 6.7k 29.34
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.0 $57k 1.0k 57.00
Unisys Corp 6.25% Cv Pfd A cvp 0.0 $9.0k 172.00 52.33