Ionic Capital Management

Ionic Capital Management as of Dec. 31, 2011

Portfolio Holdings for Ionic Capital Management

Ionic Capital Management holds 217 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares FTSE/Xinhua China 25 Index (FXI) 4.7 $207M 5.9M 34.87
Market Vectors Gold Miners ETF 3.2 $142M 2.8M 51.43
Fastenal Company (FAST) 3.1 $136M 3.1M 43.61
Intel Corporation (INTC) 3.0 $130M 5.4M 24.25
Us Natural Gas Fd Etf 2.6 $115M 18M 6.46
Chipotle Mexican Grill (CMG) 2.4 $105M 310k 337.74
Microsoft Corporation (MSFT) 2.3 $101M 3.9M 25.96
Target Corporation (TGT) 2.2 $98M 1.9M 51.22
Starbucks Corporation (SBUX) 2.1 $92M 2.0M 46.01
priceline.com Incorporated 2.0 $91M 193k 467.71
iShares MSCI Emerging Markets Indx (EEM) 2.0 $86M 2.3M 37.93
Exxon Mobil Corporation (XOM) 1.8 $78M 920k 84.76
Ralph Lauren Corp (RL) 1.7 $75M 542k 138.08
Intuitive Surgical (ISRG) 1.6 $73M 157k 463.01
TransDigm Group Incorporated (TDG) 1.6 $72M 753k 95.68
Lululemon Athletica (LULU) 1.6 $69M 1.5M 46.66
Halliburton Company (HAL) 1.6 $69M 2.0M 34.51
Goldman Sachs (GS) 1.5 $66M 732k 90.50
Barclays Bk Plc ipth s^p vix 1.5 $65M 1.8M 35.53
Wal-Mart Stores (WMT) 1.5 $64M 1.1M 59.76
Herbalife Ltd Com Stk (HLF) 1.4 $62M 1.2M 51.67
Alexion Pharmaceuticals 1.4 $60M 842k 71.50
Citigroup Inc unit 1.3 $59M 731k 81.00
SPDR S&P Homebuilders (XHB) 1.2 $55M 3.2M 17.10
International Business Machines (IBM) 1.2 $53M 286k 183.87
Freeport-McMoRan Copper & Gold (FCX) 1.2 $52M 1.4M 36.79
iShares MSCI Brazil Index (EWZ) 1.2 $52M 900k 57.39
Cisco Systems (CSCO) 1.1 $47M 2.6M 18.08
Hewlett-Packard Company 1.0 $44M 1.7M 25.76
Abercrombie & Fitch (ANF) 1.0 $44M 893k 48.84
Green Mountain Coffee Roasters 1.0 $44M 974k 44.85
Cliffs Natural Resources 1.0 $43M 696k 62.35
Tractor Supply Company (TSCO) 0.9 $41M 584k 70.15
Skyworks Solutions (SWKS) 0.9 $40M 2.5M 16.22
iShares MSCI EAFE Index Fund (EFA) 0.9 $40M 800k 49.53
Red Hat 0.9 $38M 917k 41.29
3M Company (MMM) 0.8 $38M 460k 81.73
Baidu (BIDU) 0.8 $37M 319k 116.47
Polaris Industries (PII) 0.8 $36M 635k 55.96
Dover Corporation (DOV) 0.8 $36M 617k 58.04
Rackspace Hosting 0.7 $33M 756k 43.01
SolarWinds 0.7 $32M 1.1M 27.95
Chevron Corporation (CVX) 0.7 $31M 292k 106.40
Morgan Stanley (MS) 0.7 $31M 2.1M 15.13
Dollar Tree (DLTR) 0.7 $31M 377k 83.11
United Technologies Corporation 0.7 $31M 421k 73.09
Virgin Media 0.7 $31M 1.4M 21.38
Virgin Media Inc note 6.500%11/1 0.7 $29M 21M 1.38
JPMorgan Chase & Co. (JPM) 0.7 $29M 868k 33.25
Pfizer (PFE) 0.7 $29M 1.3M 21.64
Vulcan Materials Company (VMC) 0.7 $29M 735k 39.35
SPDR Dow Jones Industrial Average ETF (DIA) 0.6 $28M 231k 121.85
Tempur-Pedic International (TPX) 0.6 $26M 501k 52.53
Caterpillar (CAT) 0.6 $25M 278k 90.60
Xilinx 0.6 $25M 781k 32.06
First Cash Financial Services 0.6 $25M 720k 35.09
Walgreen Company 0.6 $25M 750k 33.06
Coca-Cola Company (KO) 0.5 $24M 339k 69.97
Nuance Communications 0.5 $24M 949k 25.16
Boeing Company (BA) 0.5 $24M 324k 73.35
Altera Corporation 0.5 $23M 607k 37.10
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.5 $21M 321k 64.92
Deckers Outdoor Corporation (DECK) 0.5 $20M 269k 75.57
Technology SPDR (XLK) 0.5 $20M 791k 25.45
McDonald's Corporation (MCD) 0.5 $20M 196k 100.33
iShares S&P 100 Index (OEF) 0.5 $20M 348k 57.03
Vale Cap Ii gtd cv 6.75%12 0.5 $20M 328k 59.90
BP (BP) 0.4 $19M 441k 42.74
Verizon Communications (VZ) 0.4 $18M 459k 40.12
MetLife (MET) 0.4 $19M 597k 31.18
Holdings Inc Note 5.25 0.4 $19M 12M 1.56
Home Depot (HD) 0.4 $18M 423k 42.04
Procter & Gamble Company (PG) 0.4 $17M 251k 66.71
Johnson & Johnson (JNJ) 0.4 $16M 250k 65.58
Financial Select Sector SPDR (XLF) 0.4 $16M 1.3M 13.00
Spdr S&p 500 Etf (SPY) 0.4 $16M 125k 125.50
Riverbed Technology 0.4 $16M 671k 23.50
General Electric Company 0.3 $15M 850k 17.91
Amazon (AMZN) 0.3 $16M 90k 173.24
Energy Select Sector SPDR (XLE) 0.3 $15M 222k 69.13
Citigroup (C) 0.3 $16M 588k 26.31
Nuance Communications Inc dbcv 2.750% 8/1 0.3 $14M 10M 1.44
American Express Company (AXP) 0.3 $14M 305k 47.17
Travelers Companies (TRV) 0.3 $14M 243k 59.17
Estee Lauder Companies (EL) 0.3 $13M 113k 112.32
Compania de Minas Buenaventura SA (BVN) 0.3 $12M 315k 38.34
Via 0.3 $12M 260k 45.41
AngloGold Ashanti 0.3 $12M 280k 42.45
Bank Of Montreal Cadcom (BMO) 0.3 $12M 215k 54.81
Petroleo Brasileiro SA (PBR) 0.3 $11M 458k 24.85
Las Vegas Sands (LVS) 0.3 $11M 265k 42.72
E.I. du Pont de Nemours & Company 0.3 $11M 248k 45.78
Merck & Co (MRK) 0.3 $12M 309k 37.70
At&t (T) 0.2 $11M 367k 30.24
United Parcel Service (UPS) 0.2 $10M 142k 73.19
Newmont Mining Corporation (NEM) 0.2 $11M 175k 60.01
St Mary Ld & Expl Co note 3.500% 4/0 0.2 $10M 7.2M 1.38
Hess (HES) 0.2 $9.9M 175k 56.80
Walt Disney Company (DIS) 0.2 $9.6M 257k 37.51
Apple (AAPL) 0.2 $9.3M 23k 405.04
Consumer Staples Select Sect. SPDR (XLP) 0.2 $9.4M 288k 32.49
C.H. Robinson Worldwide (CHRW) 0.2 $9.0M 129k 69.78
Banco Itau Holding Financeira (ITUB) 0.2 $8.9M 480k 18.56
Resolute Energy 0.2 $8.9M 822k 10.80
United States Steel Corporation (X) 0.2 $8.9M 338k 26.46
Health Care SPDR (XLV) 0.2 $8.2M 236k 34.69
SPDR S&P Retail (XRT) 0.2 $8.4M 161k 52.55
Consumer Discretionary SPDR (XLY) 0.2 $8.2M 210k 39.02
Kraft Foods 0.2 $7.5M 202k 37.36
Corning Incorporated (GLW) 0.2 $7.1M 550k 12.98
Southern Copper Corporation (SCCO) 0.2 $6.9M 228k 30.18
Materials SPDR (XLB) 0.2 $6.9M 205k 33.50
Industrial SPDR (XLI) 0.1 $6.1M 180k 33.75
salesforce (CRM) 0.1 $6.1M 60k 101.47
Panera Bread Company 0.1 $6.4M 45k 141.44
Suncor Energy (SU) 0.1 $6.2M 217k 28.83
Nielsen Holdings Nv 0.1 $6.1M 205k 29.70
Autodesk (ADSK) 0.1 $5.8M 190k 30.33
Johnson Controls 0.1 $5.9M 189k 31.26
Zions Bancorporation (ZION) 0.1 $5.6M 345k 16.28
Cummins (CMI) 0.1 $5.4M 61k 88.01
Supervalu 0.1 $5.2M 637k 8.12
Emerson Electric (EMR) 0.1 $5.2M 111k 46.58
Ford Motor Company (F) 0.1 $5.2M 482k 10.76
ConAgra Foods (CAG) 0.1 $5.3M 200k 26.40
Saks Incorporated 0.1 $5.1M 521k 9.75
Novellus Systems 0.1 $5.2M 125k 41.29
Unisys Corporation (UIS) 0.1 $5.2M 266k 19.71
iShares Silver Trust (SLV) 0.1 $5.4M 200k 26.94
Comcast Corporation (CMCSA) 0.1 $4.8M 202k 23.71
Bank of America Corporation (BAC) 0.1 $4.9M 883k 5.56
Bank of New York Mellon Corporation (BK) 0.1 $4.7M 237k 19.91
Canadian Natural Resources (CNQ) 0.1 $4.6M 124k 37.37
Atmel Corporation 0.1 $4.9M 600k 8.10
National Retail Properties I note 3.950% 9/1 0.1 $5.0M 4.5M 1.12
American Eagle Outfitters (AEO) 0.1 $4.6M 300k 15.29
Deere & Company (DE) 0.1 $4.6M 59k 77.35
Gap (GPS) 0.1 $4.2M 229k 18.55
Cree 0.1 $4.2M 191k 22.04
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.1 $4.3M 69k 61.75
Mosaic (MOS) 0.1 $4.5M 90k 50.43
CSX Corporation (CSX) 0.1 $4.0M 189k 21.06
Union Pacific Corporation (UNP) 0.1 $4.0M 38k 105.90
Honeywell International (HON) 0.1 $4.1M 76k 54.36
Cemex Sab conv 0.1 $3.9M 6.0M 0.65
Norfolk Southern (NSC) 0.1 $3.4M 46k 72.87
Wells Fargo & Company (WFC) 0.1 $3.5M 126k 27.56
Alcoa 0.1 $3.3M 386k 8.65
General Dynamics Corporation (GD) 0.1 $3.7M 55k 66.40
Vale Cap Ii valep 6.75%12 0.1 $3.3M 50k 65.74
Annaly Capital Management 0.1 $3.2M 197k 15.96
Crocs (CROX) 0.1 $3.1M 210k 14.77
Lockheed Martin Corporation (LMT) 0.1 $2.9M 36k 80.91
Google 0.1 $3.1M 4.8k 646.00
Utilities SPDR (XLU) 0.1 $2.9M 81k 35.99
Zions Bancorporation *w exp 05/22/202 0.1 $3.3M 1.1M 3.00
Mgic Invt Corp Wis note 5.000% 5/0 0.1 $3.0M 5.0M 0.60
ICICI Bank (IBN) 0.1 $2.6M 100k 26.42
FedEx Corporation (FDX) 0.1 $2.7M 32k 83.48
Verisign (VRSN) 0.1 $2.7M 77k 35.71
Cemex SAB de CV (CX) 0.1 $2.8M 520k 5.39
Danaher Corporation (DHR) 0.1 $2.5M 53k 47.04
Leap Wireless International 0.1 $2.7M 287k 9.29
Urban Outfitters (URBN) 0.1 $2.8M 100k 27.56
Teradyne (TER) 0.1 $2.8M 207k 13.63
Ball Corporation (BALL) 0.1 $2.7M 75k 35.72
Cit 0.1 $2.3M 65k 34.88
Berkshire Hathaway (BRK.B) 0.1 $2.4M 32k 76.25
Northrop Grumman Corporation (NOC) 0.1 $2.2M 38k 58.47
Electronic Arts (EA) 0.1 $2.1M 100k 20.60
Raytheon Company 0.1 $2.0M 41k 48.36
ConocoPhillips (COP) 0.1 $2.3M 32k 72.89
Qualcomm (QCOM) 0.1 $2.0M 37k 54.66
Oracle Corporation (ORCL) 0.1 $2.1M 80k 25.65
Netflix (NFLX) 0.1 $2.2M 32k 69.31
RF Micro Devices 0.1 $2.1M 395k 5.40
Resolute Energy Corp *w exp 09/25/201 0.1 $2.2M 1.5M 1.49
Abbott Laboratories (ABT) 0.0 $1.6M 29k 56.25
Occidental Petroleum Corporation (OXY) 0.0 $1.6M 17k 93.73
Pepsi (PEP) 0.0 $1.7M 26k 66.34
Philip Morris International (PM) 0.0 $1.8M 24k 78.47
Schlumberger (SLB) 0.0 $1.8M 26k 68.28
Paccar (PCAR) 0.0 $1.7M 46k 37.47
Jabil Circuit (JBL) 0.0 $1.9M 95k 19.66
Banco Bradesco SA (BBD) 0.0 $1.9M 113k 16.68
Teck Resources Ltd cl b (TECK) 0.0 $1.8M 50k 35.20
iShares MSCI South Korea Index Fund (EWY) 0.0 $1.8M 35k 52.27
General Motors Company (GM) 0.0 $1.8M 88k 20.26
Bristol Myers Squibb (BMY) 0.0 $1.5M 44k 35.26
Medtronic 0.0 $1.1M 29k 38.26
Amgen (AMGN) 0.0 $1.2M 19k 64.23
Omni (OMC) 0.0 $1.4M 32k 44.59
HMS Holdings 0.0 $1.3M 42k 31.98
SLM Corporation (SLM) 0.0 $1.0M 78k 13.40
Host Hotels & Resorts (HST) 0.0 $869k 59k 14.78
Tiffany & Co. 0.0 $902k 14k 66.27
Sprint Nextel Corporation 0.0 $936k 400k 2.34
Altria (MO) 0.0 $682k 23k 29.65
Illinois Tool Works (ITW) 0.0 $761k 17k 46.00
HDFC Bank (HDB) 0.0 $1.1M 40k 26.30
Marathon Oil Corporation (MRO) 0.0 $907k 31k 29.26
Invesco (IVZ) 0.0 $804k 40k 20.10
Oshkosh Corporation (OSK) 0.0 $1.1M 50k 21.38
Concho Resources 0.0 $993k 11k 93.70
Buffalo Wild Wings 0.0 $783k 12k 67.50
Bridgepoint Education 0.0 $690k 30k 23.00
Dole Food Company 0.0 $753k 84k 9.00
U.S. Bancorp (USB) 0.0 $655k 24k 27.06
MercadoLibre (MELI) 0.0 $368k 4.6k 79.55
Randgold Resources 0.0 $613k 6.0k 102.17
Garmin (GRMN) 0.0 $629k 16k 39.81
IntraLinks Holdings 0.0 $624k 100k 6.24
PowerShares DB Energy Fund 0.0 $608k 22k 27.64
Marathon Petroleum Corp (MPC) 0.0 $333k 10k 33.30
ORIGIN AGRITECH LTD Com Stk 0.0 $46k 20k 2.32
iShares FTSE NAREIT Mort. Plus Capp 0.0 $92k 7.3k 12.60
Unisys Corp 6.25% Cv Pfd A cvp 0.0 $10k 172.00 58.14