Ionic Capital Management

Ionic Capital Management as of March 31, 2011

Portfolio Holdings for Ionic Capital Management

Ionic Capital Management holds 313 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
Spdr S&p 500 Etf (SPY) 10.9 $654M 4.9M 132.59
SPDR Gold Trust (GLD) 3.2 $194M 1.4M 139.86
iShares FTSE/Xinhua China 25 Index (FXI) 2.5 $150M 3.4M 44.91
iShares FTSE/Xinhua China 25 Index (FXI) 2.1 $128M 2.9M 44.91
Exxon Mobil Corporation (XOM) 2.0 $122M 1.4M 84.13
iShares MSCI Hong Kong Index Fund (EWH) 1.7 $102M 5.4M 18.93
SPDR Dow Jones Industrial Average ETF (DIA) 1.6 $97M 788k 123.02
Freeport-McMoRan Copper & Gold (FCX) 1.5 $92M 1.7M 55.55
Chipotle Mexican Grill (CMG) 1.5 $88M 323k 272.37
United States Oil Fund 1.4 $84M 2.0M 42.60
Apple (AAPL) 1.3 $78M 224k 348.52
Us Natural Gas Fd Etf 1.3 $78M 6.8M 11.50
Bank of America Corporation (BAC) 1.2 $75M 5.6M 13.33
Holdings Inc Note 5.25 1.2 $71M 35M 2.02
Barrick Gold Corp (GOLD) 1.2 $70M 1.4M 51.91
Metlife Inc 5% 10/0/14 Conv Pr cv prf 1.1 $69M 810k 84.85
Netapp Inc note 1.750% 6/0 1.1 $67M 43M 1.58
Textron Inc note 4.500% 5/0 1.1 $66M 31M 2.15
Altera Corporation 1.1 $65M 1.5M 44.02
Market Vector Russia ETF Trust 1.1 $62M 1.5M 41.63
priceline.com Incorporated 1.0 $60M 118k 506.44
United States Stl Corp New note 4.000% 5/1 1.0 $60M 33M 1.83
Archer Daniels Midland Company (ADM) 0.9 $55M 1.5M 36.01
Intuitive Surgical (ISRG) 0.9 $55M 163k 333.46
Netflix (NFLX) 0.8 $51M 214k 237.78
Vulcan Materials Company (VMC) 0.8 $49M 1.1M 45.60
Green Mountain Coffee Roasters 0.8 $49M 752k 64.61
Goldman Sachs (GS) 0.8 $46M 293k 158.60
Abercrombie & Fitch (ANF) 0.8 $46M 791k 58.70
Stericycle (SRCL) 0.8 $46M 521k 88.67
Virgin Media 0.8 $45M 1.6M 27.79
International Business Machines (IBM) 0.7 $44M 272k 163.07
iShares MSCI Emerging Markets Indx (EEM) 0.7 $44M 900k 48.67
iShares MSCI Emerging Markets Indx (EEM) 0.7 $44M 900k 48.67
E M C Corp Mass note 1.750%12/0 0.7 $43M 25M 1.71
Virgin Media Inc note 6.500%11/1 0.7 $42M 25M 1.69
Microsoft Corporation (MSFT) 0.7 $42M 1.7M 25.39
Wal-Mart Stores (WMT) 0.7 $42M 806k 52.05
Alcoa 0.7 $42M 2.4M 17.66
iShares S&P 100 Index (OEF) 0.7 $42M 699k 59.35
General Electric Company 0.7 $41M 2.0M 20.05
Skyworks Solutions (SWKS) 0.7 $40M 1.2M 32.40
ARM Holdings 0.7 $39M 1.4M 28.17
Rackspace Hosting 0.7 $39M 906k 42.85
Ford Motor Company (F) 0.6 $37M 2.5M 14.91
C.H. Robinson Worldwide (CHRW) 0.6 $36M 490k 74.13
United Technologies Corporation 0.6 $36M 421k 84.65
Caterpillar (CAT) 0.6 $35M 315k 111.35
Baidu (BIDU) 0.6 $35M 255k 137.81
3M Company (MMM) 0.6 $33M 355k 93.50
iShares MSCI Brazil Index (EWZ) 0.6 $33M 430k 77.51
Alexion Pharmaceuticals 0.5 $31M 315k 98.68
United Rentals Inc note 4.000%11/1 0.5 $31M 10M 3.10
Chevron Corporation (CVX) 0.5 $31M 285k 107.49
Market Vector Russia ETF Trust 0.5 $30M 717k 41.63
McDonald's Corporation (MCD) 0.5 $30M 388k 76.09
EOG Resources (EOG) 0.5 $29M 248k 118.51
BP (BP) 0.5 $29M 654k 44.14
Fossil 0.5 $29M 306k 93.65
Peabody Energy Corporation 0.5 $28M 390k 71.96
iShares MSCI EAFE Index Fund (EFA) 0.5 $28M 472k 60.08
Advanced Micro Devices (AMD) 0.5 $28M 3.2M 8.60
Johnson & Johnson (JNJ) 0.5 $27M 450k 59.25
SPDR S&P Homebuilders (XHB) 0.4 $26M 1.4M 18.21
SPDR S&P Homebuilders (XHB) 0.4 $26M 1.4M 18.21
Ford Mtr Co Del *w exp 01/01/201 0.4 $26M 4.0M 6.36
Smithfield Foods Inc note 4.000% 6/3 0.4 $25M 20M 1.26
Juniper Networks (JNPR) 0.4 $25M 603k 42.08
Trina Solar Limited note 4.000% 7/1 0.4 $25M 13M 1.89
Amazon (AMZN) 0.4 $25M 136k 180.00
Borgwarner Inc note 3.500% 4/1 0.4 $24M 9.8M 2.45
Pfizer (PFE) 0.4 $24M 1.2M 20.31
Boeing Company (BA) 0.4 $24M 324k 73.93
iShares MSCI EAFE Index Fund (EFA) 0.4 $24M 394k 60.08
Dell 0.4 $24M 1.6M 14.51
Lkd Barclays Bk Plc Ipath S&p Etn etf 0.4 $24M 437k 55.05
Riverbed Technology 0.4 $23M 608k 37.65
Cameron International Corp note 2.500% 6/1 0.4 $22M 14M 1.62
Petroleo Brasileiro SA (PBR) 0.3 $21M 512k 40.43
Southern Copper Corporation (SCCO) 0.3 $21M 518k 40.27
iShares MSCI Hong Kong Index Fund (EWH) 0.3 $21M 1.1M 18.93
Developers Diversified Rlty note 1.750%11/1 0.3 $21M 20M 1.06
Unisys Corp 6.25% Cv Pfd A cvp 0.3 $21M 232k 89.46
JPMorgan Chase & Co. (JPM) 0.3 $21M 444k 46.10
Procter & Gamble Company (PG) 0.3 $21M 333k 61.60
Anadarko Petroleum Corporation 0.3 $20M 240k 81.92
HEICO Corporation (HEI.A) 0.3 $20M 436k 44.98
Cephalon Inc note 2.000% 6/0 0.3 $20M 12M 1.66
NetApp (NTAP) 0.3 $19M 401k 48.15
ICICI Bank (IBN) 0.3 $19M 373k 49.83
Coca-Cola Company (KO) 0.3 $19M 283k 66.34
Health Care Reit Inc note 3.000%12/0 0.3 $19M 17M 1.13
AngloGold Ashanti 0.3 $18M 380k 47.95
Halliburton Company (HAL) 0.3 $18M 358k 49.84
Annaly Cap Mgmt Inc note 4.000% 2/1 0.3 $18M 16M 1.16
E M C Corp Mass note 1.750%12/0 0.3 $17M 10M 1.71
Canadian Natural Resources (CNQ) 0.3 $17M 350k 49.43
iShares Silver Trust (SLV) 0.3 $17M 474k 36.77
E M C Corp Mass note 1.750%12/0 0.3 $17M 10M 1.66
iShares MSCI EAFE Index Fund (EFA) 0.2 $15M 250k 60.08
Travelers Companies (TRV) 0.2 $14M 243k 59.48
Hewlett-Packard Company 0.2 $14M 349k 40.97
Merck & Co (MRK) 0.2 $15M 441k 33.01
AeroVironment (AVAV) 0.2 $14M 408k 34.97
Imax Corp Cad (IMAX) 0.2 $14M 450k 31.98
Alcoa Inc debt 0.2 $14M 5.0M 2.82
Cms Energy Corp note 5.500% 6/1 0.2 $15M 10M 1.45
Synovus Finl Corp unit 99/99/9999 0.2 $14M 595k 23.10
American Express Company (AXP) 0.2 $14M 305k 45.20
Apache Corporation 0.2 $14M 106k 130.92
E.I. du Pont de Nemours & Company 0.2 $14M 248k 54.97
Energy Select Sector SPDR (XLE) 0.2 $14M 171k 79.75
Teleflex Inc note 3.875% 8/0 0.2 $14M 12M 1.13
Comcast Corporation (CMCSA) 0.2 $13M 530k 24.71
Walt Disney Company (DIS) 0.2 $13M 300k 43.09
Technology SPDR (XLK) 0.2 $13M 498k 26.06
Triumph Group Inc New note 2.625%10/0 0.2 $12M 7.5M 1.64
At&t (T) 0.2 $13M 419k 30.61
Verizon Communications (VZ) 0.2 $13M 333k 38.54
Medifast (MED) 0.2 $13M 645k 19.75
Savient Pharmaceuticals note 0.2 $12M 10M 1.19
Beckman Coulter Inc note 2.500%12/1 0.2 $12M 10M 1.19
Navistar Intl Corp New note 3.000%10/1 0.2 $11M 7.5M 1.52
Sothebys note 3.125% 6/1 0.2 $11M 6.8M 1.64
Energy Select Sector SPDR (XLE) 0.2 $11M 140k 79.75
ProShares UltraShort 20+ Year Trea 0.2 $11M 304k 37.44
On Semiconductor Corp note 2.625%12/1 0.2 $11M 9.3M 1.18
Home Depot (HD) 0.2 $11M 292k 37.06
United Parcel Service (UPS) 0.2 $11M 142k 74.32
Supervalu 0.2 $11M 1.2M 8.93
Cree 0.2 $11M 235k 46.16
Newmont Mining Corp Cvt cv bnd 0.2 $11M 8.0M 1.36
BHP Billiton 0.2 $10M 129k 79.60
Fortinet (FTNT) 0.2 $10M 236k 44.15
Kraft Foods 0.2 $9.6M 307k 31.36
Allegheny Technologies Inc note 4.250% 6/0 0.1 $8.8M 5.0M 1.76
Cisco Systems (CSCO) 0.1 $8.7M 508k 17.15
Digital Realty Trust (DLR) 0.1 $8.8M 152k 58.14
Intel Corporation (INTC) 0.1 $8.8M 434k 20.18
Visa (V) 0.1 $9.0M 122k 73.62
Guess? (GES) 0.1 $8.9M 225k 39.35
MetLife (MET) 0.1 $8.9M 200k 44.73
Zions Bancorporation *w exp 05/22/202 0.1 $9.1M 1.3M 6.90
United Therapeutics Corp Del note 0.500%10/1 0.1 $9.0M 5.0M 1.79
Gilead Sciences Inc note 0.500% 5/0 0.1 $8.6M 7.9M 1.10
Hartford Financial Services (HIG) 0.1 $8.5M 317k 26.93
Union Pacific Corporation (UNP) 0.1 $8.6M 88k 98.32
Pepsi (PEP) 0.1 $8.1M 126k 64.41
Illinois Tool Works (ITW) 0.1 $8.6M 161k 53.72
salesforce (CRM) 0.1 $8.3M 62k 133.58
iShares MSCI Brazil Index (EWZ) 0.1 $7.8M 100k 77.51
Resolute Energy Corp *w exp 09/25/201 0.1 $8.1M 1.6M 5.18
Wells Fargo & Company (WFC) 0.1 $7.2M 226k 31.71
Hovnanian Enterprises 0.1 $6.9M 2.0M 3.53
Zions Bancorporation (ZION) 0.1 $7.4M 320k 23.06
Lululemon Athletica (LULU) 0.1 $6.9M 78k 89.07
Consumer Staples Select Sect. SPDR (XLP) 0.1 $7.0M 233k 29.92
Financial Select Sector SPDR (XLF) 0.1 $7.3M 446k 16.39
Unisys Corporation (UIS) 0.1 $7.4M 238k 31.22
Boise Inc *w exp 06/18/201 0.1 $7.3M 4.3M 1.70
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.1 $7.0M 5.0M 1.40
Vale Cap Ii valep 6.75%12 0.1 $7.0M 75k 93.43
iShares FTSE/Xinhua China 25 Index (FXI) 0.1 $6.7M 150k 44.91
iShares FTSE/Xinhua China 25 Index (FXI) 0.1 $6.7M 150k 44.91
Technology SPDR (XLK) 0.1 $6.6M 254k 26.06
General Motors Company (GM) 0.1 $6.3M 204k 31.03
Ascena Retail 0.1 $6.5M 200k 32.41
Wts/the Pnc Financial Services Grp wts 0.1 $5.8M 390k 14.86
Health Care SPDR (XLV) 0.1 $6.3M 189k 33.11
Health Care SPDR (XLV) 0.1 $6.3M 189k 33.11
Darden Restaurants (DRI) 0.1 $5.9M 120k 49.13
D.R. Horton (DHI) 0.1 $5.8M 500k 11.65
Goldcorp 0.1 $5.8M 116k 49.80
Invesco (IVZ) 0.1 $5.8M 225k 25.56
National Semiconductor Corporation 0.1 $5.8M 403k 14.34
Consumer Discretionary SPDR (XLY) 0.1 $6.0M 153k 39.05
Western Refng Inc note 5.750% 6/1 0.1 $5.3M 3.0M 1.76
Cummins (CMI) 0.1 $5.5M 50k 109.60
Dow Chemical Company 0.1 $5.7M 150k 37.75
Deere & Company (DE) 0.1 $5.2M 54k 96.89
Banco Itau Holding Financeira (ITUB) 0.1 $5.4M 224k 24.05
SPDR S&P Retail (XRT) 0.1 $5.1M 100k 50.80
Financial Select Sector SPDR (XLF) 0.1 $5.2M 315k 16.39
Barclays Bank Plc etn djubscottn38 (BALTF) 0.1 $5.4M 52k 104.24
iShares MSCI Emerging Markets Indx (EEM) 0.1 $4.9M 100k 48.67
iShares MSCI Emerging Markets Indx (EEM) 0.1 $4.9M 100k 48.67
Emerson Electric (EMR) 0.1 $4.9M 85k 58.43
Cemex SAB de CV (CX) 0.1 $4.6M 520k 8.93
Hess (HES) 0.1 $4.6M 54k 85.20
Nike (NKE) 0.1 $4.5M 60k 75.70
Visteon Corporation (VC) 0.1 $5.0M 80k 62.49
National Retail Properties I note 3.950% 9/1 0.1 $5.0M 4.5M 1.12
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.1 $4.1M 3.0M 1.36
Mobile TeleSystems OJSC 0.1 $4.4M 207k 21.23
CSX Corporation (CSX) 0.1 $4.3M 55k 78.62
Kroger (KR) 0.1 $4.3M 180k 23.97
Colgate-Palmolive Company (CL) 0.1 $4.2M 52k 80.75
Staples 0.1 $3.9M 200k 19.42
Sara Lee 0.1 $4.4M 250k 17.67
Aeropostale 0.1 $4.3M 177k 24.32
Boise 0.1 $3.9M 431k 9.16
Kimco Realty Corporation (KIM) 0.1 $4.4M 241k 18.34
SPDR S&P Homebuilders (XHB) 0.1 $4.2M 231k 18.21
Barclays Bk Plc ipth s^p vix 0.1 $4.0M 136k 29.37
Berkshire Hathaway (BRK.B) 0.1 $3.7M 45k 83.61
Norfolk Southern (NSC) 0.1 $3.5M 51k 69.26
Kohl's Corporation (KSS) 0.1 $3.3M 62k 53.03
General Mills (GIS) 0.1 $3.5M 97k 36.55
Honeywell International (HON) 0.1 $3.7M 63k 59.70
Philip Morris International (PM) 0.1 $3.6M 55k 65.63
Encana Corp 0.1 $3.5M 100k 34.53
General Dynamics Corporation (GD) 0.1 $3.4M 44k 76.53
Industrial SPDR (XLI) 0.1 $3.3M 88k 37.66
Intuit (INTU) 0.1 $3.7M 70k 53.11
Navistar International Corporation 0.1 $3.5M 50k 69.34
Suncor Energy (SU) 0.1 $3.9M 86k 44.84
Consumer Staples Select Sect. SPDR (XLP) 0.1 $3.6M 121k 29.92
Consumer Discretionary SPDR (XLY) 0.1 $3.7M 96k 39.05
Ancestry 0.1 $3.5M 100k 35.45
PowerShares DB Agriculture Fund 0.1 $3.4M 100k 34.23
Liberty Global Inc note 4.500% 11/1 0.1 $3.4M 2.0M 1.69
Raytheon Co *w exp 06/16/201 0.1 $3.3M 249k 13.39
KB Home (KBH) 0.1 $2.8M 227k 12.44
Lockheed Martin Corporation (LMT) 0.1 $2.9M 36k 80.41
Danaher Corporation (DHR) 0.1 $2.7M 53k 51.89
Google 0.1 $2.8M 4.8k 586.67
Industrial SPDR (XLI) 0.1 $3.3M 87k 37.66
Financial Select Sector SPDR (XLF) 0.1 $2.9M 177k 16.39
FedEx Corporation (FDX) 0.0 $2.3M 25k 93.55
Northrop Grumman Corporation (NOC) 0.0 $2.1M 34k 62.71
Nucor Corporation (NUE) 0.0 $2.3M 50k 46.02
Exterran Holdings 0.0 $2.4M 101k 23.73
ConocoPhillips (COP) 0.0 $2.5M 32k 79.84
Marsh & McLennan Companies (MMC) 0.0 $2.2M 75k 29.81
Schlumberger (SLB) 0.0 $2.5M 26k 93.25
Citi 0.0 $2.6M 588k 4.42
Gannett 0.0 $2.4M 157k 15.23
Iron Mountain Incorporated 0.0 $2.5M 79k 31.24
Oracle Corporation (ORCL) 0.0 $2.7M 80k 33.44
iShares Russell 2000 Index (IWM) 0.0 $2.5M 30k 84.17
iShares Russell 2000 Index (IWM) 0.0 $2.5M 30k 84.17
United Community Banks 0.0 $2.3M 1.0M 2.33
AsiaInfo-Linkage 0.0 $2.4M 110k 21.67
Trina Solar 0.0 $2.2M 74k 30.11
PowerShares QQQ Trust, Series 1 0.0 $2.1M 37k 57.43
Heckmann Corp *w exp 11/09/201 0.0 $2.3M 2.4M 0.95
SPDR S&P Retail (XRT) 0.0 $2.5M 50k 50.80
Consumer Staples Select Sect. SPDR (XLP) 0.0 $2.3M 75k 29.91
iShares MSCI South Korea Index Fund (EWY) 0.0 $2.2M 35k 64.34
SPDR Barclays Capital High Yield B 0.0 $2.2M 55k 40.51
Global X Silver Miners 0.0 $2.7M 95k 28.18
Istar Finl Inc frnt 10/0 0.0 $1.8M 1.9M 0.91
Annaly Capital Management 0.0 $1.7M 100k 17.45
Raytheon Company 0.0 $1.7M 34k 50.88
Sprint Nextel Corporation 0.0 $1.9M 400k 4.64
Occidental Petroleum Corporation (OXY) 0.0 $1.8M 17k 104.51
Gap (GAP) 0.0 $1.9M 82k 22.66
Qualcomm (QCOM) 0.0 $2.0M 37k 54.83
Omni (OMC) 0.0 $1.6M 32k 49.06
HDFC Bank (HDB) 0.0 $1.9M 11k 169.90
Paccar (PCAR) 0.0 $1.6M 31k 52.34
Industrial SPDR (XLI) 0.0 $1.7M 46k 37.66
Deckers Outdoor Corporation (DECK) 0.0 $1.6M 19k 86.17
Micromet 0.0 $1.6M 285k 5.60
Materials SPDR (XLB) 0.0 $2.0M 49k 40.02
Materials SPDR (XLB) 0.0 $1.5M 38k 40.03
Denison Mines Corp (DNN) 0.0 $1.9M 813k 2.38
SPDR S&P Retail (XRT) 0.0 $1.9M 37k 50.79
Utilities SPDR (XLU) 0.0 $1.9M 60k 31.87
Utilities SPDR (XLU) 0.0 $1.9M 60k 31.87
Utilities SPDR (XLU) 0.0 $1.5M 48k 31.88
iShares MSCI South Korea Index Fund (EWY) 0.0 $2.1M 32k 64.36
Retail Opportunity Invts Cor *w exp 10/23/201 0.0 $1.7M 1.7M 1.00
CompuCredit Holdings 0.0 $1.7M 257k 6.53
Wts Talbots 0.0 $1.9M 3.2M 0.60
WTS/IRIDIUM COMMUNICATIONS Inc. wts 0.0 $1.5M 639k 2.34
U.S. Bancorp (USB) 0.0 $1.1M 40k 26.42
Abbott Laboratories (ABT) 0.0 $1.4M 29k 49.05
Bristol Myers Squibb (BMY) 0.0 $1.2M 44k 26.43
Boston Scientific Corporation (BSX) 0.0 $1.5M 206k 7.19
Medtronic 0.0 $1.2M 29k 39.34
Talbots 0.0 $1.1M 178k 6.04
Altria (MO) 0.0 $1.2M 47k 26.02
Amgen (AMGN) 0.0 $1.1M 20k 53.38
iShares MSCI EAFE Index Fund (EFA) 0.0 $907k 15k 60.05
iShares MSCI EAFE Index Fund (EFA) 0.0 $1.2M 20k 60.10
New Oriental Education & Tech 0.0 $1.0M 10k 100.10
Semiconductor HOLDRs 0.0 $1.4M 41k 34.58
Vistaprint N V 0.0 $1.2M 23k 51.90
DSW 0.0 $1.0M 26k 39.96
Open Text Corp (OTEX) 0.0 $1.3M 21k 62.31
ORIGIN AGRITECH LTD Com Stk 0.0 $1.2M 154k 7.70
Market Vectors Gold Miners ETF 0.0 $1.1M 19k 60.11
SPDR S&P Homebuilders (XHB) 0.0 $1.4M 75k 18.21
Global X Fds glb x uranium 0.0 $1.5M 99k 14.85
D Synnex Corp Ser B Sr Uns Conv convrt bonds 0.0 $1.3M 1.0M 1.28
Weight Watchers International 0.0 $308k 4.4k 70.00
Alaska Communications Systems 0.0 $319k 30k 10.63
McDermott International 0.0 $762k 30k 25.40
Garmin (GRMN) 0.0 $562k 17k 33.86
Babcock & Wilcox 0.0 $501k 15k 33.40
Eaton Vance Tax-Managed Global Buy-Write (ETW) 0.0 $602k 49k 12.25
Avalon Rare Metals Inc C ommon 0.0 $810k 100k 8.10
Hovnanian Enterprises Inc unit 99/99/9999 0.0 $848k 40k 21.20
iShares FTSE/Xinhua China 25 Index (FXI) 0.0 $207k 4.6k 45.00
iShares Russell 2000 Index (IWM) 0.0 $189k 2.3k 84.00
Usec 0.0 $269k 61k 4.40
Uranium Resources 0.0 $255k 123k 2.07
SPDR S&P Homebuilders (XHB) 0.0 $68k 3.8k 18.13
Uranium Energy (UEC) 0.0 $220k 55k 3.99
Celgene Corp right 12/31/2011 0.0 $297k 121k 2.46
Ur-energy (URG) 0.0 $80k 48k 1.66
Uranerz Energy Corporation Cmn 0.0 $151k 47k 3.20