Ionic Capital Management LLC Q2 2017 Filing

Filed August 14, 2017

Portfolio Value

$1.9B

Holdings

202

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (202 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
498,059$120.4M6.44%Call
2
EMBISHARES TR
847,200$96.9M5.18%
3
AAPLAPPLE INC
668,228$96.2M5.15%Put
4
FXECURRENCYSHARES EURO TR
803,000$88.7M4.75%Put
5
HYGISHARES TR
831,900$73.5M3.93%Put
6
HUMHUMANA INC
302,100$72.7M3.89%Put
7
BARCLAYS BK PLC
5,674,476$72.4M3.87%Put
8
FXIISHARES TR
1,469,883$58.4M3.12%Put
9
ALLERGAN PLC
209,500$50.9M2.73%Put
10
DXJWISDOMTREE TR
801,200$41.7M2.23%Put
11
MSFTMICROSOFT CORP
547,821$37.8M2.02%Put
12
MRKMERCK & CO INC
576,575$37.0M1.98%Put
13
NSCNORFOLK SOUTHERN CORP
278,000$33.8M1.81%Put
14
EEMISHARES TR
774,550$32.1M1.72%Put
15
EFAISHARES TR
380,900$24.8M1.33%Put
16
GQ9SPDR GOLD TRUST
200,000$23.6M1.26%Call
17
DIREXION SHS ETF TR
751,500$23.4M1.25%Put
18
AABAUSDALTABA INC
406,382$22.1M1.18%
19
TSLATESLA INC
60,000$21.7M1.16%Put
20
APCANADARKO PETE CORP
458,500$20.8M1.11%Put
21
TLTISHARES TR
164,000$20.5M1.10%Put
22
GEGENERAL ELECTRIC CO
680,753$18.4M0.98%Put
23
XBISPDR SERIES TRUST
211,871$16.4M0.88%Put
24
EWZISHARES
469,500$16.0M0.86%Put
25
DELLDELL TECHNOLOGIES INC
259,522$15.9M0.85%Call
26
ILG INC
527,133$14.5M0.78%
27
NOMDNOMAD FOODS LTD
1,020,771$14.4M0.77%
28
CMCSACOMCAST CORP NEW
349,169$13.6M0.73%Call
29
GDXVANECK VECTORS ETF TR
591,419$13.1M0.70%Put
30
XLESELECT SECTOR SPDR TR
192,000$12.5M0.67%Put
31
METAFACEBOOK INC
81,500$12.3M0.66%Put
32
DALDELTA AIR LINES INC DEL
214,775$11.5M0.62%Put
33
DISDISNEY WALT CO
108,200$11.5M0.62%Put
34
ORCLORACLE CORP
228,150$11.4M0.61%
35
ZIONS BANCORPORATION
900,278$11.4M0.61%
36
BACBANK AMER CORP
464,400$11.3M0.60%Put
37
PBRPETROLEO BRASILEIRO SA PETRO
1,383,049$11.1M0.59%Put
38
CICIGNA CORPORATION
66,000$11.0M0.59%Call
39
BMYBRISTOL MYERS SQUIBB CO
197,896$11.0M0.59%Put
40
TESLA INC
8,725,000$11.0M0.59%
41
FEZSPDR INDEX SHS FDS
277,000$10.7M0.57%Put
42
NXSTNEXSTAR MEDIA GROUP INC
171,672$10.3M0.55%
43
TAPMOLSON COORS BREWING CO
106,900$9.2M0.49%Put
44
FFORD MTR CO DEL
823,500$9.2M0.49%Put
45
GLNGGOLAR LNG LTD BERMUDA
401,477$8.9M0.48%Put
46
SUNTRUST BKS INC
154,500$8.8M0.47%Put
47
XLUSELECT SECTOR SPDR TR
164,900$8.6M0.46%Put
48
FMCF M C CORP
114,371$8.4M0.45%
49
TESARO INC
59,701$8.3M0.45%
50
QCOMQUALCOMM INC
147,000$8.1M0.43%Put
51
AXTAAXALTA COATING SYS LTD
250,709$8.0M0.43%
52
DWDMORGAN STANLEY
180,000$8.0M0.43%Put
53
DLTRDOLLAR TREE INC
113,900$8.0M0.43%
54
CURRENCYSHS JAPANESE YEN TR
93,000$8.0M0.43%Put
55
VMWEURVMWARE INC
90,400$7.9M0.42%Call
56
APDAIR PRODS & CHEMS INC
54,875$7.8M0.42%
57
MICROSEMI CORP
165,893$7.8M0.42%
58
SUNTRUST BKS INC
541,002$7.5M0.40%
59
MDLZMONDELEZ INTL INC
174,300$7.5M0.40%Put
60
ZIONZIONS BANCORPORATION
166,500$7.3M0.39%Put
61
MITEL NETWORKS CORP
990,959$7.3M0.39%
62
DOW CHEM CO
113,900$7.2M0.38%
63
HAINHAIN CELESTIAL GROUP INC
175,010$6.8M0.36%Put
64
PSTGPURE STORAGE INC
526,306$6.7M0.36%
65
TWXCHFTIME WARNER INC
66,181$6.6M0.36%
66
OSVEURVANECK VECTORS ETF TR
263,060$6.5M0.35%Put
67
RPREALPAGE INC
178,500$6.4M0.34%
68
DXCDXC TECHNOLOGY CO
83,570$6.4M0.34%
69
LBTYBLIBERTY GLOBAL PLC
296,100$6.3M0.34%
70
CATHAY GEN BANCORP
360,601$6.3M0.34%
71
SHORETEL INC
1,081,435$6.3M0.34%
72
VVVVALVOLINE INC
263,952$6.3M0.34%
73
AMATAPPLIED MATLS INC
149,800$6.2M0.33%Call
74
CTRIP COM INTL LTD
4,350,000$6.2M0.33%
75
IYRISHARES TR
75,500$6.0M0.32%Call
76
SYMCEURSYMANTEC CORP
200,000$5.7M0.30%Put
77
BACVERIZON COMMUNICATIONS INC
120,000$5.4M0.29%Put
78
PANWPALO ALTO NETWORKS INC
40,000$5.4M0.29%Put
79
TSNTYSON FOODS INC
84,500$5.3M0.28%Put
80
VVISA INC
54,935$5.2M0.28%Put
81
ZAYOEURZAYO GROUP HLDGS INC
165,425$5.1M0.27%
82
WMTWAL-MART STORES INC
67,500$5.1M0.27%Put
83
TWNKEURHOSTESS BRANDS INC
313,484$5.0M0.27%
84
VIRTUS INVT PARTNERS INC
49,077$5.0M0.27%
85
CTRPUSDCTRIP COM INTL LTD
92,600$5.0M0.27%Put
86
USBUS BANCORP DEL
96,000$5.0M0.27%Call
87
PRTY1EURPARTY CITY HOLDCO INC
317,982$5.0M0.27%
88
EQTEQT CORP
84,543$5.0M0.27%
89
GTNGRAY TELEVISION INC
359,520$4.9M0.26%
90
BBTUSDBB&T CORP
106,000$4.8M0.26%Call
91
FLEXION THERAPEUTICS INC
233,964$4.7M0.25%
92
LM03LIBERTY MEDIA CORP DELAWARE
111,964$4.7M0.25%
93
CNDTCONDUENT INC
292,231$4.7M0.25%
94
XPOXPO LOGISTICS INC
70,850$4.6M0.25%
95
MODMODINE MFG CO
273,659$4.5M0.24%
96
POWERSHS DB US DOLLAR INDEX
182,240$4.5M0.24%Put
97
CTLEURCENTURYLINK INC
181,300$4.3M0.23%
98
BERYEURBERRY GLOBAL GROUP INC
74,293$4.2M0.23%
99
JT5MUELLER WTR PRODS INC
361,800$4.2M0.23%
100
WFCWELLS FARGO CO NEW
76,000$4.2M0.23%Call
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