Ionic Capital Management LLC Q3 2016 Filing

Filed November 14, 2016

Portfolio Value

$2.3B

Holdings

286

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (286 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
1,115,743$241.3M10.65%Put
2
POWERSHS DB US DOLLAR INDEX
5,089,900$125.6M5.55%Put
3
IWMISHARES TR
993,900$123.5M5.45%Put
4
BARCLAYS BK PLC
3,187,487$108.6M4.79%Put
5
HYGISHARES TR
1,110,617$96.9M4.28%Put
6
EWCISHARES
2,500,000$64.2M2.84%Put
7
DXJWISDOMTREE TR
1,357,221$58.2M2.57%Put
8
CURRENCYSHS JAPANESE YEN TR
589,590$56.1M2.48%Put
9
TAPMOLSON COORS BREWING CO
375,000$41.2M1.82%Put
10
DIREXION SHS ETF TR
1,217,056$41.0M1.81%Put
11
BABAALIBABA GROUP HLDG LTD
340,600$36.0M1.59%Put
12
BACBANK AMER CORP
2,287,310$35.8M1.58%Put
13
FEZSPDR INDEX SHS FDS
1,046,500$34.3M1.51%Put
14
GDXVANECK VECTORS ETF TR
1,129,509$29.9M1.32%Put
15
GEGENERAL ELECTRIC CO
919,100$27.2M1.20%Put
16
HEDJWISDOMTREE TR
500,000$26.9M1.19%Call
17
XOPUSDSPDR SERIES TRUST
642,300$24.7M1.09%Put
18
MCDMCDONALDS CORP
208,825$24.1M1.06%Put
19
AMZNAMAZON COM INC
28,500$23.9M1.05%Put
20
AAPLAPPLE INC
194,593$22.0M0.97%Put
21
FXECURRENCYSHARES EURO TR
200,000$21.9M0.97%Put
22
BACVERIZON COMMUNICATIONS INC
405,190$21.1M0.93%Call
23
XLISELECT SECTOR SPDR TR
349,100$20.4M0.90%Put
24
XLUSELECT SECTOR SPDR TR
415,000$20.3M0.90%Put
25
QCOMQUALCOMM INC
273,492$18.7M0.83%Call
26
INTERVAL LEISURE GROUP INC
1,055,633$18.1M0.80%Put
27
CURRENCYSHS BRIT POUND STER
139,000$17.6M0.78%Put
28
IBBISHARES TR
59,000$17.1M0.75%Put
29
XLYSELECT SECTOR SPDR TR
210,000$16.8M0.74%Call
30
UAUNDER ARMOUR INC
494,826$16.8M0.74%
31
NOMDNOMAD HLDGS LTD
1,325,258$15.7M0.69%
32
FXIISHARES TR
394,223$15.0M0.66%Put
33
MSFTMICROSOFT CORP
255,600$14.7M0.65%Put
34
TRVCCITIGROUP INC
304,932$14.4M0.64%Call
35
CVXCHEVRON CORP NEW
135,595$14.0M0.62%Put
36
NXSTNEXSTAR BROADCASTING GROUP I
235,972$13.6M0.60%
37
LVLNSPDR SERIES TRUST
317,588$13.4M0.59%Put
38
XOMEXXON MOBIL CORP
150,150$13.1M0.58%Put
39
ZAYOEURZAYO GROUP HLDGS INC
438,785$13.0M0.58%
40
ALLERGAN PLC
56,120$12.9M0.57%
41
MONSANTO CO NEW
124,400$12.7M0.56%Call
42
YAHOO INC
292,161$12.6M0.56%
43
WMBWILLIAMS COS INC DEL
400,000$12.3M0.54%Put
44
HPEHEWLETT PACKARD ENTERPRISE C
532,190$12.1M0.53%
45
DISHDISH NETWORK CORP
202,500$11.1M0.49%Put
46
ARMKARAMARK
289,908$11.0M0.49%
47
AXTAAXALTA COATING SYS LTD
374,109$10.6M0.47%
48
PNC FINL SVCS GROUP INC
442,075$10.4M0.46%
49
EFAISHARES TR
175,461$10.4M0.46%Put
50
ALLEGHENY TECHNOLOGIES INC
7,300,000$10.3M0.45%
51
CSXCSX CORP
333,600$10.2M0.45%Put
52
APDAIR PRODS & CHEMS INC
62,775$9.4M0.42%
53
USMVISHARES TR
207,400$9.4M0.42%Call
54
SYFSYNCHRONY FINL
335,700$9.4M0.42%
55
WHITING PETE CORP NEW
9,531,560$9.2M0.41%
56
XLFSELECT SECTOR SPDR TR
472,309$9.1M0.40%Call
57
ZGZILLOW GROUP INC
261,229$9.0M0.40%
58
RITE AID CORP
1,123,861$8.6M0.38%Put
59
AKORN INC
305,771$8.3M0.37%
60
LBTYBLIBERTY GLOBAL PLC
282,600$7.9M0.35%
61
GOOGALPHABET INC
10,100$7.9M0.35%
62
POWERSHARES QQQ TRUST
65,700$7.8M0.34%
63
LEVEL 3 COMMUNICATIONS INC
165,400$7.7M0.34%
64
MICROSEMI CORP
180,804$7.6M0.34%
65
DEPOMED INC
5,300,000$7.6M0.34%
66
FFIVF5 NETWORKS INC
60,700$7.6M0.33%
67
VMWEURVMWARE INC
102,600$7.5M0.33%Put
68
INTEL CORP
5,000,000$6.9M0.31%
69
BALLBALL CORP
82,863$6.8M0.30%
70
GORES HLDGS INC
614,548$6.6M0.29%
71
BERYEURBERRY PLASTICS GROUP INC
147,793$6.5M0.29%
72
DIREXION SHS ETF TR
336,600$6.4M0.28%Put
73
ORCLORACLE CORP
161,059$6.3M0.28%Put
74
TXNTEXAS INSTRS INC
90,000$6.3M0.28%Call
75
STTSPDR SERIES TRUST
170,000$6.2M0.28%Call
76
SUNTRUST BKS INC
1,129,842$6.2M0.27%
77
MEDIA GEN INC NEW
335,624$6.2M0.27%
78
IPINTL PAPER CO
128,800$6.2M0.27%Put
79
TEXTEREX CORP NEW
238,154$6.1M0.27%Put
80
ZIONS BANCORPORATION
1,492,018$6.0M0.27%
81
CTRPUSDCTRIP COM INTL LTD
128,530$6.0M0.26%Put
82
GLNGGOLAR LNG LTD BERMUDA
279,077$5.9M0.26%
83
HERTZ GLOBAL HLDGS INC
147,100$5.9M0.26%
84
EMBISHARES TR
50,000$5.9M0.26%Call
85
OSVEURVANECK VECTORS ETF TR
200,000$5.9M0.26%Put
86
ALLERGAN PLC
7,034$5.8M0.25%
87
FORFORESTAR GROUP INC
483,066$5.7M0.25%Call
88
AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC
5,000,000$5.4M0.24%
89
INTERDIGITAL INC
4,400,000$5.4M0.24%
90
JPMJPMORGAN CHASE & CO
214,560$5.3M0.23%
91
ZIONZIONS BANCORPORATION
169,800$5.3M0.23%Call
92
MULTI PACKAGING SOLUTIONS IN
363,826$5.2M0.23%
93
EEMISHARES TR
135,000$5.1M0.22%Put
94
EWWISHARES
104,000$5.0M0.22%Call
95
DWDMORGAN STANLEY
156,000$5.0M0.22%Put
96
SOUTHWESTERN ENERGY CO
150,010$4.8M0.21%
97
XLBSELECT SECTOR SPDR TR
100,000$4.8M0.21%Call
98
METMETLIFE INC
106,000$4.7M0.21%Call
99
GTNGRAY TELEVISION INC
449,020$4.7M0.21%
100
WEATHERFORD INTL LTD
4,133,000$4.7M0.21%
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