Ionic Capital Management LLC Q4 2016 Filing

Filed February 14, 2017

Portfolio Value

$1.8B

Holdings

256

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (256 positions)

#StockSharesValue% PortfolioType
1
FXIISHARES TR
2,517,964$87.4M4.74%Put
2
EMBISHARES TR
620,000$68.3M3.71%Call
3
ALLERGAN PLC
294,560$61.9M3.36%Put
4
DIREXION SHS ETF TR
1,208,489$58.5M3.17%Put
5
BARCLAYS BK PLC
2,255,973$57.5M3.12%Put
6
POWERSHS DB US DOLLAR INDEX
2,104,800$55.7M3.02%Put
7
DXJWISDOMTREE TR
1,060,600$52.5M2.85%Put
8
SPYSPDR S&P 500 ETF TR
207,021$46.3M2.51%Call
9
HYGISHARES TR
483,417$41.8M2.27%Put
10
EEMISHARES TR
996,970$34.9M1.89%Put
11
TLTISHARES TR
286,287$34.1M1.85%Put
12
FEZSPDR INDEX SHS FDS
946,900$31.7M1.72%Put
13
MSFTMICROSOFT CORP
487,280$30.3M1.64%Put
14
BACBANK AMER CORP
1,339,400$29.6M1.61%Put
15
XLUSELECT SECTOR SPDR TR
603,000$29.3M1.59%Put
16
HEDJWISDOMTREE TR
500,000$28.7M1.56%Call
17
GEGENERAL ELECTRIC CO
892,953$28.2M1.53%Put
18
GDXVANECK VECTORS ETF TR
1,239,523$25.9M1.41%Put
19
CENTENNIAL RESOURCE DEV INC
2,893,676$24.4M1.33%
20
XLISELECT SECTOR SPDR TR
390,000$24.3M1.32%Put
21
AAPLAPPLE INC
176,335$20.4M1.11%Put
22
MCDMCDONALDS CORP
162,325$19.8M1.07%Put
23
ILG INC
1,006,001$18.3M0.99%Put
24
ZIONS BANCORPORATION
1,460,598$17.2M0.93%
25
TRVCCITIGROUP INC
285,600$17.0M0.92%Call
26
BACVERIZON COMMUNICATIONS INC
314,000$16.8M0.91%Call
27
LVLNSPDR SERIES TRUST
297,500$16.5M0.90%Put
28
IBBISHARES TR
58,577$15.5M0.84%Put
29
SUNTRUST BKS INC
1,148,907$15.3M0.83%
30
PNC FINL SVCS GROUP INC
305,272$15.1M0.82%
31
NOMDNOMAD HLDGS LTD
1,510,258$14.5M0.78%
32
INTEL CORP
10,500,000$14.2M0.77%
33
MONSANTO CO NEW
124,376$13.1M0.71%Call
34
CURRENCYSHS BRIT POUND STER
107,900$13.0M0.70%Call
35
APDAIR PRODS & CHEMS INC
89,075$12.8M0.70%
36
ZAYOEURZAYO GROUP HLDGS INC
384,085$12.6M0.69%
37
POWERSHARES QQQ TRUST
104,200$12.3M0.67%Call
38
CSXCSX CORP
343,600$12.3M0.67%Put
39
EFAISHARES TR
209,411$12.1M0.66%Put
40
DISHDISH NETWORK CORP
202,500$11.7M0.64%Put
41
UAUNDER ARMOUR INC
456,334$11.5M0.62%Put
42
XBISPDR SERIES TRUST
183,821$10.9M0.59%Put
43
NXSTNEXSTAR BROADCASTING GROUP I
171,572$10.9M0.59%
44
XLYSELECT SECTOR SPDR TR
131,800$10.7M0.58%Call
45
XOPUSDSPDR SERIES TRUST
253,710$10.5M0.57%Put
46
USMVISHARES TR
207,400$9.4M0.51%Call
47
AXTAAXALTA COATING SYS LTD
329,709$9.0M0.49%
48
LBTYBLIBERTY GLOBAL PLC
422,504$8.9M0.49%
49
SUNTRUST BKS INC
163,000$8.9M0.49%Put
50
YAHOO INC
230,477$8.9M0.48%
51
SINA CORP
9,000,000$8.9M0.48%
52
PFEPFIZER INC
257,800$8.4M0.45%Put
53
SYFSYNCHRONY FINL
227,900$8.3M0.45%
54
FXECURRENCYSHARES EURO TR
80,000$8.2M0.44%Call
55
VMWEURVMWARE INC
102,518$8.1M0.44%Put
56
XOMEXXON MOBIL CORP
88,550$8.0M0.43%Put
57
CVXCHEVRON CORP NEW
67,000$7.9M0.43%Put
58
AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC
5,000,000$7.9M0.43%
59
AALAMERICAN AIRLS GROUP INC
164,500$7.7M0.42%Put
60
GLNGGOLAR LNG LTD BERMUDA
332,777$7.6M0.41%
61
MPCMARATHON PETE CORP
150,000$7.6M0.41%Put
62
AMZNAMAZON COM INC
10,000$7.5M0.41%Put
63
IYRISHARES TR
97,400$7.5M0.41%Put
64
WMTWAL-MART STORES INC
106,500$7.4M0.40%Call
65
BABAALIBABA GROUP HLDG LTD
82,800$7.3M0.39%Put
66
HUBSHUBSPOT INC
154,603$7.3M0.39%
67
SINA CORP
118,641$7.2M0.39%Put
68
TWNKEURHOSTESS BRANDS INC
549,548$7.1M0.39%
69
HPEHEWLETT PACKARD ENTERPRISE C
303,990$7.0M0.38%
70
LEVEL 3 COMMUNICATIONS INC
122,188$6.9M0.37%
71
GDXJVANECK VECTORS ETF TR
217,802$6.9M0.37%Call
72
CATHAY GEN BANCORP
388,687$6.8M0.37%
73
EWZISHARES
202,800$6.8M0.37%Put
74
LUMOS NETWORKS CORP
423,958$6.6M0.36%
75
IPINTL PAPER CO
122,800$6.5M0.35%Put
76
VSMEURVERSUM MATLS INC
231,413$6.5M0.35%
77
DWDMORGAN STANLEY
150,000$6.3M0.34%Put
78
BERYEURBERRY PLASTICS GROUP INC
129,393$6.3M0.34%
79
BALLBALL CORP
82,863$6.2M0.34%
80
DEPOMED INC
5,300,000$6.1M0.33%
81
DOMINION RES INC VA NEW
119,328$6.0M0.33%
82
BKRBAKER HUGHES INC
92,000$6.0M0.32%Put
83
INTERDIGITAL INC
4,400,000$6.0M0.32%
84
DBDEUTSCHE BANK AG
329,100$6.0M0.32%Put
85
TWXCHFTIME WARNER INC
60,775$5.9M0.32%
86
SHORETEL INC
807,193$5.8M0.31%
87
WFCWELLS FARGO & CO NEW
104,140$5.7M0.31%Call
88
NOVEURNATIONAL OILWELL VARCO INC
150,000$5.6M0.30%Put
89
MRKMERCK & CO INC
95,000$5.6M0.30%Put
90
FORFORESTAR GROUP INC
416,266$5.5M0.30%
91
CTRPUSDCTRIP COM INTL LTD
137,418$5.5M0.30%Put
92
RITE AID CORP
650,600$5.4M0.29%Put
93
MDTMEDTRONIC PLC
75,000$5.3M0.29%Put
94
TEXTEREX CORP NEW
168,100$5.3M0.29%Put
95
BPBP PLC
140,000$5.2M0.28%Call
96
QCOMQUALCOMM INC
80,000$5.2M0.28%Put
97
EXPEEXPEDIA INC DEL
44,976$5.1M0.28%
98
GOOGALPHABET INC
6,600$5.1M0.28%
99
BBTUSDBB&T CORP
106,000$5.0M0.27%Call
100
XLBSELECT SECTOR SPDR TR
100,000$5.0M0.27%Call
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