Ionic Capital Management LLC Q2 2016 Filing
Filed August 15, 2016
Portfolio Value
$2.3B
Holdings
233
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (233 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 1,794,900 | $376.0M | 16.70% | Put |
| 2 | IWMISHARES TR | 1,684,176 | $193.6M | 8.60% | Put |
| 3 | EEMISHARES TR | 3,659,889 | $125.8M | 5.59% | Put |
| 4 | —POWERSHS DB US DOLLAR INDEX | 3,162,800 | $78.6M | 3.49% | Put |
| 5 | WMTWAL-MART STORES INC | 1,050,000 | $65.0M | 2.89% | Put |
| 6 | MRKMERCK & CO INC | 1,050,000 | $60.5M | 2.69% | Put |
| 7 | —CURRENCYSHS JAPANESE YEN TR | 635,700 | $59.5M | 2.64% | Put |
| 8 | FXIISHARES TR | 1,703,963 | $58.3M | 2.59% | Put |
| 9 | —TYSON FOODS INC | 673,474 | $49.9M | 2.22% | |
| 10 | —CURRENCYSHS BRIT POUND STER | 372,200 | $48.4M | 2.15% | Put |
| 11 | DXJWISDOMTREE TR | 1,053,900 | $40.9M | 1.82% | Put |
| 12 | FEZSPDR INDEX SHS FDS | 1,302,600 | $40.6M | 1.80% | Put |
| 13 | GDXVANECK VECTORS ETF TR | 1,386,653 | $38.4M | 1.71% | Put |
| 14 | FXECURRENCYSHARES EURO TR | 326,800 | $35.4M | 1.57% | Put |
| 15 | BACVERIZON COMMUNICATIONS INC | 600,500 | $33.5M | 1.49% | Put |
| 16 | GEGENERAL ELECTRIC CO | 892,700 | $28.1M | 1.25% | Put |
| 17 | BACBANK AMER CORP | 2,073,569 | $27.5M | 1.22% | Put |
| 18 | XLISELECT SECTOR SPDR TR | 387,100 | $21.7M | 0.96% | Put |
| 19 | HYGISHARES TR | 253,747 | $21.5M | 0.95% | Call |
| 20 | MCDMCDONALDS CORP | 171,200 | $20.6M | 0.92% | Put |
| 21 | AMZNAMAZON COM INC | 28,200 | $20.2M | 0.90% | Put |
| 22 | IYRISHARES TR | 219,400 | $18.1M | 0.80% | Put |
| 23 | IBBISHARES TR | 70,100 | $18.0M | 0.80% | Put |
| 24 | —BARCLAYS BK PLC | 1,269,988 | $17.5M | 0.78% | Put |
| 25 | —SUNTRUST BKS INC | 410,000 | $16.8M | 0.75% | Put |
| 26 | XOMEXXON MOBIL CORP | 175,500 | $16.5M | 0.73% | Put |
| 27 | XLUSELECT SECTOR SPDR TR | 300,000 | $15.7M | 0.70% | Put |
| 28 | AAPLAPPLE INC | 158,243 | $15.1M | 0.67% | Put |
| 29 | SYFSYNCHRONY FINL | 588,100 | $14.9M | 0.66% | Put |
| 30 | MSFTMICROSOFT CORP | 288,400 | $14.8M | 0.66% | Put |
| 31 | —ALLERGAN PLC | 61,720 | $14.3M | 0.63% | |
| 32 | TRVCCITIGROUP INC | 334,632 | $14.2M | 0.63% | Call |
| 33 | INTCINTEL CORP | 415,763 | $13.6M | 0.61% | Put |
| 34 | DALDELTA AIR LINES INC DEL | 360,000 | $13.1M | 0.58% | Call |
| 35 | —INTERVAL LEISURE GROUP INC | 813,585 | $12.9M | 0.57% | |
| 36 | NXSTNEXSTAR BROADCASTING GROUP I | 266,465 | $12.7M | 0.56% | |
| 37 | ZAYOEURZAYO GROUP HLDGS INC | 452,985 | $12.7M | 0.56% | |
| 38 | ARMKARAMARK | 372,908 | $12.5M | 0.55% | |
| 39 | LVLNSPDR SERIES TRUST | 315,088 | $12.1M | 0.54% | Put |
| 40 | JPMJPMORGAN CHASE & CO | 590,195 | $12.0M | 0.53% | |
| 41 | AALAMERICAN AIRLS GROUP INC | 410,353 | $11.6M | 0.52% | Put |
| 42 | —YAHOO INC | 306,543 | $11.5M | 0.51% | Call |
| 43 | GOOGALPHABET INC | 16,600 | $11.5M | 0.51% | |
| 44 | NOMDNOMAD HLDGS LTD | 1,368,978 | $10.9M | 0.49% | |
| 45 | STTSPDR SERIES TRUST | 296,500 | $10.6M | 0.47% | Call |
| 46 | —AKORN INC | 368,071 | $10.5M | 0.47% | |
| 47 | UAUNDER ARMOUR INC | 287,990 | $10.5M | 0.47% | |
| 48 | AXTAAXALTA COATING SYS LTD | 388,809 | $10.3M | 0.46% | |
| 49 | ZIONZIONS BANCORPORATION | 401,300 | $10.1M | 0.45% | Put |
| 50 | BERYEURBERRY PLASTICS GROUP INC | 258,993 | $10.1M | 0.45% | |
| 51 | XLFSELECT SECTOR SPDR TR | 431,751 | $9.9M | 0.44% | Call |
| 52 | APDAIR PRODS & CHEMS INC | 69,375 | $9.9M | 0.44% | |
| 53 | EFAISHARES TR | 175,000 | $9.8M | 0.43% | Put |
| 54 | CVXCHEVRON CORP NEW | 85,000 | $8.9M | 0.40% | Put |
| 55 | XLYSELECT SECTOR SPDR TR | 110,000 | $8.6M | 0.38% | Call |
| 56 | RSX1USDVANECK VECTORS ETF TR | 464,333 | $8.1M | 0.36% | Put |
| 57 | —MEDIVATION INC | 133,600 | $8.1M | 0.36% | |
| 58 | —TESLA MTRS INC | 4,600,000 | $7.9M | 0.35% | |
| 59 | CSCOCISCO SYS INC | 270,800 | $7.8M | 0.35% | Put |
| 60 | —ALLEGHENY TECHNOLOGIES INC | 7,300,000 | $7.7M | 0.34% | |
| 61 | GMGENERAL MTRS CO | 265,200 | $7.5M | 0.33% | Put |
| 62 | NPOENPRO INDS INC | 167,286 | $7.4M | 0.33% | |
| 63 | HPEHEWLETT PACKARD ENTERPRISE C | 397,590 | $7.3M | 0.32% | |
| 64 | —QIHOO 360 TECHNOLOGY CO LTD | 99,423 | $7.3M | 0.32% | Put |
| 65 | ORCLORACLE CORP | 175,000 | $7.2M | 0.32% | Put |
| 66 | CTRPUSDCTRIP COM INTL LTD | 168,730 | $7.0M | 0.31% | Put |
| 67 | —DEPOMED INC | 5,700,000 | $6.9M | 0.31% | |
| 68 | —MEDIA GEN INC NEW | 395,524 | $6.8M | 0.30% | |
| 69 | AIGAMERICAN INTL GROUP INC | 125,000 | $6.6M | 0.29% | Call |
| 70 | —MICROSEMI CORP | 199,204 | $6.5M | 0.29% | |
| 71 | BALLBALL CORP | 89,463 | $6.5M | 0.29% | |
| 72 | NBISYANDEX N V | 270,000 | $5.9M | 0.26% | Call |
| 73 | TLTISHARES TR | 40,000 | $5.6M | 0.25% | Put |
| 74 | FFIVF5 NETWORKS INC | 48,400 | $5.5M | 0.24% | |
| 75 | PSLV/USPROTT PHYSICAL SILVER TR | 754,700 | $5.5M | 0.24% | |
| 76 | MUMICRON TECHNOLOGY INC | 397,600 | $5.5M | 0.24% | Call |
| 77 | —PNC FINL SVCS GROUP INC | 309,721 | $5.4M | 0.24% | |
| 78 | —MULTI PACKAGING SOLUTIONS IN | 392,826 | $5.2M | 0.23% | |
| 79 | EWWISHARES | 104,000 | $5.2M | 0.23% | Call |
| 80 | DISCKUSDDISCOVERY COMMUNICATNS NEW | 206,368 | $4.9M | 0.22% | |
| 81 | GQ9SPDR GOLD TRUST | 38,411 | $4.9M | 0.22% | |
| 82 | TSLATESLA MTRS INC | 22,700 | $4.8M | 0.21% | Put |
| 83 | DWDMORGAN STANLEY | 181,000 | $4.7M | 0.21% | Put |
| 84 | —RITE AID CORP | 624,400 | $4.7M | 0.21% | |
| 85 | USMVISHARES TR | 100,100 | $4.6M | 0.21% | Call |
| 86 | —WEATHERFORD INTL LTD | 4,133,000 | $4.5M | 0.20% | |
| 87 | —SUNTRUST BKS INC | 1,023,091 | $4.4M | 0.19% | |
| 88 | NOVEURNATIONAL OILWELL VARCO INC | 130,000 | $4.4M | 0.19% | Put |
| 89 | XOPUSDSPDR SERIES TRUST | 118,500 | $4.1M | 0.18% | Put |
| 90 | VISNCOMMSCOPE HLDG CO INC | 132,100 | $4.1M | 0.18% | |
| 91 | OSVEURVANECK VECTORS ETF TR | 138,000 | $4.0M | 0.18% | Put |
| 92 | AJRDEURAEROJET ROCKETDYNE HLDGS INC | 219,388 | $4.0M | 0.18% | |
| 93 | —INFOBLOX INC | 211,843 | $4.0M | 0.18% | |
| 94 | TEXTEREX CORP NEW | 186,400 | $3.8M | 0.17% | Call |
| 95 | GOOGLALPHABET INC | 5,317 | $3.7M | 0.17% | |
| 96 | —E M C CORP MASS | 130,000 | $3.5M | 0.16% | |
| 97 | —CATHAY GEN BANCORP | 398,687 | $3.3M | 0.14% | |
| 98 | LBTYBLIBERTY GLOBAL PLC | 110,000 | $3.2M | 0.14% | |
| 99 | ODPEUROFFICE DEPOT INC | 917,716 | $3.0M | 0.13% | |
| 100 | MPCMARATHON PETE CORP | 79,900 | $3.0M | 0.13% | Call |
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