Taconic Capital Advisors

Taconic Capital Advisors as of June 30, 2011

Portfolio Holdings for Taconic Capital Advisors

Taconic Capital Advisors holds 68 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Cephalon 14.3 $551M 6.9M 79.90
Ca 10.0 $384M 17M 22.84
Bucyrus International 7.0 $270M 3.0M 91.66
Spdr S&p 500 Etf (SPY) 5.9 $228M 1.7M 131.97
Pfizer (PFE) 5.8 $224M 11M 20.60
General Motors Company (GM) 5.7 $220M 7.3M 30.36
Cit 5.1 $195M 4.4M 44.26
Citigroup (C) 3.6 $137M 3.3M 41.64
Varian Semiconductor 3.2 $123M 2.0M 61.44
MeadWestva 3.0 $115M 3.5M 33.31
JPMorgan Chase & Co. (JPM) 2.5 $94M 2.3M 40.94
Constellation Energy 2.2 $85M 2.3M 37.96
NYSE Euronext 2.2 $86M 2.5M 34.27
Ivanhoe Mines 2.2 $84M 3.3M 25.30
Lockheed Martin Corporation (LMT) 1.9 $75M 925k 80.97
National Semiconductor Corporation 1.9 $74M 3.0M 24.61
J.C. Penney Company 1.8 $69M 2.0M 34.54
Marathon Oil Corporation (MRO) 1.7 $64M 2.0M 31.98
SLM Corporation (SLM) 1.6 $61M 3.7M 16.81
General Mills (GIS) 1.2 $48M 1.3M 37.22
Arcelormittal Sa Luxembourg note 5.000% 5/1 1.1 $43M 31M 1.39
CoreLogic 1.1 $42M 2.5M 16.71
W.R. Grace & Co. 1.1 $41M 900k 45.63
Tyco International Ltd S hs 0.9 $35M 700k 49.43
Holly Corporation 0.9 $35M 500k 69.40
Nicor 0.7 $27M 500k 54.74
Transocean Inc note 1.500%12/1 0.6 $25M 25M 0.98
Oracle Corporation (ORCL) 0.6 $25M 750k 32.91
Kellogg Company (K) 0.6 $23M 408k 55.32
Pepsi (PEP) 0.6 $21M 300k 70.43
Endo Pharmaceuticals 0.5 $20M 500k 40.17
Starwood Property Trust (STWD) 0.5 $19M 935k 20.51
Capitol Federal Financial (CFFN) 0.5 $19M 1.6M 11.76
Savient Pharmaceuticals 0.5 $18M 2.4M 7.49
Cosan Ltd shs a 0.4 $16M 1.3M 12.29
Temple-Inland 0.4 $15M 500k 29.74
E TRADE Financial Corporation 0.4 $15M 1.1M 13.80
General Mtrs Co jr pfd cnv srb 0.3 $13M 275k 48.74
Bank of America Corporation (BAC) 0.3 $13M 1.2M 10.96
Two Harbors Investment 0.3 $13M 1.2M 10.75
Dryships Inc. note 5.000%12/0 0.3 $12M 14M 0.90
Human Genome Sciences 0.3 $12M 500k 24.54
Kearny Financial 0.3 $12M 1.3M 9.11
ITT Corporation 0.3 $11M 2.7M 4.22
General Mtrs Co *w exp 07/10/201 0.3 $12M 729k 15.93
Northwest Bancshares (NWBI) 0.3 $11M 875k 12.58
99 Cents Only Stores 0.3 $10M 500k 20.24
Ellington Financial 0.3 $9.9M 471k 21.05
CapitalSource 0.2 $9.7M 1.5M 6.45
General Mtrs Co *w exp 07/10/201 0.2 $9.2M 429k 21.40
Onyx Pharmaceuticals 0.2 $8.8M 250k 35.30
Flagstar Ban 0.2 $8.1M 6.8M 1.19
Quad/Graphics (QUAD) 0.2 $7.8M 200k 38.86
Hartford Finl Svcs Wt Exp 0626 wt 0.2 $7.3M 411k 17.89
Sanofi Aventis Wi Conval Rt 0.2 $7.2M 3.0M 2.41
Gen-Probe Incorporated 0.2 $6.9M 100k 69.15
Note 3.50 0.2 $6.4M 5.0M 1.28
TIM Participacoes SA 0.2 $6.3M 129k 49.21
Radian Group Inc note 3.000%11/1 0.1 $4.7M 6.5M 0.72
Wts/the Pnc Financial Services Grp wts 0.1 $3.1M 252k 12.42
Lorillard 0.1 $2.6M 2.3M 1.12
iShares Dow Jones US Real Estate (IYR) 0.1 $2.2M 1.0M 2.17
Savient Pharmaceuticals note 0.1 $2.0M 2.0M 1.01
Citigroup Inc Com Us cmn 0.0 $1.4M 2.1M 0.69
Goldman Sachs (GS) 0.0 $1.0M 1.1M 0.93
SPDR KBW Regional Banking (KRE) 0.0 $1.3M 1.0M 1.34
Two Hbrs Invt Corp *w exp 07/13/201 0.0 $420k 1.0M 0.42
Financial Select Sector SPDR (XLF) 0.0 $160k 4.0M 0.04