Taconic Capital Advisors as of Sept. 30, 2011
Portfolio Holdings for Taconic Capital Advisors
Taconic Capital Advisors holds 62 positions in its portfolio as reported in the September 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Cephalon | 16.2 | $613M | 7.6M | 80.70 | |
| Ca | 12.7 | $479M | 25M | 19.41 | |
| Goodrich Corporation | 8.8 | $332M | 2.8M | 120.68 | |
| Motorola Mobility Holdings | 8.5 | $321M | 8.5M | 37.78 | |
| Pfizer (PFE) | 7.2 | $274M | 16M | 17.68 | |
| Varian Semiconductor | 4.4 | $165M | 2.7M | 61.15 | |
| General Motors Company (GM) | 4.3 | $164M | 8.1M | 20.18 | |
| Cit | 3.5 | $132M | 4.4M | 30.37 | |
| ITT Corporation | 3.2 | $123M | 2.9M | 42.00 | |
| News Corporation | 2.7 | $101M | 6.6M | 15.47 | |
| Constellation Energy | 2.5 | $95M | 2.5M | 38.06 | |
| MeadWestva | 2.4 | $92M | 3.7M | 24.56 | |
| Citigroup (C) | 2.4 | $92M | 3.6M | 25.62 | |
| W.R. Grace & Co. | 1.7 | $63M | 1.9M | 33.30 | |
| NetLogic Microsystems | 1.6 | $63M | 1.3M | 48.11 | |
| Marathon Oil Corporation (MRO) | 1.5 | $55M | 2.6M | 21.58 | |
| Lockheed Martin Corporation (LMT) | 1.4 | $53M | 725k | 72.64 | |
| JPMorgan Chase & Co. (JPM) | 1.3 | $51M | 1.7M | 30.12 | |
| J.C. Penney Company | 1.3 | $49M | 1.8M | 26.78 | |
| SLM Corporation (SLM) | 1.2 | $47M | 3.8M | 12.45 | |
| General Mills (GIS) | 1.2 | $45M | 1.2M | 38.47 | |
| BP (BP) | 0.9 | $36M | 1.0M | 36.07 | |
| Nicor | 0.7 | $28M | 500k | 55.01 | |
| Transocean Inc note 1.500%12/1 | 0.7 | $25M | 25M | 0.98 | |
| Kellogg Company (K) | 0.6 | $22M | 408k | 53.19 | |
| Ivanhoe Mines | 0.6 | $21M | 1.5M | 13.70 | |
| Starwood Property Trust (STWD) | 0.5 | $21M | 1.2M | 17.16 | |
| CoreLogic | 0.5 | $20M | 1.8M | 10.67 | |
| Pepsi (PEP) | 0.5 | $19M | 300k | 61.90 | |
| Oracle Corporation (ORCL) | 0.5 | $19M | 650k | 28.74 | |
| Endo Pharmaceuticals | 0.4 | $14M | 500k | 27.99 | |
| E TRADE Financial Corporation | 0.3 | $13M | 1.4M | 9.11 | |
| Tyco International Ltd S hs | 0.3 | $12M | 304k | 40.75 | |
| Savient Pharmaceuticals | 0.3 | $13M | 3.1M | 4.10 | |
| Kearny Financial | 0.3 | $12M | 1.4M | 8.84 | |
| NYSE Euronext | 0.3 | $12M | 500k | 23.24 | |
| ROYAL BK SCOTLAND Group Plc sp adr pref t | 0.3 | $11M | 900k | 12.05 | |
| General Mtrs Co jr pfd cnv srb | 0.3 | $9.6M | 275k | 35.08 | |
| Ellington Financial | 0.2 | $8.6M | 500k | 17.18 | |
| Human Genome Sciences | 0.2 | $7.6M | 600k | 12.69 | |
| Onyx Pharmaceuticals | 0.2 | $7.5M | 250k | 30.01 | |
| General Mtrs Co *w exp 07/10/201 | 0.2 | $5.9M | 740k | 7.93 | |
| General Mtrs Co *w exp 07/10/201 | 0.1 | $5.1M | 440k | 11.64 | |
| Note 3.50 | 0.1 | $4.9M | 5.0M | 0.97 | |
| Flagstar Ban | 0.1 | $3.9M | 8.0M | 0.49 | |
| Johnson & Johnson (JNJ) | 0.1 | $3.5M | 800k | 4.35 | |
| Quad/Graphics (QUAD) | 0.1 | $2.9M | 160k | 18.07 | |
| Sanofi Aventis Wi Conval Rt | 0.1 | $3.2M | 3.0M | 1.06 | |
| Fortune Brands | 0.1 | $2.7M | 50k | 54.08 | |
| Dryships Inc. note 5.000%12/0 | 0.1 | $1.8M | 3.0M | 0.61 | |
| Royal Bk Scotland Group Plc adr pref shs r | 0.1 | $2.1M | 200k | 10.33 | |
| iShares Dow Jones US Real Estate (IYR) | 0.0 | $1.5M | 500k | 3.05 | |
| Radian Group Inc note 3.000%11/1 | 0.0 | $1.5M | 3.0M | 0.50 | |
| Savient Pharmaceuticals note | 0.0 | $1.4M | 2.0M | 0.70 | |
| ROYAL BK SCOTLAND Group Plc adr pref shs q | 0.0 | $1.1M | 100k | 11.37 | |
| Medco Health Solutions | 0.0 | $863k | 18k | 46.90 | |
| Citigroup Inc Com Us cmn | 0.0 | $914k | 2.1M | 0.44 | |
| Cemex Sab conv | 0.0 | $600k | 1.3M | 0.48 | |
| Goldman Sachs (GS) | 0.0 | $304k | 100k | 3.04 | |
| Wts/the Pnc Financial Services Grp wts | 0.0 | $517k | 58k | 8.94 | |
| Bank of America Corporation (BAC) | 0.0 | $1.4M | 200k | 6.97 | |
| Two Hbrs Invt Corp *w exp 07/13/201 | 0.0 | $149k | 745k | 0.20 |
