Taconic Capital Advisors

Taconic Capital Advisors as of March 31, 2011

Portfolio Holdings for Taconic Capital Advisors

Taconic Capital Advisors holds 81 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 12.3 $493M 3.7M 132.51
Pfizer (PFE) 6.8 $271M 13M 20.31
Bucyrus International 6.3 $252M 2.8M 91.45
Genzyme Corporation 5.7 $229M 3.0M 76.15
Ca 5.7 $227M 9.4M 24.18
Cephalon 4.7 $190M 2.5M 75.78
Cit 3.7 $148M 3.5M 42.55
JPMorgan Chase & Co. (JPM) 3.1 $124M 2.7M 46.10
Williams Companies (WMB) 2.7 $108M 3.5M 31.18
General Motors Company (GM) 2.4 $98M 3.1M 31.03
Lockheed Martin Corporation (LMT) 2.4 $97M 1.2M 80.40
Genworth Financial (GNW) 1.9 $74M 5.5M 13.46
Ivanhoe Mines 1.8 $72M 2.6M 27.46
Tenet Healthcare Corporation 1.7 $69M 9.3M 7.45
Massey Energy Company 1.7 $68M 1.0M 68.36
MasterCard Incorporated (MA) 1.7 $68M 270k 251.72
SLM Corporation (SLM) 1.6 $66M 4.3M 15.30
Beckman Coulter 1.6 $62M 750k 83.07
ITT Corporation 1.5 $62M 1.0M 60.05
J.C. Penney Company 1.5 $61M 1.7M 35.91
General Mills (GIS) 1.5 $61M 1.7M 36.55
Industries N shs - a - (LYB) 1.5 $59M 1.5M 39.55
Marathon Oil Corporation (MRO) 1.5 $59M 1.1M 53.31
Atheros Communications 1.4 $56M 1.3M 44.65
Arcelormittal Sa Luxembourg note 5.000% 5/1 1.1 $45M 31M 1.46
Tyco International Ltd S hs 1.1 $45M 1.0M 44.77
Rowan Companies 1.1 $42M 950k 44.18
Oracle Corporation (ORCL) 1.0 $42M 1.3M 33.37
Talecris Biotherapeutics Holdings 1.0 $40M 1.5M 26.80
Citi 1.0 $40M 9.0M 4.42
CoreLogic 0.9 $38M 2.1M 18.50
Bank of America Corporation (BAC) 0.9 $35M 2.7M 13.33
Pride International 0.8 $32M 750k 42.95
Kinder Morgan (KMI) 0.7 $30M 1.0M 29.64
GSI Commerce 0.7 $29M 1.0M 29.27
Nicor 0.7 $27M 500k 53.70
Pepsi (PEP) 0.7 $26M 400k 64.41
Transocean Inc note 1.500%12/1 0.6 $25M 25M 0.98
Kellogg Company (K) 0.6 $22M 408k 53.98
Packaging Corporation of America (PKG) 0.5 $20M 685k 28.89
MeadWestva 0.5 $20M 650k 30.33
Savient Pharmaceuticals 0.5 $20M 1.8M 10.60
American International (AIG) 0.5 $19M 548k 35.14
Capitol Federal Financial (CFFN) 0.5 $19M 1.7M 11.27
Dryships Inc. note 5.000%12/0 0.4 $18M 18M 1.00
Buckeye Partners 0.4 $17M 270k 63.54
Cosan Ltd shs a 0.4 $17M 1.3M 12.90
E TRADE Financial Corporation 0.4 $17M 1.1M 15.63
Wells Fargo & Company (WFC) 0.4 $16M 500k 31.70
Quad/Graphics (QUAD) 0.3 $14M 329k 42.54
Lorillard 0.3 $13M 3.3M 4.01
Kearny Financial 0.3 $13M 1.3M 10.03
General Mtrs Co jr pfd cnv srb 0.3 $13M 275k 48.20
Two Harbors Investment 0.3 $13M 1.2M 10.47
Northwest Bancshares (NWBI) 0.3 $13M 1.0M 12.54
Starwood Property Trust (STWD) 0.3 $11M 500k 22.30
Ellington Financial 0.3 $11M 471k 23.05
CapitalSource 0.3 $11M 1.5M 7.04
NYSE Euronext 0.3 $11M 300k 35.17
99 Cents Only Stores 0.2 $9.8M 500k 19.60
Flagstar Ban 0.2 $10M 6.8M 1.50
Steel Dynamics Inc note 5.125% 6/1 0.2 $9.0M 7.0M 1.28
Huntington Bancshares Incorporated (HBAN) 0.2 $8.5M 1.3M 6.64
Goldman Sachs (GS) 0.2 $7.6M 1.2M 6.54
Hartford Finl Svcs Wt Exp 0626 wt 0.2 $7.5M 411k 18.34
United States Stl Corp New note 4.000% 5/1 0.2 $7.3M 4.0M 1.83
Wts/the Pnc Financial Services Grp wts 0.2 $6.8M 452k 14.96
Note 3.50 0.2 $6.6M 5.0M 1.32
Radian Group Inc note 3.000%11/1 0.1 $5.9M 6.5M 0.91
TIM Participacoes SA 0.1 $5.6M 129k 43.65
iShares Dow Jones US Real Estate (IYR) 0.1 $3.9M 1.0M 3.88
Financial Select Sector SPDR (XLF) 0.1 $3.4M 7.0M 0.48
Savient Pharmaceuticals note 0.1 $2.4M 2.0M 1.18
iShares MSCI Emerging Markets Indx (EEM) 0.1 $1.8M 2.0M 0.92
Citigroup Inc Com Us cmn 0.1 $1.9M 2.1M 0.92
SPDR KBW Regional Banking (KRE) 0.0 $1.6M 1.0M 1.62
Visa (V) 0.0 $756k 600k 1.26
Semgroup Corp cl a 0.0 $670k 24k 28.15
American Intl Group 0.0 $668k 60k 11.13
Northrop Grumman Corporation (NOC) 0.0 $220k 250k 0.88
Two Hbrs Invt Corp *w exp 07/13/201 0.0 $400k 1.0M 0.40