Taconic Capital Advisors LP Hedge Fund

CIK: 0001390113 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Nov 16, 2020

Total Value ($000): $2,446,481

Holdings (45)

SPY SPDR S&P 500 ETF TR 45.5%

Value ($000) $1,113,636 Shares 3,460,000 Est. Cost $321.88 Unrealized —

— ALLERGAN PLC 11.4%

Value ($000) $279,108 Shares 1,460,000 Est. Cost $168.21 Unrealized —

SPY SPDR S&P 500 ETF TR 6.6%

Value ($000) $160,930 Shares 500,000 Est. Cost $321.88 Unrealized —

BABA ALIBABA GROUP HLDG LTD 4.3%

Value ($000) $106,050 Shares 500,000 Est. Cost $212.10 Unrealized —

MSFT MICROSOFT CORP 3.5%

Value ($000) $86,735 Shares 550,000 Est. Cost $139.23 Unrealized 0.0%

JNJ JOHNSON & JOHNSON 3.0%

Value ($000) $72,935 Shares 500,000 Est. Cost $114.10 Unrealized 0.0%

IEF ISHARES TR 2.9%

Value ($000) $71,643 Shares 650,000 Est. Cost — Unrealized —

NKE NIKE INC 2.5%

Value ($000) $60,786 Shares 600,000 Est. Cost $86.82 Unrealized 0.0%

DIS DISNEY WALT CO 2.4%

Value ($000) $57,852 Shares 400,000 Est. Cost $135.71 Unrealized 0.0%

PYPL PAYPAL HLDGS INC 2.1%

Value ($000) $51,922 Shares 480,000 Est. Cost $103.97 Unrealized 0.0%

AGO ASSURED GUARANTY LTD 1.8%

Value ($000) $44,118 Shares 900,000 Est. Cost $34.01 Unrealized +26.3%

BRK/B BERKSHIRE HATHAWAY INC DEL 1.2%

Value ($000) $30,578 Shares 135,000 Est. Cost $217.17 Unrealized 0.0%

CVS CVS HEALTH CORP 1.2%

Value ($000) $30,459 Shares 410,000 Est. Cost $56.54 Unrealized +2.2%

HD HOME DEPOT INC 1.2%

Value ($000) $30,136 Shares 138,000 Est. Cost $194.99 Unrealized 0.0%

— TD AMERITRADE HLDG CORP 1.1%

Value ($000) $26,093 Shares 525,000 Est. Cost $49.70 Unrealized —

— UNITED TECHNOLOGIES CORP 0.8%

Value ($000) $20,218 Shares 135,000 Est. Cost $149.76 Unrealized —

GEN NORTONLIFELOCK INC 0.8%

Value ($000) $18,502 Shares 725,000 Est. Cost $12.38 Unrealized 0.0%

QCOM QUALCOMM INC 0.6%

Value ($000) $14,999 Shares 170,000 Est. Cost $72.86 Unrealized 0.0%

NXPI NXP SEMICONDUCTORS N V 0.6%

Value ($000) $14,126 Shares 111,000 Est. Cost $97.69 Unrealized +7.2%

TMUS T MOBILE US INC 0.5%

Value ($000) $12,869 Shares 164,100 Est. Cost $71.49 Unrealized +6.3%

UNH UNITEDHEALTH GROUP INC 0.5%

Value ($000) $12,641 Shares 43,000 Est. Cost $236.60 Unrealized 0.0%

— QIAGEN NV 0.5%

Value ($000) $11,830 Shares 350,000 Est. Cost $33.80 Unrealized —

SPY SPDR S&P 500 ETF TR 0.4%

Value ($000) $9,505 Shares 29,530 Est. Cost $321.88 Unrealized —

TMUS T MOBILE US INC 0.4%

Value ($000) $9,450 Shares 120,508 Est. Cost $71.49 Unrealized +6.3%

CNC CENTENE CORP DEL 0.4%

Value ($000) $9,116 Shares 145,000 Est. Cost $54.14 Unrealized +0.2%

BIIB BIOGEN INC 0.4%

Value ($000) $8,902 Shares 30,000 Est. Cost $277.46 Unrealized 0.0%

— GENERAL ELECTRIC CO 0.4%

Value ($000) $8,631 Shares 773,400 Est. Cost $8.40 Unrealized —

DLR DIGITAL RLTY TR INC 0.3%

Value ($000) $8,462 Shares 70,670 Est. Cost $99.45 Unrealized 0.0%

MPC MARATHON PETE CORP 0.3%

Value ($000) $8,134 Shares 135,000 Est. Cost $51.65 Unrealized 0.0%

CVS CVS HEALTH CORP 0.3%

Value ($000) $7,429 Shares 100,000 Est. Cost $56.54 Unrealized +2.2%

GNW GENWORTH FINL INC 0.3%

Value ($000) $7,150 Shares 1,625,000 Est. Cost $4.19 Unrealized +0.5%

— MYLAN N V 0.3%

Value ($000) $7,035 Shares 350,000 Est. Cost $19.83 Unrealized —

CCO CLEAR CHANNEL OUTDOOR HLDGS 0.3%

Value ($000) $6,378 Shares 2,230,000 Est. Cost $4.67 Unrealized -45.8%

MPC MARATHON PETE CORP 0.2%

Value ($000) $6,025 Shares 100,000 Est. Cost $51.65 Unrealized 0.0%

MOH MOLINA HEALTHCARE INC 0.2%

Value ($000) $4,071 Shares 30,000 Est. Cost $125.96 Unrealized 0.0%

— GENERAL ELECTRIC CO 0.1%

Value ($000) $3,348 Shares 300,000 Est. Cost $8.40 Unrealized —

— ALEXION PHARMACEUTICALS INC 0.1%

Value ($000) $3,245 Shares 30,000 Est. Cost $108.17 Unrealized —

— TEVA PHARMACEUTICAL FIN LLC 0.1%

Value ($000) $3,015 Shares 3,170,000 Est. Cost $0.95 Unrealized —

PTON PELOTON INTERACTIVE INC 0.1%

Value ($000) $2,057 Shares 72,416 Est. Cost $26.94 Unrealized 0.0%

— OI S A 0.1%

Value ($000) $1,770 Shares 1,900,000 Est. Cost $2.70 Unrealized —

NVST ENVISTA HLDGS CORP 0.1%

Value ($000) $1,482 Shares 50,000 Est. Cost $28.45 Unrealized 0.0%

— FTI CONSULTING INC 0.1%

Value ($000) $1,254 Shares 1,000,000 Est. Cost $1.21 Unrealized —

— PURE STORAGE INC 0.0%

Value ($000) $1,001 Shares 1,000,000 Est. Cost $0.96 Unrealized —

AR ANTERO RES CORP 0.0%

Value ($000) $855 Shares 300,000 Est. Cost $2.55 Unrealized 0.0%

— AVAYA HLDGS CORP 0.0%

Value ($000) $0 Shares 13 Est. Cost $20.27 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	3,460,000	$1,113,636	45.5%	$321.88	—	PUT	78462F103
—	ALLERGAN PLC	1,460,000	$279,108	11.4%	$168.21	—	—	G0177J108
SPY	SPDR S&P 500 ETF TR	500,000	$160,930	6.6%	$321.88	—	CALL	78462F103
BABA	ALIBABA GROUP HLDG LTD	500,000	$106,050	4.3%	$212.10	—	—	01609W102
MSFT	MICROSOFT CORP	550,000	$86,735	3.5%	$139.23	0.0%	—	594918104
JNJ	JOHNSON & JOHNSON	500,000	$72,935	3.0%	$114.10	0.0%	—	478160104
IEF	ISHARES TR	650,000	$71,643	2.9%	—	—	PUT	464287440
NKE	NIKE INC	600,000	$60,786	2.5%	$86.82	0.0%	—	654106103
DIS	DISNEY WALT CO	400,000	$57,852	2.4%	$135.71	0.0%	—	254687106
PYPL	PAYPAL HLDGS INC	480,000	$51,922	2.1%	$103.97	0.0%	—	70450Y103
AGO	ASSURED GUARANTY LTD	900,000	$44,118	1.8%	$34.01	+26.3%	—	G0585R106
BRK/B	BERKSHIRE HATHAWAY INC DEL	135,000	$30,578	1.2%	$217.17	0.0%	—	084670702
CVS	CVS HEALTH CORP	410,000	$30,459	1.2%	$56.54	+2.2%	—	126650100
HD	HOME DEPOT INC	138,000	$30,136	1.2%	$194.99	0.0%	—	437076102
—	TD AMERITRADE HLDG CORP	525,000	$26,093	1.1%	$49.70	—	—	87236Y108
—	UNITED TECHNOLOGIES CORP	135,000	$20,218	0.8%	$149.76	—	—	913017109
GEN	NORTONLIFELOCK INC	725,000	$18,502	0.8%	$12.38	0.0%	—	668771108
QCOM	QUALCOMM INC	170,000	$14,999	0.6%	$72.86	0.0%	—	747525103
NXPI	NXP SEMICONDUCTORS N V	111,000	$14,126	0.6%	$97.69	+7.2%	—	N6596X109
TMUS	T MOBILE US INC	164,100	$12,869	0.5%	$71.49	+6.3%	CALL	872590104
UNH	UNITEDHEALTH GROUP INC	43,000	$12,641	0.5%	$236.60	0.0%	—	91324P102
—	QIAGEN NV	350,000	$11,830	0.5%	$33.80	—	—	N72482123
SPY	SPDR S&P 500 ETF TR	29,530	$9,505	0.4%	$321.88	—	—	78462F103
TMUS	T MOBILE US INC	120,508	$9,450	0.4%	$71.49	+6.3%	—	872590104
CNC	CENTENE CORP DEL	145,000	$9,116	0.4%	$54.14	+0.2%	—	15135B101
BIIB	BIOGEN INC	30,000	$8,902	0.4%	$277.46	0.0%	—	09062X103
—	GENERAL ELECTRIC CO	773,400	$8,631	0.4%	$8.40	—	—	369604103
DLR	DIGITAL RLTY TR INC	70,670	$8,462	0.3%	$99.45	0.0%	—	253868103
MPC	MARATHON PETE CORP	135,000	$8,134	0.3%	$51.65	0.0%	—	56585A102
CVS	CVS HEALTH CORP	100,000	$7,429	0.3%	$56.54	+2.2%	CALL	126650100
GNW	GENWORTH FINL INC	1,625,000	$7,150	0.3%	$4.19	+0.5%	—	37247D106
—	MYLAN N V	350,000	$7,035	0.3%	$19.83	—	—	N59465109
CCO	CLEAR CHANNEL OUTDOOR HLDGS	2,230,000	$6,378	0.3%	$4.67	-45.8%	—	18453H106
MPC	MARATHON PETE CORP	100,000	$6,025	0.2%	$51.65	0.0%	CALL	56585A102
MOH	MOLINA HEALTHCARE INC	30,000	$4,071	0.2%	$125.96	0.0%	—	60855R100
—	GENERAL ELECTRIC CO	300,000	$3,348	0.1%	$8.40	—	CALL	369604103
—	ALEXION PHARMACEUTICALS INC	30,000	$3,245	0.1%	$108.17	—	—	015351109
—	TEVA PHARMACEUTICAL FIN LLC	3,170,000	$3,015	0.1%	$0.95	—	—	88163VAE9
PTON	PELOTON INTERACTIVE INC	72,416	$2,057	0.1%	$26.94	0.0%	—	70614W100
—	OI S A	1,900,000	$1,770	0.1%	$2.70	—	—	670851500
NVST	ENVISTA HLDGS CORP	50,000	$1,482	0.1%	$28.45	0.0%	—	29415F104
—	FTI CONSULTING INC	1,000,000	$1,254	0.1%	$1.21	—	—	302941AP4
—	PURE STORAGE INC	1,000,000	$1,001	0.0%	$0.96	—	—	74624MAB8
AR	ANTERO RES CORP	300,000	$855	0.0%	$2.55	0.0%	—	03674X106
—	AVAYA HLDGS CORP	13	$0	0.0%	$20.27	—	—	05351X101