Assenagon Asset Management S.A. Q4 2016 Filing

Filed February 27, 2017

Portfolio Value

$5.4T

Holdings

230

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (230 positions)

#StockSharesValue% PortfolioType
1
JPMORGAN CHASE & CO
5,690,000$491.0B9.17%Put
2
GSGOLDMAN SACHS GROUP INC
1,703,500$407.9B7.62%Put
3
AAPLAPPLE INC
3,425,000$396.7B7.41%Put
4
BACBANK AMER CORP
6,600,000$145.9B2.72%Put
5
SLBSCHLUMBERGER LTD
1,735,000$145.7B2.72%Put
6
US BANCORP DEL
2,715,000$139.5B2.60%Put
7
WFCWELLS FARGO & CO NEW
2,505,000$138.1B2.58%Put
8
AAPLAPPLE INC
1,085,000$125.7B2.35%Call
9
AMZNAMAZON COM INC
155,397$116.5B2.18%
10
GSGOLDMAN SACHS GROUP INC
450,000$107.8B2.01%Call
11
CMCSACOMCAST CORP NEW
1,235,000$85.3B1.59%Put
12
JPMJPMORGAN CHASE & CO
955,000$82.4B1.54%Call
13
FORD MTR CO DEL
6,250,000$75.8B1.42%Put
14
WFCWELLS FARGO & CO NEW
1,375,000$75.8B1.41%Call
15
AAPLAPPLE INC
638,408$73.9B1.38%
16
UBSUBS GROUP AG
4,250,000$66.7B1.25%Put
17
AIGAMERICAN INTL GROUP INC
1,020,000$66.6B1.24%Put
18
SLBSCHLUMBERGER LTD
780,000$65.5B1.22%Call
19
GENERAL ELECTRIC CO
1,720,000$54.4B1.01%Put
20
BACBANK AMER CORP
2,380,000$52.6B0.98%Call
21
AIGAMERICAN INTL GROUP INC
742,600$48.5B0.91%Call
22
SNPSSYNOPSYS INC
806,640$47.5B0.89%
23
AXPAMERICAN EXPRESS CO
630,000$46.7B0.87%Put
24
SBUXSTARBUCKS CORP
840,000$46.6B0.87%Put
25
SBUXSTARBUCKS CORP
840,000$46.6B0.87%Call
26
US BANCORP DEL
900,000$46.2B0.86%Call
27
FORD MTR CO DEL
3,750,000$45.5B0.85%Call
28
CMCSACOMCAST CORP NEW
635,000$43.8B0.82%Call
29
EBAEBAY INC
1,452,087$43.1B0.80%
30
XOMEXXON MOBIL CORP
470,000$42.4B0.79%Put
31
LOWLOWES COS INC
571,780$40.7B0.76%
32
METAFACEBOOK INC
330,000$38.0B0.71%Put
33
GENERAL ELECTRIC CO
1,200,000$37.9B0.71%Call
34
HAINHAIN CELESTIAL GROUP INC
951,789$37.1B0.69%
35
HOLXHOLOGIC INC
922,668$37.0B0.69%
36
CCITIGROUP INC
620,000$36.8B0.69%Put
37
HDHOME DEPOT INC
270,000$36.2B0.68%Put
38
TJXTJX COS INC NEW
481,010$36.1B0.67%
39
MUMICRON TECHNOLOGY INC
1,610,290$35.3B0.66%
40
AMGAFFILIATED MANAGERS GROUP
241,737$35.1B0.66%
41
BSXBOSTON SCIENTIFIC CORP
1,603,071$34.7B0.65%
42
ATVIEURACTIVISION BLIZZARD INC
938,817$33.9B0.63%
43
CAGCONAGRA BRANDS INC
844,559$33.4B0.62%
44
NVRNVR INC
19,281$32.2B0.60%
45
XOMEXXON MOBIL CORP
350,000$31.6B0.59%Call
46
LOWES COS INC
440,000$31.3B0.58%Put
47
LOWES COS INC
440,000$31.3B0.58%Call
48
DISNEY WALT CO
280,000$29.2B0.54%Put
49
DISNEY WALT CO
280,000$29.2B0.54%Call
50
CITCINTAS CORP
249,315$28.8B0.54%
51
FDCFIRST DATA CORP NEW
1,971,594$28.0B0.52%
52
MSFTMICROSOFT CORP
449,914$28.0B0.52%
53
CRLCHARLES RIV LABS INTL INC
366,000$27.9B0.52%
54
YAHOO INC
707,884$27.4B0.51%
55
MHKMOHAWK INDS INC
132,582$26.5B0.49%
56
LOGILOGITECH INTL S A
1,021,728$25.5B0.48%
57
TEXTEREX CORP NEW
781,749$24.6B0.46%
58
AXPAMERICAN EXPRESS CO
330,000$24.4B0.46%Call
59
PYPLPAYPAL HLDGS INC
609,086$24.0B0.45%
60
PNC FINL SVCS GROUP INC
200,000$23.4B0.44%Call
61
PNC FINL SVCS GROUP INC
200,000$23.4B0.44%Put
62
ORCLORACLE CORP
600,000$23.1B0.43%Put
63
BIIBBIOGEN INC
81,184$23.0B0.43%
64
AMAZON COM INC
29,500$22.1B0.41%Call
65
AMZNAMAZON COM INC
29,500$22.1B0.41%Put
66
BABOEING CO
140,000$21.8B0.41%Call
67
BABOEING CO
140,000$21.8B0.41%Put
68
RGAREINSURANCE GROUP AMER INC
167,783$21.1B0.39%
69
FACEBOOK INC
180,000$20.7B0.39%Call
70
FOXATWENTY FIRST CENTY FOX INC
748,743$20.4B0.38%
71
HDHOME DEPOT INC
150,000$20.1B0.38%Call
72
CRMSALESFORCE COM INC
290,084$19.9B0.37%
73
NSCNORFOLK SOUTHERN CORP
180,900$19.6B0.37%
74
CELGCELGENE CORP
163,530$18.9B0.35%
75
BUWABIO RAD LABS INC
100,700$18.4B0.34%
76
ADBEADOBE SYS INC
176,065$18.1B0.34%
77
IACIEURIAC INTERACTIVECORP
275,687$17.9B0.33%
78
CCITIGROUP INC
300,000$17.8B0.33%Call
79
LENLENNAR CORP
389,018$16.7B0.31%
80
LLYLILLY ELI & CO
216,322$15.9B0.30%
81
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
283,328$15.9B0.30%
82
MIC2EURMACQUARIE INFRASTRUCTURE COR
191,532$15.6B0.29%
83
AMKRAMKOR TECHNOLOGY INC
1,430,729$15.1B0.28%
84
VIAVVIAVI SOLUTIONS INC
1,754,082$14.3B0.27%
85
PRICELINE GRP INC
9,300$13.6B0.25%Put
86
PRICELINE GRP INC
9,300$13.6B0.25%Call
87
PHPARKER HANNIFIN CORP
96,593$13.5B0.25%
88
AKAMAKAMAI TECHNOLOGIES INC
200,824$13.4B0.25%
89
MGMMGM RESORTS INTERNATIONAL
460,545$13.3B0.25%
90
YUMYUM BRANDS INC
207,233$13.1B0.25%
91
CLCOLGATE PALMOLIVE CO
199,767$13.1B0.24%
92
MSGNMSG NETWORK INC
602,860$13.0B0.24%
93
EWEDWARDS LIFESCIENCES CORP
134,982$12.6B0.24%
94
GOOGLALPHABET INC
15,804$12.5B0.23%
95
CATCATERPILLAR INC DEL
130,000$12.1B0.23%Call
96
CATCATERPILLAR INC DEL
130,000$12.1B0.23%Put
97
UBSUBS GROUP AG
750,000$11.8B0.22%Call
98
ORCLORACLE CORP
300,000$11.5B0.22%Call
99
VYXNCR CORP NEW
280,044$11.4B0.21%
100
SKAASKECHERS U S A INC
460,886$11.3B0.21%
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