Assenagon Asset Management S.A. Q1 2017 Filing
Filed May 4, 2017
Portfolio Value
$4.7T
Holdings
254
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (254 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AAPLAPPLE INC | 4,185,000 | $601.2B | 12.86% | Put |
| 2 | —JPMORGAN CHASE & CO | 5,250,000 | $461.2B | 9.87% | Put |
| 3 | GSGOLDMAN SACHS GROUP INC | 1,543,500 | $354.6B | 7.59% | Put |
| 4 | SLBSCHLUMBERGER LTD | 3,405,000 | $265.9B | 5.69% | Put |
| 5 | AMZNAMAZON COM INC | 164,500 | $145.8B | 3.12% | Put |
| 6 | SLBSCHLUMBERGER LTD | 1,780,000 | $139.0B | 2.97% | Call |
| 7 | BACBANK AMER CORP | 5,600,000 | $132.1B | 2.83% | Put |
| 8 | —US BANCORP DEL | 1,980,000 | $102.0B | 2.18% | Put |
| 9 | GOOGALPHABET INC | 107,760 | $89.4B | 1.91% | |
| 10 | —AMAZON COM INC | 92,500 | $82.0B | 1.75% | Call |
| 11 | MRKMERCK & CO INC | 1,172,000 | $74.5B | 1.59% | |
| 12 | BRK/BBERKSHIRE HATHAWAY INC DEL | 436,339 | $72.7B | 1.56% | |
| 13 | AAPLAPPLE INC | 495,000 | $71.1B | 1.52% | Call |
| 14 | AIGAMERICAN INTL GROUP INC | 1,045,000 | $65.2B | 1.40% | Put |
| 15 | COFCAPITAL ONE FINL CORP | 731,236 | $63.4B | 1.36% | |
| 16 | SBUXSTARBUCKS CORP | 1,040,000 | $60.7B | 1.30% | Put |
| 17 | SBUXSTARBUCKS CORP | 1,040,000 | $60.7B | 1.30% | Call |
| 18 | —FORD MTR CO DEL | 4,650,000 | $54.1B | 1.16% | Put |
| 19 | PGRPROGRESSIVE CORP OHIO | 1,326,001 | $52.0B | 1.11% | |
| 20 | —GENERAL ELECTRIC CO | 1,720,000 | $51.3B | 1.10% | Put |
| 21 | GSGOLDMAN SACHS GROUP INC | 220,000 | $50.5B | 1.08% | Call |
| 22 | JPMJPMORGAN CHASE & CO | 515,000 | $45.2B | 0.97% | Call |
| 23 | BACBANK AMER CORP | 1,880,000 | $44.3B | 0.95% | Call |
| 24 | CSXCSX CORP | 875,098 | $40.7B | 0.87% | |
| 25 | —PAREXEL INTL CORP | 645,360 | $40.7B | 0.87% | |
| 26 | BKNGPRICELINE GRP INC | 21,000 | $37.4B | 0.80% | |
| 27 | —GENERAL ELECTRIC CO | 1,200,000 | $35.8B | 0.77% | Call |
| 28 | CMCSACOMCAST CORP NEW | 900,000 | $33.8B | 0.72% | Put |
| 29 | AIGAMERICAN INTL GROUP INC | 527,600 | $32.9B | 0.70% | Call |
| 30 | METAFACEBOOK INC | 230,000 | $32.7B | 0.70% | Put |
| 31 | —DISNEY WALT CO | 280,000 | $31.7B | 0.68% | Put |
| 32 | —DISNEY WALT CO | 280,000 | $31.7B | 0.68% | Call |
| 33 | MIC2EURMACQUARIE INFRASTRUCTURE COR | 369,447 | $29.8B | 0.64% | |
| 34 | BPBP PLC | 860,000 | $29.7B | 0.64% | Call |
| 35 | BPBP PLC | 860,000 | $29.7B | 0.64% | Put |
| 36 | BBTUSDBB&T CORP | 651,283 | $29.1B | 0.62% | |
| 37 | CCITIGROUP INC | 485,000 | $29.0B | 0.62% | Put |
| 38 | CCITIGROUP INC | 485,000 | $29.0B | 0.62% | Call |
| 39 | NFLXNETFLIX INC | 187,142 | $27.7B | 0.59% | |
| 40 | —PRICELINE GRP INC | 15,300 | $27.2B | 0.58% | Put |
| 41 | —PRICELINE GRP INC | 15,300 | $27.2B | 0.58% | Call |
| 42 | —US BANCORP DEL | 500,000 | $25.8B | 0.55% | Call |
| 43 | GOOGLALPHABET INC | 30,000 | $25.4B | 0.54% | Put |
| 44 | GOOGLALPHABET INC | 30,000 | $25.4B | 0.54% | Call |
| 45 | —FORD MTR CO DEL | 2,150,000 | $25.0B | 0.54% | Call |
| 46 | BABOEING CO | 140,000 | $24.8B | 0.53% | Put |
| 47 | BABOEING CO | 140,000 | $24.8B | 0.53% | Call |
| 48 | YUSDALLEGHANY CORP DEL | 39,420 | $24.2B | 0.52% | |
| 49 | DVADAVITA INC | 340,569 | $23.1B | 0.50% | |
| 50 | LVSLAS VEGAS SANDS CORP | 400,000 | $22.8B | 0.49% | Call |
| 51 | LVSLAS VEGAS SANDS CORP | 400,000 | $22.8B | 0.49% | Put |
| 52 | VLOVALERO ENERGY CORP NEW | 315,000 | $20.9B | 0.45% | Put |
| 53 | VLOVALERO ENERGY CORP NEW | 315,000 | $20.9B | 0.45% | Call |
| 54 | ADIANALOG DEVICES INC | 254,273 | $20.8B | 0.45% | |
| 55 | XOMEXXON MOBIL CORP | 240,000 | $19.7B | 0.42% | Put |
| 56 | CRLCHARLES RIV LABS INTL INC | 212,042 | $19.1B | 0.41% | |
| 57 | AMGNAMGEN INC | 114,420 | $18.8B | 0.40% | |
| 58 | AQLTISHARES TR | 445,000 | $17.4B | 0.37% | Call |
| 59 | AQLTISHARES TR | 445,000 | $17.4B | 0.37% | Put |
| 60 | CNCCENTENE CORP DEL | 242,755 | $17.3B | 0.37% | |
| 61 | CDKCDK GLOBAL INC | 253,499 | $16.5B | 0.35% | |
| 62 | —DUN & BRADSTREET CORP DEL NE | 149,423 | $16.1B | 0.35% | |
| 63 | CATCATERPILLAR INC DEL | 130,000 | $12.1B | 0.26% | Call |
| 64 | CATCATERPILLAR INC DEL | 130,000 | $12.1B | 0.26% | Put |
| 65 | —PNC FINL SVCS GROUP INC | 100,000 | $12.0B | 0.26% | Put |
| 66 | —PNC FINL SVCS GROUP INC | 100,000 | $12.0B | 0.26% | Call |
| 67 | —FACEBOOK INC | 80,000 | $11.4B | 0.24% | Call |
| 68 | CMCSACOMCAST CORP NEW | 300,000 | $11.3B | 0.24% | Call |
| 69 | MHKMOHAWK INDS INC | 49,044 | $11.3B | 0.24% | |
| 70 | UBSUBS GROUP AG | 700,000 | $11.2B | 0.24% | Put |
| 71 | CVXCHEVRON CORP NEW | 100,000 | $10.7B | 0.23% | Call |
| 72 | CVXCHEVRON CORP NEW | 100,000 | $10.7B | 0.23% | Put |
| 73 | LOGILOGITECH INTL S A | 337,142 | $10.7B | 0.23% | |
| 74 | HDHOME DEPOT INC | 70,000 | $10.3B | 0.22% | Call |
| 75 | HDHOME DEPOT INC | 70,000 | $10.3B | 0.22% | Put |
| 76 | HALHALLIBURTON CO | 200,000 | $9.8B | 0.21% | Call |
| 77 | HALHALLIBURTON CO | 200,000 | $9.8B | 0.21% | Put |
| 78 | XOMEXXON MOBIL CORP | 120,000 | $9.8B | 0.21% | Call |
| 79 | —OCCIDENTAL PETE CORP DEL | 150,000 | $9.5B | 0.20% | Put |
| 80 | —OCCIDENTAL PETE CORP DEL | 150,000 | $9.5B | 0.20% | Call |
| 81 | XLFISELECT SECTOR SPDR TR | 350,000 | $8.3B | 0.18% | Put |
| 82 | XLFISELECT SECTOR SPDR TR | 350,000 | $8.3B | 0.18% | Call |
| 83 | —SWEDBANK AB | 8,000,000 | $8.0B | 0.17% | |
| 84 | PSXPHILLIPS 66 | 100,000 | $7.9B | 0.17% | Call |
| 85 | PSXPHILLIPS 66 | 100,000 | $7.9B | 0.17% | Put |
| 86 | PGPROCTER AND GAMBLE CO | 83,939 | $7.5B | 0.16% | |
| 87 | KOCOCA COLA CO | 173,588 | $7.4B | 0.16% | |
| 88 | XLFISELECT SECTOR SPDR TR | 105,000 | $7.3B | 0.16% | Put |
| 89 | XLFISELECT SECTOR SPDR TR | 105,000 | $7.3B | 0.16% | Call |
| 90 | ACGLARCH CAP GROUP LTD | 76,575 | $7.3B | 0.16% | |
| 91 | AVYAVERY DENNISON CORP | 80,820 | $6.5B | 0.14% | |
| 92 | AXSAXIS CAPITAL HOLDINGS LTD | 87,932 | $5.9B | 0.13% | |
| 93 | AGNCAGNC INVT CORP | 276,690 | $5.5B | 0.12% | |
| 94 | —ISHARES INC | 100,000 | $5.2B | 0.11% | Call |
| 95 | —ISHARES INC | 100,000 | $5.2B | 0.11% | Put |
| 96 | ABGAMERISOURCEBERGEN CORP | 56,375 | $5.0B | 0.11% | |
| 97 | COSTCOSTCO WHSL CORP NEW | 29,462 | $4.9B | 0.11% | |
| 98 | WRUSDWESTAR ENERGY INC | 84,879 | $4.6B | 0.10% | |
| 99 | SNPSSYNOPSYS INC | 63,018 | $4.5B | 0.10% | |
| 100 | —MACQUARIE BK LTD | 4,500,000 | $4.5B | 0.10% |
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