Assenagon Asset Management S.A. Q2 2017 Filing

Filed July 19, 2017

Portfolio Value

$4.6T

Holdings

235

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (235 positions)

#StockSharesValue% PortfolioType
101
CCITIGROUP INC
1,065,000$71.2M0.00%Put
102
AIGAMERICAN INTL GROUP INC
1,045,000$65.3M0.00%Put
103
AMAZON COM INC
66,500$64.4M0.00%Call
104
AAALCOA CORP
1,950,553$63.7M0.00%
105
BACBANK AMER CORP
2,550,000$61.9M0.00%Put
106
GENERAL ELECTRIC CO
2,180,000$58.9M0.00%Put
107
STZCONSTELLATION BRANDS INC
293,665$56.9M0.00%
108
UBSUBS GROUP AG
3,300,000$56.0M0.00%Put
109
GOOGALPHABET INC
60,864$55.3M0.00%
110
XLFISELECT SECTOR SPDR TR
2,150,000$53.0M0.00%Put
111
JPMJPMORGAN CHASE & CO
540,000$49.4M0.00%Call
112
GENERAL ELECTRIC CO
1,660,000$44.8M0.00%Call
113
AQLTISHARES TR
995,000$40.7M0.00%Call
114
DISNEY WALT CO
380,000$40.4M0.00%Put
115
DISNEY WALT CO
380,000$40.4M0.00%Call
116
CCITIGROUP INC
565,000$37.8M0.00%Call
117
BACBANK AMER CORP
1,550,000$37.6M0.00%Call
118
ADSKAUTODESK INC
359,260$36.2M0.00%
119
AIGAMERICAN INTL GROUP INC
527,600$33.0M0.00%Call
120
METMETLIFE INC
600,000$33.0M0.00%Put
121
US BANCORP DEL
600,000$31.2M0.00%Call
122
BPBP PLC
860,000$29.8M0.00%Put
123
BKNGPRICELINE GRP INC
15$28.0M0.00%
124
GOOGLALPHABET INC
30,000$27.9M0.00%Put
125
GOOGLALPHABET INC
30,000$27.9M0.00%Call
126
UBSUBS GROUP AG
1,600,000$27.1M0.00%Call
127
LVSLAS VEGAS SANDS CORP
400,000$25.6M0.00%Put
128
LVSLAS VEGAS SANDS CORP
400,000$25.6M0.00%Call
129
YUSDALLEGHANY CORP DEL
38,163$22.7M0.00%
130
PRICELINE GRP INC
12,000$22.4M0.00%Call
131
PRICELINE GRP INC
12,000$22.4M0.00%Put
132
XLFISELECT SECTOR SPDR TR
335,000$21.7M0.00%Call
133
XLFISELECT SECTOR SPDR TR
335,000$21.7M0.00%Put
134
VLOVALERO ENERGY CORP NEW
315,000$21.3M0.00%Put
135
VLOVALERO ENERGY CORP NEW
315,000$21.3M0.00%Call
136
ADBEADOBE SYS INC
147,470$20.9M0.00%
137
BPBP PLC
500,000$17.3M0.00%Call
138
BUWABIO RAD LABS INC
66,086$15.0M0.00%
139
AQLTISHARES TR
210,000$13.7M0.00%Call
140
AQLTISHARES TR
210,000$13.7M0.00%Put
141
XLFISELECT SECTOR SPDR TR
550,000$13.6M0.00%Call
142
ISHARES INC
250,000$13.4M0.00%Put
143
ISHARES INC
250,000$13.4M0.00%Call
144
MOALTRIA GROUP INC
149,328$11.1M0.00%
145
LOGILOGITECH INTL S A
299,168$11.0M0.00%
146
MACQUARIE BK LTD
10,000,000$10.0M0.00%
147
CBOECBOE HLDGS INC
102,489$9.4M0.00%
148
CRLCHARLES RIV LABS INTL INC
91,221$9.2M0.00%
149
WRUSDWESTAR ENERGY INC
173,202$9.2M0.00%
150
HCAHCA HEALTHCARE INC
98,692$8.6M0.00%
151
AFLAFLAC INC
110,000$8.5M0.00%Call
152
AFLAFLAC INC
110,000$8.5M0.00%Put
153
HALHALLIBURTON CO
200,000$8.5M0.00%Call
154
HALHALLIBURTON CO
200,000$8.5M0.00%Put
155
WMWASTE MGMT INC DEL
113,557$8.3M0.00%
156
PSXPHILLIPS 66
100,000$8.3M0.00%Call
157
PSXPHILLIPS 66
100,000$8.3M0.00%Put
158
METMETLIFE INC
150,000$8.2M0.00%Call
159
BRK/BBERKSHIRE HATHAWAY INC DEL
47,959$8.1M0.00%
160
MASMASCO CORP
209,819$8.0M0.00%
161
LVLNSPDR SERIES TRUST
200,000$7.7M0.00%Call
162
SPDR SERIES TRUST
200,000$7.7M0.00%Put
163
WEB COM GROUP INC
292,338$7.4M0.00%
164
AXSAXIS CAPITAL HOLDINGS LTD
109,142$7.1M0.00%
165
PAREXEL INTL CORP
81,134$7.1M0.00%
166
DBDEURDIEBOLD NXDF INC
243,320$6.8M0.00%
167
CNCCENTENE CORP DEL
84,144$6.7M0.00%
168
DDOMINION ENERGY INC
70,637$5.4M0.00%
169
PGPROCTER AND GAMBLE CO
61,686$5.4M0.00%
170
KOCOCA COLA CO
109,549$4.9M0.00%
171
ACGLARCH CAP GROUP LTD
51,691$4.8M0.00%
172
ISRGINTUITIVE SURGICAL INC
4,938$4.6M0.00%
173
SWEDBANK AB
4,600,000$4.6M0.00%
174
NVRNVR INC
1,889$4.6M0.00%
175
AWCAMERICAN WTR WKS CO INC NEW
57,923$4.5M0.00%
176
XLFISELECT SECTOR SPDR TR
50,000$4.5M0.00%Put
177
XLFISELECT SECTOR SPDR TR
50,000$4.5M0.00%Call
178
AQLTISHARES TR
55,000$4.4M0.00%Put
179
AQLTISHARES TR
55,000$4.4M0.00%Call
180
COSTCOSTCO WHSL CORP NEW
27,421$4.4M0.00%
181
EDCONSOLIDATED EDISON INC
53,932$4.4M0.00%
182
BSXBOSTON SCIENTIFIC CORP
146,958$4.1M0.00%
183
CMECME GROUP INC
32,144$4.0M0.00%
184
PPLPPL CORP
101,104$3.9M0.00%
185
ABGAMERISOURCEBERGEN CORP
41,312$3.9M0.00%
186
EXPDEXPEDITORS INTL WASH INC
68,948$3.9M0.00%
187
HAINHAIN CELESTIAL GROUP INC
99,742$3.9M0.00%
188
FDCFIRST DATA CORP NEW
190,955$3.5M0.00%
189
SYYSYSCO CORP
68,305$3.4M0.00%
190
NEWFIELD EXPL CO
117,305$3.3M0.00%
191
WF2WINTRUST FINL CORP
40,347$3.1M0.00%
192
CMGCHIPOTLE MEXICAN GRILL INC
7,145$3.0M0.00%
193
VIAVVIAVI SOLUTIONS INC
280,938$3.0M0.00%
194
A4SAMERIPRISE FINL INC
22,887$2.9M0.00%
195
GWWGRAINGER W W INC
16,133$2.9M0.00%
196
NEENEXTERA ENERGY INC
20,240$2.8M0.00%
197
DEDEERE & CO
22,825$2.8M0.00%
198
WHOLE FOODS MKT INC
65,165$2.7M0.00%
199
AMGNAMGEN INC
15,120$2.6M0.00%
200
SVENSKA HANDELSBANKEN AB NY
2,500,000$2.5M0.00%
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