Assenagon Asset Management S.A. Q3 2017 Filing

Filed October 18, 2017

Portfolio Value

$10.8B

Holdings

458

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (458 positions)

#StockSharesValue% PortfolioType
101
BRK/BBERKSHIRE HATHAWAY INC DEL
589,055$108.0M1.00%
102
XLFISELECT SECTOR SPDR TR
4,170,000$107.8M1.00%Put
103
SBUXSTARBUCKS CORP
1,960,000$105.3M0.98%Put
104
ELVANTHEM INC
535,907$101.8M0.94%
105
CVXCHEVRON CORP NEW
832,204$97.8M0.91%
106
GSGOLDMAN SACHS GROUP INC
380,000$90.1M0.84%Call
107
EFXEQUIFAX INC
849,329$90.0M0.84%
108
DXCDXC TECHNOLOGY CO
1,038,607$89.2M0.83%
109
SBUXSTARBUCKS CORP
1,660,000$89.2M0.83%Call
110
US BANCORP DEL
1,650,000$88.4M0.82%Put
111
MGMMGM RESORTS INTERNATIONAL
2,674,558$87.2M0.81%
112
ADBEADOBE SYS INC
575,756$85.9M0.80%
113
JPMJPMORGAN CHASE & CO
895,000$85.5M0.79%Call
114
ORCLORACLE CORP
1,714,066$82.9M0.77%
115
COACH INC
2,039,365$82.1M0.76%
116
AIGAMERICAN INTL GROUP INC
1,277,600$78.4M0.73%Call
117
FORD MTR CO DEL
6,500,000$77.8M0.72%Put
118
EBAEBAY INC
2,017,974$77.6M0.72%
119
GILDGILEAD SCIENCES INC
880,364$71.3M0.66%
120
LOWLOWES COS INC
855,519$68.4M0.64%
121
PFEPFIZER INC
1,898,779$67.8M0.63%
122
PGPROCTER AND GAMBLE CO
736,699$67.0M0.62%
123
XOMEXXON MOBIL CORP
816,722$67.0M0.62%
124
AAPLAPPLE INC
433,049$66.7M0.62%
125
AQLTISHARES TR
1,455,000$64.8M0.60%Call
126
AMAZON COM INC
66,500$63.9M0.59%Call
127
GOOGALPHABET INC
62,530$60.0M0.56%
128
ABBVABBVIE INC
662,014$58.8M0.55%
129
PRICELINE GRP INC
32,000$58.6M0.54%Put
130
BKBANK NEW YORK MELLON CORP
1,080,000$57.3M0.53%Put
131
REGNREGENERON PHARMACEUTICALS
121,974$54.5M0.51%
132
BACBANK AMER CORP
2,150,000$54.5M0.51%Put
133
PGRPROGRESSIVE CORP OHIO
1,096,789$53.1M0.49%
134
UBSUBS GROUP AG
3,000,000$51.3M0.48%Call
135
DISDISNEY WALT CO
510,902$50.4M0.47%
136
ROCKWELL COLLINS INC
383,258$50.1M0.47%
137
MUMICRON TECHNOLOGY INC
1,263,544$49.7M0.46%
138
ELLAUDER ESTEE COS INC
442,722$47.7M0.44%
139
CCITIGROUP INC
645,000$46.9M0.44%Call
140
MRKMERCK & CO INC
729,590$46.7M0.43%
141
AQLTISHARES TR
660,000$45.2M0.42%Put
142
NEMNEWMONT MINING CORP
1,190,405$44.7M0.41%
143
TXNTEXAS INSTRS INC
491,138$44.0M0.41%
144
GENERAL ELECTRIC CO
1,780,000$43.0M0.40%Put
145
WFCWELLS FARGO CO NEW
780,000$43.0M0.40%Put
146
SBUXSTARBUCKS CORP
796$43.0M0.40%
147
EMNEASTMAN CHEM CO
466,739$42.2M0.39%
148
FDXFEDEX CORP
181,818$41.0M0.38%
149
AXPAMERICAN EXPRESS CO
450,000$40.7M0.38%Put
150
HALHALLIBURTON CO
865,000$39.8M0.37%Call
151
HALHALLIBURTON CO
865,000$39.8M0.37%Put
152
ISHARES INC
700,000$39.0M0.36%Put
153
AFLAFLAC INC
460,000$37.4M0.35%Put
154
XLFISELECT SECTOR SPDR TR
535,000$36.6M0.34%Put
155
XLFISELECT SECTOR SPDR TR
1,400,000$36.2M0.34%Call
156
BKBANK NEW YORK MELLON CORP
680,000$36.1M0.33%Call
157
BABOEING CO
141,548$36.0M0.33%
158
BABOEING CO
140,000$35.6M0.33%Put
159
VVISA INC
334,865$35.2M0.33%
160
HDHOME DEPOT INC
209,849$34.3M0.32%
161
SNPSSYNOPSYS INC
425,182$34.2M0.32%
162
BPBP PLC
860,000$33.0M0.31%Put
163
MCDMCDONALDS CORP
210,910$33.0M0.31%
164
PRICELINE GRP INC
18,000$33.0M0.31%Call
165
UNMUNUM GROUP
637,002$32.6M0.30%
166
GENERAL ELECTRIC CO
1,260,000$30.5M0.28%Call
167
NOCNORTHROP GRUMMAN CORP
105,675$30.4M0.28%
168
PPLPPL CORP
796,737$30.2M0.28%
169
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
407,879$29.6M0.27%
170
US BANCORP DEL
550,000$29.5M0.27%Call
171
BACBANK AMER CORP
1,150,000$29.1M0.27%Call
172
MYLAN N V
913,100$28.6M0.27%
173
ACNACCENTURE PLC IRELAND
211,670$28.6M0.27%
174
PYPLPAYPAL HLDGS INC
445,435$28.5M0.26%
175
FISVFISERV INC
219,733$28.3M0.26%
176
YUSDALLEGHANY CORP DEL
49,875$27.6M0.26%
177
PNWPINNACLE WEST CAP CORP
324,984$27.5M0.26%
178
FORD MTR CO DEL
2,200,000$26.3M0.24%Call
179
URIUNITED RENTALS INC
189,670$26.3M0.24%
180
APCANADARKO PETE CORP
538,000$26.3M0.24%
181
LVSLAS VEGAS SANDS CORP
400,000$25.7M0.24%Put
182
GREAT PLAINS ENERGY INC
826,993$25.1M0.23%
183
RHIROBERT HALF INTL INC
491,479$24.7M0.23%
184
VLOVALERO ENERGY CORP NEW
315,000$24.2M0.23%Call
185
VLOVALERO ENERGY CORP NEW
315,000$24.2M0.23%Put
186
PKNPERKINELMER INC
335,921$23.2M0.22%
187
IBMINTERNATIONAL BUSINESS MACHS
159,130$23.1M0.21%
188
TSNTYSON FOODS INC
319,534$22.5M0.21%
189
JECUSDJACOBS ENGR GROUP INC DEL
384,038$22.4M0.21%
190
MOSMOSAIC CO NEW
1,034,089$22.3M0.21%
191
ISHARES INC
400,000$22.3M0.21%Call
192
CSRA INC
689,256$22.2M0.21%
193
HRSEURHARRIS CORP DEL
168,814$22.2M0.21%
194
CLSCA INC
664,828$22.2M0.21%
195
CHDCHURCH & DWIGHT INC
456,132$22.1M0.21%
196
ADIANALOG DEVICES INC
251,829$21.7M0.20%
197
ADSKAUTODESK INC
191,008$21.4M0.20%
198
AESAES CORP
1,928,870$21.3M0.20%
199
ATVIEURACTIVISION BLIZZARD INC
328,032$21.2M0.20%
200
FLIRFLIR SYS INC
539,416$21.0M0.19%
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