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
CMACOMERICA INC
14,594$994.0M0.02%
2
JNPJUNIPER NETWORKS INC
33,802$955.0M0.02%
3
GWWGRAINGER W W INC
3,950$917.0M0.02%
4
SYMCEURSYMANTEC CORP
38,395$917.0M0.02%
5
CSCOCISCO SYS INC
30,000$907.0M0.02%
6
BACVERIZON COMMUNICATIONS INC
16,810$897.0M0.02%
7
KELKELLOGG CO
12,166$897.0M0.02%
8
AZOAUTOZONE INC
1,124$888.0M0.02%
9
MDLZMONDELEZ INTL INC
20,000$887.0M0.02%
10
EIXEDISON INTL
12,069$869.0M0.02%
11
HBANHUNTINGTON BANCSHARES INC
63,781$843.0M0.02%
12
DRIDARDEN RESTAURANTS INC
11,085$806.0M0.02%
13
RCI/BROGERS COMMUNICATIONS INC
20,568$794.0M0.01%
14
FEFIRSTENERGY CORP
25,316$784.0M0.01%
15
GLWCORNING INC
32,000$777.0M0.01%
16
PNCPNC FINL SVCS GROUP INC
5,399$631.0M0.01%
17
BDXBECTON DICKINSON & CO
3,640$603.0M0.01%
18
BBBLACKBERRY LTD
86,432$596.0M0.01%
19
METMETLIFE INC
10,905$588.0M0.01%
20
KHCKRAFT HEINZ CO
6,666$582.0M0.01%
21
CNPCENTERPOINT ENERGY INC
23,142$570.0M0.01%
22
VRSKVERISK ANALYTICS INC
6,940$563.0M0.01%
23
DBDEUTSCHE BANK AG
30,000$546.0M0.01%
24
WCNWASTE CONNECTIONS INC
6,953$546.0M0.01%
25
INTCINTEL CORP
15,000$544.0M0.01%
26
CCLCARNIVAL CORP
10,000$521.0M0.01%
27
UGIUGI CORP NEW
10,661$491.0M0.01%
28
JPMORGAN CHASE & CO
5,690,000$491.0M0.01%Put
29
IBMINTERNATIONAL BUSINESS MACHS
2,954$490.0M0.01%
30
CHRWC H ROBINSON WORLDWIDE INC
6,323$463.0M0.01%
31
ATOATMOS ENERGY CORP
6,206$460.0M0.01%
32
STLAFIAT CHRYSLER AUTOMOBILES N
50,000$458.0M0.01%
33
DYHTARGET CORP
6,187$447.0M0.01%
34
RSGREPUBLIC SVCS INC
7,650$436.0M0.01%
35
SNISCRIPPS NETWORKS INTERACT IN
6,066$433.0M0.01%
36
AXPAMERICAN EXPRESS CO
5,756$426.0M0.01%
37
RMERESMED INC
6,604$410.0M0.01%
38
GSGOLDMAN SACHS GROUP INC
1,703,500$407.9M0.01%Put
39
SIGSIGNET JEWELERS LIMITED
4,250$401.0M0.01%
40
JBHTHUNT J B TRANS SVCS INC
4,101$398.0M0.01%
41
AAPLAPPLE INC
3,425,000$396.7M0.01%Put
42
VMWEURVMWARE INC
5,000$394.0M0.01%
43
NTAPNETAPP INC
10,729$378.0M0.01%
44
PANWPALO ALTO NETWORKS INC
2,442$305.0M0.01%
45
NEENEXTERA ENERGY INC
2,549$305.0M0.01%
46
BBTUSDBB&T CORP
6,486$305.0M0.01%
47
INVAINNOVIVA INC
26,000$278.0M0.01%
48
TSNTYSON FOODS INC
3,919$242.0M0.00%
49
EAELECTRONIC ARTS INC
3,022$238.0M0.00%
50
CBRECBRE GROUP INC
7,564$238.0M0.00%
51
CHKPCHECK POINT SOFTWARE TECH LT
2,603$220.0M0.00%
52
HCAHCA HOLDINGS INC
2,931$217.0M0.00%
53
LYBLYONDELLBASELL INDUSTRIES N
2,461$211.0M0.00%
54
TTELUS CORP
6,305$201.0M0.00%
55
ARNCCHFARCONIC INC
10,000$185.0M0.00%
56
METAFACEBOOK INC
1,590$183.0M0.00%
57
BACBANK AMER CORP
6,600,000$145.9M0.00%Put
58
SLBSCHLUMBERGER LTD
1,735,000$145.7M0.00%Put
59
US BANCORP DEL
2,715,000$139.5M0.00%Put
60
WFCWELLS FARGO & CO NEW
2,505,000$138.1M0.00%Put
61
AAPLAPPLE INC
1,085,000$125.7M0.00%Call
62
AMZNAMAZON COM INC
155,397$116.5M0.00%
63
SUPERVALU INC
23,113$108.0M0.00%
64
GSGOLDMAN SACHS GROUP INC
450,000$107.8M0.00%Call
65
CMCSACOMCAST CORP NEW
1,235,000$85.3M0.00%Put
66
JPMJPMORGAN CHASE & CO
955,000$82.4M0.00%Call
67
FORD MTR CO DEL
6,250,000$75.8M0.00%Put
68
WFCWELLS FARGO & CO NEW
1,375,000$75.8M0.00%Call
69
AAPLAPPLE INC
638,408$73.9M0.00%
70
GOOGALPHABET INC
95$73.0M0.00%
71
BKNGPRICELINE GRP INC
49$72.0M0.00%
72
UBSUBS GROUP AG
4,250,000$66.7M0.00%Put
73
AIGAMERICAN INTL GROUP INC
1,020,000$66.6M0.00%Put
74
SLBSCHLUMBERGER LTD
780,000$65.5M0.00%Call
75
GENERAL ELECTRIC CO
1,720,000$54.4M0.00%Put
76
BACBANK AMER CORP
2,380,000$52.6M0.00%Call
77
AIGAMERICAN INTL GROUP INC
742,600$48.5M0.00%Call
78
SNPSSYNOPSYS INC
806,640$47.5M0.00%
79
AXPAMERICAN EXPRESS CO
630,000$46.7M0.00%Put
80
SBUXSTARBUCKS CORP
840,000$46.6M0.00%Call
81
SBUXSTARBUCKS CORP
840,000$46.6M0.00%Put
82
US BANCORP DEL
900,000$46.2M0.00%Call
83
FORD MTR CO DEL
3,750,000$45.5M0.00%Call
84
CMCSACOMCAST CORP NEW
635,000$43.8M0.00%Call
85
EBAEBAY INC
1,452,087$43.1M0.00%
86
XOMEXXON MOBIL CORP
470,000$42.4M0.00%Put
87
LOWLOWES COS INC
571,780$40.7M0.00%
88
METAFACEBOOK INC
330,000$38.0M0.00%Put
89
GENERAL ELECTRIC CO
1,200,000$37.9M0.00%Call
90
HAINHAIN CELESTIAL GROUP INC
951,789$37.1M0.00%
91
HOLXHOLOGIC INC
922,668$37.0M0.00%
92
CCITIGROUP INC
620,000$36.8M0.00%Put
93
HDHOME DEPOT INC
270,000$36.2M0.00%Put
94
TJXTJX COS INC NEW
481,010$36.1M0.00%
95
MUMICRON TECHNOLOGY INC
1,610,290$35.3M0.00%
96
AMGAFFILIATED MANAGERS GROUP
241,737$35.1M0.00%
97
BSXBOSTON SCIENTIFIC CORP
1,603,071$34.7M0.00%
98
ATVIEURACTIVISION BLIZZARD INC
938,817$33.9M0.00%
99
CAGCONAGRA BRANDS INC
844,559$33.4M0.00%
100
NVRNVR INC
19,281$32.2M0.00%
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