Assenagon Asset Management S.A. Q4 2016 Filing

Filed February 27, 2017

Portfolio Value

$5.4B

Holdings

230

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (230 positions)

#StockSharesValue% PortfolioType
101
XOMEXXON MOBIL CORP
350,000$31.6M0.59%Call
102
LOWES COS INC
440,000$31.3M0.58%Call
103
LOWES COS INC
440,000$31.3M0.58%Put
104
DISNEY WALT CO
280,000$29.2M0.54%Call
105
DISNEY WALT CO
280,000$29.2M0.54%Put
106
CITCINTAS CORP
249,315$28.8M0.54%
107
FDCFIRST DATA CORP NEW
1,971,594$28.0M0.52%
108
MSFTMICROSOFT CORP
449,914$28.0M0.52%
109
CRLCHARLES RIV LABS INTL INC
366,000$27.9M0.52%
110
YAHOO INC
707,884$27.4M0.51%
111
MHKMOHAWK INDS INC
132,582$26.5M0.49%
112
LOGILOGITECH INTL S A
1,021,728$25.5M0.48%
113
TEXTEREX CORP NEW
781,749$24.6M0.46%
114
AXPAMERICAN EXPRESS CO
330,000$24.4M0.46%Call
115
PYPLPAYPAL HLDGS INC
609,086$24.0M0.45%
116
PNC FINL SVCS GROUP INC
200,000$23.4M0.44%Put
117
PNC FINL SVCS GROUP INC
200,000$23.4M0.44%Call
118
ORCLORACLE CORP
600,000$23.1M0.43%Put
119
BIIBBIOGEN INC
81,184$23.0M0.43%
120
AMAZON COM INC
29,500$22.1M0.41%Call
121
AMZNAMAZON COM INC
29,500$22.1M0.41%Put
122
BABOEING CO
140,000$21.8M0.41%Call
123
BABOEING CO
140,000$21.8M0.41%Put
124
RGAREINSURANCE GROUP AMER INC
167,783$21.1M0.39%
125
FACEBOOK INC
180,000$20.7M0.39%Call
126
FOXATWENTY FIRST CENTY FOX INC
748,743$20.4M0.38%
127
HDHOME DEPOT INC
150,000$20.1M0.38%Call
128
CRMSALESFORCE COM INC
290,084$19.9M0.37%
129
NSCNORFOLK SOUTHERN CORP
180,900$19.6M0.37%
130
CELGCELGENE CORP
163,530$18.9M0.35%
131
BUWABIO RAD LABS INC
100,700$18.4M0.34%
132
ADBEADOBE SYS INC
176,065$18.1M0.34%
133
IACIEURIAC INTERACTIVECORP
275,687$17.9M0.33%
134
CCITIGROUP INC
300,000$17.8M0.33%Call
135
LENLENNAR CORP
389,018$16.7M0.31%
136
LLYLILLY ELI & CO
216,322$15.9M0.30%
137
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
283,328$15.9M0.30%
138
MIC2EURMACQUARIE INFRASTRUCTURE COR
191,532$15.6M0.29%
139
AMKRAMKOR TECHNOLOGY INC
1,430,729$15.1M0.28%
140
VIAVVIAVI SOLUTIONS INC
1,754,082$14.3M0.27%
141
PRICELINE GRP INC
9,300$13.6M0.25%Call
142
PRICELINE GRP INC
9,300$13.6M0.25%Put
143
PHPARKER HANNIFIN CORP
96,593$13.5M0.25%
144
AKAMAKAMAI TECHNOLOGIES INC
200,824$13.4M0.25%
145
MGMMGM RESORTS INTERNATIONAL
460,545$13.3M0.25%
146
YUMYUM BRANDS INC
207,233$13.1M0.25%
147
CLCOLGATE PALMOLIVE CO
199,767$13.1M0.24%
148
MSGNMSG NETWORK INC
602,860$13.0M0.24%
149
EWEDWARDS LIFESCIENCES CORP
134,982$12.6M0.24%
150
GOOGLALPHABET INC
15,804$12.5M0.23%
151
CATCATERPILLAR INC DEL
130,000$12.1M0.23%Call
152
CATCATERPILLAR INC DEL
130,000$12.1M0.23%Put
153
UBSUBS GROUP AG
750,000$11.8M0.22%Call
154
ORCLORACLE CORP
300,000$11.5M0.22%Call
155
VYXNCR CORP NEW
280,044$11.4M0.21%
156
SKAASKECHERS U S A INC
460,886$11.3M0.21%
157
TFXTELEFLEX INC
69,745$11.2M0.21%
158
BPBP PLC
300,000$11.2M0.21%Put
159
BPBP PLC
300,000$11.2M0.21%Call
160
TECH DATA CORP
128,252$10.9M0.20%
161
STZCONSTELLATION BRANDS INC
70,254$10.8M0.20%
162
OCCIDENTAL PETE CORP DEL
150,000$10.7M0.20%Call
163
OCCIDENTAL PETE CORP DEL
150,000$10.7M0.20%Put
164
ADSKAUTODESK INC
136,365$10.1M0.19%
165
NUANEURNUANCE COMMUNICATIONS INC
645,249$9.6M0.18%
166
PKNPERKINELMER INC
181,610$9.5M0.18%
167
BKBANK NEW YORK MELLON CORP
181,011$8.6M0.16%
168
AXSAXIS CAPITAL HOLDINGS LTD
131,066$8.6M0.16%
169
ARWARROW ELECTRS INC
117,702$8.4M0.16%
170
VCVISTEON CORP
101,623$8.2M0.15%
171
SWEDBANK AB
8,000,000$8.0M0.15%
172
BCRUSDBARD C R INC
32,832$7.4M0.14%
173
ESTERLINE TECHNOLOGIES CORP
82,526$7.4M0.14%
174
ABGAMERISOURCEBERGEN CORP
91,185$7.1M0.13%
175
FUODOLBY LABORATORIES INC
155,449$7.0M0.13%
176
CVSCVS HEALTH CORP
88,752$7.0M0.13%
177
PGPROCTER AND GAMBLE CO
82,472$6.9M0.13%
178
PFEPFIZER INC
207,292$6.7M0.13%
179
KOCOCA COLA CO
156,793$6.5M0.12%
180
SJR/BEURSHAW COMMUNICATIONS INC
301,145$6.0M0.11%
181
PAREXEL INTL CORP
91,916$6.0M0.11%
182
MCDMCDONALDS CORP
46,048$5.6M0.10%
183
SOSOUTHERN CO
110,718$5.4M0.10%
184
AGNCAGNC INVT CORP
291,078$5.3M0.10%
185
ACGLARCH CAP GROUP LTD
61,031$5.3M0.10%
186
DVADAVITA INC
80,835$5.2M0.10%
187
CALPINE CORP
408,298$4.7M0.09%
188
AETNA INC NEW
37,473$4.6M0.09%
189
WRUSDWESTAR ENERGY INC
81,790$4.6M0.09%
190
WHOLE FOODS MKT INC
141,374$4.3M0.08%
191
COSTCOSTCO WHSL CORP NEW
25,263$4.0M0.08%
192
CMBTEURONAV NV ANTWERPEN
494,226$4.0M0.07%
193
VALSPAR CORP
37,481$3.9M0.07%
194
VECTREN CORP
69,163$3.6M0.07%
195
KRKROGER CO
101,979$3.5M0.07%
196
DDOMINION RES INC VA NEW
41,812$3.2M0.06%
197
DEDEERE & CO
30,088$3.1M0.06%
198
CMECME GROUP INC
26,364$3.0M0.06%
199
JBLUJETBLUE AIRWAYS CORP
126,710$2.8M0.05%
200
NINISOURCE INC
127,485$2.8M0.05%
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