Assenagon Asset Management S.A. Q4 2017 Filing

Filed January 25, 2018

Portfolio Value

$9.7B

Holdings

670

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (670 positions)

#StockSharesValue% PortfolioType
101
PIIPOLARIS INDS INC
3,028$375.0M3.86%
102
XELXCEL ENERGY INC
7,601$366.0M3.77%
103
GSGOLDMAN SACHS GROUP INC
1,393,500$355.0M3.65%Put
104
AIZASSURANT INC
3,257$328.0M3.38%
105
NYCBEURNEW YORK CMNTY BANCORP INC
25,140$327.0M3.37%
106
CAHCARDINAL HEALTH INC
5,330$327.0M3.37%
107
FDO.FMACYS INC
12,956$326.0M3.36%
108
SGENEURSEATTLE GENETICS INC
6,047$324.0M3.33%
109
FNVFRANCO NEVADA CORP
3,940$316.0M3.25%
110
UDRUDR INC
7,541$290.0M2.98%
111
SPBSPECTRUM BRANDS HLDGS INC
2,474$278.0M2.86%
112
TAPMOLSON COORS BREWING CO
3,353$275.0M2.83%
113
ADMARCHER DANIELS MIDLAND CO
6,786$272.0M2.80%
114
UBSUBS GROUP AG
13,947$257.0M2.65%
115
BF/BBROWN FORMAN CORP
3,640$250.0M2.57%
116
MTBM & T BK CORP
1,432$245.0M2.52%
117
4I1PHILIP MORRIS INTL INC
2,275$240.0M2.47%
118
CLXCLOROX CO DEL
1,602$238.0M2.45%
119
MOALTRIA GROUP INC
3,316$237.0M2.44%
120
HSYHERSHEY CO
2,079$236.0M2.43%
121
CMBTEURONAV NV ANTWERPEN
24,744$228.0M2.35%
122
AQLTISHARES TR
4,470,000$209.5M2.16%Put
123
SLBSCHLUMBERGER LTD
3,065,000$206.6M2.13%Put
124
IPINTL PAPER CO
3,527$204.0M2.10%
125
AIGAMERICAN INTL GROUP INC
3,345,000$199.3M2.05%Put
126
FCXFREEPORT-MCMORAN INC
10,459$198.0M2.04%
127
XLFISELECT SECTOR SPDR TR
7,080,000$197.6M2.03%Put
128
UBSUBS GROUP AG
9,800,000$180.4M1.86%Put
129
CCITIGROUP INC
2,345,000$174.5M1.80%Put
130
SLBSCHLUMBERGER LTD
2,335,000$157.4M1.62%Call
131
AMZNAMAZON COM INC
127,000$148.5M1.53%Put
132
AAPLAPPLE INC
861,334$145.8M1.50%
133
RIGTRANSOCEAN LTD
13,221$141.0M1.45%
134
FORD MTR CO DEL
10,750,000$134.3M1.38%Put
135
SBUXSTARBUCKS CORP
1,960,000$112.6M1.16%Put
136
AIGAMERICAN INTL GROUP INC
1,671$100.0M1.03%
137
SBUXSTARBUCKS CORP
1,660,000$95.3M0.98%Call
138
ISRGINTUITIVE SURGICAL INC
246,642$90.0M0.93%
139
US BANCORP DEL
1,650,000$88.4M0.91%Put
140
AIGAMERICAN INTL GROUP INC
1,466,960$87.4M0.90%Call
141
EAELECTRONIC ARTS INC
829,550$87.2M0.90%
142
HONHONEYWELL INTL INC
560,000$85.9M0.88%Put
143
JPMJPMORGAN CHASE & CO
800,000$85.6M0.88%Call
144
CRMSALESFORCE COM INC
815,941$83.4M0.86%
145
FORD MTR CO DEL
6,450,000$80.6M0.83%Call
146
AFLAFLAC INC
835,000$73.3M0.75%Put
147
UBSUBS GROUP AG
3,800,000$70.0M0.72%Call
148
BKBANK NEW YORK MELLON CORP
1,280,000$68.9M0.71%Put
149
AFLAFLAC INC
779$68.0M0.70%
150
RGAREINSURANCE GROUP AMER INC
422,180$65.8M0.68%
151
AQLTISHARES TR
920,000$64.7M0.67%Put
152
DXCDXC TECHNOLOGY CO
645,346$61.2M0.63%
153
PNCPNC FINL SVCS GROUP INC
423,671$61.1M0.63%
154
ALXNALEXION PHARMACEUTICALS INC
502,875$60.1M0.62%
155
DHID R HORTON INC
1,102,134$56.3M0.58%
156
EVEUREATON VANCE CORP
956,187$53.9M0.55%
157
GSGOLDMAN SACHS GROUP INC
210,000$53.5M0.55%Call
158
UNHUNITEDHEALTH GROUP INC
234,304$51.7M0.53%
159
MAMASTERCARD INCORPORATED
335,773$50.8M0.52%
160
XOMEXXON MOBIL CORP
600,830$50.3M0.52%
161
PYPLPAYPAL HLDGS INC
656,667$48.3M0.50%
162
ILMNILLUMINA INC
212,160$46.4M0.48%
163
NFLXNETFLIX INC
238,043$45.7M0.47%
164
AXPAMERICAN EXPRESS CO
450,000$44.7M0.46%Put
165
XLFISELECT SECTOR SPDR TR
615,000$44.4M0.46%Put
166
BBYBEST BUY INC
645,175$44.2M0.45%
167
BACBANK AMER CORP
1,450,000$42.8M0.44%Put
168
APCANADARKO PETE CORP
794,140$42.6M0.44%
169
HALHALLIBURTON CO
865,000$42.3M0.44%Call
170
HALHALLIBURTON CO
865,000$42.3M0.44%Put
171
CCITIGROUP INC
565,000$42.0M0.43%Call
172
CICIGNA CORPORATION
206,432$41.9M0.43%
173
ABXBARRICK GOLD CORP
2,858,553$41.4M0.43%
174
BABOEING CO
140,000$41.3M0.42%Put
175
LOGILOGITECH INTL S A
1,204,941$40.7M0.42%
176
XLFISELECT SECTOR SPDR TR
1,400,000$39.1M0.40%Call
177
AONAON PLC
287,697$38.6M0.40%
178
WBAWALGREENS BOOTS ALLIANCE INC
525,926$38.2M0.39%
179
BKBANK NEW YORK MELLON CORP
680,000$36.6M0.38%Call
180
ISHARES INC
600,000$36.0M0.37%Put
181
APHAMPHENOL CORP NEW
407,905$35.8M0.37%
182
ELVANTHEM INC
158,694$35.7M0.37%
183
METAFACEBOOK INC
201,857$35.6M0.37%
184
ODFLOLD DOMINION FGHT LINES INC
270,486$35.6M0.37%
185
LWLAMB WESTON HLDGS INC
621,263$35.1M0.36%
186
SCHWSCHWAB CHARLES CORP NEW
680,438$35.0M0.36%
187
PXDEURPIONEER NAT RES CO
200,098$34.6M0.36%
188
AQLTISHARES TR
410,000$33.2M0.34%Put
189
ETRENTERGY CORP NEW
380,643$31.0M0.32%
190
PEOEXELON CORP
782,451$30.8M0.32%
191
LOWLOWES COS INC
331,765$30.8M0.32%
192
MUMICRON TECHNOLOGY INC
745,500$30.7M0.32%
193
VANECK VECTORS ETF TR
1,300,000$30.2M0.31%Put
194
BIIBBIOGEN INC
93,118$29.7M0.31%
195
US BANCORP DEL
550,000$29.5M0.30%Call
196
AFLAFLAC INC
335,000$29.4M0.30%Call
197
AMAZON COM INC
25,000$29.2M0.30%Call
198
4DHDANA INCORPORATED
903,027$28.9M0.30%
199
BACVERIZON COMMUNICATIONS INC
537,047$28.4M0.29%
200
AVAAVISTA CORP
548,374$28.2M0.29%
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