Assenagon Asset Management S.A. Q1 2018 Filing

Filed April 30, 2018

Portfolio Value

$7.7T

Holdings

533

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (533 positions)

#StockSharesValue% PortfolioType
1
JPMORGAN CHASE & CO
3,465,000$381.0B4.96%Put
2
UBSUBS GROUP AG
11,050,000$193.8B2.52%Put
3
CCITIGROUP INC
2,715,000$183.3B2.39%Put
4
AMZNAMAZON COM INC
117,000$169.3B2.21%Put
5
MSFTMICROSOFT CORP
1,844,868$168.4B2.19%
6
XLFISELECT SECTOR SPDR TR
5,530,000$152.5B1.99%Put
7
AIGAMERICAN INTL GROUP INC
2,755,000$149.9B1.95%Put
8
ISRGINTUITIVE SURGICAL INC
353,100$145.8B1.90%
9
AQLTISHARES TR
2,380,000$114.2B1.49%Put
10
BACVERIZON COMMUNICATIONS INC
2,224,579$106.4B1.39%
11
FORD MTR CO DEL
9,100,000$100.8B1.31%Put
12
AMZNAMAZON COM INC
68,555$99.2B1.29%
13
BACBANK AMER CORP
3,150,000$94.5B1.23%Put
14
LDOSLEIDOS HLDGS INC
1,338,149$87.5B1.14%
15
RGAREINSURANCE GROUP AMER INC
561,831$86.5B1.13%
16
ENERGEN CORP
1,324,281$83.2B1.08%
17
SLBSCHLUMBERGER LTD
1,285,000$83.2B1.08%Put
18
TXNTEXAS INSTRS INC
796,587$82.8B1.08%
19
AIGAMERICAN INTL GROUP INC
1,466,960$79.8B1.04%Call
20
JBLUJETBLUE AIRWAYS CORP
3,899,334$79.2B1.03%
21
SBUXSTARBUCKS CORP
1,310,000$75.8B0.99%Put
22
LYBLYONDELLBASELL INDUSTRIES N
709,144$74.9B0.98%
23
PNCPNC FINL SVCS GROUP INC
483,123$73.1B0.95%
24
GSGOLDMAN SACHS GROUP INC
290,000$73.0B0.95%Put
25
AAALCOA CORP
1,570,152$70.6B0.92%
26
SLBSCHLUMBERGER LTD
1,035,000$67.0B0.87%Call
27
RTN1USDRAYTHEON CO
303,976$65.6B0.85%
28
FORD MTR CO DEL
5,800,000$64.3B0.84%Call
29
AFLAFLAC INC
1,450,000$63.5B0.83%Put
30
JPMJPMORGAN CHASE & CO
540,000$59.4B0.77%Call
31
SBUXSTARBUCKS CORP
1,010,000$58.5B0.76%Call
32
GMGENERAL MTRS CO
1,601,740$58.2B0.76%
33
NFLXNETFLIX INC
194,793$57.5B0.75%
34
BKBANK NEW YORK MELLON CORP
1,080,000$55.7B0.73%Put
35
LWLAMB WESTON HLDGS INC
930,143$54.2B0.71%
36
GSGOLDMAN SACHS GROUP INC
210,000$52.9B0.69%Call
37
CLSCA INC
1,539,847$52.2B0.68%
38
KMIKINDER MORGAN INC DEL
3,247,811$48.9B0.64%
39
ROCKWELL COLLINS INC
356,658$48.1B0.63%
40
US BANCORP DEL
950,000$48.0B0.63%Put
41
ABTABBOTT LABS
775,985$46.5B0.61%
42
GOOGALPHABET INC
44,697$46.1B0.60%
43
UNMUNUM GROUP
953,897$45.4B0.59%
44
BIIBBIOGEN INC
153,734$42.1B0.55%
45
AXPAMERICAN EXPRESS CO
450,000$42.0B0.55%Put
46
FCXFREEPORT-MCMORAN INC
2,361,911$41.5B0.54%
47
DST SYS INC DEL
483,831$40.5B0.53%
48
SKAASKECHERS U S A INC
1,000,419$38.9B0.51%
49
BRK/BBERKSHIRE HATHAWAY INC DEL
194,408$38.8B0.51%
50
CCITIGROUP INC
565,000$38.1B0.50%Call
51
SYFSYNCHRONY FINL
1,134,973$38.1B0.50%
52
MDTMEDTRONIC PLC
473,521$38.0B0.49%
53
UGIUGI CORP NEW
837,052$37.2B0.48%
54
BKUBANKUNITED INC
924,352$37.0B0.48%
55
THGHANOVER INS GROUP INC
300,014$35.4B0.46%
56
ILMNILLUMINA INC
148,796$35.2B0.46%
57
BKBANK NEW YORK MELLON CORP
680,000$35.0B0.46%Call
58
BACBANK AMER CORP
1,150,000$34.5B0.45%Call
59
NUSNU SKIN ENTERPRISES INC
463,192$34.1B0.44%
60
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
411,695$33.1B0.43%
61
BCBRUNSWICK CORP
554,394$32.9B0.43%
62
CMACOMERICA INC
339,668$32.6B0.42%
63
XLFISELECT SECTOR SPDR TR
480,000$32.4B0.42%Put
64
BUWABIO RAD LABS INC
128,966$32.3B0.42%
65
UBSUBS GROUP AG
1,800,000$31.6B0.41%Call
66
AFLAFLAC INC
719,333$31.5B0.41%
67
ARWARROW ELECTRS INC
408,233$31.4B0.41%
68
AQLTISHARES TR
450,000$31.4B0.41%Put
69
ADPAUTOMATIC DATA PROCESSING IN
275,479$31.3B0.41%
70
AQLTISHARES TR
410,000$30.9B0.40%Put
71
FDCFIRST DATA CORP NEW
1,883,101$30.1B0.39%
72
CELGCELGENE CORP
333,822$29.8B0.39%
73
HPEHEWLETT PACKARD ENTERPRISE C
1,684,718$29.6B0.38%
74
VANECK VECTORS ETF TR
1,300,000$28.6B0.37%Put
75
PKGPACKAGING CORP AMER
252,876$28.5B0.37%
76
BWXTBWX TECHNOLOGIES INC
444,094$28.2B0.37%
77
TSCOTRACTOR SUPPLY CO
446,520$28.1B0.37%
78
US BANCORP DEL
550,000$27.8B0.36%Call
79
NWSANEWS CORP NEW
1,720,778$27.2B0.35%
80
HALHALLIBURTON CO
565,000$26.5B0.35%Call
81
HALHALLIBURTON CO
565,000$26.5B0.35%Put
82
CICIGNA CORPORATION
156,367$26.2B0.34%
83
MANMANPOWERGROUP INC
224,403$25.8B0.34%
84
VRTXVERTEX PHARMACEUTICALS INC
152,287$24.8B0.32%
85
7HPHP INC
1,130,897$24.8B0.32%
86
EBAEBAY INC
612,292$24.6B0.32%
87
EWBCEAST WEST BANCORP INC
389,890$24.4B0.32%
88
S9QSPIRIT AEROSYSTEMS HLDGS INC
289,557$24.2B0.32%
89
WFCWELLS FARGO CO NEW
460,000$24.1B0.31%Call
90
WFCWELLS FARGO CO NEW
460,000$24.1B0.31%Put
91
NOCNORTHROP GRUMMAN CORP
68,365$23.9B0.31%
92
FLIRFLIR SYS INC
469,045$23.5B0.31%
93
XLFISELECT SECTOR SPDR TR
850,000$23.4B0.31%Call
94
ICEINTERCONTINENTAL EXCHANGE IN
316,615$23.0B0.30%
95
PFEPFIZER INC
632,737$22.5B0.29%
96
STZCONSTELLATION BRANDS INC
98,351$22.4B0.29%
97
EVEUREATON VANCE CORP
400,043$22.3B0.29%
98
QIAGEN NV
688,997$22.3B0.29%
99
METAFACEBOOK INC
137,773$22.0B0.29%
100
LSTRLANDSTAR SYS INC
200,523$22.0B0.29%
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