Assenagon Asset Management S.A. Q3 2017 Filing

Filed October 18, 2017

Portfolio Value

$10.8T

Holdings

458

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (458 positions)

#StockSharesValue% PortfolioType
1
JPMORGAN CHASE & CO
5,800,000$554.0B5.14%Put
2
AAPLAPPLE INC
2,340,000$360.6B3.35%Put
3
GSGOLDMAN SACHS GROUP INC
1,513,500$359.0B3.33%Put
4
AQLTISHARES TR
4,825,000$215.0B2.00%Put
5
JNJJOHNSON & JOHNSON
1,561,922$203.1B1.89%
6
GMGENERAL MTRS CO
5,011,194$202.4B1.88%
7
AMZNAMAZON COM INC
198,500$190.8B1.77%Put
8
METAFACEBOOK INC
1,106,977$189.1B1.76%
9
SLBSCHLUMBERGER LTD
2,685,000$187.3B1.74%Put
10
GOOGLALPHABET INC
166,242$161.9B1.50%
11
AIGAMERICAN INTL GROUP INC
2,505,000$153.8B1.43%Put
12
AMZNAMAZON COM INC
156,014$150.0B1.39%
13
EAELECTRONIC ARTS INC
1,260,281$148.8B1.38%
14
CCITIGROUP INC
1,915,000$139.3B1.29%Put
15
SLBSCHLUMBERGER LTD
1,955,000$136.4B1.27%Call
16
VRTXVERTEX PHARMACEUTICALS INC
893,380$135.8B1.26%
17
HCAHCA HEALTHCARE INC
1,579,382$125.7B1.17%
18
ALXNALEXION PHARMACEUTICALS INC
884,150$124.0B1.15%
19
BIIBBIOGEN INC
394,397$123.5B1.15%
20
UBSUBS GROUP AG
7,200,000$123.2B1.14%Put
21
UALUNITED CONTL HLDGS INC
1,992,529$121.3B1.13%
22
MSFTMICROSOFT CORP
1,603,011$119.4B1.11%
23
HONHONEYWELL INTL INC
803,999$114.0B1.06%
24
BRK/BBERKSHIRE HATHAWAY INC DEL
589,055$108.0B1.00%
25
XLFISELECT SECTOR SPDR TR
4,170,000$107.8B1.00%Put
26
SBUXSTARBUCKS CORP
1,960,000$105.3B0.98%Put
27
ELVANTHEM INC
535,907$101.8B0.94%
28
CVXCHEVRON CORP NEW
832,204$97.8B0.91%
29
GSGOLDMAN SACHS GROUP INC
380,000$90.1B0.84%Call
30
EFXEQUIFAX INC
849,329$90.0B0.84%
31
DXCDXC TECHNOLOGY CO
1,038,607$89.2B0.83%
32
SBUXSTARBUCKS CORP
1,660,000$89.2B0.83%Call
33
US BANCORP DEL
1,650,000$88.4B0.82%Put
34
MGMMGM RESORTS INTERNATIONAL
2,674,558$87.2B0.81%
35
ADBEADOBE SYS INC
575,756$85.9B0.80%
36
JPMJPMORGAN CHASE & CO
895,000$85.5B0.79%Call
37
ORCLORACLE CORP
1,714,066$82.9B0.77%
38
COACH INC
2,039,365$82.1B0.76%
39
AIGAMERICAN INTL GROUP INC
1,277,600$78.4B0.73%Call
40
FORD MTR CO DEL
6,500,000$77.8B0.72%Put
41
EBAEBAY INC
2,017,974$77.6B0.72%
42
GILDGILEAD SCIENCES INC
880,364$71.3B0.66%
43
LOWLOWES COS INC
855,519$68.4B0.64%
44
PFEPFIZER INC
1,898,779$67.8B0.63%
45
PGPROCTER AND GAMBLE CO
736,699$67.0B0.62%
46
XOMEXXON MOBIL CORP
816,722$67.0B0.62%
47
AAPLAPPLE INC
433,049$66.7B0.62%
48
AQLTISHARES TR
1,455,000$64.8B0.60%Call
49
AMAZON COM INC
66,500$63.9B0.59%Call
50
GOOGALPHABET INC
62,530$60.0B0.56%
51
ABBVABBVIE INC
662,014$58.8B0.55%
52
PRICELINE GRP INC
32,000$58.6B0.54%Put
53
BKBANK NEW YORK MELLON CORP
1,080,000$57.3B0.53%Put
54
REGNREGENERON PHARMACEUTICALS
121,974$54.5B0.51%
55
BACBANK AMER CORP
2,150,000$54.5B0.51%Put
56
PGRPROGRESSIVE CORP OHIO
1,096,789$53.1B0.49%
57
UBSUBS GROUP AG
3,000,000$51.3B0.48%Call
58
DISDISNEY WALT CO
510,902$50.4B0.47%
59
ROCKWELL COLLINS INC
383,258$50.1B0.47%
60
MUMICRON TECHNOLOGY INC
1,263,544$49.7B0.46%
61
ELLAUDER ESTEE COS INC
442,722$47.7B0.44%
62
CCITIGROUP INC
645,000$46.9B0.44%Call
63
MRKMERCK & CO INC
729,590$46.7B0.43%
64
AQLTISHARES TR
660,000$45.2B0.42%Put
65
NEMNEWMONT MINING CORP
1,190,405$44.7B0.41%
66
TXNTEXAS INSTRS INC
491,138$44.0B0.41%
67
GENERAL ELECTRIC CO
1,780,000$43.0B0.40%Put
68
WFCWELLS FARGO CO NEW
780,000$43.0B0.40%Put
69
EMNEASTMAN CHEM CO
466,739$42.2B0.39%
70
FDXFEDEX CORP
181,818$41.0B0.38%
71
AXPAMERICAN EXPRESS CO
450,000$40.7B0.38%Put
72
HALHALLIBURTON CO
865,000$39.8B0.37%Call
73
HALHALLIBURTON CO
865,000$39.8B0.37%Put
74
ISHARES INC
700,000$39.0B0.36%Put
75
AFLAFLAC INC
460,000$37.4B0.35%Put
76
XLFISELECT SECTOR SPDR TR
535,000$36.6B0.34%Put
77
XLFISELECT SECTOR SPDR TR
1,400,000$36.2B0.34%Call
78
BKBANK NEW YORK MELLON CORP
680,000$36.1B0.33%Call
79
BABOEING CO
141,548$36.0B0.33%
80
BABOEING CO
140,000$35.6B0.33%Put
81
VVISA INC
334,865$35.2B0.33%
82
HDHOME DEPOT INC
209,849$34.3B0.32%
83
SNPSSYNOPSYS INC
425,182$34.2B0.32%
84
BPBP PLC
860,000$33.0B0.31%Put
85
MCDMCDONALDS CORP
210,910$33.0B0.31%
86
PRICELINE GRP INC
18,000$33.0B0.31%Call
87
UNMUNUM GROUP
637,002$32.6B0.30%
88
GENERAL ELECTRIC CO
1,260,000$30.5B0.28%Call
89
NOCNORTHROP GRUMMAN CORP
105,675$30.4B0.28%
90
PPLPPL CORP
796,737$30.2B0.28%
91
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
407,879$29.6B0.27%
92
US BANCORP DEL
550,000$29.5B0.27%Call
93
BACBANK AMER CORP
1,150,000$29.1B0.27%Call
94
MYLAN N V
913,100$28.6B0.27%
95
ACNACCENTURE PLC IRELAND
211,670$28.6B0.27%
96
PYPLPAYPAL HLDGS INC
445,435$28.5B0.26%
97
FISVFISERV INC
219,733$28.3B0.26%
98
YUSDALLEGHANY CORP DEL
49,875$27.6B0.26%
99
PNWPINNACLE WEST CAP CORP
324,984$27.5B0.26%
100
FORD MTR CO DEL
2,200,000$26.3B0.24%Call
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