Assenagon Asset Management S.A. Q3 2017 Filing

Filed October 18, 2017

Portfolio Value

$10.8M

Holdings

458

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (458 positions)

#	Stock	Shares	Value	% Portfolio	Type
101	BRK/BBERKSHIRE HATHAWAY INC DEL	589,055	$108K	1.00%
102	XLFISELECT SECTOR SPDR TR	4,170,000	$108K	1.00%	Put
103	SBUXSTARBUCKS CORP	1,960,000	$105K	0.98%	Put
104	ELVANTHEM INC	535,907	$102K	0.94%
105	CVXCHEVRON CORP NEW	832,204	$98K	0.91%
106	GSGOLDMAN SACHS GROUP INC	380,000	$90K	0.84%	Call
107	EFXEQUIFAX INC	849,329	$90K	0.84%
108	DXCDXC TECHNOLOGY CO	1,038,607	$89K	0.83%
109	SBUXSTARBUCKS CORP	1,660,000	$89K	0.83%	Call
110	—US BANCORP DEL	1,650,000	$88K	0.82%	Put
111	MGMMGM RESORTS INTERNATIONAL	2,674,558	$87K	0.81%
112	ADBEADOBE SYS INC	575,756	$86K	0.80%
113	JPMJPMORGAN CHASE & CO	895,000	$85K	0.79%	Call
114	ORCLORACLE CORP	1,714,066	$83K	0.77%
115	—COACH INC	2,039,365	$82K	0.76%
116	AIGAMERICAN INTL GROUP INC	1,277,600	$78K	0.73%	Call
117	—FORD MTR CO DEL	6,500,000	$78K	0.72%	Put
118	EBAEBAY INC	2,017,974	$78K	0.72%
119	GILDGILEAD SCIENCES INC	880,364	$71K	0.66%
120	LOWLOWES COS INC	855,519	$68K	0.64%
121	PFEPFIZER INC	1,898,779	$68K	0.63%
122	PGPROCTER AND GAMBLE CO	736,699	$67K	0.62%
123	XOMEXXON MOBIL CORP	816,722	$67K	0.62%
124	AAPLAPPLE INC	433,049	$67K	0.62%
125	AQLTISHARES TR	1,455,000	$65K	0.60%	Call
126	—AMAZON COM INC	66,500	$64K	0.59%	Call
127	GOOGALPHABET INC	62,530	$60K	0.56%
128	ABBVABBVIE INC	662,014	$59K	0.55%
129	—PRICELINE GRP INC	32,000	$59K	0.54%	Put
130	BKBANK NEW YORK MELLON CORP	1,080,000	$57K	0.53%	Put
131	REGNREGENERON PHARMACEUTICALS	121,974	$55K	0.51%
132	BACBANK AMER CORP	2,150,000	$54K	0.51%	Put
133	PGRPROGRESSIVE CORP OHIO	1,096,789	$53K	0.49%
134	UBSUBS GROUP AG	3,000,000	$51K	0.48%	Call
135	DISDISNEY WALT CO	510,902	$50K	0.47%
136	—ROCKWELL COLLINS INC	383,258	$50K	0.47%
137	MUMICRON TECHNOLOGY INC	1,263,544	$50K	0.46%
138	ELLAUDER ESTEE COS INC	442,722	$48K	0.44%
139	CCITIGROUP INC	645,000	$47K	0.44%	Call
140	MRKMERCK & CO INC	729,590	$47K	0.43%
141	AQLTISHARES TR	660,000	$45K	0.42%	Put
142	NEMNEWMONT MINING CORP	1,190,405	$45K	0.41%
143	TXNTEXAS INSTRS INC	491,138	$44K	0.41%
144	—GENERAL ELECTRIC CO	1,780,000	$43K	0.40%	Put
145	WFCWELLS FARGO CO NEW	780,000	$43K	0.40%	Put
146	SBUXSTARBUCKS CORP	796	$43K	0.40%
147	EMNEASTMAN CHEM CO	466,739	$42K	0.39%
148	FDXFEDEX CORP	181,818	$41K	0.38%
149	AXPAMERICAN EXPRESS CO	450,000	$41K	0.38%	Put
150	HALHALLIBURTON CO	865,000	$40K	0.37%	Call
151	HALHALLIBURTON CO	865,000	$40K	0.37%	Put
152	—ISHARES INC	700,000	$39K	0.36%	Put
153	AFLAFLAC INC	460,000	$37K	0.35%	Put
154	XLFISELECT SECTOR SPDR TR	535,000	$37K	0.34%	Put
155	XLFISELECT SECTOR SPDR TR	1,400,000	$36K	0.34%	Call
156	BKBANK NEW YORK MELLON CORP	680,000	$36K	0.33%	Call
157	BABOEING CO	141,548	$36K	0.33%
158	BABOEING CO	140,000	$36K	0.33%	Put
159	VVISA INC	334,865	$35K	0.33%
160	HDHOME DEPOT INC	209,849	$34K	0.32%
161	SNPSSYNOPSYS INC	425,182	$34K	0.32%
162	BPBP PLC	860,000	$33K	0.31%	Put
163	MCDMCDONALDS CORP	210,910	$33K	0.31%
164	—PRICELINE GRP INC	18,000	$33K	0.31%	Call
165	UNMUNUM GROUP	637,002	$33K	0.30%
166	—GENERAL ELECTRIC CO	1,260,000	$30K	0.28%	Call
167	NOCNORTHROP GRUMMAN CORP	105,675	$30K	0.28%
168	PPLPPL CORP	796,737	$30K	0.28%
169	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	407,879	$30K	0.27%
170	—US BANCORP DEL	550,000	$29K	0.27%	Call
171	BACBANK AMER CORP	1,150,000	$29K	0.27%	Call
172	—MYLAN N V	913,100	$29K	0.27%
173	ACNACCENTURE PLC IRELAND	211,670	$29K	0.27%
174	PYPLPAYPAL HLDGS INC	445,435	$29K	0.26%
175	FISVFISERV INC	219,733	$28K	0.26%
176	YUSDALLEGHANY CORP DEL	49,875	$28K	0.26%
177	PNWPINNACLE WEST CAP CORP	324,984	$27K	0.26%
178	—FORD MTR CO DEL	2,200,000	$26K	0.24%	Call
179	URIUNITED RENTALS INC	189,670	$26K	0.24%
180	APCANADARKO PETE CORP	538,000	$26K	0.24%
181	LVSLAS VEGAS SANDS CORP	400,000	$26K	0.24%	Put
182	—GREAT PLAINS ENERGY INC	826,993	$25K	0.23%
183	RHIROBERT HALF INTL INC	491,479	$25K	0.23%
184	VLOVALERO ENERGY CORP NEW	315,000	$24K	0.23%	Call
185	VLOVALERO ENERGY CORP NEW	315,000	$24K	0.23%	Put
186	PKNPERKINELMER INC	335,921	$23K	0.22%
187	IBMINTERNATIONAL BUSINESS MACHS	159,130	$23K	0.21%
188	TSNTYSON FOODS INC	319,534	$23K	0.21%
189	JECUSDJACOBS ENGR GROUP INC DEL	384,038	$22K	0.21%
190	MOSMOSAIC CO NEW	1,034,089	$22K	0.21%
191	—ISHARES INC	400,000	$22K	0.21%	Call
192	—CSRA INC	689,256	$22K	0.21%
193	HRSEURHARRIS CORP DEL	168,814	$22K	0.21%
194	CLSCA INC	664,828	$22K	0.21%
195	CHDCHURCH & DWIGHT INC	456,132	$22K	0.21%
196	ADIANALOG DEVICES INC	251,829	$22K	0.20%
197	ADSKAUTODESK INC	191,008	$21K	0.20%
198	AESAES CORP	1,928,870	$21K	0.20%
199	ATVIEURACTIVISION BLIZZARD INC	328,032	$21K	0.20%
200	FLIRFLIR SYS INC	539,416	$21K	0.19%

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