Assenagon Asset Management S.A. Q3 2018 Filing

Filed October 29, 2018

Portfolio Value

$10.1T

Holdings

764

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (764 positions)

#StockSharesValue% PortfolioType
1
JPMORGAN CHASE & CO
4,715,000$532.0B5.25%Put
2
AAPLAPPLE INC
1,391,582$314.1B3.10%
3
AMZNAMAZON COM INC
151,351$303.2B2.99%
4
CCITIGROUP INC
3,895,000$279.4B2.76%Put
5
BACBANK AMER CORP
8,530,000$251.3B2.48%Put
6
AAPLAPPLE INC
1,000,000$225.7B2.23%Put
7
XLFISELECT SECTOR SPDR TR
6,640,000$183.1B1.81%Put
8
AIGAMERICAN INTL GROUP INC
2,850,000$151.7B1.50%Put
9
SLBSCHLUMBERGER LTD
2,110,000$128.5B1.27%Put
10
BABOEING CO
338,907$126.0B1.24%
11
UBSUBS GROUP AG
7,275,000$115.4B1.14%Put
12
UNPUNION PAC CORP
696,847$113.5B1.12%
13
BACBANK AMER CORP
3,760,000$110.8B1.09%Call
14
ALSALLSTATE CORP
1,106,269$109.2B1.08%
15
PFEPFIZER INC
2,180,601$96.1B0.95%
16
CICIGNA CORPORATION
459,795$95.8B0.95%
17
AAPLAPPLE INC
410,000$92.6B0.91%Call
18
AQLTISHARES TR
2,150,000$92.2B0.91%Put
19
PGPROCTER AND GAMBLE CO
1,081,843$90.0B0.89%
20
US BANCORP DEL
1,590,000$84.0B0.83%Put
21
GSGOLDMAN SACHS GROUP INC
360,000$80.7B0.80%Put
22
FFIVF5 NETWORKS INC
400,039$79.8B0.79%
23
MRKMERCK & CO INC
1,110,735$78.8B0.78%
24
SLBSCHLUMBERGER LTD
1,280,000$78.0B0.77%Call
25
CVXCHEVRON CORP NEW
626,284$76.6B0.76%
26
IACIEURIAC INTERACTIVECORP
347,762$75.4B0.74%
27
BIIBBIOGEN INC
212,207$75.0B0.74%
28
FORD MTR CO DEL
8,100,000$74.9B0.74%Put
29
AIGAMERICAN INTL GROUP INC
1,380,000$73.5B0.73%Call
30
TXNTEXAS INSTRS INC
677,743$72.7B0.72%
31
ADBEADOBE SYS INC
269,334$72.7B0.72%
32
CCITIGROUP INC
985,000$70.7B0.70%Call
33
ABBVABBVIE INC
746,656$70.6B0.70%
34
QSRRESTAURANT BRANDS INTL INC
1,187,709$70.4B0.69%
35
MSFTMICROSOFT CORP
608,176$69.6B0.69%
36
AFLAFLAC INC
1,450,000$68.3B0.67%Put
37
JPMJPMORGAN CHASE & CO
590,000$66.6B0.66%Call
38
METAFACEBOOK INC
400,502$65.9B0.65%
39
ALLERGAN PLC
344,834$65.7B0.65%
40
AQLTISHARES TR
645,000$63.5B0.63%Put
41
SBUXSTARBUCKS CORP
1,080,000$61.4B0.61%Put
42
AMZNAMAZON COM INC
30,000$60.1B0.59%Put
43
FDCFIRST DATA CORP NEW
2,445,678$59.8B0.59%
44
LOGILOGITECH INTL S A
1,281,595$57.5B0.57%
45
BACVERIZON COMMUNICATIONS INC
1,076,195$57.5B0.57%
46
UBSUBS GROUP AG
3,475,000$55.1B0.54%Call
47
ACNACCENTURE PLC IRELAND
318,618$54.2B0.54%
48
AMGNAMGEN INC
259,910$53.9B0.53%
49
CTXSEURCITRIX SYS INC
484,270$53.8B0.53%
50
CRLCHARLES RIV LABS INTL INC
396,451$53.3B0.53%
51
CLSCA INC
1,065,977$47.1B0.46%
52
GOOGALPHABET INC
38,435$45.9B0.45%
53
REGNREGENERON PHARMACEUTICALS
110,571$44.7B0.44%
54
FORD MTR CO DEL
4,800,000$44.4B0.44%Call
55
SBUXSTARBUCKS CORP
780,000$44.3B0.44%Call
56
ADSKAUTODESK INC
279,581$43.6B0.43%
57
LOWLOWES COS INC
372,494$42.8B0.42%
58
US BANCORP DEL
790,000$41.7B0.41%Call
59
ISRGINTUITIVE SURGICAL INC
67,849$38.9B0.38%
60
SUSUNCOR ENERGY INC NEW
1,006,388$38.9B0.38%
61
CNCCENTENE CORP DEL
267,977$38.8B0.38%
62
MNSTMONSTER BEVERAGE CORP NEW
655,381$38.2B0.38%
63
BUWABIO RAD LABS INC
118,497$37.1B0.37%
64
VRTXVERTEX PHARMACEUTICALS INC
191,268$36.9B0.36%
65
CELGCELGENE CORP
387,462$34.7B0.34%
66
SYMCEURSYMANTEC CORP
1,554,886$33.1B0.33%
67
KRKROGER CO
1,124,882$32.7B0.32%
68
AXPAMERICAN EXPRESS CO
300,000$31.9B0.32%Put
69
GSGOLDMAN SACHS GROUP INC
140,000$31.4B0.31%Call
70
ETNEATON CORP PLC
360,268$31.2B0.31%
71
WPMWHEATON PRECIOUS METALS CORP
1,775,292$31.1B0.31%
72
AFLAFLAC INC
640,334$30.1B0.30%
73
XOMEXXON MOBIL CORP
347,919$29.6B0.29%
74
ICEINTERCONTINENTAL EXCHANGE IN
394,674$29.6B0.29%
75
JBLUJETBLUE AIRWAYS CORP
1,524,319$29.5B0.29%
76
EWEDWARDS LIFESCIENCES CORP
166,963$29.1B0.29%
77
COSTCOSTCO WHSL CORP NEW
117,675$27.6B0.27%
78
CNRCANADIAN NATL RY CO
301,504$27.1B0.27%
79
TECH DATA CORP
375,250$26.9B0.27%
80
DYHTARGET CORP
299,664$26.4B0.26%
81
XLFISELECT SECTOR SPDR TR
330,000$25.0B0.25%Put
82
AKAMAKAMAI TECHNOLOGIES INC
340,537$24.9B0.25%
83
VLOVALERO ENERGY CORP NEW
216,600$24.6B0.24%
84
MFCMANULIFE FINL CORP
1,367,680$24.5B0.24%
85
NUSNU SKIN ENTERPRISES INC
295,551$24.4B0.24%
86
NSPINSPERITY INC
206,334$24.3B0.24%
87
WFCWELLS FARGO CO NEW
460,000$24.2B0.24%Call
88
WFCWELLS FARGO CO NEW
460,000$24.2B0.24%Put
89
HRLHORMEL FOODS CORP
613,251$24.2B0.24%
90
AQLTISHARES TR
550,000$23.6B0.23%Call
91
ARWARROW ELECTRS INC
315,599$23.3B0.23%
92
OCOWENS CORNING NEW
427,894$23.2B0.23%
93
MCDMCDONALDS CORP
135,187$22.6B0.22%
94
SNPSSYNOPSYS INC
227,819$22.5B0.22%
95
AMEAMETEK INC NEW
280,147$22.2B0.22%
96
NVRNVR INC
8,834$21.8B0.22%
97
SLBSCHLUMBERGER LTD
355,578$21.7B0.21%
98
INTUINTUIT
95,021$21.6B0.21%
99
MMM3M CO
101,859$21.5B0.21%
100
AFLAFLAC INC
450,000$21.2B0.21%Call
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