Assenagon Asset Management S.A.

Holdings History for SELECT SECTOR SPDR TR - PUT

Investment type: Equity / PUT

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
30 Jun 2019	put		-0.24%	$0	0	-120,000	-100%	$45.35	Q2 2019
31 Mar 2019	put	0.24%	0%	$6,660,000	120,000	0		$55.50	Q1 2019
31 Dec 2018	put	0.21%	0%	$6,062,000	120,000	0		$50.52	Q4 2018
30 Sep 2018	put	0.2%	0%	$6,952,000	120,000	0		$57.93	Q3 2018
30 Jun 2018	put	0.25%	+0.25%	$6,968,000	120,000	+120,000	NEW	$58.07	Q2 2018

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.