Assenagon Asset Management S.A. Q3 2017 Filing

Filed October 18, 2017

Portfolio Value

$10.8B

Holdings

458

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (458 positions)

#StockSharesValue% PortfolioType
201
BKNGPRICELINE GRP INC
11,230$20.6M0.19%
202
ILG INC
757,002$20.2M0.19%
203
VECTREN CORP
305,623$20.1M0.19%
204
XLFISELECT SECTOR SPDR TR
285,000$19.5M0.18%Call
205
BPBP PLC
500,000$19.2M0.18%Call
206
OXYOCCIDENTAL PETE CORP DEL
296,211$19.0M0.18%
207
COOCOOPER COS INC
79,912$18.9M0.18%
208
AEPAMERICAN ELEC PWR INC
264,945$18.6M0.17%
209
CTXSEURCITRIX SYS INC
239,700$18.4M0.17%
210
LOGILOGITECH INTL S A
496,189$18.1M0.17%
211
FFORD MTR CO DEL
1,441,723$17.3M0.16%
212
AFLAFLAC INC
210,000$17.1M0.16%Call
213
CCLCARNIVAL CORP
263,997$17.0M0.16%
214
AIZASSURANT INC
175,321$16.7M0.16%
215
JBHTHUNT J B TRANS SVCS INC
149,364$16.6M0.15%
216
NVRNVR INC
5,788$16.5M0.15%
217
CFGCITIZENS FINL GROUP INC
425,369$16.1M0.15%
218
SYFSYNCHRONY FINL
518,472$16.1M0.15%
219
TEXTEREX CORP NEW
348,837$15.7M0.15%
220
ZIONZIONS BANCORPORATION
330,035$15.6M0.14%
221
MPCMARATHON PETE CORP
274,072$15.4M0.14%
222
LDOSLEIDOS HLDGS INC
254,582$15.1M0.14%
223
S9QSPIRIT AEROSYSTEMS HLDGS INC
191,375$14.9M0.14%
224
CELGCELGENE CORP
100,810$14.7M0.14%
225
MIC2EURMACQUARIE INFRASTRUCTURE COR
203,417$14.7M0.14%
226
AOSSMITH A O
246,065$14.6M0.14%
227
GOOGLALPHABET INC
15,000$14.6M0.14%Put
228
GOOGLALPHABET INC
15,000$14.6M0.14%Call
229
PKGPACKAGING CORP AMER
126,822$14.5M0.14%
230
AMGNAMGEN INC
77,391$14.4M0.13%
231
AQLTISHARES TR
210,000$14.4M0.13%Call
232
ALSALLSTATE CORP
153,799$14.1M0.13%
233
AXPAMERICAN EXPRESS CO
150,000$13.6M0.13%Call
234
AFLAFLAC INC
165,463$13.5M0.13%
235
SUNTRUST BKS INC
223,739$13.4M0.12%
236
LVSLAS VEGAS SANDS CORP
200,000$12.8M0.12%Call
237
HALHALLIBURTON CO
276,888$12.7M0.12%
238
RFREGIONS FINL CORP NEW
808,562$12.3M0.11%
239
LNTALLIANT ENERGY CORP
295,788$12.3M0.11%
240
CCCHEMOURS CO
242,440$12.3M0.11%
241
TQJSIGNATURE BK NEW YORK N Y
95,219$12.2M0.11%
242
EWBCEAST WEST BANCORP INC
200,765$12.0M0.11%
243
MSCIMSCI INC
101,430$11.9M0.11%
244
AFGAMERICAN FINL GROUP INC OHIO
113,886$11.8M0.11%
245
RGAREINSURANCE GROUP AMER INC
84,256$11.8M0.11%
246
LLYLILLY ELI & CO
136,517$11.7M0.11%
247
HWCHANCOCK HLDG CO
240,698$11.7M0.11%
248
CITCINTAS CORP
78,290$11.3M0.10%
249
WMBWILLIAMS COS INC DEL
371,905$11.2M0.10%
250
HASHASBRO INC
112,648$11.0M0.10%
251
MTBM & T BK CORP
67,912$10.9M0.10%
252
IRINGERSOLL-RAND PLC
117,799$10.5M0.10%
253
CMECME GROUP INC
75,199$10.2M0.09%
254
QIAGEN NV
321,076$10.1M0.09%
255
WFCWELLS FARGO CO NEW
180,000$9.9M0.09%Call
256
DISNEY WALT CO
100,000$9.9M0.09%Put
257
DISNEY WALT CO
100,000$9.9M0.09%Call
258
OCOWENS CORNING NEW
126,199$9.8M0.09%
259
CMICUMMINS INC
55,673$9.4M0.09%
260
PSXPHILLIPS 66
100,000$9.2M0.09%Call
261
PSXPHILLIPS 66
100,000$9.2M0.09%Put
262
FINANCIAL ENGINES INC
262,749$9.1M0.08%
263
SEICSEI INVESTMENTS CO
149,321$9.1M0.08%
264
COSTCOSTCO WHSL CORP NEW
54,746$9.0M0.08%
265
ILMNILLUMINA INC
44,954$9.0M0.08%
266
MOALTRIA GROUP INC
141,140$9.0M0.08%
267
PNCPNC FINL SVCS GROUP INC
66,205$8.9M0.08%
268
LEUCADIA NATL CORP
349,434$8.8M0.08%
269
MHKMOHAWK INDS INC
35,573$8.8M0.08%
270
AQLTISHARES TR
110,000$8.8M0.08%Put
271
AQLTISHARES TR
110,000$8.8M0.08%Call
272
ALKALASKA AIR GROUP INC
115,141$8.8M0.08%
273
CLCOLGATE PALMOLIVE CO
120,246$8.8M0.08%
274
DR PEPPER SNAPPLE GROUP INC
98,372$8.7M0.08%
275
LABORATORY CORP AMER HLDGS
57,523$8.7M0.08%
276
BWABORGWARNER INC
167,407$8.6M0.08%
277
ADMARCHER DANIELS MIDLAND CO
201,041$8.5M0.08%
278
GLDSPDR GOLD TRUST
70,000$8.5M0.08%Put
279
GLDSPDR GOLD TRUST
70,000$8.5M0.08%Call
280
FIRSTCASH INC
134,698$8.5M0.08%
281
SOSOUTHERN CO
170,502$8.4M0.08%
282
AMATAPPLIED MATLS INC
160,037$8.3M0.08%
283
MARMARRIOTT INTL INC NEW
75,202$8.3M0.08%
284
COPCONOCOPHILLIPS
162,488$8.1M0.08%
285
DVNDEVON ENERGY CORP NEW
220,449$8.1M0.08%
286
A4SAMERIPRISE FINL INC
53,966$8.0M0.07%
287
LVLNSPDR SERIES TRUST
200,000$8.0M0.07%Call
288
SPDR SERIES TRUST
200,000$8.0M0.07%Put
289
DFSEURDISCOVER FINL SVCS
123,106$7.9M0.07%
290
CMACOMERICA INC
101,280$7.7M0.07%
291
EVREVERCORE INC
96,200$7.7M0.07%
292
TMOTHERMO FISHER SCIENTIFIC INC
40,243$7.6M0.07%
293
SPGIS&P GLOBAL INC
47,509$7.4M0.07%
294
FISFIDELITY NATL INFORMATION SV
79,317$7.4M0.07%
295
IPGINTERPUBLIC GROUP COS INC
349,348$7.3M0.07%
296
CMSCMS ENERGY CORP
156,532$7.3M0.07%
297
AEEAMEREN CORP
125,280$7.2M0.07%
298
WRKUSDWESTROCK CO
123,121$7.0M0.06%
299
AVYAVERY DENNISON CORP
70,956$7.0M0.06%
300
DTEDTE ENERGY CO
64,839$7.0M0.06%
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