Assenagon Asset Management S.A. Q1 2017 Filing

Filed May 4, 2017

Portfolio Value

$4.7T

Holdings

254

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (254 positions)

#StockSharesValue% PortfolioType
101
LVLNSPDR SERIES TRUST
120,000$4.5B0.10%Call
102
SPDR SERIES TRUST
120,000$4.5B0.10%Put
103
XLFISELECT SECTOR SPDR TR
50,000$4.4B0.09%Call
104
XLFISELECT SECTOR SPDR TR
50,000$4.4B0.09%Put
105
EWEDWARDS LIFESCIENCES CORP
46,477$4.4B0.09%
106
WMWASTE MGMT INC DEL
56,490$4.1B0.09%
107
CMECME GROUP INC
32,675$3.9B0.08%
108
WHOLE FOODS MKT INC
129,511$3.8B0.08%
109
SYYSYSCO CORP
73,203$3.8B0.08%
110
CELGCELGENE CORP
30,527$3.8B0.08%
111
AQLTISHARES TR
60,000$3.7B0.08%Put
112
AQLTISHARES TR
60,000$3.7B0.08%Call
113
BACVERIZON COMMUNICATIONS INC
70,618$3.4B0.07%
114
NLYEURANNALY CAP MGMT INC
293,583$3.3B0.07%
115
VALSPAR CORP
27,885$3.1B0.07%
116
EXPDEXPEDITORS INTL WASH INC
49,836$2.8B0.06%
117
DEDEERE & CO
24,701$2.7B0.06%
118
AMZNAMAZON COM INC
2,985$2.6B0.06%
119
SLVISHARES SILVER TRUST
150,000$2.6B0.06%Call
120
SLVISHARES SILVER TRUST
150,000$2.6B0.06%Put
121
RITE AID CORP
554,292$2.4B0.05%
122
CALPINE CORP
208,636$2.3B0.05%
123
RSGREPUBLIC SVCS INC
34,365$2.2B0.05%
124
PEPPEPSICO INC
19,123$2.1B0.05%
125
DDOMINION RES INC VA NEW
27,090$2.1B0.04%
126
WCNWASTE CONNECTIONS INC
22,049$1.9B0.04%
127
KRKROGER CO
65,450$1.9B0.04%
128
ABXBARRICK GOLD CORP
100,000$1.9B0.04%
129
CMGCHIPOTLE MEXICAN GRILL INC
4,237$1.9B0.04%
130
FTSFORTIS INC
54,068$1.8B0.04%
131
AWCAMERICAN WTR WKS CO INC NEW
22,383$1.7B0.04%
132
SJR/BEURSHAW COMMUNICATIONS INC
80,521$1.7B0.04%
133
BCEBCE INC
37,032$1.6B0.03%
134
MSIMOTOROLA SOLUTIONS INC
18,721$1.6B0.03%
135
ATOATMOS ENERGY CORP
20,119$1.6B0.03%
136
METMETLIFE INC
29,925$1.6B0.03%
137
KSSKOHLS CORP
39,247$1.6B0.03%
138
DBDEUTSCHE BANK AG
89,635$1.5B0.03%Call
139
NEENEXTERA ENERGY INC
11,207$1.4B0.03%
140
BUNGE LIMITED
18,113$1.4B0.03%
141
RCI/BROGERS COMMUNICATIONS INC
32,036$1.4B0.03%
142
DGDOLLAR GEN CORP NEW
19,587$1.4B0.03%
143
HBANHUNTINGTON BANCSHARES INC
98,696$1.3B0.03%
144
BAXBAXTER INTL INC
25,353$1.3B0.03%
145
ISRGINTUITIVE SURGICAL INC
1,665$1.3B0.03%
146
EIXEDISON INTL
15,612$1.2B0.03%
147
RNRRENAISSANCERE HOLDINGS LTD
8,417$1.2B0.03%
148
TTELUS CORP
37,548$1.2B0.03%
149
NVRNVR INC
570$1.2B0.03%
150
CMACOMERICA INC
17,265$1.2B0.03%
151
AMTTD AMERITRADE HLDG CORP
30,333$1.2B0.03%
152
EQIXEQUINIX INC
2,884$1.2B0.02%
153
PNCPNC FINL SVCS GROUP INC
9,584$1.2B0.02%
154
CMBTEURONAV NV ANTWERPEN
143,558$1.2B0.02%
155
XELXCEL ENERGY INC
25,870$1.1B0.02%
156
CICIGNA CORPORATION
7,712$1.1B0.02%
157
BDXBECTON DICKINSON & CO
6,090$1.1B0.02%
158
MACMACERICH CO
17,250$1.1B0.02%
159
RMERESMED INC
14,732$1.1B0.02%
160
PBCTEURPEOPLES UNITED FINANCIAL INC
57,237$1.0B0.02%
161
AAPLAPPLE INC
7,236$1.0B0.02%
162
UGIUGI CORP NEW
21,040$1.0B0.02%
163
VCVISTEON CORP
10,488$1.0B0.02%
164
EXPRESS SCRIPTS HLDG CO
15,569$1.0B0.02%
165
PNWPINNACLE WEST CAP CORP
12,174$1.0B0.02%
166
CSCOCISCO SYS INC
30,000$1.0B0.02%
167
SCHWSCHWAB CHARLES CORP NEW
24,085$983.0M0.02%
168
RFREGIONS FINL CORP NEW
64,734$941.0M0.02%
169
TQJSIGNATURE BK NEW YORK N Y
6,203$920.0M0.02%
170
SKAASKECHERS U S A INC
33,362$916.0M0.02%
171
ESEVERSOURCE ENERGY
15,339$902.0M0.02%
172
CNPCENTERPOINT ENERGY INC
32,145$886.0M0.02%
173
GWWGRAINGER W W INC
3,770$878.0M0.02%
174
GLWCORNING INC
32,000$864.0M0.02%
175
VNOVORNADO RLTY TR
8,601$863.0M0.02%
176
MDLZMONDELEZ INTL INC
20,000$862.0M0.02%
177
TMUST MOBILE US INC
13,348$862.0M0.02%
178
EBAEBAY INC
25,637$861.0M0.02%
179
ZTSZOETIS INC
15,960$852.0M0.02%
180
GOOGLALPHABET INC
1,002$849.0M0.02%
181
UPSUNITED PARCEL SERVICE INC
7,649$821.0M0.02%
182
BSXBOSTON SCIENTIFIC CORP
32,764$815.0M0.02%
183
CVSCVS HEALTH CORP
10,254$805.0M0.02%
184
ETRENTERGY CORP NEW
10,242$778.0M0.02%
185
MASMASCO CORP
22,874$777.0M0.02%
186
DR PEPPER SNAPPLE GROUP INC
7,804$764.0M0.02%
187
JBLUJETBLUE AIRWAYS CORP
36,774$758.0M0.02%
188
PPLPPL CORP
19,840$742.0M0.02%
189
BCRUSDBARD C R INC
2,922$726.0M0.02%
190
PEOEXELON CORP
19,672$708.0M0.02%
191
MSFTMICROSOFT CORP
10,000$659.0M0.01%
192
DHRDANAHER CORP DEL
7,581$648.0M0.01%
193
8CWCROWN CASTLE INTL CORP NEW
6,847$647.0M0.01%
194
LEVEL 3 COMMUNICATIONS INC
11,262$644.0M0.01%
195
UNMUNUM GROUP
13,673$641.0M0.01%
196
DTEDTE ENERGY CO
6,197$633.0M0.01%
197
CAHCARDINAL HEALTH INC
7,652$624.0M0.01%
198
AVBAVALONBAY CMNTYS INC
3,337$613.0M0.01%
199
CTLEURCENTURYLINK INC
25,991$613.0M0.01%
200
BMYBRISTOL MYERS SQUIBB CO
11,245$612.0M0.01%
PreviousPage 2 of 3Next