Assenagon Asset Management S.A. Q4 2017 Filing

Filed January 25, 2018

Portfolio Value

$9.7M

Holdings

670

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (670 positions)

#	Stock	Shares	Value	% Portfolio	Type
101	MGRCMCGRATH RENTCORP	7,991	$375K	3.86%
102	XELXCEL ENERGY INC	7,601	$366K	3.77%
103	GSGOLDMAN SACHS GROUP INC	1,393,500	$355K	3.65%	Put
104	AIZASSURANT INC	3,257	$328K	3.38%
105	NYCBEURNEW YORK CMNTY BANCORP INC	25,140	$327K	3.37%
106	CAHCARDINAL HEALTH INC	5,330	$327K	3.37%
107	FDO.FMACYS INC	12,956	$326K	3.36%
108	SGENEURSEATTLE GENETICS INC	6,047	$324K	3.33%
109	FNVFRANCO NEVADA CORP	3,940	$316K	3.25%
110	UDRUDR INC	7,541	$290K	2.98%
111	SPBSPECTRUM BRANDS HLDGS INC	2,474	$278K	2.86%
112	TAPMOLSON COORS BREWING CO	3,353	$275K	2.83%
113	ADMARCHER DANIELS MIDLAND CO	6,786	$272K	2.80%
114	UBSUBS GROUP AG	13,947	$257K	2.65%
115	BF/BBROWN FORMAN CORP	3,640	$250K	2.57%
116	MTBM & T BK CORP	1,432	$245K	2.52%
117	4I1PHILIP MORRIS INTL INC	2,275	$240K	2.47%
118	CLXCLOROX CO DEL	1,602	$238K	2.45%
119	MOALTRIA GROUP INC	3,316	$237K	2.44%
120	HSYHERSHEY CO	2,079	$236K	2.43%
121	CMBTEURONAV NV ANTWERPEN	24,744	$228K	2.35%
122	AQLTISHARES TR	4,470,000	$209K	2.16%	Put
123	SLBSCHLUMBERGER LTD	3,065,000	$207K	2.13%	Put
124	IPINTL PAPER CO	3,527	$204K	2.10%
125	AIGAMERICAN INTL GROUP INC	3,345,000	$199K	2.05%	Put
126	FCXFREEPORT-MCMORAN INC	10,459	$198K	2.04%
127	XLFISELECT SECTOR SPDR TR	7,080,000	$198K	2.03%	Put
128	UBSUBS GROUP AG	9,800,000	$180K	1.86%	Put
129	CCITIGROUP INC	2,345,000	$174K	1.80%	Put
130	SLBSCHLUMBERGER LTD	2,335,000	$157K	1.62%	Call
131	AMZNAMAZON COM INC	127,000	$149K	1.53%	Put
132	AAPLAPPLE INC	861,334	$146K	1.50%
133	RIGTRANSOCEAN LTD	13,221	$141K	1.45%
134	—FORD MTR CO DEL	10,750,000	$134K	1.38%	Put
135	SBUXSTARBUCKS CORP	1,960,000	$113K	1.16%	Put
136	AIGAMERICAN INTL GROUP INC	1,671	$100K	1.03%
137	SBUXSTARBUCKS CORP	1,660,000	$95K	0.98%	Call
138	ISRGINTUITIVE SURGICAL INC	246,642	$90K	0.93%
139	—US BANCORP DEL	1,650,000	$88K	0.91%	Put
140	AIGAMERICAN INTL GROUP INC	1,466,960	$87K	0.90%	Call
141	EAELECTRONIC ARTS INC	829,550	$87K	0.90%
142	HONHONEYWELL INTL INC	560,000	$86K	0.88%	Put
143	JPMJPMORGAN CHASE & CO	800,000	$86K	0.88%	Call
144	CRMSALESFORCE COM INC	815,941	$83K	0.86%
145	—FORD MTR CO DEL	6,450,000	$81K	0.83%	Call
146	AFLAFLAC INC	835,000	$73K	0.75%	Put
147	UBSUBS GROUP AG	3,800,000	$70K	0.72%	Call
148	BKBANK NEW YORK MELLON CORP	1,280,000	$69K	0.71%	Put
149	AFLAFLAC INC	779	$68K	0.70%
150	RGAREINSURANCE GROUP AMER INC	422,180	$66K	0.68%
151	AQLTISHARES TR	920,000	$65K	0.67%	Put
152	DXCDXC TECHNOLOGY CO	645,346	$61K	0.63%
153	PNCPNC FINL SVCS GROUP INC	423,671	$61K	0.63%
154	ALXNALEXION PHARMACEUTICALS INC	502,875	$60K	0.62%
155	DHID R HORTON INC	1,102,134	$56K	0.58%
156	EVEUREATON VANCE CORP	956,187	$54K	0.55%
157	GSGOLDMAN SACHS GROUP INC	210,000	$54K	0.55%	Call
158	UNHUNITEDHEALTH GROUP INC	234,304	$52K	0.53%
159	MAMASTERCARD INCORPORATED	335,773	$51K	0.52%
160	XOMEXXON MOBIL CORP	600,830	$50K	0.52%
161	PYPLPAYPAL HLDGS INC	656,667	$48K	0.50%
162	ILMNILLUMINA INC	212,160	$46K	0.48%
163	NFLXNETFLIX INC	238,043	$46K	0.47%
164	AXPAMERICAN EXPRESS CO	450,000	$45K	0.46%	Put
165	XLFISELECT SECTOR SPDR TR	615,000	$44K	0.46%	Put
166	BBYBEST BUY INC	645,175	$44K	0.45%
167	BACBANK AMER CORP	1,450,000	$43K	0.44%	Put
168	APCANADARKO PETE CORP	794,140	$43K	0.44%
169	HALHALLIBURTON CO	865,000	$42K	0.44%	Call
170	HALHALLIBURTON CO	865,000	$42K	0.44%	Put
171	CCITIGROUP INC	565,000	$42K	0.43%	Call
172	CICIGNA CORPORATION	206,432	$42K	0.43%
173	ABXBARRICK GOLD CORP	2,858,553	$41K	0.43%
174	BABOEING CO	140,000	$41K	0.42%	Put
175	LOGILOGITECH INTL S A	1,204,941	$41K	0.42%
176	XLFISELECT SECTOR SPDR TR	1,400,000	$39K	0.40%	Call
177	AONAON PLC	287,697	$39K	0.40%
178	WBAWALGREENS BOOTS ALLIANCE INC	525,926	$38K	0.39%
179	BKBANK NEW YORK MELLON CORP	680,000	$37K	0.38%	Call
180	—ISHARES INC	600,000	$36K	0.37%	Put
181	APHAMPHENOL CORP NEW	407,905	$36K	0.37%
182	ELVANTHEM INC	158,694	$36K	0.37%
183	METAFACEBOOK INC	201,857	$36K	0.37%
184	ODFLOLD DOMINION FGHT LINES INC	270,486	$36K	0.37%
185	LWLAMB WESTON HLDGS INC	621,263	$35K	0.36%
186	SCHWSCHWAB CHARLES CORP NEW	680,438	$35K	0.36%
187	PXDEURPIONEER NAT RES CO	200,098	$35K	0.36%
188	AQLTISHARES TR	410,000	$33K	0.34%	Put
189	ETRENTERGY CORP NEW	380,643	$31K	0.32%
190	PEOEXELON CORP	782,451	$31K	0.32%
191	LOWLOWES COS INC	331,765	$31K	0.32%
192	MUMICRON TECHNOLOGY INC	745,500	$31K	0.32%
193	—VANECK VECTORS ETF TR	1,300,000	$30K	0.31%	Put
194	BIIBBIOGEN INC	93,118	$30K	0.31%
195	—US BANCORP DEL	550,000	$29K	0.30%	Call
196	AFLAFLAC INC	335,000	$29K	0.30%	Call
197	—AMAZON COM INC	25,000	$29K	0.30%	Call
198	4DHDANA INCORPORATED	903,027	$29K	0.30%
199	BACVERIZON COMMUNICATIONS INC	537,047	$28K	0.29%
200	AVAAVISTA CORP	548,374	$28K	0.29%

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