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
601	HRSEURHARRIS CORP DEL	3,755	$532K	5.48%
602	SRCLSTERICYCLE INC	7,769	$528K	5.43%
603	SSFSENSIENT TECHNOLOGIES CORP	7,206	$527K	5.42%
604	SAICSCIENCE APPLICATNS INTL CP N	6,876	$526K	5.41%
605	—SPRINT CORP	88,230	$520K	5.35%
606	PAHCPHIBRO ANIMAL HEALTH CORP	15,201	$509K	5.24%
607	CECELANESE CORP DEL	4,707	$504K	5.19%
608	AEEAMEREN CORP	8,449	$498K	5.13%
609	FFBCFIRST FINL BANCORP OH	18,878	$497K	5.12%
610	—SPARTAN MTRS INC	31,156	$491K	5.05%
611	UGIUGI CORP NEW	10,468	$491K	5.05%
612	ZBHZIMMER BIOMET HLDGS INC	3,951	$477K	4.91%
613	CNPCENTERPOINT ENERGY INC	16,336	$463K	4.77%
614	AJGGALLAGHER ARTHUR J & CO	7,317	$463K	4.77%
615	—PHH CORP	44,253	$456K	4.69%
616	—CBS CORP NEW	7,631	$450K	4.63%
617	ALVAUTOLIV INC	3,522	$448K	4.61%
618	ISCAUSDINTERNATIONAL SPEEDWAY CORP	11,168	$445K	4.58%
619	HN9HANESBRANDS INC	21,286	$445K	4.58%
620	VEEVVEEVA SYS INC	8,025	$444K	4.57%
621	JOEST JOE CO	24,284	$438K	4.51%
622	ARMKARAMARK	10,108	$432K	4.45%
623	RDNRADIAN GROUP INC	19,274	$397K	4.09%
624	LYBLYONDELLBASELL INDUSTRIES N	3,564	$393K	4.04%
625	PPGPPG INDS INC	3,364	$393K	4.04%
626	BMRNBIOMARIN PHARMACEUTICAL INC	4,386	$391K	4.02%
627	TJXTJX COS INC NEW	5,031	$385K	3.96%
628	ALSALLSTATE CORP	3,599	$377K	3.88%
629	AVYAVERY DENNISON CORP	3,285	$377K	3.88%
630	PIIPOLARIS INDS INC	3,028	$375K	3.86%
631	MGRCMCGRATH RENTCORP	7,991	$375K	3.86%
632	XELXCEL ENERGY INC	7,601	$366K	3.77%
633	AIZASSURANT INC	3,257	$328K	3.38%
634	CAHCARDINAL HEALTH INC	5,330	$327K	3.37%
635	NYCBEURNEW YORK CMNTY BANCORP INC	25,140	$327K	3.37%
636	FDO.FMACYS INC	12,956	$326K	3.36%
637	SGENEURSEATTLE GENETICS INC	6,047	$324K	3.33%
638	FNVFRANCO NEVADA CORP	3,940	$316K	3.25%
639	UDRUDR INC	7,541	$290K	2.98%
640	SPBSPECTRUM BRANDS HLDGS INC	2,474	$278K	2.86%
641	TAPMOLSON COORS BREWING CO	3,353	$275K	2.83%
642	ADMARCHER DANIELS MIDLAND CO	6,786	$272K	2.80%
643	UBSUBS GROUP AG	13,947	$257K	2.65%
644	BF/BBROWN FORMAN CORP	3,640	$250K	2.57%
645	MTBM & T BK CORP	1,432	$245K	2.52%
646	4I1PHILIP MORRIS INTL INC	2,275	$240K	2.47%
647	CLXCLOROX CO DEL	1,602	$238K	2.45%
648	MOALTRIA GROUP INC	3,316	$237K	2.44%
649	HSYHERSHEY CO	2,079	$236K	2.43%
650	CMBTEURONAV NV ANTWERPEN	24,744	$228K	2.35%
651	IPINTL PAPER CO	3,527	$204K	2.10%
652	FCXFREEPORT-MCMORAN INC	10,459	$198K	2.04%
653	AMZNAMAZON COM INC	127,000	$149K	1.53%	Put
654	RIGTRANSOCEAN LTD	13,221	$141K	1.45%
655	AIGAMERICAN INTL GROUP INC	1,671	$100K	1.03%
656	AFLAFLAC INC	779	$68K	0.70%
657	—AMAZON COM INC	25,000	$29K	0.30%	Call
658	AMZNAMAZON COM INC	23,232	$27K	0.28%
659	—PRICELINE GRP INC	12,000	$21K	0.21%	Call
660	—PRICELINE GRP INC	12,000	$21K	0.21%	Put
661	BLKCHFBLACKROCK INC	40,531	$21K	0.21%
662	GOOGLALPHABET INC	19,468	$21K	0.21%
663	GOOGALPHABET INC	12,028	$13K	0.13%
664	GHCGRAHAM HLDGS CO	15,943	$9K	0.09%
665	SBUXSTARBUCKS CORP	139	$8K	0.08%
666	MKLMARKEL CORP	2,722	$3K	0.03%
667	BRK-BBERKSHIRE HATHAWAY INC DEL	10	$3K	0.03%
668	YUSDALLEGHANY CORP DEL	3,555	$2K	0.02%
669	NVRNVR INC	352	$1K	0.01%
670	AZOAUTOZONE INC	1,639	$1K	0.01%

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