Magnetar Financial LLC Q2 2016 Filing

Filed August 15, 2016

Portfolio Value

$5.3T

Holdings

336

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (336 positions)

#StockSharesValue% PortfolioType
1
SPY* SPDR S&P 500 ETF TR
1,302,900$272.9B5.12%Put
2
EEM* ISHARES TR
6,721,500$231.0B4.33%Put
3
* DEMANDWARE INC
2,056,374$154.0B2.89%Put
4
* ITC HLDGS CORP
2,613,968$122.4B2.30%
5
* BOARDWALK PIPELINE PARTNERS
6,747,829$117.8B2.21%
6
* QUESTAR CORP
4,611,801$117.0B2.20%
7
* AGL RES INC
1,766,274$116.5B2.19%
8
KLAC* KLA-TENCOR CORP
1,589,934$116.5B2.18%
9
* VALSPAR CORP
1,027,858$111.0B2.08%
10
INGM* INGRAM MICRO INC
3,181,797$110.7B2.08%
11
* PIEDMONT NAT GAS INC
1,826,374$109.8B2.06%
12
WRUSD* WESTAR ENERGY INC
1,947,751$109.2B2.05%
13
* FEI CO
1,013,000$108.3B2.03%
14
* FIRSTMERIT CORP
5,166,444$104.7B1.96%
15
PXDEUR* PIONEER NAT RES CO
690,809$104.5B1.96%
16
* ENLINK MIDSTREAM PARTNERS LP
6,273,895$104.3B1.96%
17
CI* CIGNA CORPORATION
798,792$102.2B1.92%
18
* FIRST NIAGARA FINL GP INC
10,280,653$100.1B1.88%
19
HUM* HUMANA INC
542,120$97.5B1.83%
2058,975,000$96.1B1.80%
21
* STARWOOD HOTELS&RESORTS WRLD
1,264,408$93.5B1.75%
22
* TECO ENERGY INC
3,379,225$93.4B1.75%
23
* TEEKAY OFFSHORE PARTNERS L P
15,560,890$91.7B1.72%
24
* DREAMWORKS ANIMATION SKG INC
2,213,941$90.5B1.70%
25
TRP* TRANSCANADA CORP
1,854,963$83.9B1.57%
26
* MEMORIAL RESOURCE DEV CORP
5,075,427$80.6B1.51%
27
* TUMI HLDGS INC
2,766,152$74.0B1.39%
28
R6C2* ROYAL DUTCH SHELL PLC
1,312,626$73.5B1.38%
29
* PRIVATEBANCORP INC
1,621,237$71.4B1.34%
30
* LDR HLDG CORP
1,857,485$68.6B1.29%
31
SUN* SUNOCO LP
2,278,711$68.2B1.28%
32
* AMERICAN CAP LTD
4,217,141$66.8B1.25%
33
MPC* MARATHON PETE CORP
1,700,000$64.5B1.21%
34
* EMPIRE DIST ELEC CO
1,833,115$62.3B1.17%
35
FANG* DIAMONDBACK ENERGY INC
673,600$61.4B1.15%
36
* SEMGROUP CORP
1,851,851$60.3B1.13%
37
* QLOGIC CORP
3,490,823$51.5B0.97%
38
* AXIALL CORP
1,547,509$50.5B0.95%
39
* HEARTWARE INTL INC
859,524$49.6B0.93%
40
* FAIRCHILD SEMICONDUCTOR INTL
2,438,010$48.4B0.91%
41
* CELATOR PHARMACEUTICALS INC
1,590,000$48.0B0.90%
42
* ALERE INC
1,101,719$45.9B0.86%
43
SWN1EUR* SOUTHWESTERN ENERGY CO
3,501,365$44.0B0.83%
44
* EXTERRAN CORP
3,266,488$42.0B0.79%
45
* SHIRE PLC
225,825$41.6B0.78%Put
46
* INCONTACT INC
2,934,391$40.6B0.76%
47
* ALLERGAN PLC
173,060$40.0B0.75%
48
* PLAINS GP HLDGS L P
3,830,340$40.0B0.75%
49
* CARMIKE CINEMAS INC
1,266,866$38.2B0.72%Put
50
VMWEUR* VMWARE INC
641,700$36.7B0.69%Call
51
* ROFIN SINAR TECHNOLOGIES INC
1,146,744$36.6B0.69%
52
* COLUMBIA PIPELINE PARTNERS L
2,431,157$36.5B0.68%
53
* HATTERAS FINL CORP
2,156,127$35.4B0.66%
54
* VIRGIN AMER INC
569,103$32.0B0.60%
55
AK STL CORP
27,440,000$31.7B0.59%
56
* PARKWAY PPTYS INC
1,868,411$31.3B0.59%
57
IWMISHARES TR
250,000$28.7B0.54%Put
58
* REYNOLDS AMERICAN INC
500,483$27.0B0.51%
59
TAP* MOLSON COORS BREWING CO
263,740$26.7B0.50%
60
VLO* VALERO ENERGY CORP NEW
500,000$25.5B0.48%
61
* RICE MIDSTREAM PARTNERS LP
1,184,796$24.2B0.45%
62
* ROUSE PPTYS INC
1,289,614$23.5B0.44%
63
MERITOR INC
20,946,000$23.5B0.44%
64
* TIVO INC
2,364,224$23.4B0.44%
65
PFE* PFIZER INC
628,493$22.1B0.42%
66
* POLYCOM INC
1,889,463$21.3B0.40%
67
* XENOPORT INC
2,855,072$20.1B0.38%
68
AMLPUSD* ALPS ETF TR
1,553,100$19.8B0.37%Call
69
TK* TEEKAY CORPORATION
2,720,014$19.3B0.36%
70
* ASTORIA FINL CORP
1,174,418$18.0B0.34%
71
WTW* WILLIS TOWERS WATSON PUB LTD
139,996$17.4B0.33%
72
* ARCHROCK PARTNERS L P
1,260,832$17.1B0.32%
73
* ECLIPSE RES CORP
5,060,000$16.9B0.32%
74
* JOHNSON CTLS INC
371,642$16.4B0.31%
75
* MEDIA GEN INC NEW
952,573$16.4B0.31%
76
DHR* DANAHER CORP DEL
148,081$15.0B0.28%
77
* ELIZABETH ARDEN INC
1,084,425$14.9B0.28%
78
* FIDELITY & GTY LIFE
567,355$13.2B0.25%
79
* WESTERN REFNG LOGISTICS LP
500,000$13.1B0.25%
80
ALLY* ALLY FINL INC
750,480$12.8B0.24%
81
BALL* BALL CORP
177,031$12.8B0.24%
82
* NIELSEN HLDGS PLC
227,889$11.8B0.22%
83
IWM* ISHARES TR
100,000$11.5B0.22%Call
84
MU* MICRON TECHNOLOGY INC
796,000$11.0B0.21%Call
85
ARMK* ARAMARK
305,900$10.2B0.19%
86
BCE* BCE INC
181,306$8.6B0.16%
87
* JONES ENERGY INC
2,060,592$8.5B0.16%
88
ARC LOGISTICS PARTNERS LP
572,635$7.4B0.14%
89
AR* ANTERO RES CORP
284,166$7.4B0.14%
90
* WILSHIRE BANCORP INC
659,573$6.9B0.13%
91
* SUFFOLK BANCORP
212,734$6.7B0.12%
92
TESLA MTRS INC
7,500,000$6.2B0.12%
93
AMJEUR* JPMORGAN CHASE & CO
180,000$5.7B0.11%Put
94
YAHOO INC
5,700,000$5.7B0.11%
95
* CRESTWOOD EQUITY PARTNERS LP
253,874$5.1B0.10%
96
MCD* MCDONALDS CORP
35,872$4.3B0.08%
97
MICRON TECHNOLOGY INC
2,500,000$3.8B0.07%
98
RHT1EUR* RED HAT INC
50,900$3.7B0.07%
99
WFC* WELLS FARGO & CO NEW
76,100$3.6B0.07%Call
100
OLLI* OLLIES BARGAIN OUTLT HLDGS I
140,896$3.5B0.07%
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