13F-HR 1 c01190e13fvhr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2010 Check here if Amendment [ ]; Amendment Number: __________ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Magnetar Financial LLC Address: 1603 Orrington Avenue, 13th Floor Evanston, IL 60201 Form 13F File Number: 28-11800 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Michael Turro Title: Chief Compliance Officer Phone: 847-905-4690 Signature, Place, and Date of Signing: /s/ Michael Turro Evanston, IL May 17, 2010 ------------------------------------ ------------------ ----------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 759 Form 13F Information Table Value Total: 1,254,569 (thousands) List of Other Included Managers: NONE FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ---------------- --------- -------- ----------------- ---------- -------- -------------------- VOTING AUTHORITY NAME OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------- ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * A D C TELECOMMUNICATIONS COM NEW 000886309 249 34060 SH SOLE 34060 * AFLAC INC COM 001055102 240 4427 SH SOLE 4427 * AGCO CORP COM 001084102 389 10835 SH SOLE 10835 * AMB PROPERTY CORP COM 00163T109 235 8614 SH SOLE 8614 * AMAG PHARMACEUTICALS INC COM 00163U106 279 8000 SH SOLE 8000 * AT&T INC COM 00206R102 1068 41347 SH SOLE 41347 * AVX CORP NEW COM 002444107 210 14764 SH SOLE 14764 * ABBOTT LABS COM 002824100 816 15499 SH SOLE 15499 * ABERCROMBIE & FITCH CO CL A 002896207 1372 30051 SH SOLE 30051 * ADOBE SYS INC COM 00724F101 1724 48745 SH SOLE 48745 * ADVANCE AUTO PARTS INC COM 00751Y106 820 19571 SH SOLE 19571 * AEROPOSTALE COM 007865108 377 13092 SH SOLE 13092 * ADVANCED MICRO DEVICES INC COM 007903107 1240 133747 SH SOLE 133747 * AFFYMETRIX INC COM 00826T108 1065 145104 SH SOLE 145104 * AIR PRODS & CHEMS INC COM 009158106 503 6803 SH SOLE 6803 * AKAMAI TECHNOLOGIES INC COM 00971T101 629 20028 SH SOLE 20028 * ALBEMARLE CORP COM 012653101 941 22075 SH SOLE 22075 * ALBERTO CULVER CO NEW COM 013078100 745 28491 SH SOLE 28491 * ALEXANDER & BALDWIN INC COM 014482103 588 17778 SH SOLE 17778 * ALIGN TECHNOLOGY INC COM 016255101 557 28800 SH SOLE 28800 * ALLERGAN INC COM 018490102 614 9403 SH SOLE 9403 * ALLIANCE DATA SYSTEMS CORP COM 018581108 838 13090 SH SOLE 13090 * ALLIANT TECHSYSTEMS INC COM 018804104 814 10015 SH SOLE 10015 * AMAZON COM INC COM 023135106 1048 7718 SH SOLE 7718 * AMERICAN CAPITAL AGENCY CORP COM 02503X105 428 16725 SH SOLE 16725 * AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1823 98414 SH SOLE 98414 * AMERICAN MED SYS HLDGS INC COM 02744M108 253 13620 SH SOLE 13620 * AMERICAN SCIENCE & ENGR INC COM 029429107 1635 21823 SH SOLE 21823 * AMERICAN SUPERCONDUCTOR CORP COM 030111108 490 16950 SH SOLE 16950 * AMERICREDIT CORP COM 03060R101 556 23382 SH SOLE 23382 * AMKOR TECHNOLOGY INC COM 031652100 233 32900 SH SOLE 32900 * AMPHENOL CORP NEW CL A 032095101 1645 38992 SH SOLE 38992 * ANALOG DEVICES INC COM 032654105 1177 40827 SH SOLE 40827 * ANIXTER INTL INC COM 035290105 1043 22256 SH SOLE 22256 * ANNTAYLOR STORES CORP COM 036115103 287 13872 SH SOLE 13872 * ANSYS INC COM 03662Q105 622 14408 SH SOLE 14408 * APACHE CORP COM 037411105 1380 13600 SH SOLE 13600 * APARTMENT INVT & MGMT CO CL A 03748R101 591 32095 SH SOLE 32095 * APOLLO GROUP INC CL A 037604105 1958 31944 SH SOLE 31944
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* INTUITIVE SURGICAL INC COM NEW 46120E602 838 2408 SH SOLE 2408 * IRIDIUM COMMUNICATIONS INC COM 46269C102 1825 225000 SH SOLE 225000 * IRON MTN INC COM 462846106 230 8400 SH SOLE 8400 * ISHARES TR INDEX DJ US REAL EST 464287739 2065 41502 SH SOLE 41502 * ISHARES TR INDEX DJ US FINL SEC 464287788 1237 21680 SH SOLE 21680 * ITC HLDGS CORP COM 465685105 204 3700 SH SOLE 3700 * ITRON INC COM 465741106 360 4956 SH SOLE 4956 * J CREW GROUP INC COM 46612H402 236 5141 SH SOLE 5141 * JDS UNIPHASE CORP COM PAR $0.001 46612J507 259 20697 SH SOLE 20697 * JDA SOFTWARE GROUP INC COM 46612K108 1020 36651 SH SOLE 36651 * JACOBS ENGR GROUP INC DEL COM 469814107 480 10620 SH SOLE 10620 * JAGUAR MNG INC COM 47009M103 252 27415 SH SOLE 27415 * JEFFERIES GROUP INC NEW COM 472319102 324 13675 SH SOLE 13675 * JOHNSON & JOHNSON COM 478160104 1245 19100 SH SOLE 19100 * JOS A BANK CLOTHIERS INC COM 480838101 774 14165 SH SOLE 14165 * JOY GLOBAL INC COM 481165108 1527 26983 SH SOLE 26983 * JUNIPER NETWORKS INC COM 48203R104 583 19006 SH SOLE 19006 * KLA-TENCOR CORP COM 482480100 343 11083 SH SOLE 11083 * KELLOGG CO COM 487836108 860 16094 SH SOLE 16094 * KENNAMETAL INC COM 489170100 723 25695 SH SOLE 25695 KENNEDY-WILSON HLDGS INC *W EXP 11/14/201 489398115 897 944299 SH SOLE 944299 * KEYCORP NEW COM 493267108 248 31957 SH SOLE 31957 * KIMBERLY CLARK CORP COM 494368103 1191 18948 SH SOLE 18948 * KIMCO REALTY CORP COM 49446R109 161 10282 SH SOLE 10282 * KINDER MORGAN MANAGEMENT LLC SHS 49455U100 13097 223417 SH SHARED 223417 * KINETIC CONCEPTS INC COM NEW 49460W208 726 15175 SH SOLE 15175 * KING PHARMACEUTICALS INC COM 495582108 701 59608 SH SOLE 59608 * KNOLL INC COM NEW 498904200 209 18600 SH SOLE 18600 * KNIGHT TRANSN INC COM 499064103 978 46353 SH SOLE 46353 * KOHLS CORP COM 500255104 559 10211 SH SOLE 10211 * KOPPERS HOLDINGS INC COM 50060P106 800 28231 SH SOLE 28231 * LKQ CORP COM 501889208 712 35082 SH SOLE 35082 * L-1 IDENTITY SOLUTIONS INC COM 50212A106 279 31200 SH SOLE 31200 * LSI CORPORATION COM 502161102 518 84646 SH SOLE 84646 * L-3 COMMUNICATIONS HLDGS INC COM 502424104 1356 14800 SH SOLE 14800 * LAM RESEARCH CORP COM 512807108 250 6686 SH SOLE 6686 * LANDSTAR SYS INC COM 515098101 2406 57308 SH SOLE 57308 * LAS VEGAS SANDS CORP COM 517834107 1379 65211 SH SOLE 65211 * LEAP WIRELESS INTL INC COM NEW 521863308 1036 63330 SH SOLE 63330 * LENDER PROCESSING SVCS INC COM 52602E102 268 7102 SH SOLE 7102 * LENNAR CORP CL A 526057104 1124 65318 SH SOLE 65318 * LEXINGTON REALTY TRUST COM 529043101 1323 203220 SH SOLE 203220 * LIBERTY GLOBAL INC COM SER A 530555101 233 8000 SH SOLE 8000 * LIBERTY PPTY TR SH BEN INT 531172104 690 20329 SH SOLE 20329 * LIFE TECHNOLOGIES CORP COM 53217V109 1152 22032 SH SOLE 22032 * LINCOLN EDL SVCS CORP COM 533535100 3488 137848 SH SOLE 137848
* LINCOLN NATL CORP IND COM 534187109 744 24221 SH SOLE 24221 * LIONS GATE ENTMNT CORP COM NEW 535919203 472 75665 SH SOLE 75665 * LIZ CLAIBORNE INC COM 539320101 135 18200 SH SOLE 18200 * LONGTOP FINL TECHNOLOGIES LT ADR 54318P108 477 14808 SH SOLE 14808 * LOWES COS INC COM 548661107 432 17840 SH SOLE 17840 * LUBRIZOL CORP COM 549271104 206 2251 SH SOLE 2251 * LUMBER LIQUIDATORS HLDGS INC COM 55003T107 679 25465 SH SOLE 25465 * MDS INC COM 55269P302 569 70100 SH SOLE 70100 * MFA FINANCIAL INC COM 55272X102 4019 546108 SH SOLE 546108 * MACYS INC COM 55616P104 1692 77732 SH SOLE 77732 * MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 2939 61837 SH SHARED 61837 * MARATHON OIL CORP COM 565849106 607 19173 SH SOLE 19173 * MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 1651 53863 SH SHARED 53863 * MARSH & MCLENNAN COS INC COM 571748102 291 11922 SH SOLE 11922 * MARRIOTT INTL INC NEW CL A 571903202 860 27282 SH SOLE 27282 * MATTEL INC COM 577081102 589 25890 SH SOLE 25890 * MAXIM INTEGRATED PRODS INC COM 57772K101 311 16023 SH SOLE 16023 * MCAFEE INC COM 579064106 1396 34798 SH SOLE 34798 * MCCORMICK & CO INC COM NON VTG 579780206 1487 38759 SH SOLE 38759 * MCDERMOTT INTL INC COM 580037109 834 30985 SH SOLE 30985 * MCKESSON CORP COM 58155Q103 1113 16941 SH SOLE 16941 * MEADWESTVACO CORP COM 583334107 1774 69444 SH SOLE 69444 * MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 694 27600 SH SOLE 27600 * MEDTRONIC INC COM 585055106 619 13738 SH SOLE 13738 * MENTOR GRAPHICS CORP COM 587200106 118 14726 SH SOLE 14726 * METROPCS COMMUNICATIONS INC COM 591708102 294 41460 SH SOLE 41460 * MICREL INC COM 594793101 309 28978 SH SOLE 28978 * MICROS SYS INC COM 594901100 1247 37932 SH SOLE 37932 * MICROSTRATEGY INC CL A NEW 594972408 867 10188 SH SOLE 10188 * MICROCHIP TECHNOLOGY INC COM 595017104 364 12927 SH SOLE 12927 * MIDDLEBY CORP COM 596278101 424 7355 SH SOLE 7355 * MINE SAFETY APPLIANCES CO COM 602720104 219 7830 SH SOLE 7830 * MINEFINDERS LTD COM 602900102 795 85829 SH SOLE 85829 * MOLEX INC COM 608554101 591 28347 SH SOLE 28347 * MONRO MUFFLER BRAKE INC COM 610236101 1693 47346 SH SOLE 47346 * MOTOROLA INC COM 620076109 2055 292783 SH SOLE 292783 * MURPHY OIL CORP COM 626717102 720 12816 SH SOLE 12816 * NBTY INC COM 628782104 764 15929 SH SOLE 15929 * NCR CORP NEW COM 62886E108 37389 2709339 SH SOLE 2709339 * NII HLDGS INC CL B NEW 62913F201 406 9745 SH SOLE 9745 NVR INC COM 62944T105 211 290 SH SOLE 290 * NALCO HOLDING COMPANY COM 62985Q101 260 10700 SH SOLE 10700
* NATIONAL OILWELL VARCO INC COM 637071101 1424 35095 SH SOLE 35095 * NATIONAL PENN BANCSHARES INC COM 637138108 111 16123 SH SOLE 16123 * NATIONWIDE HEALTH PPTYS INC COM 638620104 1023 29098 SH SOLE 29098 * NAVISTAR INTL CORP NEW COM 63934E108 446 9967 SH SOLE 9967 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 16653 15000000 PRN NONE * NAVIGANT CONSULTING INC COM 63935N107 618 50981 SH SOLE 50981 * NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1007 54766 SH SOLE 54766 * NETFLIX INC COM 64110L106 1674 22696 SH SOLE 22696 * NETFLIX INC COM 64110L106 7374 100000 SH PUT SOLE 100000 * NETEASE COM INC SPONSORED ADR 64110W102 433 12194 SH SOLE 12194 * NETGEAR INC COM 64111Q104 500 19139 SH SOLE 19139 * NETLOGIC MICROSYSTEMS INC COM 64118B100 2462 86578 SH SOLE 86578 * NEW YORK CMNTY BANCORP INC COM 649445103 702 42454 SH SOLE 42454 * NEWFIELD EXPL CO COM 651290108 328 6300 SH SOLE 6300 * NIKE INC CL B 654106103 311 4235 SH SOLE 4235 * 99 CENTS ONLY STORES COM 65440K106 698 42800 SH SOLE 42800 * NOKIA CORP SPONSORED ADR 654902204 159 10200 SH SOLE 10200 * NORDSON CORP COM 655663102 440 6482 SH SOLE 6482 * NORTHROP GRUMMAN CORP COM 666807102 835 12729 SH SOLE 12729 * NORTHWEST BANCSHARES INC MD COM 667340103 267 22721 SH SOLE 22721 * NOVATEL WIRELESS INC COM NEW 66987M604 677 100645 SH SOLE 100645 * NOVO-NORDISK A S ADR 670100205 1080 14000 SH SOLE 14000 * NTELOS HLDGS CORP COM 67020Q107 218 12278 SH SOLE 12278 * NUANCE COMMUNICATIONS INC COM 67020Y100 803 48280 SH SOLE 48280 * NUSTAR ENERGY LP UNIT COM 67058H102 2184 50981 SH SHARED 50981 * NVIDIA CORP COM 67066G104 1268 54766 SH SOLE 54766 * NUTRI SYS INC NEW COM 67069D108 891 22696 SH SOLE 22696 * NUVASIVE INC COM 670704105 276 100000 SH SOLE 100000 * OCEANEERING INTL INC COM 675232102 415 12194 SH SOLE 12194 * OCWEN FINL CORP COM NEW 675746309 412 19139 SH SOLE 19139 * OFFICE DEPOT INC COM 676220106 196 86578 SH SOLE 86578 * OFFICEMAX INC DEL COM 67622P101 1104 42454 SH SOLE 42454 * OLD DOMINION FGHT LINES INC COM 679580100 1134 6300 SH SOLE 6300 * ON SEMICONDUCTOR CORP COM 682189105 640 4235 SH SOLE 4235 * ONEOK INC NEW COM 682680103 1096 42800 SH SHARED 42800 * ORBITAL SCIENCES CORP COM 685564106 911 10200 SH SOLE 10200 * ORION MARINE GROUP INC COM 68628V308 182 6482 SH SOLE 6482 * ORMAT TECHNOLOGIES INC COM 686688102 384 12729 SH SOLE 12729 * OSHKOSH CORP COM 688239201 255 22721 SH SOLE 22721 * OVERSEAS SHIPHOLDING GROUP I COM 690368105 2158 100645 SH SOLE 100645 * OWENS & MINOR INC NEW COM 690732102 388 14000 SH SOLE 14000 * OWENS ILL INC COM NEW 690768403 547 12278 SH SOLE 12278 * PS BUSINESS PKS INC CALIF COM 69360J107 285 48280 SH SOLE 48280 * PACER INTL INC TENN COM 69373H106 209 34739 SH SOLE 34739
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