0001104659-19-029638.txt : 20190515
0001104659-19-029638.hdr.sgml : 20190515
20190515115528
ACCESSION NUMBER: 0001104659-19-029638
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20190331
FILED AS OF DATE: 20190515
DATE AS OF CHANGE: 20190515
EFFECTIVENESS DATE: 20190515
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Magnetar Financial LLC
CENTRAL INDEX KEY: 0001352851
IRS NUMBER: 043818748
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11800
FILM NUMBER: 19826300
BUSINESS ADDRESS:
STREET 1: 1603 ORRINGTON AVE.
STREET 2: 13TH FLOOR
CITY: EVANSTON
STATE: IL
ZIP: 60201
BUSINESS PHONE: (847)905-4400
MAIL ADDRESS:
STREET 1: 1603 ORRINGTON AVE.
STREET 2: 13TH FLOOR
CITY: EVANSTON
STATE: IL
ZIP: 60201
13F-HR
1
primary_doc.xml
13F-HR
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0001352851
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03-31-2019
03-31-2019
false
Magnetar Financial LLC
1603 ORRINGTON AVE.
13TH FLOOR
EVANSTON
IL
60201
13F HOLDINGS REPORT
028-11800
N
MICHAEL TURRO
Chief Compliance Officer
847-905-4690
MICHAEL TURRO
EVANSTON
IL
05-15-2019
1
419
3885089
false
1
0001520339
028-14458
MTP Energy Management LLC
INFORMATION TABLE
2
a19-9974_1informationtable.xml
INFORMATION TABLE
3M CO
COM
88579Y101
804
3868
SH
SOLE
3868
0
0
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
256
8750
SH
SOLE
8750
0
0
ACCURAY INC
COM
004397105
65
13646
SH
SOLE
13646
0
0
ACUITY BRANDS INC
COM
00508Y102
1245
10376
SH
SOLE
10376
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
666
3908
SH
SOLE
3908
0
0
AGCO CORP
COM
001084102
694
9982
SH
SOLE
9982
0
0
AK STL HLDG CORP
COM
001547108
378
137514
SH
SOLE
137514
0
0
AKORN INC
COM
009728106
195
55347
SH
SOLE
55347
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
2568
19000
SH
SOLE
19000
0
0
ALLEGHANY CORP DEL
COM
017175100
876
1430
SH
SOLE
1430
0
0
ALLEGIANT TRAVEL CO
COM
01748X102
516
3989
SH
SOLE
3989
0
0
ALLEGION PUB LTD CO
ORD SHS
G0176J109
329
3623
SH
SOLE
3623
0
0
ALLERGAN PLC
SHS
G0177J108
1903
13000
SH
SOLE
13000
0
0
ALLSCRIPTS HEALTHCARE SOLUTN
COM
01988P108
837
87713
SH
SOLE
87713
0
0
ALTRIA GROUP INC
COM
02209S103
216
3763
SH
SOLE
3763
0
0
AMAG PHARMACEUTICALS INC
COM
00163U106
261
20252
SH
SOLE
20252
0
0
AMBAC FINL GROUP INC
COM NEW
023139884
230
12715
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SOLE
12715
0
0
AMDOCS LTD
SHS
G02602103
479
8846
SH
SOLE
8846
0
0
AMERICAN AXLE & MFG HLDGS IN
COM
024061103
633
44232
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SOLE
44232
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
247
2570
SH
SOLE
2570
0
0
AMERICAN WOODMARK CORPORATIO
COM
030506109
260
3152
SH
SOLE
3152
0
0
AMKOR TECHNOLOGY INC
COM
031652100
682
79915
SH
SOLE
79915
0
0
ANADARKO PETE CORP
COM
032511107
643
14135
SH
SOLE
14135
0
0
ANIXTER INTL INC
COM
035290105
673
11986
SH
SOLE
11986
0
0
ANTERO RES CORP
COM
03674X106
912
103337
SH
SOLE
103337
0
0
ANTHEM INC
COM
036752103
343
1195
SH
SOLE
1195
0
0
APTARGROUP INC
COM
038336103
372
3500
SH
SOLE
3500
0
0
ARCH COAL INC
CL A
039380407
968
10602
SH
SOLE
10602
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
357
8281
SH
SOLE
8281
0
0
ARMOUR RESIDENTIAL REIT INC
COM NEW
042315507
5078
260000
SH
SOLE
260000
0
0
ARMSTRONG WORLD INDS INC NEW
COM
04247X102
291
3668
SH
SOLE
3668
0
0
ARRIS INTERNATIONAL PLC
SHS
G0551A103
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6385563
SH
SOLE
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0
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ASTEC INDS INC
COM
046224101
832
22037
SH
SOLE
22037
0
0
ASTRAZENECA PLC
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046353108
15566
385000
SH
SOLE
385000
0
0
AUTODESK INC
COM
052769106
338
2169
SH
SOLE
2169
0
0
AVALONBAY CMNTYS INC
COM
053484101
397
1977
SH
SOLE
1977
0
0
AVIS BUDGET GROUP INC
COM
053774105
405
11622
SH
SOLE
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0
0
AVISTA CORP
COM
05379B107
11559
284566
SH
SOLE
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0
0
AXA EQUITABLE HLDGS INC
COM
054561105
4292
213120
SH
SOLE
213120
0
0
AXALTA COATING SYS LTD
COM
G0750C108
267
10591
SH
SOLE
10591
0
0
BAXTER INTL INC
COM
071813109
7887
97000
SH
SOLE
97000
0
0
BB&T CORP
COM
054937107
557
11971
SH
SOLE
11971
0
0
BEAZER HOMES USA INC
COM NEW
07556Q881
1342
116634
SH
SOLE
116634
0
0
BECTON DICKINSON & CO
COM
075887109
14750
59062
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SOLE
59062
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0
BELMOND LTD
CL A
G1154H107
77017
3089311
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SOLE
3089311
0
0
BEMIS CO INC
COM
081437105
51661
931164
SH
SOLE
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0
0
BENCHMARK ELECTRS INC
COM
08160H101
637
24250
SH
SOLE
24250
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
670
3335
SH
SOLE
3335
0
0
BIG LOTS INC
COM
089302103
269
7084
SH
SOLE
7084
0
0
BIO RAD LABS INC
CL A
090572207
225
737
SH
SOLE
737
0
0
BIOHAVEN PHARMACTL HLDG CO L
COM
G11196105
284
5524
SH
SOLE
5524
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
377
4242
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SOLE
4242
0
0
BLACKSTONE MTG TR INC
COM CL A
09257W100
311
9006
SH
SOLE
9006
0
0
BLOCK H & R INC
COM
093671105
319
13335
SH
SOLE
13335
0
0
BOSTON PROPERTIES INC
COM
101121101
866
6472
SH
SOLE
6472
0
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BOSTON SCIENTIFIC CORP
COM
101137107
272
7074
SH
SOLE
7074
0
0
BRINKER INTL INC
COM
109641100
817
18398
SH
SOLE
18398
0
0
BROADCOM INC
COM
11135F101
240
797
SH
SOLE
797
0
0
BUNGE LIMITED
COM
G16962105
7050
132836
SH
SOLE
132836
0
0
BWX TECHNOLOGIES INC
COM
05605H100
240
4831
SH
SOLE
4831
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
1519
17460
SH
SOLE
17460
0
0
CABOT CORP
COM
127055101
599
14383
SH
SOLE
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0
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CACTUS INC
CL A
127203107
7078
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SH
SOLE
198814
0
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CACTUS INC
CL A
127203107
7078
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SH
DFND
1
198813
0
0
CAI INTERNATIONAL INC
COM
12477X106
590
25421
SH
SOLE
25421
0
0
CALAVO GROWERS INC
COM
128246105
224
2666
SH
SOLE
2666
0
0
CAMPING WORLD HLDGS INC
CL A
13462K109
383
27537
SH
SOLE
27537
0
0
CANADIAN PAC RY LTD
COM
13645T100
361
1753
SH
SOLE
1753
0
0
CARDTRONICS PLC
SHS CL A
G1991C105
319
8973
SH
SOLE
8973
0
0
CARMAX INC
COM
143130102
773
11072
SH
SOLE
11072
0
0
CASEYS GEN STORES INC
COM
147528103
469
3639
SH
SOLE
3639
0
0
CATALENT INC
COM
148806102
962
23698
SH
SOLE
23698
0
0
CATERPILLAR INC DEL
COM
149123101
1063
7842
SH
SOLE
7842
0
0
CBS CORP NEW
CL B
124857202
325
6837
SH
SOLE
6837
0
0
CDN IMPERIAL BK COMM TORONTO
COM
136069101
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11706
SH
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CELGENE CORP
COM
151020104
182624
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SH
SOLE
1935806
0
0
CENTENE CORP DEL
COM
15135B101
7143
134513
SH
SOLE
134513
0
0
CENTENNIAL RESOURCE DEV INC
CL A
15136A102
191
21703
SH
SOLE
21703
0
0
CENTERPOINT ENERGY INC
COM
15189T107
947
30842
SH
SOLE
30842
0
0
CERIDIAN HCM HLDG INC
COM
15677J108
1026
20000
SH
SOLE
20000
0
0
CERNER CORP
COM
156782104
415
7259
SH
SOLE
7259
0
0
CHESAPEAKE UTILS CORP
COM
165303108
254
2782
SH
SOLE
2782
0
0
CHICOS FAS INC
COM
168615102
180
42233
SH
SOLE
42233
0
0
CHILDRENS PL INC
COM
168905107
860
8843
SH
SOLE
8843
0
0
CHURCH & DWIGHT INC
COM
171340102
237
3323
SH
SOLE
3323
0
0
CHUYS HLDGS INC
COM
171604101
255
11193
SH
SOLE
11193
0
0
CIENA CORP
COM NEW
171779309
867
23217
SH
SOLE
23217
0
0
CIGNA CORP NEW
COM
125523100
17055
106050
SH
SOLE
106050
0
0
CITRIX SYS INC
COM
177376100
1758
17636
SH
SOLE
17636
0
0
CLEAN HARBORS INC
COM
184496107
624
8719
SH
SOLE
8719
0
0
CLOROX CO DEL
COM
189054109
726
4523
SH
SOLE
4523
0
0
CNX RESOURCES CORPORATION
COM
12653C108
1579
146642
SH
SOLE
146642
0
0
COLGATE PALMOLIVE CO
COM
194162103
364
5315
SH
SOLE
5315
0
0
CONAGRA BRANDS INC
COM
205887102
237
8527
SH
SOLE
8527
0
0
CONDUENT INC
COM
206787103
494
35700
SH
SOLE
35700
0
0
CONOCOPHILLIPS
COM
20825C104
1294
19386
SH
SOLE
19386
0
0
COOPER COS INC
COM NEW
216648402
299
1010
SH
SOLE
1010
0
0
CORELOGIC INC
COM
21871D103
984
26404
SH
SOLE
26404
0
0
COVETRUS INC
COM ADDED
22304C100
2325
73000
SH
SOLE
73000
0
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
274
1694
SH
SOLE
1694
0
0
CUSHMAN WAKEFIELD PLC
SHS
G2717B108
1780
100000
SH
SOLE
100000
0
0
DANAHER CORPORATION
COM
235851102
396
3000
SH
SOLE
3000
0
0
DAVITA INC
COM
23918K108
1792
33000
SH
SOLE
33000
0
0
DEAN FOODS CO NEW
COM NEW
242370203
110
36278
SH
SOLE
36278
0
0
DEERE & CO
COM
244199105
427
2669
SH
SOLE
2669
0
0
DELUXE CORP
COM
248019101
913
20879
SH
SOLE
20879
0
0
DENTSPLY SIRONA INC
COM
24906P109
203
4100
SH
SOLE
4100
0
0
DEVON ENERGY CORP NEW
COM
25179M103
1696
53744
SH
SOLE
53744
0
0
DIAMONDROCK HOSPITALITY CO
COM
252784301
378
34911
SH
SOLE
34911
0
0
DILLARDS INC
CL A
254067101
233
3232
SH
SOLE
3232
0
0
DINE BRANDS GLOBAL INC
COM
254423106
915
10028
SH
SOLE
10028
0
0
DISCOVERY INC
COM SER A
25470F104
441
16312
SH
SOLE
16312
0
0
DOLBY LABORATORIES INC
COM CL A
25659T107
230
3659
SH
SOLE
3659
0
0
DOLLAR GEN CORP NEW
COM
256677105
325
2724
SH
SOLE
2724
0
0
DONNELLEY R R & SONS CO
COM
257867200
380
80467
SH
SOLE
80467
0
0
DOUGLAS EMMETT INC
COM
25960P109
336
8322
SH
SOLE
8322
0
0
DRIVE SHACK INC
COM
262077100
84
18712
SH
SOLE
18712
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
1743
19364
SH
SOLE
19364
0
0
EAGLE PHARMACEUTICALS INC
COM
269796108
755
14952
SH
SOLE
14952
0
0
EASTMAN CHEMICAL CO
COM
277432100
581
7663
SH
SOLE
7663
0
0
EATON VANCE CORP
COM NON VTG
278265103
373
9257
SH
SOLE
9257
0
0
EL PASO ELEC CO
COM NEW
283677854
274
4657
SH
SOLE
4657
0
0
ELANCO ANIMAL HEALTH INC
COM
28414H103
23368
728655
SH
SOLE
728655
0
0
EMERSON ELEC CO
COM
291011104
217
3162
SH
SOLE
3162
0
0
ENCOMPASS HEALTH CORP
COM
29261A100
435
7453
SH
SOLE
7453
0
0
ENDURANCE INTL GROUP HLDGS I
COM
29272B105
85
11682
SH
SOLE
11682
0
0
ENERGY TRANSFER LP
COM UT LTD PTN
29273V100
67814
4412074
SH
DFND
1
4412074
0
0
EVERI HLDGS INC
COM
30034T103
112
10655
SH
SOLE
10655
0
0
EVERSOURCE ENERGY
COM
30040W108
437
6160
SH
SOLE
6160
0
0
EXELON CORP
COM
30161N101
543
10823
SH
SOLE
10823
0
0
EXTERRAN CORP
COM
30227H106
1052
62439
SH
SOLE
62439
0
0
EXTERRAN CORP
COM
30227H106
22865
1356966
SH
DFND
1
1356966
0
0
F5 NETWORKS INC
COM
315616102
407
2593
SH
SOLE
2593
0
0
FARFETCH LTD
ORD SH CL A
30744W107
673
25000
SH
SOLE
25000
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
266
1927
SH
SOLE
1927
0
0
FIESTA RESTAURANT GROUP INC
COM
31660B101
150
11412
SH
SOLE
11412
0
0
FINISAR CORP
COM NEW
31787A507
123129
5314174
SH
SOLE
5314174
0
0
FIRST DATA CORP NEW
COM CL A
32008D106
246502
9383411
SH
SOLE
9383411
0
0
FLIR SYS INC
COM
302445101
212
4453
SH
SOLE
4453
0
0
FOOT LOCKER INC
COM
344849104
954
15741
SH
SOLE
15741
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
475
36858
SH
SOLE
36858
0
0
FRONTIER COMMUNICATIONS CORP
COM NEW
35906A306
32
16110
SH
SOLE
16110
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
379
4847
SH
SOLE
4847
0
0
GAP INC
COM
364760108
955
36477
SH
SOLE
36477
0
0
GARTNER INC
COM
366651107
224
1479
SH
SOLE
1479
0
0
GCP APPLIED TECHNOLOGIES INC
COM
36164Y101
616
20796
SH
SOLE
20796
0
0
GDS HLDGS LTD
SPONSORED ADS
36165L108
1273
35656
SH
SOLE
35656
0
0
GENERAL DYNAMICS CORP
COM
369550108
467
2760
SH
SOLE
2760
0
0
GENESCO INC
COM
371532102
813
17856
SH
SOLE
17856
0
0
GENESEE & WYO INC
CL A
371559105
258
2964
SH
SOLE
2964
0
0
GENTHERM INC
COM
37253A103
879
23854
SH
SOLE
23854
0
0
GIBRALTAR INDS INC
COM
374689107
600
14783
SH
SOLE
14783
0
0
GILEAD SCIENCES INC
COM
375558103
664
10215
SH
SOLE
10215
0
0
GNC HLDGS INC
COM CL A
36191G107
42
15241
SH
SOLE
15241
0
0
GOLDCORP INC NEW
COM
380956409
12962
1133043
SH
SOLE
1133043
0
0
GOLDEN ENTMT INC
COM
381013101
201
14219
SH
SOLE
14219
0
0
GRACO INC
COM
384109104
1012
20446
SH
SOLE
20446
0
0
GRAINGER W W INC
COM
384802104
249
827
SH
SOLE
827
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
698
55295
SH
SOLE
55295
0
0
GROUPON INC
COM
399473107
890
250723
SH
SOLE
250723
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
1016
126632
SH
SOLE
126632
0
0
HAEMONETICS CORP
COM
405024100
2980
34062
SH
SOLE
34062
0
0
HARLEY DAVIDSON INC
COM
412822108
415
11643
SH
SOLE
11643
0
0
HARMONIC INC
COM
413160102
83
15263
SH
SOLE
15263
0
0
HENRY JACK & ASSOC INC
COM
426281101
1091
7866
SH
SOLE
7866
0
0
HERC HLDGS INC
COM
42704L104
519
13324
SH
SOLE
13324
0
0
HIGHWOODS PPTYS INC
COM
431284108
479
10235
SH
SOLE
10235
0
0
HP INC
COM
40434L105
1693
87115
SH
SOLE
87115
0
0
HUMANA INC
COM
444859102
251
945
SH
SOLE
945
0
0
ICON PLC
SHS
G4705A100
404
2956
SH
SOLE
2956
0
0
IHS MARKIT LTD
SHS
G47567105
595
10947
SH
SOLE
10947
0
0
ILLINOIS TOOL WKS INC
COM
452308109
330
2300
SH
SOLE
2300
0
0
INFRAREIT INC
COM
45685L100
39599
1888363
SH
SOLE
1888363
0
0
INGREDION INC
COM
457187102
1138
12017
SH
SOLE
12017
0
0
INTEGER HLDGS CORP
COM
45826H109
582
7720
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SOLE
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INTEGRATED DEVICE TECHNOLOGY
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458118106
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0
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INTERNATIONAL GAME TECHNOLOG
SHS USD
G4863A108
212
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INTERNATIONAL SPEEDWAY CORP
CL A
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260
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SH
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0
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INTL PAPER CO
COM
460146103
1654
35752
SH
SOLE
35752
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
726
1273
SH
SOLE
1273
0
0
IQIYI INC
SPONSORED ADS
46267X108
598
25000
SH
SOLE
25000
0
0
JACOBS ENGR GROUP INC
COM
469814107
670
8911
SH
SOLE
8911
0
0
JPMORGAN CHASE & CO
COM
46625H100
1076
10625
SH
SOLE
10625
0
0
KAR AUCTION SVCS INC
COM
48238T109
265
5157
SH
SOLE
5157
0
0
KEURIG DR PEPPER INC
COM
49271V100
540
19313
SH
SOLE
19313
0
0
KEYW HLDG CORP
COM
493723100
374
43393
SH
SOLE
43393
0
0
KILROY RLTY CORP
COM
49427F108
245
3219
SH
SOLE
3219
0
0
KIMBERLY CLARK CORP
COM
494368103
222
1793
SH
SOLE
1793
0
0
KLA-TENCOR CORP
COM
482480100
1024
8575
SH
SOLE
8575
0
0
KOHLS CORP
COM
500255104
634
9216
SH
SOLE
9216
0
0
KOPPERS HOLDINGS INC
COM
50060P106
348
13405
SH
SOLE
13405
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
7230
47262
SH
SOLE
47262
0
0
LAM RESEARCH CORP
COM
512807108
1244
6948
SH
SOLE
6948
0
0
LANCASTER COLONY CORP
COM
513847103
285
1820
SH
SOLE
1820
0
0
LEAR CORP
COM NEW
521865204
491
3617
SH
SOLE
3617
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
235
2803
SH
SOLE
2803
0
0
LINCOLN NATL CORP IND
COM
534187109
374
6374
SH
SOLE
6374
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
302
4747
SH
SOLE
4747
0
0
LOCKHEED MARTIN CORP
COM
539830109
1255
4180
SH
SOLE
4180
0
0
LOEWS CORP
COM
540424108
322
6726
SH
SOLE
6726
0
0
LOUISIANA PAC CORP
COM
546347105
950
38979
SH
SOLE
38979
0
0
LOWES COS INC
COM
548661107
1045
9549
SH
SOLE
9549
0
0
LSC COMMUNICATIONS INC
COM
50218P107
8796
1347066
SH
SOLE
1347066
0
0
LUXOFT HLDG INC
ORD SHS CL A
G57279104
75278
1282196
SH
SOLE
1282196
0
0
MACERICH CO
COM
554382101
391
9016
SH
SOLE
9016
0
0
MACYS INC
COM
55616P104
409
17016
SH
SOLE
17016
0
0
MADISON SQUARE GARDEN CO NEW
CL A
55825T103
324
1105
SH
SOLE
1105
0
0
MAGNA INTL INC
COM
559222401
204
4193
SH
SOLE
4193
0
0
MARSH & MCLENNAN COS INC
COM
571748102
538
5725
SH
SOLE
5725
0
0
MAXIMUS INC
COM
577933104
379
5346
SH
SOLE
5346
0
0
MCKESSON CORP
COM
58155Q103
12705
108534
SH
SOLE
108534
0
0
MDU RES GROUP INC
COM
552690109
203
7861
SH
SOLE
7861
0
0
MEDTRONIC PLC
SHS
G5960L103
14672
161084
SH
SOLE
161084
0
0
MELLANOX TECHNOLOGIES LTD
SHS
M51363113
225895
1908540
SH
SOLE
1908540
0
0
MERCK & CO INC
COM
58933Y105
2162
26000
SH
SOLE
26000
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
944
36797
SH
SOLE
36797
0
0
MICHAELS COS INC
COM
59408Q106
853
74725
SH
SOLE
74725
0
0
MID AMER APT CMNTYS INC
COM
59522J103
258
2360
SH
SOLE
2360
0
0
MILACRON HLDGS CORP
COM
59870L106
776
68524
SH
SOLE
68524
0
0
MRC GLOBAL INC
COM
55345K103
980
56061
SH
SOLE
56061
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
166
48210
SH
SOLE
48210
0
0
NAVIGANT CONSULTING INC
COM
63935N107
936
48096
SH
SOLE
48096
0
0
NELNET INC
CL A
64031N108
257
4662
SH
SOLE
4662
0
0
NETFLIX INC
COM
64110L106
413
1157
SH
SOLE
1157
0
0
NEWELL BRANDS INC
COM
651229106
1082
70522
SH
SOLE
70522
0
0
NEWMARKET CORP
COM
651587107
971
2240
SH
SOLE
2240
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
255
10754
SH
SOLE
10754
0
0
NORDSTROM INC
COM
655664100
942
21222
SH
SOLE
21222
0
0
NORTHERN TR CORP
COM
665859104
405
4477
SH
SOLE
4477
0
0
NORTHROP GRUMMAN CORP
COM
666807102
493
1827
SH
SOLE
1827
0
0
NOVARTIS A G
SPONSORED ADR
66987V109
4326
45000
SH
SOLE
45000
0
0
NOVO-NORDISK A S
ADR
670100205
2750
52577
SH
SOLE
52577
0
0
NRG ENERGY INC
COM NEW
629377508
378
8889
SH
SOLE
8889
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
1589
93863
SH
SOLE
93863
0
0
NUCOR CORP
COM
670346105
698
11969
SH
SOLE
11969
0
0
OASIS PETE INC NEW
COM
674215108
756
125128
SH
SOLE
125128
0
0
OCCIDENTAL PETE CORP
COM
674599105
364
5497
SH
SOLE
5497
0
0
OFFICE DEPOT INC
COM
676220106
873
240477
SH
SOLE
240477
0
0
ON SEMICONDUCTOR CORP
COM
682189105
946
46010
SH
SOLE
46010
0
0
OWENS ILL INC
COM NEW
690768403
636
33483
SH
SOLE
33483
0
0
PACIFIC BIOSCIENCES CALIF IN
COM
69404D108
59416
8217938
SH
SOLE
8217938
0
0
PACKAGING CORP AMER
COM
695156109
205
2064
SH
SOLE
2064
0
0
PARKER HANNIFIN CORP
COM
701094104
278
1621
SH
SOLE
1621
0
0
PARSLEY ENERGY INC
CL A
701877102
252
13044
SH
DFND
1
13044
0
0
PATTERSON COMPANIES INC
COM
703395103
1016
46498
SH
SOLE
46498
0
0
PAYPAL HLDGS INC
COM
70450Y103
205
1970
SH
SOLE
1970
0
0
PDL BIOPHARMA INC
COM
69329Y104
1065
286288
SH
SOLE
286288
0
0
PEPSICO INC
COM
713448108
209
1709
SH
SOLE
1709
0
0
PERFORMANCE FOOD GROUP CO
COM
71377A103
300
7564
SH
SOLE
7564
0
0
PFIZER INC
COM
717081103
942
22183
SH
SOLE
22183
0
0
PITNEY BOWES INC
COM
724479100
81
11748
SH
SOLE
11748
0
0
PLAINS GP HLDGS L P
LTD PARTNR INT A
72651A207
1418
56904
SH
SOLE
56904
0
0
PPG INDS INC
COM
693506107
394
3489
SH
SOLE
3489
0
0
PROOFPOINT INC
COM
743424103
690
5680
SH
SOLE
5680
0
0
QUAD / GRAPHICS INC
COM CL A
747301109
637
53530
SH
SOLE
53530
0
0
QUALCOMM INC
COM
747525103
1045
18317
SH
SOLE
18317
0
0
QUANEX BUILDING PRODUCTS COR
COM
747619104
878
55235
SH
SOLE
55235
0
0
QUANTENNA COMMUNICATIONS INC
COM
74766D100
23075
948416
SH
SOLE
948416
0
0
QURATE RETAIL INC
COM SER A
74915M100
165
10346
SH
SOLE
10346
0
0
RADNET INC
COM
750491102
225
18136
SH
SOLE
18136
0
0
REATA PHARMACEUTICALS INC
CL A
75615P103
236
2767
SH
SOLE
2767
0
0
RED HAT INC
COM
756577102
212617
1163748
SH
SOLE
1163748
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
749
1823
SH
SOLE
1823
0
0
REGIS CORP MINN
COM
758932107
838
42615
SH
SOLE
42615
0
0
REINSURANCE GRP OF AMERICA I
COM NEW
759351604
460
3242
SH
SOLE
3242
0
0
REPUBLIC SVCS INC
COM
760759100
1505
18719
SH
SOLE
18719
0
0
RETROPHIN INC
COM
761299106
261
11529
SH
SOLE
11529
0
0
ROSS STORES INC
COM
778296103
614
6595
SH
SOLE
6595
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
820
10850
SH
SOLE
10850
0
0
RPM INTL INC
COM
749685103
407
7020
SH
SOLE
7020
0
0
RUSH ENTERPRISES INC
CL A
781846209
946
22627
SH
SOLE
22627
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
491
26665
SH
SOLE
26665
0
0
SEALED AIR CORP NEW
COM
81211K100
1039
22554
SH
SOLE
22554
0
0
SEI INVESTMENTS CO
COM
784117103
681
13029
SH
SOLE
13029
0
0
SIGA TECHNOLOGIES INC
COM
826917106
63
10447
SH
SOLE
10447
0
0
SILGAN HOLDINGS INC
COM
827048109
652
21990
SH
SOLE
21990
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
975
5350
SH
SOLE
5350
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
1107
13422
SH
SOLE
13422
0
0
SL GREEN RLTY CORP
COM
78440X101
322
3583
SH
SOLE
3583
0
0
SOUTHERN COPPER CORP
COM
84265V105
431
10857
SH
SOLE
10857
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
86
18383
SH
SOLE
18383
0
0
SPARK THERAPEUTICS INC
COM
84652J103
104341
916239
SH
SOLE
916239
0
0
SPECTRUM BRANDS HLDGS INC NE
COM
84790A105
1113
20312
SH
SOLE
20312
0
0
SPRINT CORPORATION
COM
85207U105
137054
24257260
SH
SOLE
24257260
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
310
4867
SH
SOLE
4867
0
0
STEWART INFORMATION SVCS COR
COM
860372101
42058
985189
SH
SOLE
985189
0
0
SYNEOS HEALTH INC
CL A
87166B102
5674
109628
SH
SOLE
109628
0
0
SYSCO CORP
COM
871829107
585
8759
SH
SOLE
8759
0
0
TAILORED BRANDS INC
COM
87403A107
225
28710
SH
SOLE
28710
0
0
TAKEDA PHARMACEUTICAL CO LTD
SPONSORED ADS
874060205
3169
155555
SH
SOLE
155555
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
346
6915
SH
SOLE
6915
0
0
TENNECO INC
CL A VTG COM STK
880349105
210
9491
SH
SOLE
9491
0
0
TEVA PHARMACEUTICAL INDS LTD
SPONSORED ADS
881624209
4516
288000
SH
SOLE
288000
0
0
TEXTRON INC
COM
883203101
291
5753
SH
SOLE
5753
0
0
TORCHMARK CORP
COM
891027104
273
3329
SH
SOLE
3329
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
690
12694
SH
SOLE
12694
0
0
TOTAL SYS SVCS INC
COM
891906109
1025
10790
SH
SOLE
10790
0
0
TRIBUNE MEDIA CO
CL A
896047503
204444
4430952
SH
SOLE
4430952
0
0
TRINITY INDS INC
COM
896522109
224
10323
SH
SOLE
10323
0
0
U S G CORP
COM NEW
903293405
145317
3356051
SH
SOLE
3356051
0
0
UNIFI INC
COM NEW
904677200
500
25858
SH
SOLE
25858
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
693
6205
SH
SOLE
6205
0
0
UNITED STATES STL CORP NEW
COM
912909108
415
21272
SH
SOLE
21272
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
537
2173
SH
SOLE
2173
0
0
UNIVAR INC
COM
91336L107
2278
102808
SH
SOLE
102808
0
0
US BANCORP DEL
COM NEW
902973304
1291
26786
SH
SOLE
26786
0
0
US FOODS HLDG CORP
COM
912008109
976
27958
SH
SOLE
27958
0
0
V F CORP
COM
918204108
484
5574
SH
SOLE
5574
0
0
VECTOR GROUP LTD
COM
92240M108
180
16724
SH
SOLE
16724
0
0
VIACOM INC NEW
CL B
92553P201
678
24150
SH
SOLE
24150
0
0
VIPER ENERGY PARTNERS LP
COM UNT RP INT
92763M105
5140
155000
SH
DFND
1
155000
0
0
VORNADO RLTY TR
SH BEN INT
929042109
656
9727
SH
SOLE
9727
0
0
W & T OFFSHORE INC
COM
92922P106
476
69021
SH
SOLE
69021
0
0
WABASH NATL CORP
COM
929566107
874
64536
SH
SOLE
64536
0
0
WABCO HLDGS INC
COM
92927K102
97796
741837
SH
SOLE
741837
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
943
14905
SH
SOLE
14905
0
0
WALMART INC
COM
931142103
1765
18100
SH
SOLE
18100
0
0
WATERS CORP
COM
941848103
1021
4055
SH
SOLE
4055
0
0
WATSCO INC
COM
942622200
209
1459
SH
SOLE
1459
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
160311
594295
SH
SOLE
594295
0
0
WELLS FARGO CO NEW
COM
949746101
440
9115
SH
SOLE
9115
0
0
WEST PHARMACEUTICAL SVSC INC
COM
955306105
260
2358
SH
SOLE
2358
0
0
WESTERN UN CO
COM
959802109
948
51318
SH
SOLE
51318
0
0
WESTLAKE CHEM CORP
COM
960413102
611
9011
SH
SOLE
9011
0
0
WOLVERINE WORLD WIDE INC
COM
978097103
980
27418
SH
SOLE
27418
0
0
WORLDPAY INC
CL A
981558109
235198
2072229
SH
SOLE
2072229
0
0
WPX ENERGY INC
COM
98212B103
496
37828
SH
SOLE
37828
0
0
XEROX CORP
COM NEW
984121608
1015
31728
SH
SOLE
31728
0
0
XPO LOGISTICS INC
COM
983793100
1032
19201
SH
SOLE
19201
0
0
ZAYO GROUP HLDGS INC
COM
98919V105
279
9815
SH
SOLE
9815
0
0
ACAMAR PARTNERS ACQSITION CO
UNIT 12/30/2025 ADDED
004285201
10005
1000000
SH
SOLE
1000000
0
0
ALLEGRO MERGER CORP
*W EXP 01/06/202
01749N111
45
167200
SH
SOLE
167200
0
0
ALTUS MIDSTREAM CO
CL A
02215L100
5043
854739
SH
DFND
1
854739
0
0
AMCI ACQUISITION CORP
CLASS A
00165R101
8856
900000
SH
SOLE
900000
0
0
AMCI ACQUISITION CORP
*W EXP 05/20/202
00165R119
266
900000
SH
SOLE
900000
0
0
ARYA SCIENCES ACQUISITION CO
UNIT 10/04/2023
G3165V117
1553
150000
SH
SOLE
150000
0
0
ARYA SCIENCES ACQUISITION CO
SHS CL A
G3165V109
1475
150000
SH
SOLE
150000
0
0
ARYA SCIENCES ACQUISITION CO
*W EXP 10/10/202
G3165V125
86
75000
SH
SOLE
75000
0
0
ATLAS AIR WORLDWIDE HLDGS IN
NOTE 1.875% 6/0
049164BJ4
1894
1775000
PRN
SOLE
0
0
0
AXONICS MODULATION TECH INC
COM
05465P101
1473
61500
SH
SOLE
61500
0
0
BOXWOOD MERGER CORP
COM CL A ADDED
10319T101
5833
600100
SH
SOLE
600100
0
0
BOXWOOD MERGER CORP
*W EXP 11/26/202 ADDED
10319T119
226
600100
SH
SOLE
600100
0
0
BSB BANCORP INC MD
COM
05573H108
3369
102583
SH
SOLE
102583
0
0
CF FIN ACQUISITION CORP
COM CL A ADDED
12528N107
4950
500000
SH
SOLE
500000
0
0
CF FIN ACQUISITION CORP
*W EXP 04/30/202 ADDED
12528N115
161
375000
SH
SOLE
375000
0
0
CHASERG TECHNLGY ACQUISITN C
CLASS A
16166A103
10863
1100000
SH
SOLE
1100000
0
0
CHASERG TECHNLGY ACQUISITN C
*W EXP 04/10/202
16166A111
358
550000
SH
SOLE
550000
0
0
CHURCHILL CAP CORP
COM CL A
17142R103
73920
5500000
SH
SOLE
5500000
0
0
CHURCHILL CAP CORP
*W EXP 09/11/202
17142R111
9807
2989899
SH
SOLE
2989899
0
0
COLFAX CORP
UNIT 01/15/2022T ADDED
194014205
2367
17750
SH
SOLE
17750
0
0
COLLIER CREEK HOLDINGS
UNIT 99/99/9999
G22707122
5175
500000
SH
SOLE
500000
0
0
COLLIER CREEK HOLDINGS
*W EXP 99/99/999
G22707114
626
500700
SH
SOLE
500700
0
0
CRESCENT ACQUISITION CORP
UNIT 99/99/9999 ADDED
22564L204
17500
1750000
SH
SOLE
1750000
0
0
CROWN CASTLE INTL CORP NEW
6.875% CON PFD A
22822V309
15730
13275
SH
SOLE
13275
0
0
CSW INDUSTRIALS INC
COM
126402106
961
16768
SH
SOLE
16768
0
0
DAVITA INC
CALL
23918K908
78
120000
SH
Call
SOLE
120000
0
0
DISH NETWORK CORP
NOTE 3.375% 8/1
25470MAB5
1526
1786000
PRN
SOLE
0
0
0
ENERGIZER HLDGS INC NEW
7.5 MCNV PFD A ADDED
29272W208
4877
50000
SH
SOLE
50000
0
0
ESTABLISHMENT LABS HLDGS INC
COM
G31249108
2947
122589
SH
SOLE
122589
0
0
FACTSET RESH SYS INC
PUT
303075955
146
55000
SH
Put
SOLE
55000
0
0
FINTECH ACQUISITION CORP III
COM CL A ADDED
31811A101
26325
2700000
SH
SOLE
2700000
0
0
FINTECH ACQUISITION CORP III
*W EXP 12/01/202 ADDED
31811A119
1229
1350000
SH
SOLE
1350000
0
0
FORTIVE CORP
5% PFD CNV SER A
34959J207
4804
4565
SH
SOLE
4565
0
0
GARTNER INC
PUT
366651957
122
55000
SH
Put
SOLE
55000
0
0
GORES HOLDINGS III INC
CLASS A
38286G109
14820
1500000
SH
SOLE
1500000
0
0
GORES HOLDINGS III INC
*W EXP 09/11/202
38286G117
750
526564
SH
SOLE
526564
0
0
GORES METROPOULOS INC
COM CL A ADDED
382872109
12753
1300000
SH
SOLE
1300000
0
0
GORES METROPOULOS INC
*W EXP 01/28/202 ADDED
382872117
590
437333
SH
SOLE
437333
0
0
GRAF INDL CORP
COM
384278107
24821
2525000
SH
SOLE
2525000
0
0
GRAF INDL CORP
*W EXP 12/31/202
384278115
833
2525000
SH
SOLE
2525000
0
0
HENNESSY CAP ACQUSTION CORP
UNIT 99/99/9999 ADDED
42589C203
18144
1800000
SH
SOLE
1800000
0
0
HERBALIFE LTD
NOTE 2.625% 3/1 ADDED
42703MAD5
7167
6775000
PRN
SOLE
0
0
0
INFINERA CORPORATION
NOTE 2.125% 9/0
45667GAC7
1410
1775000
PRN
SOLE
0
0
0
INSULET CORP
NOTE 1.250% 9/1
45784PAF8
8244
5000000
PRN
SOLE
0
0
0
INSURANCE ACQUISITION CORP
UNIT 03/31/2024 ADDED
457867307
12120
1200000
SH
SOLE
1200000
0
0
ISHARES TR
PUT
464287959
696
471100
SH
Put
SOLE
471100
0
0
ISTAR INC
NOTE 3.125% 9/1
45031UCB5
9796
10647000
PRN
SOLE
0
0
0
LEGACY ACQUISITION CORP
*W EXP 11/30/202
524643111
4
13200
SH
SOLE
13200
0
0
LEISURE ACQUISITION CORP
*W EXP 12/05/201
52539T115
40
75000
SH
SOLE
75000
0
0
LENDINGTREE INC NEW
NOTE 0.625% 6/0
52603BAA5
17178
9775000
PRN
SOLE
0
0
0
LYFT INC
CL A COM ADDED
55087P104
7829
100000
SH
SOLE
100000
0
0
MEDICINES CO
NOTE 2.500% 1/1
584688AE5
8285
8275000
PRN
SOLE
0
0
0
MEGALITH FINL ACQUISITION CO
CL A COM
58518F109
4990
500000
SH
SOLE
500000
0
0
MEGALITH FINL ACQUISITION CO
*W EXP 08/26/202
58518F117
138
500000
SH
SOLE
500000
0
0
MERITOR INC
NOTE 3.250%10/1
59001KAF7
15754
16293000
PRN
SOLE
0
0
0
MICROCHIP TECHNOLOGY INC
NOTE 2.250% 2/1
595017AH7
25869
23350000
PRN
SOLE
0
0
0
MONOCLE ACQUISITION CORP
COM ADDED
609754106
5880
600000
SH
SOLE
600000
0
0
MONOCLE ACQUISITION CORP
*W EXP 12/06/202 ADDED
609754114
216
600000
SH
SOLE
600000
0
0
MOSAIC ACQUISITION CORP
*W EXP 10/23/202
61946M118
37
44179
SH
SOLE
44179
0
0
MOTUS GI HLDGS INC
COM
62014P108
615
157800
SH
SOLE
157800
0
0
MSCI INC
PUT
55354G950
124
45000
SH
Put
SOLE
45000
0
0
NEOVASC INC
COM NEW
64065J205
476
1130865
SH
SOLE
1130865
0
0
NIGHTSTAR THERAPEUTICS PLC
ADR
65413A101
32158
1267567
SH
SOLE
1267567
0
0
OXFORD IMMUNOTEC GLOBAL PLC
ORD SHS
G6855A103
1132
65685
SH
SOLE
65685
0
0
PARSLEY ENERGY INC-CLASS A
COM
701877102
107
5559
SH
SOLE
5559
0
0
PIVOTAL ACQUISITION CORP
CL A COM ADDED
72583A101
9855
1000000
SH
SOLE
1000000
0
0
PIVOTAL ACQUISITION CORP
*W EXP 12/01/202 ADDED
72583A119
430
1000000
SH
SOLE
1000000
0
0
PLAYAGS INC
COM
72814N104
2393
100000
SH
SOLE
100000
0
0
PRA GROUP INC
NOTE 3.500% 6/0
69354NAB2
4755
5275000
PRN
SOLE
0
0
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
2408
1775000
PRN
SOLE
0
0
0
QTS RLTY TR INC
6.50% CON PFD B
74736A301
1945
17750
SH
SOLE
17750
0
0
REDWOOD TR INC
NOTE 4.750% 8/1
758075AC9
1697
1775000
PRN
SOLE
0
0
0
RESTORATION HARDWARE HLDGS I
NOTE 6/1
761283AD2
2508
2500000
PRN
SOLE
0
0
0
RMG ACQUISITION CORP
UNIT 99/99/9999 ADDED
749641205
6018
600000
SH
SOLE
600000
0
0
SCHULTZE SPL PURP ACQUSTN CO
COM ADDED
80821R109
4473
455000
SH
SOLE
455000
0
0
SCHULTZE SPL PURP ACQUSTN CO
*W EXP 12/31/202 ADDED
80821R117
152
455000
SH
SOLE
455000
0
0
SEMPRA ENERGY
6% PFD CONV A
816851406
7874
74150
SH
SOLE
74150
0
0
SHIP FINANCE INTERNATIONAL L
NOTE 5.750%10/1
G81075AF3
1758
1775000
PRN
SOLE
0
0
0
SOLARWINDS CORP
COM
83417Q105
1269
65000
SH
SOLE
65000
0
0
SPARTAN ENERGY ACQUISITON CO
CL A COM STK
846784106
9829
1000000
SH
SOLE
1000000
0
0
SPARTAN ENERGY ACQUISITON CO
*W EXP 08/27/202
846784122
367
333331
SH
SOLE
333331
0
0
SPDR S&P 500 ETF TR
PUT
78462F953
152
80000
SH
Put
SOLE
80000
0
0
SYNEOS HEALTH INC
CALL
87166B902
120
16500
SH
Call
SOLE
16500
0
0
THUNDER BRIDGE ACQUISITION L
*W EXP 01/01/202
G8857R126
131
182100
SH
SOLE
182100
0
0
TORTOISE ACQUISITION CORP
UNIT 03/04/2024 ADDED
89154L209
9990
1000000
SH
SOLE
1000000
0
0
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
1980
1775000
PRN
SOLE
0
0
0
TRINE ACQUISITION CORP
UNIT 03/31/2021 ADDED
89628U207
10521
1050000
SH
SOLE
1050000
0
0
WRIGHT MED GROUP N V
NOTE 2.250%11/1
98236JAB4
10498
6775000
PRN
SOLE
0
0
0
ZILLOW GROUP INC
NOTE 2.000%12/0
98954MAB7
7287
7125000
PRN
SOLE
0
0
0