Polar Asset Management Partners Inc. Q1 2020 Filing

Filed May 15, 2020

Portfolio Value

$5.0B

Holdings

388

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (388 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	3,349,100	$863.2M	17.43%	Put
2	NDQINVESCO QQQ TR	2,010,136	$382.7M	7.73%	Put
3	IWMISHARES TR	2,038,829	$233.4M	4.71%	Put
4	—MICRON TECHNOLOGY INC	42,428,000	$179.1M	3.61%
5	—CYPRESS SEMICONDUCTOR CORP	59,010,000	$102.2M	2.06%
6	MELI 2 08/15/28MERCADOLIBRE INC	55,000,000	$71.7M	1.45%
7	—AEROJET ROCKETDYNE HLDGS INC	43,000,000	$71.2M	1.44%
8	—WRIGHT MED GROUP N V	50,000,000	$69.0M	1.39%
9	PHYS/USPROTT PHYSICAL GOLD TRUST	4,962,095	$65.1M	1.31%
10	METAFACEBOOK INC	366,000	$61.0M	1.23%	Put
11	BIDUNBAIDU INC	603,500	$60.8M	1.23%	Call
12	MCHP 1.625 02/15/27MICROCHIP TECHNOLOGY INC	50,000,000	$51.5M	1.04%
13	—CHURCHILL CAP CORP III	4,890,000	$48.9M	0.99%
14	VIAV 1 03/01/24VIAVI SOLUTIONS INC	39,025,000	$41.5M	0.84%
15	BNSBANK NOVA SCOTIA B C	1,000,000	$40.6M	0.82%	Call
16	BUWABIO RAD LABS INC	111,265	$39.0M	0.79%
17	—QIAGEN NV	36,800,000	$38.5M	0.78%
18	—TERADYNE INC	20,000,000	$35.9M	0.72%
19	GOOGALPHABET INC	30,400	$35.3M	0.71%	Put
20	—FLYING EAGLE ACQUISITION COR	3,500,000	$34.9M	0.70%
21	MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC	23,827,000	$34.1M	0.69%
22	—INSULET CORP	18,500,000	$33.9M	0.68%
23	—CHURCHILL CAP CORP II	3,372,296	$33.6M	0.68%
24	—TUSCAN HOLDINGS CORP	3,347,287	$33.4M	0.67%
25	—SPARTAN ENERGY ACQUISITION C	2,842,582	$28.8M	0.58%
26	FCN 2 08/15/23FTI CONSULTING INC	21,500,000	$28.2M	0.57%
27	AMZNAMAZON COM INC	13,814	$26.9M	0.54%
28	KBR 2.5 11/01/23KBR INC	25,000,000	$26.1M	0.53%
29	HLITHARMONIC INC	4,400,000	$25.3M	0.51%
30	—SILVER SPIKE ACQUISITION COR	2,573,500	$25.3M	0.51%
31	MLAB 1.375 08/15/25MESA LABS INC	25,000,000	$25.1M	0.51%
32	IYTISHARES TR	181,000	$25.0M	0.51%	Call
33	—QIAGEN NV	17,400,000	$24.7M	0.50%
34	GWRE 1.25 03/15/25GUIDEWIRE SOFTWARE INC	25,000,000	$24.4M	0.49%
35	DGDOLLAR GEN CORP NEW	161,100	$24.3M	0.49%
36	—J2 GLOBAL INC	20,000,000	$24.3M	0.49%
37	—OSI SYSTEMS INC	25,000,000	$23.5M	0.47%
38	TLTISHARES TR	140,000	$23.1M	0.47%	Put
39	—TORTOISE ACQUISITION CORP	2,298,253	$22.7M	0.46%
40	SPLK 1.125 09/15/25SPLUNK INC	20,000,000	$22.0M	0.44%
41	MFCMANULIFE FINL CORP	1,750,000	$21.9M	0.44%	Put
42	—FAR PT ACQUISITION CORP	2,150,080	$21.8M	0.44%
43	SPLK 0.5 09/15/23SPLUNK INC	20,000,000	$21.5M	0.43%
44	—THUNDER BRDG ACQUISTION II L	2,150,000	$21.2M	0.43%
45	EQIXEQUINIX INC	33,600	$21.0M	0.42%
46	—GX ACQUISITION CORP	2,100,000	$20.6M	0.42%
47	—ENVESTNET INC	20,000,000	$20.5M	0.41%
48	BKLNINVESCO EXCHANGE-TRADED FD T	1,000,000	$20.5M	0.41%	Put
49	—REALPAGE INC	15,000,000	$20.4M	0.41%
50	—CRESCENT ACQUISITION CORP	2,035,000	$20.0M	0.40%
51	—SOUTH MTN MERGER CORP	2,029,382	$19.7M	0.40%
52	UBERUBER TECHNOLOGIES INC	700,000	$19.5M	0.39%	Call
53	—MICROCHIP TECHNOLOGY INC	20,000,000	$19.1M	0.39%
54	CRMSALESFORCE COM INC	130,859	$18.8M	0.38%
55	NOWSERVICENOW INC	64,000	$18.3M	0.37%
56	PSLV/USPROTT PHYSICAL SILVER TR	3,436,417	$18.0M	0.36%
57	—LEGACY ACQUISITION CORP	1,724,213	$17.9M	0.36%
58	QTWO 0.75 02/15/23Q2 HLDGS INC	15,000,000	$17.7M	0.36%
59	SMHVANECK VECTORS ETF TR	150,000	$17.6M	0.35%	Put
60	LKQ1LKQ CORP	856,181	$17.6M	0.35%	Put
61	—LANDCADIA HLDGS II INC	1,767,192	$17.3M	0.35%
62	IQVIQVIA HLDGS INC	160,000	$17.3M	0.35%	Call
63	AKAMAKAMAI TECHNOLOGIES INC	187,300	$17.1M	0.35%
64	—8X8 INC NEW	20,000,000	$17.0M	0.34%
65	—OSPREY TECHNLGY AQUISTION CO	1,712,156	$16.6M	0.34%
66	PEPPEPSICO INC	133,500	$16.0M	0.32%
67	—APEX TECHNOLOGY ACQUISITION	1,620,378	$15.8M	0.32%
68	FAROFARO TECHNOLOGIES INC	352,573	$15.7M	0.32%
69	CMGCHIPOTLE MEXICAN GRILL INC	23,900	$15.6M	0.32%	Put
70	—SCVX CORP	1,548,900	$15.4M	0.31%
71	TRMBTRIMBLE INC	482,626	$15.4M	0.31%
72	HDHOME DEPOT INC	81,600	$15.2M	0.31%
73	—SC HEALTH CORP	1,500,000	$15.1M	0.30%
74	RPMRPM INTL INC	251,900	$15.0M	0.30%
75	—REPLAY ACQUISITION CORP	1,500,000	$14.8M	0.30%
76	CMCANADIAN IMP BK COMM	250,000	$14.5M	0.29%	Call
77	LIESUN LIFE FINL INC	450,000	$14.4M	0.29%	Call
78	PANW 0.75 07/01/23PALO ALTO NETWORKS INC	15,000,000	$14.4M	0.29%
79	—NETFIN ACQUISITION CORP	1,447,000	$14.2M	0.29%
80	—CITIC CAPITAL ACQUISITION CO	1,442,135	$14.2M	0.29%
81	—CONMED CORP	15,000,000	$14.1M	0.28%
82	—COLLIER CREEK HOLDINGS	1,374,998	$14.1M	0.28%
83	RG6ROGERS CORP	148,174	$14.0M	0.28%
84	—IHS MARKIT LTD	229,039	$13.7M	0.28%
85	NOANORTH AMERN CONSTR GROUP LTD	2,686,643	$13.6M	0.28%
86	—PROFICIENT ALPHA ACQUSTN COR	1,353,593	$13.6M	0.28%
87	RCI/BROGERS COMMUNICATIONS INC	325,000	$13.5M	0.27%	Call
88	—ACAMAR PARTNERS ACQSITION CO	1,363,343	$13.4M	0.27%
89	FISVFISERV INC	138,200	$13.1M	0.27%
90	IEXIDEX CORP	92,400	$12.8M	0.26%
91	—HEALTHCARE MERGER CORP	1,300,000	$12.7M	0.26%
92	OFIXORTHOFIX MED INC	449,145	$12.6M	0.25%
93	ALUBALUSSA ENERGY ACQUISITION CO	1,287,500	$12.4M	0.25%
94	MDLZMONDELEZ INTL INC	245,900	$12.3M	0.25%
95	NVSTENVISTA HOLDINGS CORPORATION	820,895	$12.3M	0.25%
96	—EAST STONE ACQUISITION CORP	1,250,000	$12.3M	0.25%
97	EPCEDGEWELL PERS CARE CO	502,400	$12.1M	0.24%
98	—PROPTECH ACQUISITION CORP	1,250,000	$12.1M	0.24%
99	—PURE ACQUISITION CORP	1,158,962	$12.0M	0.24%
100	—VIAVI SOLUTIONS INC	11,230,000	$11.8M	0.24%

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