Polar Asset Management Partners Inc. Q2 2021 Filing

Filed August 16, 2021

Portfolio Value

$9.8B

Holdings

1,094

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (1,094 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	IWMISHARES TR	2,202,659	$505.2M	5.17%	Put
2	SPYSPDR S&P 500 ETF TR	910,683	$389.8M	3.99%	Put
3	MELI 2 08/15/28MERCADOLIBRE INC	100,000,000	$355.0M	3.64%
4	AEO 3.75 04/15/25AMERICAN EAGLE OUTFITTERS IN	55,000,000	$240.2M	2.46%
5	DXCM 0.75 12/01/23DEXCOM INC	76,210,000	$198.5M	2.03%
6	DKS 3.25 04/15/25DICKS SPORTING GOODS INC	50,000,000	$148.1M	1.52%
7	—NUANCE COMMUNICATIONS INC	50,000,000	$139.0M	1.42%
8	PANW 0.375 06/01/25PALO ALTO NETWORKS INC	95,000,000	$129.2M	1.32%
9	NVST 2.375 06/01/25ENVISTA HOLDINGS CORPORATION	60,000,000	$128.4M	1.31%
10	—COLLIERS INTL GROUP INC	63,000,000	$127.7M	1.31%
11	SNAP 0.25 05/01/25SNAP INC	40,000,000	$125.9M	1.29%
12	WOLF 1.75 05/01/26CREE INC	50,000,000	$108.4M	1.11%
13	NVDANVIDIA CORPORATION	123,163	$98.5M	1.01%	Put
14	JAZZ 2 06/15/26JAZZ INVESTMENTS I LTD	70,000,000	$93.5M	0.96%
15	—ZENDESK INC	60,000,000	$87.8M	0.90%
16	AMDADVANCED MICRO DEVICES INC	905,644	$85.1M	0.87%	Put
17	PHYS/USPROTT PHYSICAL GOLD TR	5,977,825	$83.9M	0.86%
18	SHOPSHOPIFY INC	54,022	$78.9M	0.81%	Put
19	OKTA 0.375 06/15/26OKTA INC	60,000,000	$74.9M	0.77%
20	PANW 0.75 07/01/23PALO ALTO NETWORKS INC	50,000,000	$73.0M	0.75%
21	EYE 2.5 05/15/25NATIONAL VISION HLDGS INC	40,000,000	$70.6M	0.72%
22	COUP 0.375 06/15/26COUPA SOFTWARE INC	60,000,000	$69.5M	0.71%
23	Z 0.75 09/01/24ZILLOW GROUP INC	23,500,000	$66.0M	0.68%
24	—CANTEL MED CORP	29,000,000	$62.7M	0.64%
25	MTSIMACOM TECH SOLUTIONS HLDGS I	967,566	$62.0M	0.63%
26	X 5 11/01/26UNITED STATES STL CORP NEW	30,500,000	$61.8M	0.63%
27	SPLK 1.125 09/15/25SPLUNK INC	50,000,000	$61.1M	0.63%
28	Z 2.75 05/15/25ZILLOW GROUP INC	30,000,000	$59.6M	0.61%
29	VRNS 1.25 08/15/25VARONIS SYS INC	30,000,000	$58.8M	0.60%
30	LIESUN LIFE FINANCIAL INC.	1,075,000	$55.5M	0.57%	Call
31	LITE 0.5 12/15/26LUMENTUM HLDGS INC	50,000,000	$54.2M	0.56%
32	TWOU2U INC	30,000,000	$49.5M	0.51%
33	—ENVESTNET INC	40,000,000	$49.4M	0.51%
34	HCAT 2.5 04/15/25HEALTH CATALYST INC	25,000,000	$47.9M	0.49%
35	BURL 2.25 04/15/25BURLINGTON STORES INC	30,000,000	$47.7M	0.49%
36	—CREE INC	28,000,000	$46.7M	0.48%
37	BMOBANK MONTREAL QUE	451,637	$46.3M	0.47%	Put
38	—GOPRO INC	34,922,000	$45.0M	0.46%
39	GKOS 2.75 06/15/27GLAUKOS CORP	25,000,000	$42.7M	0.44%
40	HUBS 0.375 06/01/25HUBSPOT INC	20,000,000	$42.4M	0.43%
41	—GLENFARNE MERGER CORP	4,286,580	$41.4M	0.42%
42	MUMICRON TECHNOLOGY INC	481,400	$40.9M	0.42%	Put
43	CALY 2.75 05/01/26CALLAWAY GOLF CO	20,000,000	$40.8M	0.42%
44	QTWO 0.75 06/01/26Q2 HLDGS INC	30,000,000	$39.3M	0.40%
45	METAFACEBOOK INC	113,000	$39.3M	0.40%
46	PSLV/USPROTT PHYSICAL SILVER TR	4,205,910	$39.0M	0.40%
47	TRUTRANSUNION	355,200	$39.0M	0.40%
48	LKQ1LKQ CORP	792,154	$39.0M	0.40%
49	NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC	25,250,000	$38.6M	0.39%
50	MDBMONGODB INC	106,350	$38.4M	0.39%	Call
51	MFCMANULIFE FINL CORP	1,950,000	$38.4M	0.39%	Call
52	ENBENBRIDGE INC	950,000	$38.0M	0.39%	Call
53	PDSPRECISION DRILLING CORP	909,650	$37.9M	0.39%
54	—8X8 INC NEW	30,000,000	$37.4M	0.38%
55	AMZNAMAZON COM INC	10,700	$36.8M	0.38%	Call
56	BNSBANK NOVA SCOTIA B C	550,000	$35.8M	0.37%	Call
57	GWRE 1.25 03/15/25GUIDEWIRE SOFTWARE INC	30,000,000	$35.1M	0.36%
58	COUP 0.125 06/15/25COUPA SOFTWARE INC	20,000,000	$34.6M	0.35%
59	GENIGENIUS SPORTS LIMITED	1,750,000	$32.8M	0.34%
60	PLANUSDANAPLAN INC	606,300	$32.3M	0.33%
61	TJXTJX COS INC NEW	476,132	$32.1M	0.33%
62	—FIRST MAJESTIC SILVER CORP	19,000,000	$31.7M	0.32%
63	ADIANALOG DEVICES INC	180,800	$31.1M	0.32%
64	OFIXORTHOFIX MED INC	730,240	$29.3M	0.30%
65	SHCSOTERA HEALTH CO	1,208,311	$29.3M	0.30%
66	LBTYBLIBERTY GLOBAL PLC	1,080,000	$29.2M	0.30%
67	WK 1.125 08/15/26WORKIVA INC	19,000,000	$29.0M	0.30%
68	MLAB 1.375 08/15/25MESA LABS INC	25,000,000	$29.0M	0.30%
69	FCN 2 08/15/23FTI CONSULTING INC	20,000,000	$28.6M	0.29%
70	NEO 1.25 05/01/25NEOGENOMICS INC	20,000,000	$28.5M	0.29%
71	—ALLEGHENY TECHNOLOGIES INC	18,176,000	$28.4M	0.29%
72	MXLMAXLINEAR INC	663,876	$28.2M	0.29%
73	GWRSGLOBAL WTR RES INC	1,649,006	$28.2M	0.29%
74	FAROFARO TECHNOLOGIES INC	357,914	$27.8M	0.29%
75	FISVFISERV INC	256,701	$27.4M	0.28%
76	—ORTHO CLINICAL DIAGNOSTICS H	1,275,196	$27.3M	0.28%
77	—EAST RES ACQUISITION CO	2,764,293	$27.0M	0.28%
78	MAPSWM TECHNOLOGY INC	1,500,000	$26.8M	0.27%
79	TDWDTAILWIND ACQUISITION CORP	2,659,900	$26.5M	0.27%
80	PAYAUSDPAYA HOLDINGS INC	2,402,812	$26.5M	0.27%
81	NVRO 2.75 04/01/25NEVRO CORP	15,000,000	$26.1M	0.27%
82	PPLPEMBINA PIPELINE CORP	800,000	$25.4M	0.26%	Put
83	MODN 2.625 06/01/25MODEL N INC	20,000,000	$25.3M	0.26%
84	RPD 2.25 05/01/25RAPID7 INC	15,000,000	$25.0M	0.26%
85	SYNASYNAPTICS INC	158,900	$24.7M	0.25%
86	WDCWESTERN DIGITAL CORP.	347,200	$24.7M	0.25%	Call
87	LNTHLANTHEUS HLDGS INC	888,599	$24.6M	0.25%
88	VNET21VIANET GROUP INC	1,020,000	$23.4M	0.24%
89	—EDIFY ACQUISITION CORP	2,376,000	$22.9M	0.23%
90	HURCHURCO CO	650,460	$22.8M	0.23%
91	HGVHILTON GRAND VACATIONS INC	538,771	$22.3M	0.23%
92	—CF ACQUISITION CORP IV	2,299,998	$22.3M	0.23%
93	LITE 0.25 03/15/24LUMENTUM HLDGS INC	15,000,000	$21.9M	0.22%
94	RG6ROGERS CORP	107,602	$21.6M	0.22%
95	PODDINSULET CORP	78,400	$21.5M	0.22%
96	AMBAAMBARELLA INC	201,365	$21.5M	0.22%
97	DOCUDOCUSIGN INC	76,100	$21.3M	0.22%	Put
98	—FORTUNA SILVER MINES INC	16,000,000	$21.1M	0.22%
99	COLMCOLUMBIA SPORTSWEAR CO	213,660	$21.0M	0.22%
100	SWCHFSIERRA WIRELESS INC	889,794	$20.9M	0.21%

Page 1 of 11Next