Polar Asset Management Partners Inc. Q3 2019 Filing

Filed November 14, 2019

Portfolio Value

$5.6B

Holdings

390

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (390 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	3,930,000	$1.2B	20.75%	Put
2	IWMISHARES TR	3,154,976	$477.5M	8.50%	Put
3	—MICRON TECHNOLOGY INC	41,951,000	$180.7M	3.22%
4	BNSBANK N S HALIFAX	1,200,000	$68.2M	1.21%	Put
5	TDTORONTO DOMINION BK ONT	1,170,000	$68.2M	1.21%	Call
6	RYROYAL BK CDA MONTREAL QUE	792,500	$64.3M	1.14%	Put
7	METAFACEBOOK INC	352,600	$62.8M	1.12%	Put
8	MELI 2 08/15/28MERCADOLIBRE INC	41,500,000	$61.3M	1.09%
9	—AEROJET ROCKETDYNE HLDGS INC	30,000,000	$59.9M	1.07%
10	MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC	30,000,000	$57.1M	1.02%
11	NDQINVESCO QQQ TR	300,000	$56.6M	1.01%	Put
12	BABAALIBABA GROUP HLDG LTD	337,171	$56.4M	1.00%	Call
13	—SOCIAL CAP HEDOSOPHIA HLDGS	4,896,183	$52.4M	0.93%
14	PHYS/USPROTT PHYSICAL GOLD TRUST	4,252,789	$50.3M	0.89%
15	GOOGALPHABET INC	40,200	$49.0M	0.87%
16	VIAV 1 03/01/24VIAVI SOLUTIONS INC	39,025,000	$47.9M	0.85%
17	—TERADYNE INC	25,000,000	$47.6M	0.85%
18	CMCDN IMPERIAL BK COMM TORONTO	564,911	$46.6M	0.83%	Put
19	BUWABIO RAD LABS INC	134,965	$44.9M	0.80%
20	—CHURCHILL CAP CORP II	4,000,000	$42.0M	0.75%
21	MCHP 1.625 02/15/27MICROCHIP TECHNOLOGY INC	30,000,000	$38.7M	0.69%
22	—ENVESTNET INC	35,000,000	$37.9M	0.67%
23	—PURE ACQUISITION CORP	3,577,550	$36.7M	0.65%
24	MGAMAGNA INTL INC	660,000	$35.2M	0.63%	Put
25	—CYPRESS SEMICONDUCTOR CORP	20,010,000	$34.9M	0.62%
26	—OSI SYSTEMS INC	30,000,000	$33.6M	0.60%
27	MFCMANULIFE FINL CORP	1,790,000	$32.9M	0.58%	Put
28	—SPARTAN ENERGY ACQUISITON CO	3,243,166	$32.8M	0.58%
29	—IHS MARKIT LTD	455,004	$30.4M	0.54%
30	—AQUA AMERICA INC	500,000	$30.2M	0.54%
31	NTRNUTRIEN LTD	601,000	$30.0M	0.53%	Put
32	BCEBCE INC	610,000	$29.5M	0.53%	Call
33	PSLV/USPROTT PHYSICAL SILVER TR	4,633,295	$28.9M	0.51%
34	—J2 GLOBAL INC	20,000,000	$28.4M	0.51%
35	—TWELVE SEAS INVESTMENT COMPA	2,648,711	$27.1M	0.48%
36	MLAB 1.375 08/15/25MESA LABS INC	25,000,000	$26.7M	0.48%
37	IQVIQVIA HLDGS INC	178,200	$26.6M	0.47%
38	XLUSELECT SECTOR SPDR TR	400,000	$25.9M	0.46%	Put
39	—MICROCHIP TECHNOLOGY INC	20,000,000	$25.8M	0.46%
40	UAUNDER ARMOUR INC	1,402,100	$25.4M	0.45%
41	FUODOLBY LABORATORIES INC	392,352	$25.4M	0.45%
42	—SENTINEL ENERGY SVCS INC	2,424,132	$24.9M	0.44%
43	TRMBTRIMBLE INC	640,525	$24.9M	0.44%	Call
44	—WAYFAIR INC	20,000,000	$24.8M	0.44%
45	ENBENBRIDGE INC	700,000	$24.6M	0.44%	Call
46	—QIAGEN NV	20,000,000	$24.4M	0.43%
47	PKNPERKINELMER INC	280,398	$23.9M	0.42%
48	—REALPAGE INC	15,000,000	$23.7M	0.42%
49	—TRINE ACQUISITION CORP	2,399,999	$23.7M	0.42%
50	RPREALPAGE INC	368,800	$23.2M	0.41%
51	RPMRPM INTL INC	335,400	$23.1M	0.41%
52	—SILVER SPIKE ACQUISITION COR	2,282,000	$23.0M	0.41%
53	—FAR PT ACQUISITION CORP	2,248,217	$23.0M	0.41%
54	GWRE 1.25 03/15/25GUIDEWIRE SOFTWARE INC	20,000,000	$22.9M	0.41%
55	—REGALWOOD GLOBAL ENERGY LTD	2,200,398	$22.7M	0.40%
56	HLITHARMONIC INC	3,370,491	$22.2M	0.39%
57	—GX ACQUISITION CORP	2,200,000	$21.9M	0.39%
58	—SOUTHERN CO	400,000	$21.4M	0.38%
59	—MUDRICK CAP ACQUISITION CORP	2,079,800	$21.4M	0.38%
60	CRCCANADIAN NAT RES LTD	790,000	$21.0M	0.37%	Put
61	—CRESCENT ACQUISITION CORP	2,000,000	$20.3M	0.36%
62	—CYRUSONE INC	255,772	$20.2M	0.36%	Put
63	—APEX TECHNOLOGY ACQUISITN CO	1,973,660	$20.1M	0.36%
64	DGDOLLAR GEN CORP NEW	126,200	$20.1M	0.36%
65	—ACT II GLOBAL ACQUISITION CO	2,000,000	$19.7M	0.35%
66	GQ9SPDR GOLD TRUST	140,000	$19.4M	0.35%	Put
67	AMDADVANCED MICRO DEVICES INC	666,000	$19.3M	0.34%
68	AMEAMETEK INC NEW	208,959	$19.2M	0.34%
69	LOWLOWES COS INC	171,103	$18.8M	0.33%
70	DALDELTA AIR LINES INC DEL	325,800	$18.8M	0.33%	Call
71	BCBRUNSWICK CORP	356,700	$18.6M	0.33%
72	TWTRUSDTWITTER INC	450,300	$18.6M	0.33%
73	—THUNDER BRDG ACQUISTION II L	1,800,000	$18.3M	0.33%
74	—TRIDENT ACQUISITIONS CORP	1,726,405	$18.0M	0.32%
75	—REPLAY ACQUISITION CORP	1,800,000	$17.9M	0.32%
76	—NICE SYS INC	10,000,000	$17.9M	0.32%
77	MTSIMACOM TECH SOLUTIONS HLDGS I	807,261	$17.4M	0.31%
78	—VECTOIQ ACQUISITION CORP	1,673,000	$17.1M	0.30%
79	SPOTSPOTIFY TECHNOLOGY S A	149,300	$17.0M	0.30%	Put
80	WDCWESTERN DIGITAL CORP	278,600	$16.6M	0.30%	Put
81	—TRINITY MERGER CORP	1,591,500	$16.6M	0.30%
82	WYNNWYNN RESORTS LTD	149,700	$16.3M	0.29%	Put
83	BMOBANK MONTREAL QUE	220,000	$16.2M	0.29%	Call
84	—DEXCOM INC	10,000,000	$15.9M	0.28%
85	SUSUNCOR ENERGY INC NEW	500,000	$15.8M	0.28%	Call
86	—ALLEGHENY TECHNOLOGIES INC	10,000,000	$15.7M	0.28%
87	—TIBERIUS ACQUISITION CORP	1,445,800	$15.7M	0.28%
88	—CF FIN ACQUISITION CORP	1,455,000	$15.4M	0.27%
89	MASMASCO CORP	365,300	$15.2M	0.27%
90	TTWOTAKE-TWO INTERACTIVE SOFTWAR	120,812	$15.1M	0.27%
91	KEYSKEYSIGHT TECHNOLOGIES INC	153,600	$14.9M	0.27%
92	INFNEURINFINERA CORPORATION	2,725,320	$14.9M	0.26%
93	QTWO 0.75 02/15/23Q2 HLDGS INC	10,000,000	$14.7M	0.26%
94	CRMSALESFORCE COM INC	98,300	$14.6M	0.26%
95	WWEUSDWORLD WRESTLING ENTMT INC	202,827	$14.4M	0.26%
96	LECOLINCOLN ELEC HLDGS INC	165,991	$14.4M	0.26%
97	—PROFICIENT ALPHA ACQUSTN COR	1,440,000	$14.3M	0.25%
98	VRRMVERRA MOBILITY CORP	982,582	$14.1M	0.25%
99	—VIAVI SOLUTIONS INC	11,230,000	$13.5M	0.24%
100	—HAYMAKER ACQUISITION CORP II	1,300,000	$13.4M	0.24%

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