Polar Asset Management Partners Inc. Q4 2019 Filing

Filed February 14, 2020

Portfolio Value

$5.2B

Holdings

390

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (390 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	IWMISHARES TR	2,900,000	$480.4M	9.32%	Put
2	SPYSPDR S&P 500 ETF TR	1,478,211	$475.8M	9.23%	Put
3	—MICRON TECHNOLOGY INC	40,835,000	$220.5M	4.28%
4	CMCDN IMPERIAL BK COMM TORONTO	1,100,000	$91.5M	1.78%	Put
5	METAFACEBOOK INC	444,700	$91.3M	1.77%	Put
6	BMOBANK MONTREAL QUE	1,057,600	$82.0M	1.59%	Put
7	MFCMANULIFE FINL CORP	3,615,000	$73.3M	1.42%	Put
8	—WRIGHT MED GROUP N V	50,000,000	$72.6M	1.41%
9	MELI 2 08/15/28MERCADOLIBRE INC	45,000,000	$67.3M	1.31%
10	MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC	30,000,000	$64.6M	1.25%
11	BNSBANK N S HALIFAX	1,110,000	$62.7M	1.22%	Call
12	RYROYAL BK CDA MONTREAL QUE	775,000	$61.4M	1.19%	Put
13	TDTORONTO DOMINION BK ONT	1,075,000	$60.3M	1.17%	Call
14	—TERADYNE INC	25,000,000	$54.9M	1.07%
15	—AEROJET ROCKETDYNE HLDGS INC	30,000,000	$54.4M	1.06%
16	PHYS/USPROTT PHYSICAL GOLD TRUST	4,252,789	$51.8M	1.01%
17	VIAV 1 03/01/24VIAVI SOLUTIONS INC	39,025,000	$50.4M	0.98%
18	MCHP 1.625 02/15/27MICROCHIP TECHNOLOGY INC	30,000,000	$42.8M	0.83%
19	ENBENBRIDGE INC	1,053,606	$41.9M	0.81%	Call
20	—PURE ACQUISITION CORP	3,577,550	$37.1M	0.72%
21	—ENVESTNET INC	30,000,000	$36.0M	0.70%
22	BUWABIO RAD LABS INC	95,665	$35.4M	0.69%
23	—CYPRESS SEMICONDUCTOR CORP	20,010,000	$34.8M	0.68%
24	—SPARTAN ENERGY ACQUISITON CO	3,243,166	$33.0M	0.64%
25	—OSI SYSTEMS INC	30,000,000	$32.9M	0.64%
26	IQVIQVIA HLDGS INC	203,800	$31.5M	0.61%
27	GOOGALPHABET INC	23,400	$31.3M	0.61%
28	PSLV/USPROTT PHYSICAL SILVER TR	4,633,295	$30.3M	0.59%
29	CRCCANADIAN NAT RES LTD	910,000	$29.4M	0.57%	Put
30	—MICROCHIP TECHNOLOGY INC	20,000,000	$29.0M	0.56%
31	UAUNDER ARMOUR INC	1,513,236	$29.0M	0.56%	Call
32	—J2 GLOBAL INC	20,000,000	$29.0M	0.56%
33	TRMBTRIMBLE INC	670,293	$27.9M	0.54%
34	WWEUSDWORLD WRESTLING ENTMT INC	423,127	$27.4M	0.53%	Put
35	MLAB 1.375 08/15/25MESA LABS INC	25,000,000	$27.3M	0.53%
36	BCEBCE INC	585,000	$27.1M	0.53%	Put
37	DALDELTA AIR LINES INC DEL	455,000	$26.6M	0.52%
38	HLITHARMONIC INC	3,378,091	$26.3M	0.51%
39	—IHS MARKIT LTD	326,839	$24.6M	0.48%
40	—TRINE ACQUISITION CORP	2,399,999	$24.0M	0.46%
41	LOWLOWES COS INC	197,500	$23.7M	0.46%
42	GWRE 1.25 03/15/25GUIDEWIRE SOFTWARE INC	20,000,000	$23.6M	0.46%
43	MGAMAGNA INTL INC	430,000	$23.6M	0.46%	Put
44	RPMRPM INTL INC	305,900	$23.5M	0.46%
45	—FAR PT ACQUISITION CORP	2,248,217	$23.2M	0.45%
46	NVSTENVISTA HLDGS CORP	782,595	$23.2M	0.45%
47	BKLNINVESCO EXCHNG TRADED FD TR	1,000,000	$22.8M	0.44%	Put
48	—ACT II GLOBAL ACQUISITION CO	2,250,000	$22.8M	0.44%
49	QTWO 0.75 02/15/23Q2 HLDGS INC	15,000,000	$22.7M	0.44%
50	BRK/BBERKSHIRE HATHAWAY INC DEL	100,000	$22.6M	0.44%
51	AMDADVANCED MICRO DEVICES INC	490,100	$22.5M	0.44%	Put
52	—GX ACQUISITION CORP	2,200,000	$21.9M	0.42%
53	—WAYFAIR INC	20,000,000	$21.8M	0.42%
54	—TECH DATA CORP	150,000	$21.5M	0.42%
55	—MUDRICK CAP ACQUISITION CORP	2,079,800	$21.5M	0.42%
56	—REALPAGE INC	15,000,000	$20.9M	0.41%
57	—APEX TECHNOLOGY ACQUISITN CO	1,973,660	$20.7M	0.40%
58	—MOSAIC ACQUISITION CORP	2,000,000	$20.6M	0.40%
59	—CHURCHILL CAP CORP II	1,900,000	$20.5M	0.40%
60	INFNEURINFINERA CORPORATION	2,542,820	$20.2M	0.39%
61	DGDOLLAR GEN CORP NEW	126,200	$19.7M	0.38%
62	NOANORTH AMERN CONSTR GROUP LTD	1,619,178	$19.6M	0.38%
63	—CHURCHILL CAP CORP II	1,900,000	$19.6M	0.38%
64	XLYSELECT SECTOR SPDR TR	156,362	$19.6M	0.38%	Call
65	—LEGACY ACQUISITION CORP	1,880,054	$19.3M	0.37%
66	BCBRUNSWICK CORP	320,670	$19.2M	0.37%
67	FIVEFIVE BELOW INC	150,300	$19.2M	0.37%
68	—NICE SYS INC	10,000,000	$19.1M	0.37%
69	—THUNDER BRDG ACQUISTION II L	1,800,000	$18.8M	0.37%
70	SUSUNCOR ENERGY INC NEW	572,500	$18.8M	0.36%	Call
71	—JERNIGAN CAP INC	971,849	$18.6M	0.36%
72	OFIXORTHOFIX MED INC	395,365	$18.3M	0.35%
73	—SILVER SPIKE ACQUISITION COR	1,782,000	$18.1M	0.35%
74	—REPLAY ACQUISITION CORP	1,800,000	$18.1M	0.35%
75	NBISYANDEX N V	405,000	$17.6M	0.34%
76	LKQ1LKQ CORP	476,400	$17.0M	0.33%
77	—PATTERN ENERGY GROUP INC	635,000	$17.0M	0.33%
78	LECOLINCOLN ELEC HLDGS INC	170,036	$16.4M	0.32%
79	KEYSKEYSIGHT TECHNOLOGIES INC	158,200	$16.2M	0.32%
80	—VECTOIQ ACQUISITION CORP	1,573,000	$16.2M	0.32%
81	VRRMVERRA MOBILITY CORP	1,143,582	$16.0M	0.31%
82	TRPTC ENERGY CORP	300,000	$16.0M	0.31%	Call
83	LIESUN LIFE FINL INC	350,000	$15.9M	0.31%	Call
84	—CF FIN ACQUISITION CORP	1,555,000	$15.9M	0.31%
85	—ALLEGHENY TECHNOLOGIES INC	10,000,000	$15.9M	0.31%
86	—TTM TECHNOLOGIES INC	10,000,000	$15.8M	0.31%
87	—COLFAX CORP	100,000	$15.7M	0.31%
88	MASMASCO CORP	326,600	$15.7M	0.30%
89	BKRBAKER HUGHES COMPANY	600,827	$15.4M	0.30%
90	AMEAMETEK INC NEW	153,959	$15.4M	0.30%
91	TTWOTAKE-TWO INTERACTIVE SOFTWAR	124,400	$15.2M	0.30%
92	CMCOCOLUMBUS MCKINNON CORP N Y	375,800	$15.0M	0.29%
93	BABAALIBABA GROUP HLDG LTD	70,000	$14.8M	0.29%
94	G2CEVERI HLDGS INC	1,104,587	$14.8M	0.29%
95	—OSPREY TECHNLGY AQUISTION CO	1,500,000	$14.6M	0.28%
96	—PROFICIENT ALPHA ACQUSTN COR	1,440,000	$14.5M	0.28%
97	—INSTRUCTURE INC	300,000	$14.5M	0.28%
98	—CHP MERGER CORP	1,400,000	$14.2M	0.28%
99	—VIAVI SOLUTIONS INC	11,230,000	$14.1M	0.27%
100	—HAYMAKER ACQUISITION CORP II	1,300,000	$13.7M	0.26%

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