Polar Asset Management Partners Inc.

Q2 2022 13F-HR Holdings

Location
Toronto, A6
Holdings as of
6/30/2022
Date filed
8/15/2022
Form type
13F-HR
Num holdings
1,360
Total value ($000)
$8,591,273
Net value change ($000)
-739,143 (-7.9%)
New positions
175
Sold out positions
87
Turnover %
26.8%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q1 2022
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
IWP 31,846 NEW
Austerlitz Acquisition Corp I 30,891 NEW
Austerlitz Acquisition Corp II 30,653 168.1%
ABIOMED INC 29,280 NEW
IHI 26,890 NEW
BAH 25,843 NEW
CDKGBX 23,641 NEW
PEN 23,415 NEW
FTAC Hera Acquisition Corp. 19,887 290.2%
SPY 19,882 85.0%
Top Reduces (Value $000, Stocks/ETFs)
GOOGL -32,678 -100.0%
COLM -26,104 -81.4%
PDS -25,923 -80.7%
Six Flags Entertainment Corp/OLD -22,059 -100.0%
GKOS -21,064 -63.4%
SNAP -18,819 -100.0%
Mimecast Ltd -18,729 -100.0%
DATTO HOLDING CORP. -16,711 -100.0%
Houghton Mifflin Harcourt Co -15,517 -100.0%
TRIP -15,278 -75.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 896,135 (10.4% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type