K2 PRINCIPAL FUND, L.P. Q1 2020 Filing
Filed May 15, 2020
Portfolio Value
$527.6B
Holdings
211
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (211 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | DONSPDR DOW JONES INDL AVRG ETF | 150,000 | $32.9B | 6.23% | Put |
| 2 | GQ9SPDR GOLD TRUST | 125,000 | $18.5B | 3.51% | Put |
| 3 | QCOMQUALCOMM INC | 268,000 | $18.1B | 3.44% | Put |
| 4 | LQDISHARES TR | 122,100 | $15.1B | 2.86% | Put |
| 5 | JNKSPDR SER TR | 149,500 | $14.2B | 2.68% | Put |
| 6 | WYWEYERHAEUSER CO | 835,000 | $14.2B | 2.68% | Put |
| 7 | HYGISHARES TR | 150,000 | $11.6B | 2.19% | Put |
| 8 | —TUSCAN HOLDINGS CORP | 1,149,608 | $11.5B | 2.17% | |
| 9 | —TUSCAN HLDGS CORP II | 1,124,411 | $11.0B | 2.08% | |
| 10 | TJXTJX COS INC NEW | 221,500 | $10.6B | 2.01% | Call |
| 11 | —FINTECH ACQUISITION CORP III | 999,209 | $10.0B | 1.90% | |
| 12 | —BUNGE LIMITED | 239,000 | $9.8B | 1.86% | Call |
| 13 | —CF FIN ACQUISITION CORP | 895,233 | $9.5B | 1.81% | |
| 14 | SMHVANECK VECTORS ETF TR | 80,000 | $9.4B | 1.78% | Put |
| 15 | —DOCUSIGN INC | 6,000 | $8.5B | 1.60% | |
| 16 | —CHURCHILL CAP CORP II | 842,776 | $8.4B | 1.59% | |
| 17 | —COLLIER CREEK HOLDINGS | 809,783 | $8.3B | 1.57% | |
| 18 | —ALLERGAN PLC | 46,377 | $8.2B | 1.56% | |
| 19 | —COLLIER CREEK HOLDINGS | 770,429 | $8.2B | 1.55% | |
| 20 | —COLONY STARWOOD HOMES | 7,500 | $7.9B | 1.50% | |
| 21 | —APEX TECHNOLOGY ACQUISITION | 777,410 | $7.8B | 1.47% | |
| 22 | CRMSALESFORCE COM INC | 50,000 | $7.2B | 1.36% | Put |
| 23 | —WRIGHT MED GROUP N V | 5,000 | $6.9B | 1.31% | |
| 24 | PFPTPROOFPOINT INC | 64,100 | $6.6B | 1.25% | Put |
| 25 | —SPARTAN ENERGY ACQUISITION C | 587,611 | $5.9B | 1.13% | |
| 26 | AGGISHARES TR | 50,000 | $5.8B | 1.09% | Call |
| 27 | —STABLE RD ACQUISITION CORP | 561,120 | $5.6B | 1.07% | |
| 28 | —CHURCHILL CAP CORP III | 556,412 | $5.6B | 1.05% | |
| 29 | AVYA 2.25 06/15/23AVAYA HLDGS CORP | 6,950 | $5.2B | 0.99% | |
| 30 | —INSURANCE ACQUISITION CORP | 501,900 | $5.2B | 0.99% | |
| 31 | —AMCI ACQUISITION CORP | 500,000 | $5.2B | 0.98% | |
| 32 | —LF CAP ACQUISITION CORP | 501,699 | $5.1B | 0.97% | |
| 33 | —AEROJET ROCKETDYNE HLDGS INC | 3,000 | $5.0B | 0.94% | |
| 34 | —GAIN CAP HLDGS INC | 5,000 | $4.9B | 0.93% | |
| 35 | —ETF MANAGERS TR | 400,000 | $4.6B | 0.86% | Put |
| 36 | EBAEBAY INC | 150,100 | $4.5B | 0.86% | Call |
| 37 | OSBCADNORBORD INC | 265,500 | $4.4B | 0.84% | |
| 38 | LPXLOUISIANA PAC CORP | 251,740 | $4.3B | 0.82% | Put |
| 39 | —LEISURE ACQUISITION CORP | 409,906 | $4.2B | 0.80% | |
| 40 | —ZILLOW GROUP INC | 4,000 | $4.0B | 0.76% | |
| 41 | —OAKTREE ACQUISITION CORP | 400,104 | $4.0B | 0.76% | |
| 42 | —LANDCADIA HLDGS II INC | 405,046 | $4.0B | 0.75% | |
| 43 | —SCORPIO TANKERS INC | 4,800 | $3.9B | 0.74% | |
| 44 | MXMAGNACHIP SEMICONDUCTOR CORP | 350,000 | $3.9B | 0.73% | |
| 45 | IPINTL PAPER CO | 123,100 | $3.8B | 0.73% | Put |
| 46 | —HUBSPOT INC | 2,500 | $3.7B | 0.71% | |
| 47 | —NETFIN ACQUISITION CORP | 367,924 | $3.7B | 0.70% | |
| 48 | —GOGO INC | 5,900 | $3.7B | 0.69% | |
| 49 | SLVISHARES SILVER TRUST | 275,000 | $3.6B | 0.68% | Call |
| 50 | —FORUM MERGER II CORP | 347,300 | $3.6B | 0.68% | |
| 51 | DXCM 0.75 12/01/23DEXCOM INC | 1,900 | $3.3B | 0.62% | |
| 52 | —ARYA SCIENCES ACQUISITION CO | 309,694 | $3.2B | 0.60% | |
| 53 | —PROPTECH ACQUISITION CORP | 311,101 | $3.1B | 0.59% | |
| 54 | —ATLAS AIR WORLDWIDE HLDGS IN | 3,651 | $3.1B | 0.58% | |
| 55 | WCNWASTE CONNECTIONS INC | 27,999 | $3.1B | 0.58% | |
| 56 | —PIVOTAL INVT CORP II | 299,012 | $3.0B | 0.56% | |
| 57 | —CHURCHILL CAP CORP II | 276,280 | $2.9B | 0.54% | |
| 58 | —TWITTER INC | 3,000 | $2.7B | 0.51% | |
| 59 | TRVTRAVELERS COMPANIES INC | 26,600 | $2.6B | 0.50% | Call |
| 60 | —DYCOM INDS INC | 3,000 | $2.6B | 0.49% | |
| 61 | —ASSERTIO THERAPEUTICS INC | 2,500 | $2.5B | 0.47% | |
| 62 | MCDMCDONALDS CORP | 14,000 | $2.3B | 0.44% | Call |
| 63 | —8I ENTERPRISES ACQUISITION C | 227,497 | $2.3B | 0.44% | |
| 64 | AYAEURSTARS GROUP INC | 109,645 | $2.2B | 0.42% | |
| 65 | —CF FIN ACQUISITION CORP | 211,894 | $2.2B | 0.41% | |
| 66 | —OSPREY TECHNLGY AQUISTION CO | 220,360 | $2.2B | 0.41% | |
| 67 | KNXKNIGHT SWIFT TRANSN HLDGS IN | 65,000 | $2.1B | 0.40% | Call |
| 68 | CLDRCLOUDERA INC | 270,000 | $2.1B | 0.40% | |
| 69 | IGVISHARES TR | 10,000 | $2.1B | 0.40% | Put |
| 70 | —PURE ACQUISITION CORP | 200,300 | $2.1B | 0.39% | |
| 71 | MSFTMICROSOFT CORP | 13,000 | $2.0B | 0.39% | Call |
| 72 | WMWASTE MGMT INC DEL | 21,915 | $2.0B | 0.38% | Put |
| 73 | —INSURANCE ACQUISITION CORP | 200,990 | $2.0B | 0.38% | |
| 74 | —NUVASIVE INC | 1,939 | $2.0B | 0.38% | |
| 75 | SCHWSCHWAB CHARLES CORP | 59,517 | $2.0B | 0.38% | |
| 76 | AAWWUSDATLAS AIR WORLDWIDE HLDGS IN | 75,000 | $1.9B | 0.36% | Put |
| 77 | IIPRINNOVATIVE INDL PPTYS INC | 25,200 | $1.9B | 0.36% | Call |
| 78 | —ALBERTON ACQUISITION CORP | 176,736 | $1.9B | 0.35% | |
| 79 | CLWCLEARWATER PAPER CORP | 80,000 | $1.7B | 0.33% | Put |
| 80 | RIORIO TINTO PLC | 37,000 | $1.7B | 0.32% | Put |
| 81 | MMM3M CO | 11,955 | $1.6B | 0.31% | Call |
| 82 | GDXVANECK VECTORS ETF TR | 70,000 | $1.6B | 0.31% | Put |
| 83 | AUPHAURINIA PHARMACEUTICALS INC | 111,000 | $1.6B | 0.31% | Put |
| 84 | AEMAGNICO EAGLE MINES LTD | 40,000 | $1.6B | 0.30% | Call |
| 85 | —MARRIOTT VACTINS WORLDWID CO | 2,000 | $1.6B | 0.30% | |
| 86 | —FAR PT ACQUISITION CORP | 150,600 | $1.5B | 0.29% | |
| 87 | —AMCI ACQUISITION CORP | 146,103 | $1.5B | 0.28% | |
| 88 | DWDMORGAN STANLEY | 42,918 | $1.5B | 0.28% | |
| 89 | —SPRINT CORPORATION | 168,332 | $1.5B | 0.28% | |
| 90 | VVISA INC | 8,626 | $1.4B | 0.26% | Call |
| 91 | XLUSELECT SECTOR SPDR TR | 25,000 | $1.4B | 0.26% | Call |
| 92 | MCHPMICROCHIP TECHNOLOGY INC | 20,000 | $1.4B | 0.26% | Put |
| 93 | TCBITEXAS CAPITAL BANCSHARES INC | 57,743 | $1.3B | 0.24% | |
| 94 | —GORDON POINTE ACQUISITION CO | 116,300 | $1.2B | 0.23% | |
| 95 | NOCNORTHROP GRUMMAN CORP | 4,000 | $1.2B | 0.23% | Call |
| 96 | —SEACOR HOLDINGS INC | 1,425 | $1.2B | 0.22% | |
| 97 | S9QSPIRIT AEROSYSTEMS HLDGS INC | 48,537 | $1.2B | 0.22% | Put |
| 98 | —CAROLINA FINL CORP NEW | 43,001 | $1.1B | 0.21% | |
| 99 | TIFEURTIFFANY & CO NEW | 8,400 | $1.1B | 0.21% | |
| 100 | SHAKSHAKE SHACK INC | 28,131 | $1.1B | 0.20% | Put |
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