K2 PRINCIPAL FUND, L.P. Q1 2020 Filing

Filed May 15, 2020

Portfolio Value

$527.6M

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

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