K2 PRINCIPAL FUND, L.P. Q1 2021 Filing

Filed May 14, 2021

Portfolio Value

$1.3T

Holdings

276

Report Date

Q1 2021

Filing Type

13F-HR

All Holdings (276 positions)

#StockSharesValue% PortfolioType
1
TLTISHARES TR
1,192,200$161.5B12.76%Put
2
SPYSPDR S&P 500 ETF TR
290,000$114.9B9.08%Put
3
TSLATESLA INC
55,000$36.7B2.90%Put
4
PFSIPENNYMAC FINL SVCS INC NEW
433,289$29.0B2.29%
5
GQ9SPDR GOLD TR
140,000$22.4B1.77%Put
6
IGVISHARES TR
60,000$20.5B1.62%Put
7
SMHVANECK VECTORS ETF TR
78,000$19.0B1.50%Put
8
RNGRINGCENTRAL INC
63,400$18.9B1.49%Put
9
VOOVANGUARD INDEX FDS
50,000$18.2B1.44%Call
10
PTONPELOTON INTERACTIVE INC
145,600$16.4B1.29%Put
11
ARKKARK ETF TR
120,000$14.4B1.14%Put
12
STXSEAGATE TECHNOLOGY PLC
182,500$14.0B1.11%Put
13
PANW 0.75 07/01/23PALO ALTO NETWORKS INC
10,437$13.8B1.09%
14
LUV 1.25 05/01/25SOUTHWEST AIRLS CO
7,838$13.5B1.07%
15
HHC*HOWARD HUGHES CORP
123,808$11.8B0.93%
16
AVYA 2.25 06/15/23AVAYA HLDGS CORP
9,450$11.7B0.93%
17
TSEMTOWER SEMICONDUCTOR LTD
409,200$11.5B0.91%Call
18
COLONY STARWOOD HOMES
7,500$10.6B0.84%
19
GOPRO INC
8,000$10.6B0.84%
20
PLNTPLANET FITNESS INC
132,600$10.3B0.81%Put
21
PSTG 0.125 04/15/23PURE STORAGE INC
8,917$9.8B0.78%
22
VAREURVARIAN MED SYS INC
53,907$9.5B0.75%
23
CREE INC
5,150$9.5B0.75%
24
VESPER HEALTHCARE ACQSTN COR
877,948$9.5B0.75%Call
25
MARRIOTT VACTINS WORLDWID CO
7,022$9.1B0.72%
26
CC NEUBERGER PRIN HLDGS II
909,258$9.0B0.71%
27
NWLNEWELL BRANDS INC
330,000$8.8B0.70%Call
28
MERCMERCER INTL INC
608,965$8.8B0.69%Call
29
SEVEN OAKS ACQUISITION CORP
888,206$8.7B0.68%
30
DYCOM INDS INC
7,655$8.3B0.66%
31
WGO 1.5 04/01/25WINNEBAGO INDS INC
6,000$8.3B0.66%
32
REALPAGE INC
6,500$8.3B0.66%
33
TWITTER INC
7,889$8.2B0.65%
34
EMBISHARES TR
75,000$8.2B0.65%Put
35
07WAMR COOPER GROUP INC
234,135$8.1B0.64%Call
366,822$7.9B0.63%
37
VERINT SYS INC
7,000$7.9B0.62%
38
SYNAPTICS INC
4,000$7.4B0.58%
39
NATURAL ORDER ACQUISITION CO
751,641$7.4B0.58%
40
WTWWILLIS TOWERS WATSON PLC LTD
32,000$7.3B0.58%
41
BESPOKE CAP ACQUISITION CORP
711,690$7.1B0.56%
42
PRICELINE GRP INC
6,000$7.1B0.56%
43
XLISELECT SECTOR SPDR TR
70,000$6.9B0.54%Call
44
AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN
5,575$6.7B0.53%
45
XRTSPDR SER TR
75,000$6.7B0.53%Call
46
TWITTER INC
4,800$6.4B0.51%
47
FROGJFROG LTD
141,500$6.3B0.50%Call
48
ALXNALEXION PHARMACEUTICALS INC
40,000$6.1B0.48%Call
49
ZILLOW GROUP INC
3,640$6.1B0.48%
50
HYGISHARES TR
70,000$6.1B0.48%Put
51
MSFTMICROSOFT CORP
25,000$5.9B0.47%Call
52
MTSIMACOM TECH SOLUTIONS HLDGS I
100,000$5.8B0.46%Call
53
DDDUPONT DE NEMOURS INC
75,000$5.8B0.46%Call
54
MAGELLAN HEALTH INC
60,744$5.7B0.45%
55
GLOBIS ACQUISITION CORP
563,730$5.6B0.44%
56
AEROJET ROCKETDYNE HLDGS INC
3,062$5.5B0.44%
57
ATLAS AIR WORLDWIDE HLDGS IN
5,151$5.5B0.43%
58
FISVFISERV INC
45,000$5.4B0.42%Call
59
HEALTHCARE SERVICES ACQU COR
544,777$5.3B0.42%
60
PFPTPROOFPOINT INC
40,000$5.0B0.40%Put
61
AYXEURALTERYX INC
60,600$5.0B0.40%Call
62
NOCTURNE ACQUISITION CORP
500,000$5.0B0.40%
63
AMERICAN ACQUISITION OPPT IN
500,000$5.0B0.39%
64
AFRICAN GOLD ACQUISITION COR
500,000$4.9B0.39%
65
WORKSLACK TECHNOLOGIES INC
118,687$4.8B0.38%
66
REDBALL ACQUISITION CORP
481,213$4.8B0.38%
67
PTK ACQUISITION CORP
483,563$4.8B0.38%
68
MALLARD ACQUISITION CORP
481,820$4.8B0.38%
69
TLRYEURTILRAY INC
202,224$4.6B0.36%
70
VIVEON HEALTH ACQUISITION CO
462,486$4.5B0.36%
71
HORIZON ACQUISITION CORP
457,849$4.5B0.36%
72
IHS MARKIT LTD
46,068$4.5B0.35%
73
BLUESCAPE OPPORTUNITIES ACQU
445,019$4.4B0.35%
74
GW PHARMACEUTICALS PLC
20,000$4.3B0.34%
75
CANTEL MED CORP
53,714$4.3B0.34%
76
NMRKNEWMARK GROUP INC
416,699$4.2B0.33%Call
77
CWBSPDR SER TR
50,000$4.2B0.33%Put
78
BPYPNBROOKFIELD PPTY REIT INC
229,412$4.1B0.33%
79
BBYBEST BUY INC
35,000$4.0B0.32%Call
80
HIGHARTFORD FINL SVCS GROUP INC
60,000$4.0B0.32%Put
81
FLIRFLIR SYS INC
70,000$4.0B0.31%
82
CRESCENT ACQUISITION CORP
387,821$3.9B0.31%
83
CHP MERGER CORP
387,766$3.8B0.30%
84
SEACOR HOLDINGS INC
3,875$3.8B0.30%
85
EFAISHARES TR
50,000$3.8B0.30%Call
86
DPCM CAP INC
382,942$3.8B0.30%
87
LLYLILLY ELI & CO
20,000$3.7B0.30%Call
88
HEROGLOBAL X FDS
117,800$3.7B0.29%Put
89
UAUNDER ARMOUR INC
198,251$3.7B0.29%
90
MXIMMAXIM INTEGRATED PRODS INC
40,000$3.7B0.29%
91
MNRUSDMONMOUTH REAL ESTATE INVT CO
205,746$3.6B0.29%
92
CHURCHILL CAP CORP II
363,893$3.6B0.29%
93
EPIPHANY TECHNOLOGY ACQUISIT
370,616$3.6B0.29%
94
RMBS 1.375 02/01/23RAMBUS INC DEL
3,000$3.6B0.28%
95
TXNMPNM RES INC
72,690$3.6B0.28%
96
PLURALSIGHT INC
3,583$3.5B0.28%
97
SEACOR HOLDINGS INC
85,000$3.5B0.27%
98
EWJISHARES INC
50,000$3.4B0.27%Call
99
SPBSPECTRUM BRANDS HLDGS INC NE
40,000$3.4B0.27%Call
100
A4SAMERIPRISE FINL INC
14,600$3.4B0.27%Call
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