K2 PRINCIPAL FUND, L.P. Q2 2020 Filing
Filed August 13, 2020
Portfolio Value
$629.2B
Holdings
226
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (226 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SMHVANECK VECTORS ETF TR | 340,000 | $52.0B | 8.26% | Put |
| 2 | SPYSPDR S&P 500 ETF TR | 130,000 | $40.1B | 6.37% | Put |
| 3 | —BUNGE LIMITED | 331,300 | $13.6B | 2.17% | Call |
| 4 | —FAR PT ACQUISITION CORP | 1,322,391 | $13.5B | 2.15% | |
| 5 | PFPTPROOFPOINT INC | 195,000 | $13.5B | 2.14% | Put |
| 6 | —TUSCAN HLDGS CORP II | 1,124,411 | $11.3B | 1.80% | |
| 7 | —TUSCAN HOLDINGS CORP | 1,048,608 | $10.7B | 1.70% | |
| 8 | —CF FIN ACQUISITION CORP | 895,033 | $10.5B | 1.66% | |
| 9 | PFSIPENNYMAC FINL SVCS INC NEW | 246,609 | $10.3B | 1.64% | Call |
| 10 | —FINTECH ACQUISITION CORP III | 869,761 | $9.7B | 1.54% | |
| 11 | —COLONY STARWOOD HOMES | 7,500 | $9.5B | 1.51% | |
| 12 | —CHURCHILL CAP CORP II | 841,976 | $9.5B | 1.51% | |
| 13 | —APEX TECHNOLOGY ACQUISITION | 777,410 | $8.9B | 1.42% | |
| 14 | ITBISHARES TR | 215,000 | $8.9B | 1.41% | Put |
| 15 | SSRMCN 2.5 04/01/39SSR MNG INC | 5,922 | $8.1B | 1.29% | |
| 16 | —SPARTAN ENERGY ACQUISITION C | 726,286 | $7.8B | 1.24% | |
| 17 | FLIRFLIR SYS INC | 220,831 | $7.6B | 1.21% | Call |
| 18 | —CF FIN ACQUISITION CORP | 667,560 | $7.2B | 1.15% | |
| 19 | —WRIGHT MED GROUP N V | 5,000 | $7.1B | 1.13% | |
| 20 | —ZILLOW GROUP INC | 5,734 | $7.1B | 1.12% | |
| 21 | RGLDROYAL GOLD INC | 50,000 | $6.2B | 0.99% | Call |
| 22 | —SOCIAL CAP HEDSPIA HLDG CO I | 552,984 | $6.2B | 0.98% | |
| 23 | —SOCIAL CAP HDOSPHIA HLDG CO | 524,427 | $6.2B | 0.98% | |
| 24 | —LONGVIEW ACQUISITION CORP | 600,000 | $6.1B | 0.96% | |
| 25 | —NUVASIVE INC | 5,464 | $5.9B | 0.94% | |
| 26 | —STABLE RD ACQUISITION CORP | 561,120 | $5.8B | 0.91% | |
| 27 | AVYA 2.25 06/15/23AVAYA HLDGS CORP | 6,950 | $5.7B | 0.91% | |
| 28 | —TREBIA ACQUISITION CORP | 544,264 | $5.7B | 0.90% | |
| 29 | —CHURCHILL CAP CORP III | 508,574 | $5.5B | 0.87% | |
| 30 | —LF CAP ACQUISITION CORP | 501,699 | $5.4B | 0.85% | |
| 31 | —B RILEY PRIN MERGER CORP II | 500,000 | $5.4B | 0.85% | |
| 32 | —MARRIOTT VACTINS WORLDWID CO | 5,522 | $5.1B | 0.81% | |
| 33 | JNKSPDR SER TR | 50,000 | $5.1B | 0.80% | Put |
| 34 | GDXVANECK VECTORS ETF TR | 137,500 | $5.0B | 0.80% | Put |
| 35 | —GAIN CAP HLDGS INC | 5,000 | $5.0B | 0.79% | |
| 36 | BHCBAUSCH HEALTH COS INC | 267,700 | $4.9B | 0.78% | Call |
| 37 | —CC NEUBERGER PRINCIPAL HLDNG | 447,598 | $4.7B | 0.75% | |
| 38 | OSBCADNORBORD INC | 151,076 | $4.7B | 0.74% | |
| 39 | —SCORPIO TANKERS INC | 5,150 | $4.5B | 0.71% | |
| 40 | MTSIMACOM TECH SOLUTIONS HLDGS I | 125,000 | $4.3B | 0.68% | Call |
| 41 | SLVISHARES SILVER TR | 249,900 | $4.3B | 0.68% | Call |
| 42 | —PRICELINE GRP INC | 4,000 | $4.2B | 0.67% | |
| 43 | —INSURANCE ACQUISITION CORP | 323,291 | $4.2B | 0.67% | |
| 44 | —GOGO INC | 5,900 | $4.2B | 0.66% | |
| 45 | —SILICON LABORATORIES INC | 3,391 | $4.1B | 0.65% | |
| 46 | CLDRCLOUDERA INC | 322,700 | $4.1B | 0.65% | Put |
| 47 | HYGISHARES TR | 50,000 | $4.1B | 0.65% | Put |
| 48 | —OAKTREE ACQUISITION CORP | 400,104 | $4.1B | 0.65% | |
| 49 | —JAWS ACQUISITION CORP | 384,330 | $4.0B | 0.64% | |
| 50 | —CHP MERGER CORP | 400,000 | $4.0B | 0.63% | |
| 51 | —PIVOTAL INVT CORP II | 371,512 | $3.8B | 0.61% | |
| 52 | XLFSELECT SECTOR SPDR TR | 165,000 | $3.8B | 0.61% | Call |
| 53 | TWLOTWILIO INC | 17,400 | $3.8B | 0.61% | Put |
| 54 | LPXLOUISIANA PAC CORP | 147,500 | $3.8B | 0.60% | Call |
| 55 | WYWEYERHAEUSER CO MTN BE | 255,000 | $3.8B | 0.60% | Put |
| 56 | —8I ENTERPRISES ACQUISITION C | 365,569 | $3.7B | 0.59% | |
| 57 | LUV 1.25 05/01/25SOUTHWEST AIRLS CO | 3,000 | $3.6B | 0.57% | |
| 58 | ALLYALLY FINL INC | 180,000 | $3.6B | 0.57% | Call |
| 59 | —PLURALSIGHT INC | 4,000 | $3.5B | 0.55% | |
| 60 | —CHURCHILL CAP CORP II | 276,280 | $3.4B | 0.53% | |
| 61 | —LANDCADIA HLDGS II INC | 204,844 | $3.3B | 0.53% | |
| 62 | —ATLAS AIR WORLDWIDE HLDGS IN | 3,651 | $3.3B | 0.53% | |
| 63 | MCDMCDONALDS CORP | 18,000 | $3.3B | 0.53% | Call |
| 64 | —PROPTECH ACQUISITION CORP | 311,101 | $3.3B | 0.52% | |
| 65 | QCOMQUALCOMM INC | 80,000 | $3.2B | 0.52% | Put |
| 66 | MXMAGNACHIP SEMICONDUCTOR CORP | 313,333 | $3.2B | 0.51% | |
| 67 | ACMAECOM | 85,000 | $3.2B | 0.51% | Call |
| 68 | —CHARDAN HEALTHCR ACQSTN 2 CO | 300,000 | $3.1B | 0.50% | |
| 69 | DWDMORGAN STANLEY | 60,876 | $2.9B | 0.47% | |
| 70 | —CREE INC | 2,500 | $2.9B | 0.46% | |
| 71 | SCHWSCHWAB CHARLES CORP | 86,396 | $2.9B | 0.46% | |
| 72 | MTNVAIL RESORTS INC | 16,000 | $2.9B | 0.46% | Call |
| 73 | —NETFIN ACQUISITION CORP | 267,924 | $2.9B | 0.46% | |
| 74 | —TWITTER INC | 3,000 | $2.8B | 0.45% | |
| 75 | TRVTRAVELERS COMPANIES INC | 24,600 | $2.8B | 0.45% | Call |
| 76 | —LANDCADIA HLDGS II INC | 518,383 | $2.8B | 0.44% | Call |
| 77 | —FOLEY TRASIMENE ACQUISTN COR | 251,823 | $2.7B | 0.43% | |
| 78 | DOOBRP INC | 45,000 | $2.6B | 0.41% | |
| 79 | WCNWASTE CONNECTIONS INC | 20,354 | $2.6B | 0.41% | Put |
| 80 | —ETF MANAGERS TR | 200,000 | $2.6B | 0.41% | Put |
| 81 | —FUSION ACQUISITION CORP | 250,000 | $2.5B | 0.40% | |
| 82 | TACTRANSALTA CORP | 303,000 | $2.4B | 0.39% | |
| 83 | LUVSOUTHWEST AIRLS CO | 70,000 | $2.4B | 0.38% | Put |
| 84 | CNPCENTERPOINT ENERGY INC | 124,129 | $2.3B | 0.37% | Call |
| 85 | —OSPREY TECHNLGY AQUISTION CO | 220,360 | $2.3B | 0.37% | |
| 86 | APH1EURAPHRIA INC | 531,600 | $2.3B | 0.36% | Call |
| 87 | —EL PASO ELEC CO | 33,613 | $2.3B | 0.36% | |
| 88 | BIPBROOKFIELD INFRAST PARTNERS | 40,000 | $2.2B | 0.36% | |
| 89 | —CF FIN ACQUISITION CORP | 1,595,521 | $2.2B | 0.34% | Call |
| 90 | IWMISHARES TR | 15,000 | $2.1B | 0.34% | Put |
| 91 | VVISA INC | 11,000 | $2.1B | 0.34% | Call |
| 92 | —GS ACQUISITION HLDGS CORP II | 200,000 | $2.1B | 0.33% | |
| 93 | VLOVALERO ENERGY CORP | 35,000 | $2.1B | 0.33% | Call |
| 94 | —AMCI ACQUISITION CORP | 200,357 | $2.0B | 0.33% | |
| 95 | —GX ACQUISITION CORP | 200,000 | $2.0B | 0.32% | |
| 96 | —MOUNTAIN CREST ACQUISITION C | 200,000 | $2.0B | 0.32% | |
| 97 | ENPHENPHASE ENERGY INC | 40,000 | $1.9B | 0.30% | Call |
| 98 | —ALBERTON ACQUISITION CORP | 176,736 | $1.9B | 0.30% | |
| 99 | TIFEURTIFFANY & CO NEW | 15,000 | $1.8B | 0.29% | Put |
| 100 | —COLLIER CREEK HOLDINGS | 514,990 | $1.7B | 0.27% | Call |
Page 1 of 3Next