K2 PRINCIPAL FUND, L.P. Q2 2020 Filing

Filed August 13, 2020

Portfolio Value

$629.2M

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

Page 1 of 3Next