K2 PRINCIPAL FUND, L.P. Q3 2020 Filing

Filed November 13, 2020

Portfolio Value

$668.9B

Holdings

227

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (227 positions)

#StockSharesValue% PortfolioType
1
PFSIPENNYMAC FINL SVCS INC NEW
570,844$33.2B4.96%Put
2
BUNGE LIMITED
360,000$16.5B2.46%Call
3
IGVISHARES TR
52,000$16.2B2.42%Put
4
PFPTPROOFPOINT INC
136,500$14.4B2.15%Put
5
SMHVANECK VECTORS ETF TR
70,000$12.2B1.82%Put
6
ZILLOW GROUP INC
6,234$12.1B1.80%
7
ITBISHARES TR
210,000$11.9B1.78%Put
8
QCOMQUALCOMM INC
100,000$11.8B1.76%Call
9
WYWEYERHAEUSER CO MTN BE
400,100$11.4B1.71%Call
10
INTCINTEL CORP
200,000$10.4B1.55%Call
11
CHURCHILL CAP CORP II
968,896$10.2B1.53%
12
TUSCAN HLDGS CORP
998,608$10.2B1.52%
13
CC NEUBERGER PRIN HLDGS II
976,880$10.1B1.51%
14
COLONY STARWOOD HOMES
7,500$9.7B1.45%
15
APEX TECHNOLOGY ACQUISITION
777,410$9.0B1.35%
16
BKIEURBLACK KNIGHT INC
103,000$9.0B1.34%Put
17
OSBCADNORBORD INC
222,800$8.8B1.31%
18
FG NEW AMER ACQUISITION CORP
832,770$8.3B1.25%
19
B RILEY PRIN MERGER CORP II
778,600$7.8B1.17%
20
TUSCAN HLDGS CORP II
774,411$7.7B1.16%
21
NUVASIVE INC
7,164$7.4B1.10%
22
FOLEY TRASIMENE ACQUISTN COR
700,616$7.3B1.09%
23
WRIGHT MED GROUP N V
5,000$7.2B1.08%
24
MXMAGNACHIP SEMICONDUCTOR CORP
524,753$7.2B1.07%
25
CHURCHILL CAPITAL CORP IV
705,708$7.1B1.06%
26
SILICON LABORATORIES INC
5,651$6.8B1.01%
27
AYXEURALTERYX INC
58,500$6.6B0.99%Call
28
AVYA 2.25 06/15/23AVAYA HLDGS CORP
6,950$6.6B0.98%
29
GOOSCANADA GOOSE HLDGS INC
202,900$6.5B0.98%Put
30
CF FIN ACQUISITION CORP
625,864$6.5B0.97%
31
PRICELINE GRP INC
6,000$6.4B0.96%
32
CREE INC
5,150$6.4B0.96%
33
MTSIMACOM TECH SOLUTIONS HLDGS I
185,000$6.3B0.94%Call
34
CONYERS PK II ACQUISITION CO
600,000$6.1B0.91%
35
ACAMAR PARTNERS ACQSITION CO
586,379$6.0B0.90%
36
STABLE RD ACQUISITION CORP
561,120$5.9B0.88%
37
ETRAE TRADE FINANCIAL CORP
111,645$5.6B0.84%
38
RMG ACQUISITION CORP
502,340$5.4B0.80%
39
QELL ACQUISITION CORP
500,000$5.1B0.76%
40
VECTOR ACQUISITION CORP
500,000$5.1B0.76%
41
EQUITY DISTR ACQUISITION COR
489,354$5.0B0.75%
42
AEROJET ROCKETDYNE HLDGS INC
3,062$4.9B0.73%
43
CC NEUBERGER PRINCIPAL HLDNG
443,349$4.8B0.72%
44
GS ACQUISITION HLDGS CORP II
423,144$4.8B0.71%
45
CF FINANCE ACQUISITION CORP
468,745$4.7B0.70%
46
PANW 0.75 07/01/23PALO ALTO NETWORKS INC
4,041$4.6B0.68%
47
MARRIOTT VACTINS WORLDWID CO
4,522$4.5B0.67%
48
OAKTREE ACQUISITION CORP
378,503$4.4B0.66%
49
IIPRINNOVATIVE INDL PPTYS INC
35,000$4.3B0.65%Put
50
SOUTH MTN MERGER CORP
414,310$4.3B0.65%
51
AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN
3,500$4.2B0.63%
52
SOCIAL CAP HEDSPIA HLDG CO I
336,850$4.2B0.63%
53
GORES METROPOULOS INC
365,749$4.2B0.62%
54
ETF MANAGERS TR
400,000$4.2B0.62%Put
55
CHP MERGER CORP
400,000$4.1B0.61%
56
STARBOARD VALUE ACQUISITN CO
400,000$4.0B0.60%
57
COHN ROBBINS HOLDINGS CORP
400,000$4.0B0.60%
58
ASPIRATIONAL CONSUMER LIFEST
400,000$4.0B0.60%
59
LUV 1.25 05/01/25SOUTHWEST AIRLS CO
3,000$3.9B0.59%
60
MGMMGM RESORTS INTERNATIONAL
175,000$3.8B0.57%Call
61
FRONT YD RESIDENTIAL CORP
432,488$3.8B0.57%
62
FOLEY TRASIMENE ACQUISITION
368,019$3.8B0.56%
63
COLLECTIVE GROWTH CORP
373,830$3.7B0.55%
64
JUNIPER INDL HLDGS INC
331,236$3.5B0.52%
65
ATLAS AIR WORLDWIDE HLDGS IN
3,151$3.4B0.51%
66
LONGVIEW ACQUISITION CORP
338,100$3.4B0.51%
67
MTNVAIL RESORTS INC
16,000$3.4B0.51%Call
68
SCORPIO TANKERS INC
3,650$3.3B0.50%
69
SPLKCHFSPLUNK INC
17,500$3.3B0.49%Call
70
TDWDTAILWIND ACQUISITION CORP
315,861$3.2B0.47%
71
GO ACQUISITION CORP
307,100$3.1B0.46%
72
BHCBAUSCH HEALTH COS INC
193,271$3.0B0.45%Call
73
FTAC OLYMPUS ACQUISITION COR
300,000$3.0B0.45%
74
AEMAGNICO EAGLE MINES LTD
37,500$3.0B0.45%Call
75
SOFTWARE ACQUISITN GRUP INC
300,000$3.0B0.45%
76
CHARDAN HEALTHCR ACQSTN 2 CO
285,599$2.9B0.44%
77
EAGLE BULK SHIPPING INC
4,000$2.9B0.43%
78
APH1EURAPHRIA INC
640,900$2.8B0.42%Call
79
TACTRANSALTA CORP
336,600$2.8B0.41%
80
LVGOLIVONGO HEALTH INC
19,618$2.7B0.41%
81
SOFTWARE ACQUISITION GROUP I
263,962$2.6B0.39%
82
NORTH MOUNTAIN MERGER CORP
250,969$2.6B0.38%
83
TWC TECH HLDGS II CORP
248,399$2.5B0.38%
84
LPXLOUISIANA PAC CORP
85,000$2.5B0.37%Call
85
AYX 0.5 08/01/24ALTERYX INC
2,500$2.5B0.37%
86
HHC*HOWARD HUGHES CORP
43,507$2.5B0.37%
87
CNPCENTERPOINT ENERGY INC
128,901$2.5B0.37%Call
88
SMTCSEMTECH CORP
46,000$2.4B0.36%Call
89
AMCI ACQUISITION CORP
234,416$2.4B0.36%
90
OSPREY TECHNLGY AQUISTION CO
220,360$2.4B0.36%
91
GCI LIBERTY INC
29,290$2.4B0.36%
92
ACACIA COMMUNICATIONS INC
35,000$2.4B0.35%
93
PIVOTAL INVT CORP II
201,730$2.3B0.35%
94
ADMARCHER DANIELS MIDLAND CO
50,000$2.3B0.35%Put
95
CLDRCLOUDERA INC
209,892$2.3B0.34%
96
PIVOTAL INVT CORP II
601,961$2.2B0.33%Call
97
NAVSIGHT HLDGS INC
220,600$2.2B0.33%
98
GDXJVANECK VECTORS ETF TR
40,000$2.2B0.33%Put
99
MXIMMAXIM INTEGRATED PRODS INC
32,431$2.2B0.33%
100
ABBVABBVIE INC
25,000$2.2B0.33%Call
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