K2 PRINCIPAL FUND, L.P. Q3 2021 Filing

Filed November 12, 2021

Portfolio Value

$1.2T

Holdings

297

Report Date

Q3 2021

Filing Type

13F-HR

All Holdings (297 positions)

#StockSharesValue% PortfolioType
1
CI FINL CORP
5,170,134$108.3B8.79%Call
2
PFSIPENNYMAC FINL SVCS INC NEW
1,113,397$68.1B5.53%Call
3
BUNGE LIMITED
741,673$60.3B4.90%Put
4
PTONPELOTON INTERACTIVE INC
534,000$46.5B3.78%Put
5
EDVVANGUARD WORLD FD
200,000$27.1B2.20%Put
6
GQ9SPDR GOLD TR
155,000$25.5B2.07%Put
7
PMTPENNYMAC MTG INVT TR
1,200,315$23.6B1.92%
8
SKINTHE BEAUTY HEALTH COMPANY
903,433$23.5B1.91%Call
9
PANW 0.75 07/01/23PALO ALTO NETWORKS INC
10,437$18.9B1.54%
10
HHC*HOWARD HUGHES CORP
208,813$18.3B1.49%
11
VOOVANGUARD INDEX FDS
45,000$17.7B1.44%Put
12
INMDINMODE LTD
106,908$17.0B1.38%Call
13
SNAPSNAP INC
215,000$15.9B1.29%Call
14
PORTAGE FINTECH ACQUISITN CO
1,600,000$15.9B1.29%
15
WFGWEST FRASER TIMBER CO LTD
145,600$15.5B1.26%Call
16
GOPRO INC
11,000$12.5B1.01%
17
BHCBAUSCH HEALTH COS INC
444,800$12.4B1.01%Call
18
MERCMERCER INTL INC
1,060,000$12.3B1.00%Call
19
LUV 1.25 05/01/25SOUTHWEST AIRLS CO
7,838$11.7B0.95%
20
THE BEAUTY HEALTH COMPANY
784,234$11.4B0.92%
21
SLXVANECK ETF TRUST
200,000$11.0B0.90%Put
22
TWITTER INC
8,300$10.5B0.85%
23
GORES METROPOULOS II INC
1,022,688$10.1B0.82%
24
CHW ACQUISITION CORPORATION
990,000$10.1B0.82%
25
CREE INC
7,150$10.0B0.82%
26
AVYA 2.25 06/15/23AVAYA HLDGS CORP
9,450$9.9B0.80%
27
IRONWOOD PHARMACEUTICALS INC
9,000$9.8B0.80%
28
RMBS 1.375 02/01/23RAMBUS INC DEL
7,500$9.5B0.77%
29
KNOWLES CORP
8,863$9.2B0.74%
30
GMED 1 06/01/23NUVASIVE INC
9,000$9.2B0.74%
31
KSUEURKANSAS CITY SOUTHERN
33,510$9.1B0.74%
327,719$9.0B0.73%
33
MARRIOTT VACATIONS WORLDWIDE
7,252$8.6B0.70%
34
FWONK 1 01/30/23LIBERTY MEDIA CORP DEL
6,000$8.5B0.69%
35
WISDOMTREE INVTS INC
7,250$8.5B0.69%
36
ATLAS AIR WORLDWIDE HLDGS IN
7,151$8.4B0.68%
37
MRKMERCK CO INC
110,000$8.3B0.67%Call
38
IHS MARKIT LTD
70,779$8.3B0.67%
39
AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN
5,575$8.1B0.66%
40
CVECENOVUS ENERGY INC
800,000$8.0B0.65%Call
415,000$8.0B0.65%
42
JUPITER ACQUISITION CORP
805,000$7.9B0.64%
43
WGO 1.5 04/01/25WINNEBAGO INDS INC
6,000$7.9B0.64%
446,822$7.9B0.64%
45
PD 1.25 07/01/25PAGERDUTY INC
6,000$7.5B0.61%
46
MAGELLAN HEALTH INC
75,000$7.1B0.58%
47
WTWWILLIS TOWERS WATSON PLC LTD
30,302$7.0B0.57%
48
MNRUSDMONMOUTH REAL ESTATE INVT CO
359,792$6.7B0.54%
49
HYGISHARES TR
75,000$6.6B0.53%Put
50
TLTISHARES TR
45,000$6.5B0.53%Put
51
PPD INC
137,969$6.5B0.52%
52
REDBALL ACQUISITION CORP
644,980$6.3B0.52%
53
B RILEY PRINCIPAL 150 MERGER
624,012$6.1B0.49%
54
SPWHSPORTSMANS WHSE HLDGS INC
345,675$6.1B0.49%
55
AVISTA PUB ACQUISITION CORP
600,000$6.1B0.49%
56
XLNXEURXILINX INC
40,000$6.0B0.49%
57
2XYSCIPLAY CORPORATION
285,100$5.9B0.48%
58
MDBMONGODB INC
12,500$5.9B0.48%Put
59
PSTG 0.125 04/15/23PURE STORAGE INC
5,000$5.8B0.47%
60
NATURAL ORDER ACQUISITION CO
585,343$5.7B0.47%
61
PATK 1 02/01/23PATRICK INDS INC
5,000$5.7B0.46%
62
10X CAP VENTURE ACQSTN CORP
552,809$5.5B0.45%
63
NUANEURNUANCE COMMUNICATIONS INC
99,433$5.5B0.44%
64
IWMISHARES TR
25,000$5.5B0.44%Put
65
RNGRINGCENTRAL INC
24,900$5.4B0.44%Put
66
EXTRACTION OIL GAS INC
94,646$5.3B0.43%
67
COLUMBIA PPTY TR INC
277,497$5.3B0.43%
68
CLDRCLOUDERA INC
326,789$5.2B0.42%
69
AEROJET ROCKETDYNE HLDGS INC
3,062$5.2B0.42%
70
HEALTHCARE SERVICES ACQU COR
517,571$5.0B0.41%
71
MXMAGNACHIP SEMICONDUCTOR CORP
280,000$5.0B0.40%Call
72
BASECOUCHBASE INC
155,000$4.8B0.39%
73
II-VI INC
3,510$4.7B0.38%
74
ANYSPHERE 3D CORP NEW
759,800$4.5B0.37%
75
CHP MERGER CORP
442,226$4.4B0.36%
76
GCMGWGCM GROSVENOR INC
2,160,999$4.3B0.35%
77
SCSANTANDER CONSUMER USA HLDGS
102,613$4.3B0.35%
78
7GC CO HOLDINGS INC
434,166$4.2B0.34%
79
LIFESCI ACQUISITION II CORP
418,727$4.2B0.34%
80
D AND Z MEDIA ACQUISITION CO
427,302$4.2B0.34%
81
HEALTH SCIENCES ACQ CORP 2
420,349$4.2B0.34%
82
XECEURCIMAREX ENERGY CO
47,179$4.1B0.33%
83
IGNYTE ACQUISITION CORP
412,651$4.0B0.33%
84
TYGOROTH CH ACQUISITION IV CO
400,000$3.9B0.32%
85
RKTROCKET COS INC
244,200$3.9B0.32%Put
86
B RILEY PRIN 250 MERGER CORP
399,999$3.9B0.31%
87
WINVUWINVEST ACQUISITION CORP
375,000$3.8B0.31%
88
HORIZON ACQUISITION CORP
378,735$3.8B0.31%
89
TXNMPNM RES INC
75,951$3.8B0.31%
90
PEB 1.75 12/15/26PEBBLEBROOK HOTEL TR
3,300$3.7B0.30%
91
VERVEREIT INC
81,140$3.7B0.30%
92
ADVMCHFADVERUM BIOTECHNOLOGIES INC
1,653,874$3.6B0.29%
93
DSEURDRIVE SHACK INC
1,268,462$3.6B0.29%
94
BKNGBOOKING HOLDINGS INC
1,500$3.6B0.29%Put
95
CIIG CAPITAL PARTNERS II INC
350,000$3.5B0.29%
96
MFS1EURWELBILT INC
148,818$3.5B0.28%
97
ASPAABRI SPAC I INC
350,000$3.4B0.28%
98
07WAMR COOPER GROUP INC
82,300$3.4B0.28%Call
99
CHARDAN NEXTECH ACQUISITION
325,000$3.2B0.26%
100
HRCHILL-ROM HLDGS INC
21,491$3.2B0.26%
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