K2 PRINCIPAL FUND, L.P. Q4 2020 Filing

Filed February 12, 2021

Portfolio Value

$1.1B

Holdings

283

Report Date

Q4 2020

Filing Type

13F-HR

All Holdings (283 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	RNGRINGCENTRAL INC	234,400	$88.8M	7.79%	Put
2	SPYSPDR S&P 500 ETF TR	200,000	$74.8M	6.55%	Put
3	PFSIPENNYMAC FINL SVCS INC NEW	1,036,046	$68.0M	5.96%	Put
4	TLTISHARES TR	236,700	$37.3M	3.27%	Put
5	PLNTPLANET FITNESS INC	476,200	$37.0M	3.24%	Put
6	—CI FINL CORP	1,967,717	$24.4M	2.14%
7	GQ9SPDR GOLD TR	100,000	$17.8M	1.56%	Put
8	WYWEYERHAEUSER CO MTN BE	515,800	$17.3M	1.52%	Call
9	LVSLAS VEGAS SANDS CORP	240,200	$14.3M	1.25%	Call
10	—BUNGE LIMITED	209,227	$13.7M	1.20%	Call
11	—CHURCHILL CAPITAL CORP IV	1,319,898	$13.2M	1.16%
12	—VIVEON HEALTH ACQUISITION CO	1,250,000	$12.8M	1.13%
13	SMHVANECK VECTORS ETF TR	57,500	$12.6M	1.10%	Put
14	PFPTPROOFPOINT INC	90,600	$12.4M	1.08%	Call
15	XPOXPO LOGISTICS INC	97,000	$11.6M	1.01%	Call
16	QCOMQUALCOMM INC	75,000	$11.4M	1.00%	Call
17	—NATURAL ORDER ACQUISITION CO	1,009,066	$10.9M	0.96%
18	—GS ACQUISITION HLDGS CORP II	987,985	$10.8M	0.94%
19	—SILICON LABORATORIES INC	7,651	$10.6M	0.93%
20	PANW 0.75 07/01/23PALO ALTO NETWORKS INC	7,437	$10.5M	0.92%
21	IMGIAMGOLD CORP	2,245,100	$10.5M	0.92%
22	—SEVEN OAKS ACQUISITION CORP	992,252	$10.3M	0.90%
23	—COLONY STARWOOD HOMES	7,500	$10.0M	0.88%
24	—CC NEUBERGER PRIN HLDGS II	898,000	$9.7M	0.85%
25	—CREE INC	5,150	$9.3M	0.82%
26	SSRMCN 2.5 04/01/39SSR MNG INC	6,822	$9.3M	0.82%
27	CWBSPDR SER TR	108,200	$9.0M	0.79%	Put
28	—SYNAPTICS INC	6,000	$8.3M	0.72%
29	—GLOBIS ACQUISITION CORP	800,000	$8.2M	0.72%
30	LPXLOUISIANA PAC CORP	205,800	$7.7M	0.67%
31	HHC*HOWARD HUGHES CORP	93,887	$7.4M	0.65%	Call
32	AVYA 2.25 06/15/23AVAYA HLDGS CORP	6,950	$7.3M	0.64%
33	—HEALTHCARE SERVICES ACQU COR	700,000	$7.2M	0.63%
34	—PRICELINE GRP INC	6,000	$7.0M	0.61%
35	—FOLEY TRASIMENE ACQUISTN COR	621,867	$7.0M	0.61%
36	—SOCIAL CAPITAL HEDOSOPHA HLD	557,345	$6.9M	0.60%
37	MGMMGM RESORTS INTERNATIONAL	205,000	$6.5M	0.57%	Call
38	—FTAC OLYMPUS ACQUISITION COR	626,413	$6.5M	0.57%
39	BLDPBALLARD PWR SYS INC NEW	275,000	$6.4M	0.56%	Put
40	—DPCM CAP INC	614,862	$6.4M	0.56%
41	AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN	5,575	$6.4M	0.56%
42	—TUSCAN HLDGS CORP II	569,781	$6.3M	0.55%
43	—AEROJET ROCKETDYNE HLDGS INC	3,062	$6.2M	0.54%
44	—FG NEW AMER ACQUISITION CORP	582,770	$6.2M	0.54%
45	—ZILLOW GROUP INC	3,640	$6.2M	0.54%
46	XLBSELECT SECTOR SPDR TR	85,000	$6.2M	0.54%	Put
47	—GORES HLDGS V INC	589,039	$6.1M	0.54%
48	—VESPER HEALTHCARE ACQSTN COR	521,621	$5.9M	0.52%
49	NMRKNEWMARK GROUP INC	789,497	$5.8M	0.50%
50	—DYCOM INDS INC	5,155	$5.3M	0.46%
51	—ROMAN DBDR TECH ACQUISITION	500,000	$5.2M	0.46%
52	EEMISHARES TR	100,000	$5.2M	0.45%	Call
53	—CF ACQUISITION CORP IV	500,000	$5.1M	0.45%
54	—MARRIOTT VACTINS WORLDWID CO	4,522	$5.1M	0.45%
55	BHCBAUSCH HEALTH COS INC	245,000	$5.1M	0.45%	Call
56	—MALLARD ACQUISITION CORP	481,820	$5.1M	0.45%
57	SHAKSHAKE SHACK INC	58,200	$4.9M	0.43%	Put
58	EWJISHARES INC	70,000	$4.7M	0.41%	Put
59	CSVCARRIAGE SVCS INC	146,934	$4.6M	0.40%
60	—GOPRO INC	4,000	$4.6M	0.40%
61	LUV 1.25 05/01/25SOUTHWEST AIRLS CO	3,000	$4.4M	0.38%
62	VAREURVARIAN MED SYS INC	24,770	$4.3M	0.38%
63	—HORIZON ACQUISITION CORPORAT	400,000	$4.3M	0.38%
64	NWLNEWELL BRANDS INC	200,000	$4.2M	0.37%	Call
65	WGO 1.5 04/01/25WINNEBAGO INDS INC	3,500	$4.2M	0.37%
66	—CHURCHILL CAPITAL CORP IV	401,259	$4.1M	0.36%
67	—LANDCADIA HOLDINGS III INC	369,650	$4.1M	0.36%
68	—PARSLEY ENERGY INC	288,174	$4.1M	0.36%
69	—CHP MERGER CORP	397,184	$4.1M	0.36%
70	—EIDOS THERAPEUTICS INC	30,093	$4.0M	0.35%
71	ZZILLOW GROUP INC	30,504	$4.0M	0.35%
72	—BMC STK HLDGS INC	73,420	$3.9M	0.35%
73	WTWWILLIS TOWERS WATSON PLC LTD	18,677	$3.9M	0.34%
74	GCMGWGCM GROSVENOR INC	2,162,099	$3.9M	0.34%	Call
75	—SEACOR HOLDINGS INC	3,875	$3.9M	0.34%
76	MXMAGNACHIP SEMICONDUCTOR CORP	285,400	$3.9M	0.34%	Call
77	—LF CAP ACQUISITION CORP	1,925,022	$3.7M	0.33%	Call
78	—CRESCENT ACQUISITION CORP	352,534	$3.7M	0.32%
79	EFAISHARES TR	50,000	$3.6M	0.32%	Call
80	—FORTUNA SILVER MINES INC	2,079	$3.6M	0.32%
81	NXPINXP SEMICONDUCTORS N V	22,500	$3.6M	0.31%	Call
82	TXNMPNM RES INC	69,676	$3.4M	0.30%
83	—FIRST MAJESTIC SILVER CORP	2,280	$3.4M	0.29%
84	MTNVAIL RESORTS INC	12,000	$3.3M	0.29%	Put
85	—ATLAS AIR WORLDWIDE HLDGS IN	3,151	$3.3M	0.29%
86	—WPX ENERGY INC	392,778	$3.2M	0.28%
87	—7GC & CO HOLDINGS INC	300,000	$3.2M	0.28%
88	—FRONT YD RESIDENTIAL CORP	194,627	$3.2M	0.28%
89	FROGJFROG LTD	50,000	$3.1M	0.28%	Call
90	—CORNER GROWTH ACQUISITION CO	300,000	$3.1M	0.27%
91	—ROTH CH ACQUISITION II CO	300,000	$3.1M	0.27%
92	STXSEAGATE TECHNOLOGY PLC	50,000	$3.1M	0.27%	Call
93	—ALTITUDE ACQUISITION CORP	299,950	$3.1M	0.27%
94	—SENIOR CONNECT ACQUISITN COR	300,000	$3.1M	0.27%
95	TACTRANSALTA CORP	316,600	$3.1M	0.27%
96	—PLURALSIGHT INC	3,083	$3.0M	0.27%
97	—CHARDAN HEALTHCR ACQSTN 2 CO	285,599	$3.0M	0.27%
98	—HORIZON ACQUISITION CORP	283,503	$3.0M	0.26%
99	—SEACOR HOLDINGS INC	2,960	$2.9M	0.26%
100	2JEFOCUS FINL PARTNERS INC	67,500	$2.9M	0.26%	Put

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