K2 PRINCIPAL FUND, L.P. Q4 2021 Filing
Filed February 11, 2022
Portfolio Value
$1.5T
Holdings
346
Report Date
Q4 2021
Filing Type
13F-HR
All Holdings (346 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR SP 500 ETF TR | 430,000 | $204.2B | 13.53% | Put |
| 2 | —CI FINL CORP | 5,502,134 | $115.0B | 7.62% | Put |
| 3 | PFSIPENNYMAC FINL SVCS INC NEW | 1,065,572 | $74.4B | 4.92% | |
| 4 | TLTISHARES TR | 401,000 | $59.4B | 3.94% | Put |
| 5 | SKINTHE BEAUTY HEALTH COMPANY | 2,273,795 | $54.9B | 3.64% | Call |
| 6 | IJRISHARES TR | 435,000 | $49.8B | 3.30% | Put |
| 7 | —BUNGE LIMITED | 490,000 | $45.7B | 3.03% | Call |
| 8 | PTONPELOTON INTERACTIVE INC | 844,400 | $30.2B | 2.00% | Put |
| 9 | GQ9SPDR GOLD TR | 155,000 | $26.5B | 1.76% | Put |
| 10 | ATVIEURACTIVISION BLIZZARD INC | 353,167 | $23.5B | 1.56% | Call |
| 11 | WFGWEST FRASER TIMBER CO LTD | 211,505 | $20.2B | 1.34% | Call |
| 12 | IWMISHARES TR | 88,000 | $19.6B | 1.30% | Put |
| 13 | HYGISHARES TR | 219,800 | $19.1B | 1.27% | Put |
| 14 | EDVVANGUARD WORLD FD | 133,600 | $18.7B | 1.24% | Call |
| 15 | IGVISHARES TR | 36,500 | $14.5B | 0.96% | Call |
| 16 | —GOPRO INC | 11,000 | $12.8B | 0.85% | |
| 17 | AFRMAFFIRM HLDGS INC | 124,100 | $12.5B | 0.83% | Put |
| 18 | SJTSAN JUAN BASIN RTY TR | 2,014,719 | $12.3B | 0.81% | |
| 19 | GFLGFL ENVIRONMENTAL INC | 298,100 | $11.3B | 0.75% | Put |
| 20 | —PRETIUM RES INC | 11,150 | $11.2B | 0.74% | |
| 21 | —TRISTAR ACQUISITION I CORP | 1,153,837 | $11.2B | 0.74% | |
| 22 | RNGRINGCENTRAL INC | 57,000 | $10.7B | 0.71% | Call |
| 23 | LUV 1.25 05/01/25SOUTHWEST AIRLS CO | 7,838 | $10.5B | 0.69% | |
| 24 | XLYSELECT SECTOR SPDR TR | 50,000 | $10.2B | 0.68% | Put |
| 25 | INSPINSPIRE MED SYS INC | 44,000 | $10.1B | 0.67% | Put |
| 26 | AVYA 2.25 06/15/23AVAYA HLDGS CORP | 9,450 | $10.0B | 0.66% | |
| 27 | HTZWWHERTZ GLOBAL HLDGS INC | 626,228 | $10.0B | 0.66% | |
| 28 | XLNXEURXILINX INC | 47,100 | $10.0B | 0.66% | Call |
| 29 | —SAGALIAM ACQUISITION CORP | 990,000 | $9.9B | 0.66% | |
| 30 | SSRMCN 2.5 04/01/39SSR MNG INC | 7,822 | $9.6B | 0.64% | |
| 31 | —IRONWOOD PHARMACEUTICALS INC | 9,000 | $9.4B | 0.63% | |
| 32 | —IHS MARKIT LTD | 70,779 | $9.4B | 0.62% | |
| 33 | BITOPROSHARES TR | 320,000 | $9.2B | 0.61% | Call |
| 34 | GMED 1 06/01/23NUVASIVE INC | 9,200 | $9.2B | 0.61% | |
| 35 | —ATLAS AIR WORLDWIDE HLDGS IN | 7,151 | $9.2B | 0.61% | |
| 36 | —TWITTER INC | 8,300 | $9.1B | 0.60% | |
| 37 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 5,575 | $9.0B | 0.60% | |
| 38 | —MARRIOTT VACATIONS WORLDWIDE | 7,252 | $8.9B | 0.59% | |
| 39 | XLFSELECT SECTOR SPDR TR | 225,000 | $8.8B | 0.58% | Call |
| 40 | —WISDOMTREE INVTS INC | 7,250 | $8.7B | 0.58% | |
| 41 | ADMARCHER DANIELS MIDLAND CO | 126,900 | $8.6B | 0.57% | Put |
| 42 | SPLK 0.5 09/15/23SPLUNK INC | 7,719 | $8.3B | 0.55% | |
| 43 | DKNG1USDDRAFTKINGS INC | 295,100 | $8.1B | 0.54% | Put |
| 44 | WGO 1.5 04/01/25WINNEBAGO INDS INC | 6,000 | $8.1B | 0.53% | |
| 45 | CTRACOTERRA ENERGY INC | 400,000 | $7.6B | 0.50% | Call |
| 46 | NUANEURNUANCE COMMUNICATIONS INC | 128,524 | $7.1B | 0.47% | |
| 47 | BHCBAUSCH HEALTH COS INC | 254,238 | $7.0B | 0.46% | Call |
| 48 | PD 1.25 07/01/25PAGERDUTY INC | 6,000 | $7.0B | 0.46% | |
| 49 | PEB 1.75 12/15/26PEBBLEBROOK HOTEL TR | 6,300 | $7.0B | 0.46% | |
| 50 | TSLATESLA INC | 6,400 | $6.8B | 0.45% | |
| 51 | INN 1.5 02/15/26SUMMIT HOTEL PPTYS | 6,375 | $6.7B | 0.44% | |
| 52 | RIVNRIVIAN AUTOMOTIVE INC | 64,000 | $6.6B | 0.44% | Put |
| 53 | LQDISHARES TR | 50,000 | $6.6B | 0.44% | Put |
| 54 | NMI1EURKIRKLAND LAKE GOLD LTD | 155,792 | $6.5B | 0.43% | |
| 55 | TXNMPNM RES INC | 137,551 | $6.3B | 0.42% | |
| 56 | MXMAGNACHIP SEMICONDUCTOR CORP | 290,000 | $6.1B | 0.40% | Call |
| 57 | —REDBALL ACQUISITION CORP | 609,980 | $6.1B | 0.40% | |
| 58 | —THE GROWTH FOR GOOD ACQU COR | 600,000 | $6.0B | 0.40% | |
| 59 | —PORTAGE FINTECH ACQUISITN CO | 598,671 | $5.8B | 0.39% | |
| 60 | —AEROJET ROCKETDYNE HLDGS INC | 3,062 | $5.7B | 0.38% | |
| 61 | PATK 1 02/01/23PATRICK INDS INC | 5,000 | $5.6B | 0.37% | |
| 62 | —BURTECH ACQUISITION CORP | 531,979 | $5.3B | 0.35% | |
| 63 | TWLOTWILIO INC | 19,500 | $5.1B | 0.34% | Call |
| 64 | —DIGITAL HEALTH ACQUISITION C | 500,000 | $5.1B | 0.34% | |
| 65 | PBCTEURPEOPLES UNITED FINANCIAL INC | 286,403 | $5.1B | 0.34% | |
| 66 | —MOUNT RAINIER ACQUISITION CO | 499,990 | $5.1B | 0.34% | |
| 67 | —GREEN VISOR FIN TEC ACQ CORP | 500,000 | $5.0B | 0.33% | |
| 68 | —MAGELLAN HEALTH INC | 52,901 | $5.0B | 0.33% | |
| 69 | UNGUSDUNITED STS NAT GAS FD LP | 400,000 | $5.0B | 0.33% | Call |
| 70 | 2XYSCIPLAY CORPORATION | 330,463 | $4.6B | 0.30% | |
| 71 | —GARDINER HEALTHCARE ACQTS CO | 450,000 | $4.5B | 0.30% | |
| 72 | FBCUSDFLAGSTAR BANCORP INC | 94,533 | $4.5B | 0.30% | |
| 73 | WTMAUWELSBACH TECH METALS ACQU CO | 436,100 | $4.4B | 0.29% | |
| 74 | —VEONEER INC | 2,650 | $4.4B | 0.29% | |
| 75 | —COREPOINT LODGING INC | 277,028 | $4.3B | 0.29% | |
| 76 | ZGZILLOW GROUP INC | 69,759 | $4.3B | 0.29% | |
| 77 | LPXLOUISIANA PAC CORP | 55,000 | $4.3B | 0.29% | Call |
| 78 | —HEALTH SCIENCES ACQ CORP 2 | 425,541 | $4.3B | 0.28% | |
| 79 | SCSANTANDER CONSUMER USA HLDGS | 98,945 | $4.2B | 0.28% | |
| 80 | FEXDUEURFINTECH ECOSYSTEM DEVE | 400,000 | $4.1B | 0.27% | |
| 81 | —CF ACQUISITION CORP VII | 400,000 | $4.1B | 0.27% | |
| 82 | —JUPITER WELLNESS ACQUISITION | 400,000 | $4.0B | 0.27% | |
| 83 | —NORTHVIEW ACQUISITION CORP | 400,000 | $4.0B | 0.27% | |
| 84 | —IGNYTE ACQUISITION CORP | 412,651 | $4.0B | 0.27% | |
| 85 | NMRKNEWMARK GROUP INC | 210,899 | $3.9B | 0.26% | |
| 86 | SCMASEAPORT CALIBRE MATLS ACQUIS | 386,900 | $3.8B | 0.25% | |
| 87 | —BLOCKCHAIN COINVSTRS ACQ CRP | 372,593 | $3.8B | 0.25% | |
| 88 | —STERLING BANCORP DEL | 142,940 | $3.7B | 0.24% | |
| 89 | ALSAFALPHA STAR ACQUISITION CORP | 360,000 | $3.7B | 0.24% | |
| 90 | BASECOUCHBASE INC | 146,800 | $3.7B | 0.24% | |
| 91 | —ROTH CH ACQUISITION V CO | 350,000 | $3.5B | 0.23% | |
| 92 | —DP CAP ACQUISITION CORP I | 349,800 | $3.5B | 0.23% | |
| 93 | —FORTERRA INC | 147,170 | $3.5B | 0.23% | |
| 94 | UAUNDER ARMOUR INC | 190,015 | $3.4B | 0.23% | |
| 95 | —BLOCKCHAIN MOON ACQUISITN CO | 349,994 | $3.4B | 0.23% | |
| 96 | FCXFREEPORT-MCMORAN INC | 80,100 | $3.3B | 0.22% | Put |
| 97 | —SOCIAL CAPITAL HEDOSOPHA HLD | 325,934 | $3.3B | 0.22% | |
| 98 | LUVSOUTHWEST AIRLS CO | 75,000 | $3.2B | 0.21% | Call |
| 99 | —LARKSPUR HEALTH ACQUISITION | 318,255 | $3.2B | 0.21% | |
| 100 | AOGOUAROGO CAPITAL ACQUISITION CO | 303,000 | $3.0B | 0.20% |
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