K2 PRINCIPAL FUND, L.P. Q1 2021 Filing

Filed May 14, 2021

Portfolio Value

$1.3B

Holdings

276

Report Date

Q1 2021

Filing Type

13F-HR

All Holdings (276 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	TLTISHARES TR	1,192,200	$161.5M	12.76%	Put
2	SPYSPDR S&P 500 ETF TR	290,000	$114.9M	9.08%	Put
3	TSLATESLA INC	55,000	$36.7M	2.90%	Put
4	PFSIPENNYMAC FINL SVCS INC NEW	433,289	$29.0M	2.29%
5	GQ9SPDR GOLD TR	140,000	$22.4M	1.77%	Put
6	IGVISHARES TR	60,000	$20.5M	1.62%	Put
7	SMHVANECK VECTORS ETF TR	78,000	$19.0M	1.50%	Put
8	RNGRINGCENTRAL INC	63,400	$18.9M	1.49%	Put
9	VOOVANGUARD INDEX FDS	50,000	$18.2M	1.44%	Call
10	PTONPELOTON INTERACTIVE INC	145,600	$16.4M	1.29%	Put
11	ARKKARK ETF TR	120,000	$14.4M	1.14%	Put
12	STXSEAGATE TECHNOLOGY PLC	182,500	$14.0M	1.11%	Put
13	PANW 0.75 07/01/23PALO ALTO NETWORKS INC	10,437	$13.8M	1.09%
14	LUV 1.25 05/01/25SOUTHWEST AIRLS CO	7,838	$13.5M	1.07%
15	HHC*HOWARD HUGHES CORP	123,808	$11.8M	0.93%
16	AVYA 2.25 06/15/23AVAYA HLDGS CORP	9,450	$11.7M	0.93%
17	TSEMTOWER SEMICONDUCTOR LTD	409,200	$11.5M	0.91%	Call
18	—COLONY STARWOOD HOMES	7,500	$10.6M	0.84%
19	—GOPRO INC	8,000	$10.6M	0.84%
20	PLNTPLANET FITNESS INC	132,600	$10.3M	0.81%	Put
21	PSTG 0.125 04/15/23PURE STORAGE INC	8,917	$9.8M	0.78%
22	VAREURVARIAN MED SYS INC	53,907	$9.5M	0.75%
23	—CREE INC	5,150	$9.5M	0.75%
24	—VESPER HEALTHCARE ACQSTN COR	877,948	$9.5M	0.75%	Call
25	—MARRIOTT VACTINS WORLDWID CO	7,022	$9.1M	0.72%
26	—CC NEUBERGER PRIN HLDGS II	909,258	$9.0M	0.71%
27	NWLNEWELL BRANDS INC	330,000	$8.8M	0.70%	Call
28	MERCMERCER INTL INC	608,965	$8.8M	0.69%	Call
29	—SEVEN OAKS ACQUISITION CORP	888,206	$8.7M	0.68%
30	—DYCOM INDS INC	7,655	$8.3M	0.66%
31	WGO 1.5 04/01/25WINNEBAGO INDS INC	6,000	$8.3M	0.66%
32	—REALPAGE INC	6,500	$8.3M	0.66%
33	—TWITTER INC	7,889	$8.2M	0.65%
34	EMBISHARES TR	75,000	$8.2M	0.65%	Put
35	07WAMR COOPER GROUP INC	234,135	$8.1M	0.64%	Call
36	SSRMCN 2.5 04/01/39SSR MNG INC	6,822	$7.9M	0.63%
37	—VERINT SYS INC	7,000	$7.9M	0.62%
38	—SYNAPTICS INC	4,000	$7.4M	0.58%
39	—NATURAL ORDER ACQUISITION CO	751,641	$7.4M	0.58%
40	WTWWILLIS TOWERS WATSON PLC LTD	32,000	$7.3M	0.58%
41	—BESPOKE CAP ACQUISITION CORP	711,690	$7.1M	0.56%
42	—PRICELINE GRP INC	6,000	$7.1M	0.56%
43	XLISELECT SECTOR SPDR TR	70,000	$6.9M	0.54%	Call
44	AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN	5,575	$6.7M	0.53%
45	XRTSPDR SER TR	75,000	$6.7M	0.53%	Call
46	—TWITTER INC	4,800	$6.4M	0.51%
47	FROGJFROG LTD	141,500	$6.3M	0.50%	Call
48	ALXNALEXION PHARMACEUTICALS INC	40,000	$6.1M	0.48%	Call
49	—ZILLOW GROUP INC	3,640	$6.1M	0.48%
50	HYGISHARES TR	70,000	$6.1M	0.48%	Put
51	MSFTMICROSOFT CORP	25,000	$5.9M	0.47%	Call
52	MTSIMACOM TECH SOLUTIONS HLDGS I	100,000	$5.8M	0.46%	Call
53	DDDUPONT DE NEMOURS INC	75,000	$5.8M	0.46%	Call
54	—MAGELLAN HEALTH INC	60,744	$5.7M	0.45%
55	—GLOBIS ACQUISITION CORP	563,730	$5.6M	0.44%
56	—AEROJET ROCKETDYNE HLDGS INC	3,062	$5.5M	0.44%
57	—ATLAS AIR WORLDWIDE HLDGS IN	5,151	$5.5M	0.43%
58	FISVFISERV INC	45,000	$5.4M	0.42%	Call
59	—HEALTHCARE SERVICES ACQU COR	544,777	$5.3M	0.42%
60	PFPTPROOFPOINT INC	40,000	$5.0M	0.40%	Put
61	AYXEURALTERYX INC	60,600	$5.0M	0.40%	Call
62	—NOCTURNE ACQUISITION CORP	500,000	$5.0M	0.40%
63	—AMERICAN ACQUISITION OPPT IN	500,000	$5.0M	0.39%
64	—AFRICAN GOLD ACQUISITION COR	500,000	$4.9M	0.39%
65	WORKSLACK TECHNOLOGIES INC	118,687	$4.8M	0.38%
66	—REDBALL ACQUISITION CORP	481,213	$4.8M	0.38%
67	—PTK ACQUISITION CORP	483,563	$4.8M	0.38%
68	—MALLARD ACQUISITION CORP	481,820	$4.8M	0.38%
69	TLRYEURTILRAY INC	202,224	$4.6M	0.36%
70	—VIVEON HEALTH ACQUISITION CO	462,486	$4.5M	0.36%
71	—HORIZON ACQUISITION CORP	457,849	$4.5M	0.36%
72	—IHS MARKIT LTD	46,068	$4.5M	0.35%
73	—BLUESCAPE OPPORTUNITIES ACQU	445,019	$4.4M	0.35%
74	—GW PHARMACEUTICALS PLC	20,000	$4.3M	0.34%
75	—CANTEL MED CORP	53,714	$4.3M	0.34%
76	NMRKNEWMARK GROUP INC	416,699	$4.2M	0.33%	Call
77	CWBSPDR SER TR	50,000	$4.2M	0.33%	Put
78	BPYPNBROOKFIELD PPTY REIT INC	229,412	$4.1M	0.33%
79	BBYBEST BUY INC	35,000	$4.0M	0.32%	Call
80	HIGHARTFORD FINL SVCS GROUP INC	60,000	$4.0M	0.32%	Put
81	FLIRFLIR SYS INC	70,000	$4.0M	0.31%
82	—CRESCENT ACQUISITION CORP	387,821	$3.9M	0.31%
83	—CHP MERGER CORP	387,766	$3.8M	0.30%
84	—SEACOR HOLDINGS INC	3,875	$3.8M	0.30%
85	EFAISHARES TR	50,000	$3.8M	0.30%	Call
86	—DPCM CAP INC	382,942	$3.8M	0.30%
87	LLYLILLY ELI & CO	20,000	$3.7M	0.30%	Call
88	HEROGLOBAL X FDS	117,800	$3.7M	0.29%	Put
89	UAUNDER ARMOUR INC	198,251	$3.7M	0.29%
90	MXIMMAXIM INTEGRATED PRODS INC	40,000	$3.7M	0.29%
91	MNRUSDMONMOUTH REAL ESTATE INVT CO	205,746	$3.6M	0.29%
92	—CHURCHILL CAP CORP II	363,893	$3.6M	0.29%
93	—EPIPHANY TECHNOLOGY ACQUISIT	370,616	$3.6M	0.29%
94	RMBS 1.375 02/01/23RAMBUS INC DEL	3,000	$3.6M	0.28%
95	TXNMPNM RES INC	72,690	$3.6M	0.28%
96	—PLURALSIGHT INC	3,583	$3.5M	0.28%
97	—SEACOR HOLDINGS INC	85,000	$3.5M	0.27%
98	EWJISHARES INC	50,000	$3.4M	0.27%	Call
99	SPBSPECTRUM BRANDS HLDGS INC NE	40,000	$3.4M	0.27%	Call
100	A4SAMERIPRISE FINL INC	14,600	$3.4M	0.27%	Call

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