K2 PRINCIPAL FUND, L.P. Q2 2021 Filing

Filed August 13, 2021

Portfolio Value

$1.2T

Holdings

350

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (350 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	BABOEING CO	170,000	$40.7B	3.39%	Call
2	INMDINMODE LTD	417,668	$39.5B	3.29%	Put
3	SKINTHE BEAUTY HEALTH COMPANY	1,699,680	$28.6B	2.37%	Call
4	GQ9SPDR GOLD TR	165,000	$27.3B	2.27%	Put
5	XLESELECT SECTOR SPDR TR	405,000	$21.8B	1.81%	Call
6	HHC*HOWARD HUGHES CORP	210,594	$20.5B	1.71%
7	MERCMERCER INTL INC	1,242,988	$15.8B	1.32%	Call
8	PANW 0.75 07/01/23PALO ALTO NETWORKS INC	10,437	$15.2B	1.26%
9	—CC NEUBERGER PRIN HLDGS II	1,528,838	$15.1B	1.26%
10	—GOPRO INC	11,000	$14.1B	1.17%
11	IWMISHARES TR	60,000	$13.8B	1.14%	Put
12	—COLONY STARWOOD HOMES	8,075	$13.2B	1.10%
13	IAU*ISHARES GOLD TR	390,050	$13.1B	1.09%	Put
14	—GLOBAL CONSUMER ACQUISITN CO	1,225,489	$12.2B	1.02%
15	LUV 1.25 05/01/25SOUTHWEST AIRLS CO	7,838	$11.9B	0.99%
16	—TWITTER INC	8,300	$11.4B	0.95%
17	AVYA 2.25 06/15/23AVAYA HLDGS CORP	9,450	$11.2B	0.93%
18	—TWITTER INC	10,889	$11.1B	0.92%
19	—NATURAL ORDER ACQUISITION CO	1,053,080	$10.3B	0.86%
20	BPYPNBROOKFIELD PPTY REIT INC	541,344	$10.2B	0.85%
21	—GORES METROPOULOS II INC	1,022,688	$10.1B	0.84%
22	—LUMINEX CORP DEL	10,009	$10.1B	0.84%
23	—IRONWOOD PHARMACEUTICALS INC	9,000	$10.0B	0.83%
24	RMBS 1.375 02/01/23RAMBUS INC DEL	7,500	$9.9B	0.82%
25	HYGISHARES TR	109,900	$9.7B	0.80%	Put
26	PSTG 0.125 04/15/23PURE STORAGE INC	9,200	$9.7B	0.80%
27	—KNOWLES CORP	8,545	$9.5B	0.79%
28	RNGRINGCENTRAL INC	32,800	$9.5B	0.79%	Put
29	LPXLOUISIANA PAC CORP	157,700	$9.5B	0.79%	Call
30	—DYCOM INDS INC	9,155	$9.1B	0.76%
31	IMOIMPERIAL OIL LTD	300,000	$9.1B	0.76%	Put
32	ITBISHARES TR	130,000	$9.0B	0.75%	Put
33	SPLK 0.5 09/15/23SPLUNK INC	7,719	$9.0B	0.75%
34	—SEVEN OAKS ACQUISITION CORP	888,206	$8.8B	0.73%
35	—BLUESCAPE OPPORTUNITIES ACQU	890,955	$8.7B	0.73%
36	—MARRIOTT VACATIONS WORLDWIDE	7,252	$8.7B	0.72%
37	—CREE INC	5,150	$8.6B	0.72%
38	—MAGELLAN HEALTH INC	89,269	$8.4B	0.70%
39	FWONK 1 01/30/23LIBERTY MEDIA CORP DEL	6,000	$8.2B	0.68%
40	SSRMCN 2.5 04/01/39SSR MNG INC	6,822	$8.1B	0.68%
41	—NORTHERN LIGHTS ACQUISITN CO	800,000	$8.1B	0.67%
42	PMTPENNYMAC MTG INVT TR	383,229	$8.1B	0.67%
43	—IHS MARKIT LTD	70,779	$8.0B	0.66%
44	MXIMMAXIM INTEGRATED PRODS INC	75,292	$7.9B	0.66%
45	KBR 2.5 11/01/23KBR INC	5,000	$7.9B	0.65%
46	—HORIZON ACQUISITION CORPORAT	801,494	$7.8B	0.65%
47	PD 1.25 07/01/25PAGERDUTY INC	6,000	$7.8B	0.65%
48	—ATLAS AIR WORLDWIDE HLDGS IN	7,151	$7.8B	0.64%
49	WGO 1.5 04/01/25WINNEBAGO INDS INC	6,000	$7.7B	0.64%
50	—THE BEAUTY HEALTH COMPANY	1,182,164	$7.6B	0.63%	Call
51	—ARIES I ACQUISITION CORP	725,921	$7.3B	0.61%
52	—ZILLOW GROUP INC	4,640	$7.3B	0.60%
53	AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN	5,575	$7.1B	0.59%
54	CRSRCORSAIR GAMING INC	210,000	$7.0B	0.58%	Call
55	KSUEURKANSAS CITY SOUTHERN	24,100	$6.8B	0.57%
56	NUANEURNUANCE COMMUNICATIONS INC	122,733	$6.7B	0.56%
57	—PRICELINE GRP INC	6,000	$6.5B	0.54%
58	NAVNAVISTAR INTL CORP NEW	147,001	$6.5B	0.54%
59	ALXNALEXION PHARMACEUTICALS INC	34,777	$6.4B	0.53%
60	TLTISHARES TR	44,000	$6.4B	0.53%	Put
61	—REDBALL ACQUISITION CORP	644,980	$6.3B	0.52%
62	WTWWILLIS TOWERS WATSON PLC LTD	27,302	$6.3B	0.52%
63	PRAHPRA HEALTH SCIENCES INC	37,907	$6.3B	0.52%
64	—B RILEY PRINCIPAL 150 MERGER	622,412	$6.1B	0.50%
65	—IVANHOE CAPITAL ACQUISTIN CO	593,944	$6.0B	0.50%
66	PFSIPENNYMAC FINL SVCS INC NEW	97,284	$6.0B	0.50%
67	—LUMINEX CORP DEL	162,949	$6.0B	0.50%
68	—RMG ACQUISITION CORP II	598,941	$6.0B	0.50%
69	VERVEREIT INC	129,046	$5.9B	0.49%
70	—PPD INC	127,469	$5.9B	0.49%
71	—AEROJET ROCKETDYNE HLDGS INC	3,062	$5.7B	0.47%
72	—890 5TH AVE PARTNERS INC	573,749	$5.7B	0.47%
73	—II-VI INC	3,510	$5.6B	0.46%
74	—FG NEW AMER ACQUISITION CORP	537,613	$5.5B	0.46%
75	MAQCUMAQUIA CAPITAL ACQUISITION C	539,452	$5.5B	0.45%
76	PATK 1 02/01/23PATRICK INDS INC	5,000	$5.5B	0.45%
77	SPWHSPORTSMANS WHSE HLDGS INC	301,222	$5.4B	0.44%
78	—ROTOR ACQUISITION CORP	534,511	$5.3B	0.44%
79	WORKSLACK TECHNOLOGIES INC	120,183	$5.3B	0.44%
80	—HEALTHCARE SERVICES ACQU COR	544,777	$5.3B	0.44%
81	CSVCARRIAGE SVCS INC	141,525	$5.2B	0.43%
82	—AFRICAN GOLD ACQUISITION COR	500,000	$5.1B	0.42%
83	TXNMPNM RES INC	100,703	$4.9B	0.41%
84	—PTK ACQUISITION CORP	483,563	$4.8B	0.40%
85	—MALLARD ACQUISITION CORP	481,820	$4.8B	0.40%
86	—HORIZON ACQUISITION CORP	478,735	$4.8B	0.40%
87	PANWPALO ALTO NETWORKS INC	12,500	$4.6B	0.39%	Call
88	PTONPELOTON INTERACTIVE INC	37,000	$4.6B	0.38%	Put
89	—CAPITOL INVESTMENT CORP V	455,509	$4.5B	0.38%
90	—DPCM CAP INC	457,942	$4.5B	0.38%
91	SUSUNCOR ENERGY INC NEW	188,000	$4.5B	0.37%	Call
92	RDS/AROYAL DUTCH SHELL PLC	110,000	$4.4B	0.37%	Call
93	—CHP MERGER CORP	442,226	$4.4B	0.37%
94	—GLOBAL SPAC PARTNERS CO	440,954	$4.4B	0.36%
95	—NOCTURNE ACQUISITION CORP	441,131	$4.3B	0.36%
96	—ROTH CH ACQUISITION II CO	436,932	$4.3B	0.36%
97	XLNXEURXILINX INC	30,000	$4.3B	0.36%
98	2JEFOCUS FINL PARTNERS INC	87,653	$4.3B	0.35%	Put
99	—7GC & CO HOLDINGS INC	434,166	$4.2B	0.35%
100	—LIFESCI ACQUISITION II CORP	418,727	$4.2B	0.35%

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