K2 PRINCIPAL FUND, L.P.

Quant stat arb Low signal CIK 1461790
League rank
#141
in Quant stat arb · #6593 overall
Long book
$341.1M
Q1 2026
Positions
315
Top-10 weight
18%
concentration
Last quarter
+7.5%
SPY +14.8%
Turnover
52%
of book per quarter

Strategy in plain words

auto-generated from filings

K2 PRINCIPAL FUND, L.P. is a quantitative fund whose holdings reflect models, not opinions, running a $341.1M US long book across 315 positions.

The portfolio is broadly diversified across 315 positions (top 10 only 18%). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: ALPHABET INC-CL C, PENNYMAC FINANCIAL SERVICES, DAUCH CORPORATION, SUNOCOCORP LLC, FIRST SOLAR INC.

Over the last 9 quarters its long book ran on average 0.3pp per quarter behind the S&P 500, beating the index in 4 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
-7.8%
Q2 2024
+14.3%
Q3 2024
+6.5%
Q4 2024
-6.2%
Q1 2025
+14.6%
Q2 2025
+7.0%
Q3 2025
+2.1%
Q4 2025
-0.2%
Q1 2026
+7.5%

Sector allocation

Financials
42%
Technology
14%
Other
9%
Industrials
7%
Services media
6%
Materials
6%
Energy
5%
Utilities
4%

Long book by quarter

$196.2M
Q1 2024
$193.4M
Q2 2024
$204.5M
Q3 2024
$214.7M
Q4 2024
$183.4M
Q1 2025
$244.7M
Q2 2025
$294.2M
Q3 2025
$282.2M
Q4 2025
$341.1M
Q1 2026

What does K2 PRINCIPAL own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
GOOG ALPHABET INC-CL CTechnology33.2K$9.5M2.8%+148.7%
PFSI PENNYMAC FINANCIAL SERVICESFinancials81.0K$7.1M2.1%+2598.3%
DCH DAUCH CORPORATIONIndustrials1.2M$7.0M2.1%+42.9%
SUNC SUNOCOCORP LLCEnergy105.1K$6.5M1.9%Held
FSLR FIRST SOLAR INCTechnology32.5K$6.4M1.9%+73.3%
SPRY ARS PHARMACEUTICALS INCHealthcare559.7K$4.5M1.3%+5387.2%
WLAC WILLOW LANE ACQUISITION-CL A397.9K$4.2M1.2%New
GFR GREENFIRE RESOURCES LTDEnergy656.4K$4.1M1.2%-22.3%
CCII COHEN CIRCLE ACQUISIT II - AFinancials399.2K$4.1M1.2%Held
NSC NORFOLK SOUTHERN CORPIndustrials14.1K$4.0M1.2%+30.5%
LION LIONSGATE STUDIOS CORPServices media419.6K$4.0M1.2%+41.7%
APP APPLOVIN CORP-CLASS ATechnology10.1K$4.0M1.2%+137.9%
VST VISTRA CORPUtilities25.9K$3.9M1.1%+158.5%
SVAC SPRING VALLEY ACQUISITION-AUtilities371.0K$3.8M1.1%+112.0%
CLBR COLOMBIER ACQ III-CL AFinancials372.2K$3.7M1.1%New
AQN ALGONQUIN POWER & UTILITIESUtilities600.0K$3.7M1.1%+200.0%
XPOF XPONENTIAL FITNESS INC-AServices media600.0K$3.6M1.1%-13.7%
RYAM RAYONIER ADVANCED MATERIALSOther320.4K$3.5M1.0%-46.8%
AMZN AMAZON.COM INCConsumer discretionary16.1K$3.4M1.0%+27.0%
CMII COLUMBUS CIRCLE CAPITAL CO-AFinancials337.4K$3.3M1.0%New
BRR PROCAP FINANCIAL INCFinancials1.6M$3.3M1.0%New
BEAG BOLD EAGLE ACQUISITION COR-AFinancials306.9K$3.2M1.0%0.0%
PMTR PERIMETER ACQUIS CORP I CL AFinancials297.2K$3.0M0.9%Held
OR OR ROYALTIES INCMaterials80.0K$3.0M0.9%New
SRG SERITAGE GROWTH PROP- AReal estate1.1M$3.0M0.9%+2.4%
IEAG INFINITE EAGLE CL-AFinancials300.0K$3.0M0.9%New
ARCI ARCHIMEDES TECH SPAC PARTNERFinancials299.5K$3.0M0.9%New
DBRG DIGITALBRIDGE GROUP INCFinancials190.0K$2.9M0.9%+45.0%
JENA JENA ACQUISITION CORP II - AFinancials273.0K$2.8M0.8%Held
ELE ELEMENTAL ROYALTY CORPMaterials106.3K$2.8M0.8%-40.1%
DBCA D. BORAL ACQUISITION I-CL AFinancials276.2K$2.7M0.8%New
RGLD ROYAL GOLD INCFinancials10.6K$2.7M0.8%Held
CEPF CANTOR EQUITY PARTNERS-CL AFinancials258.3K$2.6M0.8%+0.1%
TLNC TALON CAPITAL CORP-CL AFinancials250.0K$2.5M0.7%-16.6%
SBXE SILVERBOX CORP V-CL AFinancials243.4K$2.4M0.7%New
628 SEMRUSH HOLDINGS INC-A200.0K$2.4M0.7%New
PZZA PAPA JOHN'S INTL INCConsumer discretionary73.2K$2.4M0.7%New
RDDT REDDIT INC-CL ATechnology17.6K$2.4M0.7%+173.5%
PUMP PROPETRO HOLDING CORPEnergy162.2K$2.3M0.7%New
CAEP CANTOR EQUITY PARTNERS III-A217.8K$2.2M0.7%-30.4%
MSFT MICROSOFT CORPTechnology6.0K$2.2M0.7%New
CRAQ CAL REDWOOD ACQUISIT-CL AFinancials215.0K$2.2M0.6%Held
TACO BERTO ACQUISITION CORPFinancials208.3K$2.1M0.6%-41.4%
FNV FRANCO-NEVADA CORPMaterials8.6K$2.1M0.6%-31.0%
SAAQ SPACE ASSET ACQUISITION-CL AFinancials212.2K$2.1M0.6%New
OACC OAKTREE ACQUISITION CORP I-AFinancials195.3K$2.1M0.6%Held
BCSS BAIN CAPITAL GSS INV- AFinancials200.0K$2.0M0.6%New
EVAC EQV VENTURES ACQUISITION C-AFinancials200.0K$2.0M0.6%Held
HCMA HCM III ACQUISITION COR-CL AFinancials200.0K$2.0M0.6%-14.7%
PTON PELOTON INTERACTIVE INC-AOther468.2K$2.0M0.6%New

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 14, 2026487$1.43B canonicalSEC ↗
Q4 202513F-HRFeb 13, 2026410$1.24B canonicalSEC ↗
Q3 202513F-HRNov 13, 2025338$1.23B canonicalSEC ↗
Q2 202513F-HRAug 14, 2025296$725.2M canonicalSEC ↗
Q1 202513F-HRMay 15, 2025317$788.2M canonicalSEC ↗
Q4 202413F-HRFeb 14, 2025304$900.6M canonicalSEC ↗
Q3 202413F-HRNov 15, 2024263$694.7M canonicalSEC ↗
Q2 202413F-HRAug 14, 2024228$537.7M canonicalSEC ↗
Q1 202413F-HRMay 14, 2024237$579.0M canonicalSEC ↗