K2 PRINCIPAL FUND, L.P. Q1 2018 Filing

Filed May 14, 2018

Portfolio Value

$1.8B

Holdings

267

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (267 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	GOOGLALPHABET INC	150,510	$156.1M	8.89%	Put
2	TLTISHARES TR	1,076,400	$131.2M	7.47%	Put
3	XLKSELECT SECTOR SPDR TR	1,885,500	$123.3M	7.03%	Put
4	TRVCCITIGROUP INC	783,200	$52.9M	3.01%	Call
5	—MYLAN N V	1,205,000	$49.6M	2.83%	Put
6	LQDISHARES TR	405,600	$47.6M	2.71%	Put
7	—MONSANTO CO NEW	351,573	$41.0M	2.34%	Call
8	TWXCHFTIME WARNER INC	350,300	$33.1M	1.89%	Call
9	SPYSPDR S AND P 500 ETF TR	125,000	$32.9M	1.87%	Put
10	NXPINXP SEMICONDUCTORS N V	280,000	$32.8M	1.87%	Put
11	SMHVANECK VECTORS ETF TR	270,000	$28.2M	1.60%	Put
12	—ETF MANAGERS TR	853,000	$25.2M	1.43%	Put
13	—CYPRESS SEMICONDUCTOR CORP	1,431,200	$24.3M	1.38%	Call
14	—BUNGE LIMITED	307,000	$22.7M	1.29%	Call
15	DWDMORGAN STANLEY	410,000	$22.1M	1.26%	Call
16	DELLDELL TECHNOLOGIES INC	285,000	$20.9M	1.19%	Call
17	AABAUSDALTABA INC	276,052	$20.4M	1.16%
18	DISHDISH NETWORK CORP	513,900	$19.5M	1.11%	Put
19	—CAVIUM INC	234,862	$18.6M	1.06%	Put
20	—AETNA INC NEW	108,549	$18.3M	1.04%
21	XLFSELECT SECTOR SPDR TR	645,000	$17.8M	1.01%	Put
22	NESRNATIONAL ENERGY SERVICES REU	1,723,548	$17.1M	0.97%
23	DBDEURDIEBOLD NXDF INC	1,108,000	$17.1M	0.97%	Call
24	OLEDUNIVERSAL DISPLAY CORP	165,500	$16.7M	0.95%	Call
25	LPXLOUISIANA PAC CORP	544,150	$15.7M	0.89%	Call
26	—LEGACY ACQUISITION CORP	1,549,120	$15.4M	0.88%
27	XLNXEURXILINX INC	201,700	$14.6M	0.83%	Call
28	MERCMERCER INTL INC	1,119,100	$13.9M	0.79%	Call
29	—BLACKHAWK NETWORK HLDGS INC	12,000	$13.3M	0.76%
30	—MICROSEMI CORP	191,970	$12.4M	0.71%	Put
31	TAT AND T INC	345,000	$12.3M	0.70%	Call
32	AMCAMC ENTMT HLDGS INC	873,500	$12.3M	0.70%	Put
33	—ZILLOW GROUP INC	10,000	$12.2M	0.70%
34	WPMWHEATON PRECIOUS METALS CORP	600,000	$12.2M	0.70%	Call
35	NVDANVIDIA CORP	50,000	$11.6M	0.66%	Put
36	CWHCAMPING WORLD HLDGS INC	345,000	$11.1M	0.63%	Put
37	GOOGALPHABET INC	10,000	$10.3M	0.59%	Put
38	—ROCKWELL COLLINS INC	76,339	$10.3M	0.59%
39	VYXNCR CORP NEW	311,200	$9.8M	0.56%	Put
40	—TPG PACE ENERGY HLDGS CORP	955,876	$9.7M	0.55%
41	—ONE MADISON CORP	959,998	$9.6M	0.55%
42	BABAALIBABA GROUP HLDG LTD	50,000	$9.2M	0.52%	Call
43	—VANTAGE ENERGY ACQUISITION	935,508	$9.1M	0.52%
44	—EXPRESS SCRIPTS HLDG CO	130,813	$9.0M	0.51%	Put
45	—DYCOM INDS INC	7,130	$9.0M	0.51%
46	GECBLE 4.5 11/15/29GENERAL CABLE CORP DEL NEW	8,430	$8.9M	0.51%
47	GEGENERAL ELECTRIC CO	655,000	$8.8M	0.50%	Put
48	—HAYMAKER ACQUISITION CORP	874,626	$8.7M	0.50%
49	MXMAGNACHIP SEMICONDUCTOR CORP	870,000	$8.4M	0.48%
50	TRCOTRIBUNE MEDIA CO	200,352	$8.1M	0.46%
51	WTTRSELECT ENERGY SVCS INC	633,221	$8.0M	0.46%
52	—DFB HEALTHCARE ACQUISTION CO	758,416	$7.6M	0.43%
53	—EASTERLY ACQUISITION CORP	742,263	$7.6M	0.43%
54	CASYCASEYS GEN STORES INC	68,100	$7.5M	0.43%	Put
55	—GORES HLDGS II INC	699,800	$7.0M	0.40%
56	WFCWELLS FARGO CO NEW	130,000	$6.8M	0.39%	Call
57	—KAYNE ANDERSON ACQUISITION	649,403	$6.4M	0.36%
58	—CONSTELLATION ALPHA CAP CORP	637,903	$6.3M	0.36%
59	—GGP INC	307,168	$6.3M	0.36%	Put
60	—TPG PACE HLDGS CORP	620,200	$6.1M	0.34%
61	UPBDRENT A CTR INC NEW	688,031	$5.9M	0.34%	Put
62	ABGAMERISOURCEBERGEN CORP	68,000	$5.9M	0.33%	Call
63	—AEROJET ROCKETDYNE HLDGS INC	4,500	$5.7M	0.32%
64	—FINTECH ACQUISITION CORP II	567,603	$5.6M	0.32%
65	—LEISURE ACQUISITION CORP	565,507	$5.6M	0.32%
66	—OPES ACQUISITION CORP	551,400	$5.5M	0.32%
67	—SIGMA DESIGNS INC	883,101	$5.5M	0.31%
68	—PLATINUM EAGLE ACQUISITIN CO	520,200	$5.3M	0.30%
69	—SENTINEL ENERGY SVCS INC	529,956	$5.3M	0.30%
70	—RTI INTL METALS INC	5,000	$5.2M	0.30%
71	BRK/BBERKSHIRE HATHAWAY INC DEL	26,138	$5.2M	0.30%
72	—PENSARE ACQUISITION CORP	520,807	$5.1M	0.29%
73	—UNION ACQUISITION CORP	488,500	$5.0M	0.28%
74	—KAPSTONE PAPER AND PACKAGING C	145,033	$5.0M	0.28%
75	—M I ACQUISITIONS INC	473,216	$4.9M	0.28%
76	—LANDCADIA HLDGS INC	490,219	$4.9M	0.28%
77	—CM SEVEN STAR ACQUISITION CO	471,700	$4.8M	0.28%
78	ARNCCHFARCONIC INC	208,700	$4.8M	0.27%	Call
79	—DYNEGY INC NEW DEL	355,437	$4.8M	0.27%
80	SIVBEURSVB FINL GROUP	19,900	$4.8M	0.27%	Put
81	LOGILOGITECH INTL S A	127,600	$4.7M	0.27%	Call
82	—U S G CORP	114,727	$4.6M	0.26%	Put
83	—SILICON LABORATORIES INC	4,000	$4.6M	0.26%
84	—TIBERIUS ACQUISITION CORP	450,000	$4.5M	0.26%
85	CEF/USPROTT PHYSICAL GOLD AND SILVE	339,156	$4.5M	0.25%
86	—AVISTA HEALTHCARE PUB ACQ CO	440,909	$4.4M	0.25%
87	—DOWDUPONT INC	68,073	$4.3M	0.25%	Put
88	GDXJVANECK VECTORS ETF TR	134,236	$4.3M	0.25%
89	—HENNESSY CAP ACQUSTON CORP I	434,800	$4.3M	0.25%
90	ABJAABB LTD	180,000	$4.3M	0.24%
91	—SABAN CAP ACQUISITION CORP	426,236	$4.2M	0.24%
92	—ELECTRUM SPL ACQUISITION COR	405,643	$4.2M	0.24%
93	—BLACKBERRY LTD	3,000	$4.1M	0.24%
94	XOMEXXON MOBIL CORP	55,000	$4.1M	0.23%	Call
95	—HRG GROUP INC	247,019	$4.1M	0.23%
96	XOPUSDSPDR SERIES TRUST	115,500	$4.1M	0.23%	Call
97	ITA*ISHARES TR	20,000	$4.0M	0.23%	Put
98	—CITRIX SYS INC	3,000	$4.0M	0.23%
99	HEIHEICO CORP NEW	55,640	$3.9M	0.22%
100	—MATLIN AND PARTNERS ACQUISITIO	399,498	$3.9M	0.22%

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