K2 PRINCIPAL FUND, L.P. Q2 2018 Filing

Filed August 13, 2018

Portfolio Value

$1.3B

Holdings

280

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (280 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	NXPINXP SEMICONDUCTORS N V	555,000	$60.6M	4.69%	Put
2	TLTISHARES TR	440,000	$53.6M	4.14%	Put
3	TRVCCITIGROUP INC	690,000	$46.2M	3.57%	Call
4	SMHVANECK VECTORS ETF TR	423,700	$43.5M	3.36%	Put
5	XLKSELECT SECTOR SPDR TR	490,000	$34.0M	2.63%	Put
6	—MYLAN N V	680,000	$24.6M	1.90%	Put
7	LPXLOUISIANA PAC CORP	873,900	$23.8M	1.84%	Put
8	AABAUSDALTABA INC	315,273	$23.1M	1.79%
9	GOOGLALPHABET INC	20,071	$22.7M	1.75%	Put
10	BABAALIBABA GROUP HLDG LTD	114,000	$21.1M	1.64%	Put
11	—PURE ACQUISITION CORP	2,011,846	$20.6M	1.60%
12	—ETF MANAGERS TR	648,300	$19.1M	1.47%	Put
13	—ROCKWELL COLLINS INC	135,953	$18.3M	1.42%
14	SPYSPDR S&P 500 ETF TR	65,000	$17.6M	1.36%	Put
15	DWDMORGAN STANLEY	371,343	$17.6M	1.36%	Call
16	—AETNA INC NEW	93,549	$17.2M	1.33%
17	—ATHENAHEALTH INC	105,900	$16.9M	1.30%	Put
18	—FAR PT ACQUISITION CORP	1,575,414	$16.1M	1.24%
19	—LEGACY ACQUISITION CORP	1,522,320	$15.3M	1.18%
20	—CYPRESS SEMICONDUCTOR CORP	950,000	$14.8M	1.14%	Put
21	GOOGALPHABET INC	12,683	$14.2M	1.09%
22	—EASTERLY ACQUISITION CORP	1,315,316	$13.5M	1.05%
23	BACBANK AMER CORP	450,000	$12.7M	0.98%	Call
24	—ZILLOW GROUP INC	10,000	$12.6M	0.98%
25	—GGP INC	605,256	$12.4M	0.96%	Put
26	—AEROJET ROCKETDYNE HLDGS INC	9,500	$12.3M	0.95%
27	DELLDELL TECHNOLOGIES INC	135,000	$11.4M	0.88%
28	FOXATWENTY FIRST CENTY FOX INC	222,907	$11.0M	0.85%
29	QCOMQUALCOMM INC	195,000	$10.9M	0.85%	Call
30	MERCMERCER INTL INC	595,000	$10.4M	0.81%
31	—EXPRESS SCRIPTS HLDG CO	130,813	$10.1M	0.78%	Put
32	CASYCASEYS GEN STORES INC	87,800	$9.2M	0.71%	Put
33	—TWELVE SEAS INVESTMENT COMPA	900,000	$9.1M	0.70%
34	—ANDEAVOR	68,703	$9.0M	0.70%
35	—HAYMAKER ACQUISITION CORP	875,164	$8.8M	0.68%
36	—OSPREY ENERGY ACQUISITION CO	871,568	$8.8M	0.68%
37	—VANTAGE ENERGY ACQUISITION	885,755	$8.7M	0.68%
38	—ILG INC	262,017	$8.7M	0.67%
39	AMATAPPLIED MATLS INC	185,000	$8.5M	0.66%	Put
40	XRXCHFXEROX CORP	353,050	$8.5M	0.66%	Call
41	—SILICON LABORATORIES INC	7,000	$8.4M	0.65%
42	WTTRSELECT ENERGY SVCS INC	570,220	$8.3M	0.64%
43	—DYCOM INDS INC	7,130	$8.3M	0.64%
44	VMWEURVMWARE INC	55,000	$8.1M	0.63%	Call
45	—DFB HEALTHCARE ACQUISTION CO	764,253	$7.7M	0.60%
46	—HENNESSY CAP ACQUSTON CORP I	747,600	$7.6M	0.59%
47	XLNXEURXILINX INC	111,700	$7.3M	0.56%
48	—THUNDER BRIDGE ACQUISITION L	725,000	$7.3M	0.56%
49	—ONE MADISON CORP	679,421	$6.9M	0.53%
50	—SIGMA DESIGNS INC	1,090,971	$6.7M	0.51%
51	—LAYNE CHRISTENSEN CO	5,000	$6.4M	0.50%
52	—KAYNE ANDERSON ACQUISITION	649,403	$6.4M	0.50%
53	—CONSTELLATION ALPHA CAP CORP	637,903	$6.4M	0.49%
54	—TPG PACE HLDGS CORP	619,000	$6.1M	0.48%
55	—PURE ACQUISITION CORP	626,199	$6.0M	0.47%
56	LTRPAUSDLIBERTY TRIPADVISOR HLDGS IN	373,445	$6.0M	0.47%
57	—PLATINUM EAGLE ACQUISITIN CO	587,306	$6.0M	0.46%
58	—CM SEVEN STAR ACQUISITION CO	578,700	$6.0M	0.46%
59	VALEVALE S A	456,200	$5.8M	0.45%	Put
60	—LASALLE HOTEL PPTYS	163,322	$5.6M	0.43%
61	—GORES HLDGS II INC	548,000	$5.6M	0.43%
62	CSCOCISCO SYS INC	125,000	$5.4M	0.42%	Put
63	—ORBOTECH LTD	85,000	$5.3M	0.41%
64	MUMICRON TECHNOLOGY INC	100,000	$5.2M	0.41%	Put
65	MXMAGNACHIP SEMICONDUCTOR CORP	502,811	$5.2M	0.40%
66	—PENSARE ACQUISITION CORP	520,807	$5.2M	0.40%
67	—DOWDUPONT INC	77,673	$5.1M	0.40%	Call
68	—WILDHORSE RESOURCE DEV CORP	200,000	$5.1M	0.39%
69	—RTI INTL METALS INC	5,000	$5.0M	0.39%
70	CEF/USPROTT PHYSICAL GOLD & SILVE	399,456	$5.0M	0.39%
71	CWHCAMPING WORLD HLDGS INC	200,000	$5.0M	0.39%	Call
72	EXREXTRA SPACE STORAGE INC	50,000	$5.0M	0.39%	Call
73	—SOCIAL CAP HEDOSOPHIA HLDGS	495,804	$5.0M	0.39%
74	—BUNGE LIMITED	70,086	$4.9M	0.38%
75	ITA*ISHARES TR	25,000	$4.8M	0.37%	Put
76	—UNION ACQUISITION CORP	463,500	$4.7M	0.37%
77	DISCKUSDDISCOVERY INC	183,515	$4.7M	0.36%
78	VYXNCR CORP NEW	151,200	$4.5M	0.35%	Call
79	—TIBERIUS ACQUISITION CORP	450,000	$4.5M	0.35%
80	HTOSJW GROUP	67,941	$4.5M	0.35%
81	—CITRIX SYS INC	3,000	$4.4M	0.34%
82	LM03LIBERTY MEDIA CORP DELAWARE	95,800	$4.3M	0.33%
83	—SABAN CAP ACQUISITION CORP	426,336	$4.3M	0.33%
84	—HRG GROUP INC	327,019	$4.3M	0.33%
85	HEIHEICO CORP NEW	69,525	$4.2M	0.33%
86	DBDEURDIEBOLD NXDF INC	350,000	$4.2M	0.32%	Call
87	—OPES ACQUISITION CORP	418,700	$4.1M	0.31%
88	—MATLIN & PARTNERS ACQUISITIO	402,998	$4.0M	0.31%
89	OLEDUNIVERSAL DISPLAY CORP	45,000	$3.9M	0.30%	Put
90	—LF CAP ACQUISITION CORP	378,900	$3.8M	0.30%
91	—TRINITY MERGER CORP	372,800	$3.8M	0.29%
92	—GRAMERCY PPTY TR	136,479	$3.7M	0.29%
93	SPLKCHFSPLUNK INC	37,500	$3.7M	0.29%	Call
94	—KAPSTONE PAPER & PACKAGING C	107,633	$3.7M	0.29%
95	—GTY TECHNOLOGY HOLDINGS INC	368,239	$3.7M	0.29%
96	LVLNSPDR SERIES TRUST	60,000	$3.7M	0.28%
97	PXGBXPRAXAIR INC	23,100	$3.7M	0.28%
98	—ENVISION HEALTHCARE CORP	82,930	$3.6M	0.28%
99	SENS 5.25 02/01/23SENSEONICS HLDGS INC	2,500	$3.6M	0.28%
100	—LEO HOLDINGS CORP	348,704	$3.5M	0.27%

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