K2 PRINCIPAL FUND, L.P. Q3 2018 Filing

Filed November 13, 2018

Portfolio Value

$1.0T

Holdings

296

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (296 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	GOOGLALPHABET INC	45,400	$54.8B	5.26%	Put
2	NXPINXP SEMICONDUCTORS N V	346,700	$29.6B	2.85%	Put
3	SMHVANECK VECTORS ETF TR	235,000	$25.0B	2.40%	Put
4	—AETNA INC NEW	113,549	$23.0B	2.21%
5	XLKSELECT SECTOR SPDR TR	300,000	$22.6B	2.17%	Put
6	—ROCKWELL COLLINS INC	151,053	$21.2B	2.04%	Put
7	TLTISHARES TR	178,700	$21.0B	2.01%	Call
8	—HENNESSY CAP ACQUSTON CORP I	1,828,830	$18.6B	1.79%
9	—EASTERLY ACQUISITION CORP	1,571,018	$16.3B	1.57%
10	—EXPRESS SCRIPTS HLDG CO	160,000	$15.2B	1.46%	Put
11	—ATHENAHEALTH INC	112,200	$15.0B	1.44%	Put
12	—ENERGEN CORP	165,509	$14.3B	1.37%	Call
13	—ETF MANAGERS TR	290,200	$11.6B	1.12%	Put
14	—CYPRESS SEMICONDUCTOR CORP	781,400	$11.3B	1.09%	Call
15	—DOWDUPONT INC	175,000	$11.3B	1.08%	Call
16	—AEROJET ROCKETDYNE HLDGS INC	7,500	$10.7B	1.02%
17	—INTEGRATED DEVICE TECHNOLOGY	7,015	$10.5B	1.01%
18	—SPARTAN ENERGY ACQUISITON CO	1,031,500	$10.5B	1.00%
19	—PURE ACQUISITION CORP	1,003,746	$10.4B	1.00%
20	BPYPNBROOKFIELD PROPERTY REIT INC	488,906	$10.2B	0.98%
21	AMZNAMAZON COM INC	5,000	$10.0B	0.96%	Put
22	CLSCA INC	221,800	$9.8B	0.94%	Put
23	AAPLAPPLE INC	42,400	$9.6B	0.92%	Put
24	—MYLAN N V	260,863	$9.5B	0.92%	Call
25	DELLDELL TECHNOLOGIES INC	95,219	$9.2B	0.89%
26	—FAR PT ACQUISITION CORP	895,215	$9.2B	0.88%
27	SPYSPDR S&P 500 ETF TR	30,000	$8.7B	0.84%	Put
28	—VANTAGE ENERGY ACQUISITION	870,755	$8.7B	0.83%
29	—ZILLOW GROUP INC	8,000	$8.7B	0.83%
30	MCHPMICROCHIP TECHNOLOGY INC	105,000	$8.3B	0.80%	Put
31	DWDMORGAN STANLEY	175,000	$8.2B	0.78%	Put
32	—MITEL NETWORKS CORP	733,124	$8.1B	0.78%
33	—SILICON LABORATORIES INC	7,000	$8.0B	0.77%
34	MERCMERCER INTL INC	475,000	$8.0B	0.77%
35	—DFB HEALTHCARE ACQUISTION CO	764,253	$7.8B	0.75%
36	WTTRSELECT ENERGY SVCS INC	638,180	$7.6B	0.73%
37	AVAAVISTA CORP	148,652	$7.5B	0.72%
38	VALEVALE S A	506,200	$7.5B	0.72%	Put
39	FOXATWENTY FIRST CENTY FOX INC	161,107	$7.4B	0.71%
40	—GORES HLDGS II INC	678,517	$7.2B	0.69%
41	—GRAMERCY PPTY TR	261,389	$7.2B	0.69%
42	—HAYMAKER ACQUISITION CORP	677,310	$7.0B	0.67%
43	ARNCCHFARCONIC INC	310,000	$6.8B	0.65%	Call
44	FEZSPDR INDEX SHS FDS	175,000	$6.7B	0.64%	Call
45	INTCINTEL CORP	140,000	$6.6B	0.64%	Call
46	—SABAN CAP ACQUISITION CORP	648,952	$6.6B	0.63%
47	TRVCCITIGROUP INC	90,000	$6.5B	0.62%
48	—CONSTELLATION ALPHA CAP CORP	637,903	$6.5B	0.62%
49	—AVISTA HEALTHCARE PUB ACQ CO	616,020	$6.2B	0.60%
50	—CM SEVEN STAR ACQUISITION CO	578,700	$6.2B	0.60%
51	—KAYNE ANDERSON ACQUISITION	604,603	$6.1B	0.59%
52	—CONVERGYS CORP	249,923	$5.9B	0.57%
53	—OCEAN RIG UDW INC	165,000	$5.7B	0.55%
54	—PENSARE ACQUISITION CORP	573,054	$5.7B	0.55%
55	—BUNGE LIMITED	83,000	$5.7B	0.55%
56	—MAGNOLIA OIL & GAS CORP	1,217,655	$5.7B	0.55%
57	—DYCOM INDS INC	5,130	$5.7B	0.54%
58	—AV HOMES INC	279,887	$5.6B	0.54%
59	DISCKUSDDISCOVERY INC	183,515	$5.4B	0.52%
60	CSCOCISCO SYS INC	110,000	$5.4B	0.51%	Call
61	SWCHFSIERRA WIRELESS INC	258,900	$5.2B	0.50%	Put
62	LVLNSPDR SERIES TRUST	85,000	$5.1B	0.48%
63	—MEGALITH FINL ACQUISITION CO	494,050	$5.0B	0.48%
64	—LEGACY ACQUISITION CORP	490,820	$5.0B	0.48%
65	HEIHEICO CORP NEW	64,925	$4.9B	0.47%
66	MXMAGNACHIP SEMICONDUCTOR CORP	493,766	$4.9B	0.47%
67	—SOCIAL CAP HEDOSOPHIA HLDGS	490,403	$4.9B	0.47%
68	—GORES HOLDINGS III INC	455,541	$4.7B	0.45%
69	—TKK SYMPHONY ACQUISITION COR	457,390	$4.6B	0.44%
70	PVG1EURPRETIUM RES INC	606,500	$4.6B	0.44%	Put
71	—CITRIX SYS INC	3,000	$4.6B	0.44%
72	—PURE ACQUISITION CORP	473,661	$4.6B	0.44%
73	—TIBERIUS ACQUISITION CORP	446,820	$4.6B	0.44%
74	ITA*ISHARES TR	20,000	$4.3B	0.42%	Put
75	—KLX INC	68,385	$4.3B	0.41%
76	—DIREXION SHS ETF TR	323,900	$4.2B	0.40%	Put
77	—OPES ACQUISITION CORP	418,700	$4.1B	0.40%
78	ABXBARRICK GOLD CORP	368,241	$4.1B	0.39%	Call
79	—DUN & BRADSTREET CORP DEL NE	28,600	$4.1B	0.39%
80	—CHURCHILL CAP CORP	400,000	$4.1B	0.39%
81	—TRINITY MERGER CORP	395,799	$4.0B	0.39%
82	—FORUM MERGER II CORP	400,000	$4.0B	0.39%
83	—CM SEVEN STAR ACQUISITION CO	400,000	$4.0B	0.39%
84	—LANDCADIA HLDGS INC	359,670	$3.9B	0.37%
85	—UNION ACQUISITION CORP	362,400	$3.8B	0.36%
86	—TENZING ACQUISITION CORP	375,000	$3.8B	0.36%
87	DAYCERIDIAN HCM HLDG INC	87,559	$3.7B	0.35%
88	QCOMQUALCOMM INC	50,000	$3.6B	0.35%	Call
89	—WILDHORSE RESOURCE DEV CORP	151,667	$3.6B	0.34%
90	—LEO HOLDINGS CORP	348,704	$3.6B	0.34%
91	—SHIRE PLC	19,381	$3.5B	0.34%
92	LM05LIBERTY MEDIA CORP DELAWARE	98,298	$3.5B	0.34%
93	—K2M GROUP HLDGS INC	123,468	$3.4B	0.32%
94	XRXCHFXEROX CORP	125,000	$3.4B	0.32%	Call
95	BGCPEURBGC PARTNERS INC	285,067	$3.4B	0.32%
96	—MODERN MEDIA ACQUISITION	332,415	$3.4B	0.32%
97	—LF CAP ACQUISITION CORP	331,300	$3.3B	0.32%
98	—COBIZ FINANCIAL INC	151,124	$3.3B	0.32%
99	LM03LIBERTY MEDIA CORP DELAWARE	75,458	$3.3B	0.31%
100	—BLACKBERRY LTD	2,500	$3.2B	0.31%

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