K2 PRINCIPAL FUND, L.P. Q4 2017 Filing

Filed February 12, 2018

Portfolio Value

$1.4B

Holdings

253

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (253 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	XLKSELECT SECTOR SPDR TR	1,301,500	$83.2M	6.02%	Put
2	BMYBRISTOL MYERS SQUIBB CO	1,301,696	$79.8M	5.77%	Put
3	GOOGLALPHABET INC	60,753	$64.0M	4.63%
4	—MONSANTO CO NEW	334,473	$39.1M	2.83%	Put
5	TLTISHARES TR	300,000	$38.1M	2.75%	Put
6	—POWERSHARES QQQ TRUST	206,600	$32.2M	2.33%	Put
7	TWXCHFTIME WARNER INC	295,516	$27.0M	1.96%
8	TRVCCITIGROUP INC	360,000	$26.8M	1.94%	Call
9	DBDEURDIEBOLD NXDF INC	1,579,940	$25.8M	1.87%	Put
10	GOOGALPHABET INC	24,000	$25.1M	1.82%	Call
11	AABAUSDALTABA INC	351,052	$24.5M	1.77%	Call
12	WCNWASTE CONNECTIONS INC	261,206	$22.2M	1.60%
13	WPMWHEATON PRECIOUS METALS CORP	963,000	$21.7M	1.57%	Call
14	SPYSPDR S&P 500 ETF TR	80,000	$21.3M	1.54%	Put
15	MUMICRON TECHNOLOGY INC	430,000	$17.7M	1.28%	Put
16	NXPINXP SEMICONDUCTORS N V	150,000	$17.6M	1.27%
17	XLNXEURXILINX INC	255,000	$17.2M	1.24%	Call
18	—TPG PACE ENERGY HLDGS CORP	1,748,799	$17.0M	1.23%
19	BABAALIBABA GROUP HLDG LTD	95,500	$16.5M	1.19%	Put
20	SAVESPIRIT AIRLS INC	362,400	$16.3M	1.18%	Put
21	DISHDISH NETWORK CORP	322,200	$15.4M	1.11%	Call
22	NESRNATIONAL ENERGY SERVICES REU	1,512,201	$15.0M	1.09%
23	—LEGACY ACQUISITION CORP	1,504,848	$15.0M	1.08%
24	SMHVANECK VECTORS ETF TR	150,000	$14.7M	1.06%	Put
25	VMWEURVMWARE INC	110,600	$13.9M	1.00%	Put
26	SNISCRIPPS NETWORKS INTERACT IN	150,525	$12.9M	0.93%	Call
27	MSFTMICROSOFT CORP	150,000	$12.8M	0.93%	Put
28	—BROADSOFT INC	8,500	$12.6M	0.91%
29	—CYPRESS SEMICONDUCTOR CORP	775,000	$11.8M	0.85%	Call
30	LPXLOUISIANA PAC CORP	427,700	$11.2M	0.81%	Call
31	—VANTAGE ENERGY ACQUISITION	1,148,280	$11.2M	0.81%
32	—ZILLOW GROUP INC	10,000	$10.9M	0.79%
33	XOPUSDSPDR SERIES TRUST	286,100	$10.6M	0.77%	Put
34	CFCF INDS HLDGS INC	250,000	$10.6M	0.77%	Put
35	DWDMORGAN STANLEY	200,000	$10.5M	0.76%	Call
36	XLFSELECT SECTOR SPDR TR	375,000	$10.5M	0.76%	Put
37	—PENSARE ACQUISITION CORP	1,028,507	$9.9M	0.72%
38	—HENNESSY CAP ACQUSTON CORP I	975,900	$9.6M	0.69%
39	—KAPSTONE PAPER & PACKAGING C	410,300	$9.3M	0.67%	Call
40	MGAMAGNA INTL INC	128,541	$9.2M	0.66%
41	—CM SEVEN STAR ACQUISITION CO	903,600	$9.0M	0.65%
42	DELLDELL TECHNOLOGIES INC	110,591	$9.0M	0.65%
43	ORCLORACLE CORP	180,000	$8.5M	0.62%	Call
44	—HAYMAKER ACQUISITION	841,226	$8.3M	0.60%
45	CSXCSX CORP	146,424	$8.1M	0.58%	Call
46	ADMARCHER DANIELS MIDLAND CO	200,000	$8.0M	0.58%	Put
47	—LEISURE ACQUISITION CORP	769,700	$7.6M	0.55%
48	—FEDERAL STR ACQUISITION CORP	729,600	$7.5M	0.54%
49	—GORES HLDGS II INC	750,000	$7.5M	0.54%
50	—CONSTELLATION ALPHA CAP CORP	736,300	$7.2M	0.52%
51	—RYLAND GROUP INC	7,000	$7.1M	0.51%
52	—MODERN MEDIA ACQUISITION	718,543	$7.1M	0.51%
53	—FORUM MERGER CORP	698,414	$7.0M	0.50%
54	—KAYNE ANDERSON ACQUISITION	711,105	$6.9M	0.50%
55	—CALPINE CORP	453,078	$6.9M	0.50%	Put
56	NVDANVIDIA CORP	35,000	$6.8M	0.49%	Put
57	—TPG PACE HLDGS CORP	689,700	$6.7M	0.49%
58	WTTRSELECT ENERGY SVCS INC	365,969	$6.7M	0.48%
59	PXGBXPRAXAIR INC	41,223	$6.4M	0.46%
60	AAPLAPPLE INC	37,500	$6.3M	0.46%
61	—BROADSOFT INC	4,750	$6.2M	0.45%
62	NFLXNETFLIX INC	31,500	$6.0M	0.44%	Put
63	—BUNGE LIMITED	90,093	$6.0M	0.44%
64	AMCAMC ENTMT HLDGS INC	400,000	$6.0M	0.44%
65	—EASTERLY ACQUISITION CORP	574,720	$5.8M	0.42%
66	LITELUMENTUM HLDGS INC	115,000	$5.6M	0.41%
67	MERCMERCER INTL INC	393,090	$5.6M	0.41%
68	SYFSYNCHRONY FINL	143,300	$5.5M	0.40%	Call
69	DISCKUSDDISCOVERY COMMUNICATNS NEW	252,554	$5.3M	0.39%	Put
70	TAT&T INC	133,000	$5.2M	0.37%	Put
71	—EXACTECH INC	101,494	$5.0M	0.36%
72	—REGALWOOD GLOBAL ENERGY LTD	500,000	$5.0M	0.36%
73	—NXSTAGE MEDICAL INC	203,106	$4.9M	0.36%
74	MXIMMAXIM INTEGRATED PRODS INC	93,150	$4.9M	0.35%
75	—FINTECH ACQUISITION CORP II	475,000	$4.7M	0.34%
76	CEFCENTRAL FD CDA LTD	348,237	$4.7M	0.34%
77	—GGP INC	199,368	$4.7M	0.34%
78	NWLNEWELL BRANDS INC	149,700	$4.6M	0.33%	Call
79	—SILVER RUN ACQUISITION	453,560	$4.5M	0.33%
80	RGCGBPREGAL ENTMT GROUP	191,703	$4.4M	0.32%	Put
81	—AVISTA HEALTHCARE PUB ACQ CO	440,934	$4.4M	0.32%
82	TERTERADYNE INC	104,200	$4.4M	0.32%
83	—B2GOLD CORP	4,000	$4.3M	0.31%
84	—SABAN CAP ACQUISITION CORP	425,700	$4.2M	0.31%
85	—M I ACQUISITIONS INC	412,924	$4.2M	0.30%
86	—ELECTRUM SPL ACQUISITION COR	400,643	$4.1M	0.30%
87	IWMISHARES TR	27,000	$4.1M	0.30%	Put
88	MOSMOSAIC CO NEW	153,100	$3.9M	0.28%	Put
89	UPBDRENT A CTR INC NEW	352,738	$3.9M	0.28%	Put
90	—MATLIN & PARTNERS ACQUISITIO	399,498	$3.9M	0.28%
91	KMXCARMAX INC	60,000	$3.8M	0.28%	Call
92	—CAVIUM INC	45,000	$3.8M	0.27%
93	—GTY TECHNOLOGY HOLDINGS INC	377,054	$3.7M	0.27%
94	—NXP SEMICONDUCTORS N V	3,000	$3.7M	0.27%
95	DLTRDOLLAR TREE INC	33,200	$3.6M	0.26%	Put
96	VYXNCR CORP NEW	102,000	$3.5M	0.25%	Put
97	—ILG INC	119,000	$3.4M	0.25%	Call
98	RLJRLJ LODGING TR	153,166	$3.4M	0.24%	Put
99	CWHCAMPING WORLD HLDGS INC	75,000	$3.4M	0.24%
100	—ROSEHILL RES INC	457,115	$3.2M	0.23%

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