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)

#StockSharesValue% PortfolioType
1
GOOGLALPHABET INC
45,400$54.8B5.26%Put
2
NXPINXP SEMICONDUCTORS N V
346,700$29.6B2.85%Put
3
SMHVANECK VECTORS ETF TR
235,000$25.0B2.40%Put
4
AETNA INC NEW
113,549$23.0B2.21%
5
XLKSELECT SECTOR SPDR TR
300,000$22.6B2.17%Put
6
ROCKWELL COLLINS INC
151,053$21.2B2.04%Put
7
TLTISHARES TR
178,700$21.0B2.01%Call
8
HENNESSY CAP ACQUSTON CORP I
1,828,830$18.6B1.79%
9
EASTERLY ACQUISITION CORP
1,571,018$16.3B1.57%
10
EXPRESS SCRIPTS HLDG CO
160,000$15.2B1.46%Put
11
ATHENAHEALTH INC
112,200$15.0B1.44%Put
12
ENERGEN CORP
165,509$14.3B1.37%Call
13
ETF MANAGERS TR
290,200$11.6B1.12%Put
14
CYPRESS SEMICONDUCTOR CORP
781,400$11.3B1.09%Call
15
DOWDUPONT INC
175,000$11.3B1.08%Call
16
AEROJET ROCKETDYNE HLDGS INC
7,500$10.7B1.02%
17
INTEGRATED DEVICE TECHNOLOGY
7,015$10.5B1.01%
18
SPARTAN ENERGY ACQUISITON CO
1,031,500$10.5B1.00%
19
PURE ACQUISITION CORP
1,003,746$10.4B1.00%
20
BPYPNBROOKFIELD PROPERTY REIT INC
488,906$10.2B0.98%
21
AMZNAMAZON COM INC
5,000$10.0B0.96%Put
22
CLSCA INC
221,800$9.8B0.94%Put
23
AAPLAPPLE INC
42,400$9.6B0.92%Put
24
MYLAN N V
260,863$9.5B0.92%Call
25
DELLDELL TECHNOLOGIES INC
95,219$9.2B0.89%
26
FAR PT ACQUISITION CORP
895,215$9.2B0.88%
27
SPYSPDR S&P 500 ETF TR
30,000$8.7B0.84%Put
28
VANTAGE ENERGY ACQUISITION
870,755$8.7B0.83%
29
ZILLOW GROUP INC
8,000$8.7B0.83%
30
MCHPMICROCHIP TECHNOLOGY INC
105,000$8.3B0.80%Put
31
DWDMORGAN STANLEY
175,000$8.2B0.78%Put
32
MITEL NETWORKS CORP
733,124$8.1B0.78%
33
SILICON LABORATORIES INC
7,000$8.0B0.77%
34
MERCMERCER INTL INC
475,000$8.0B0.77%
35
DFB HEALTHCARE ACQUISTION CO
764,253$7.8B0.75%
36
WTTRSELECT ENERGY SVCS INC
638,180$7.6B0.73%
37
AVAAVISTA CORP
148,652$7.5B0.72%
38
VALEVALE S A
506,200$7.5B0.72%Put
39
FOXATWENTY FIRST CENTY FOX INC
161,107$7.4B0.71%
40
GORES HLDGS II INC
678,517$7.2B0.69%
41
GRAMERCY PPTY TR
261,389$7.2B0.69%
42
HAYMAKER ACQUISITION CORP
677,310$7.0B0.67%
43
ARNCCHFARCONIC INC
310,000$6.8B0.65%Call
44
FEZSPDR INDEX SHS FDS
175,000$6.7B0.64%Call
45
INTCINTEL CORP
140,000$6.6B0.64%Call
46
SABAN CAP ACQUISITION CORP
648,952$6.6B0.63%
47
TRVCCITIGROUP INC
90,000$6.5B0.62%
48
CONSTELLATION ALPHA CAP CORP
637,903$6.5B0.62%
49
AVISTA HEALTHCARE PUB ACQ CO
616,020$6.2B0.60%
50
CM SEVEN STAR ACQUISITION CO
578,700$6.2B0.60%
51
KAYNE ANDERSON ACQUISITION
604,603$6.1B0.59%
52
CONVERGYS CORP
249,923$5.9B0.57%
53
OCEAN RIG UDW INC
165,000$5.7B0.55%
54
PENSARE ACQUISITION CORP
573,054$5.7B0.55%
55
BUNGE LIMITED
83,000$5.7B0.55%
56
MAGNOLIA OIL & GAS CORP
1,217,655$5.7B0.55%
57
DYCOM INDS INC
5,130$5.7B0.54%
58
AV HOMES INC
279,887$5.6B0.54%
59
DISCKUSDDISCOVERY INC
183,515$5.4B0.52%
60
CSCOCISCO SYS INC
110,000$5.4B0.51%Call
61
SWCHFSIERRA WIRELESS INC
258,900$5.2B0.50%Put
62
LVLNSPDR SERIES TRUST
85,000$5.1B0.48%
63
MEGALITH FINL ACQUISITION CO
494,050$5.0B0.48%
64
LEGACY ACQUISITION CORP
490,820$5.0B0.48%
65
HEIHEICO CORP NEW
64,925$4.9B0.47%
66
MXMAGNACHIP SEMICONDUCTOR CORP
493,766$4.9B0.47%
67
SOCIAL CAP HEDOSOPHIA HLDGS
490,403$4.9B0.47%
68
GORES HOLDINGS III INC
455,541$4.7B0.45%
69
TKK SYMPHONY ACQUISITION COR
457,390$4.6B0.44%
70
PVG1EURPRETIUM RES INC
606,500$4.6B0.44%Put
71
CITRIX SYS INC
3,000$4.6B0.44%
72
PURE ACQUISITION CORP
473,661$4.6B0.44%
73
TIBERIUS ACQUISITION CORP
446,820$4.6B0.44%
74
ITA*ISHARES TR
20,000$4.3B0.42%Put
75
KLX INC
68,385$4.3B0.41%
76
DIREXION SHS ETF TR
323,900$4.2B0.40%Put
77
OPES ACQUISITION CORP
418,700$4.1B0.40%
78
ABXBARRICK GOLD CORP
368,241$4.1B0.39%Call
79
DUN & BRADSTREET CORP DEL NE
28,600$4.1B0.39%
80
CHURCHILL CAP CORP
400,000$4.1B0.39%
81
TRINITY MERGER CORP
395,799$4.0B0.39%
82
FORUM MERGER II CORP
400,000$4.0B0.39%
83
CM SEVEN STAR ACQUISITION CO
400,000$4.0B0.39%
84
LANDCADIA HLDGS INC
359,670$3.9B0.37%
85
UNION ACQUISITION CORP
362,400$3.8B0.36%
86
TENZING ACQUISITION CORP
375,000$3.8B0.36%
87
DAYCERIDIAN HCM HLDG INC
87,559$3.7B0.35%
88
QCOMQUALCOMM INC
50,000$3.6B0.35%Call
89
WILDHORSE RESOURCE DEV CORP
151,667$3.6B0.34%
90
LEO HOLDINGS CORP
348,704$3.6B0.34%
91
SHIRE PLC
19,381$3.5B0.34%
92
LM05LIBERTY MEDIA CORP DELAWARE
98,298$3.5B0.34%
93
K2M GROUP HLDGS INC
123,468$3.4B0.32%
94
XRXCHFXEROX CORP
125,000$3.4B0.32%Call
95
BGCPEURBGC PARTNERS INC
285,067$3.4B0.32%
96
MODERN MEDIA ACQUISITION
332,415$3.4B0.32%
97
LF CAP ACQUISITION CORP
331,300$3.3B0.32%
98
COBIZ FINANCIAL INC
151,124$3.3B0.32%
99
LM03LIBERTY MEDIA CORP DELAWARE
75,458$3.3B0.31%
100
BLACKBERRY LTD
2,500$3.2B0.31%
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