K2 PRINCIPAL FUND, L.P. Q1 2017 Filing

Filed May 11, 2017

Portfolio Value

$1.2T

Holdings

249

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (249 positions)

#StockSharesValue% PortfolioType
1
POWERSHARES QQQ TRUST
1,091,100$144.4B11.99%Put
2
GOOGLALPHABET INC
74,700$63.3B5.26%Put
3
XLFSELECT SECTOR SPDR TR
2,030,200$48.2B4.00%Put
4
TWXCHFTIME WARNER INC
357,374$34.9B2.90%Call
5
BMYBRISTOL MYERS SQUIBB CO
598,300$32.5B2.70%Put
6
DOMINION DIAMOND CORP
2,588,550$31.5B2.61%
7
YAHOO INC
590,555$27.4B2.28%
8
SPYSPDR S&P 500 ETF TR
107,500$25.3B2.10%Put
9
MYLAN N V
646,200$25.2B2.09%Call
10
KAYNE ANDERSON ACQUISITION
2,000,000$20.0B1.66%
11
IWMISHARES TR
132,500$18.2B1.51%Put
12
PANWPALO ALTO NETWORKS INC
155,264$17.5B1.45%Call
13
WILLIAMS CLAYTON ENERGY INC
130,638$17.3B1.43%
14
TAT&T INC
411,900$17.1B1.42%Put
15
HARMONY MERGER CORP
1,500,000$15.3B1.27%
16
NXPINXP SEMICONDUCTORS N V
147,233$15.2B1.27%
17
SLVISHARES SILVER TRUST
866,000$14.9B1.24%Put
18
WHITEWAVE FOODS CO
260,843$14.6B1.22%
19
B2GOLD CORP
13,000$13.9B1.16%
20
TSLATESLA INC
47,500$13.2B1.10%Put
21
NIELSEN HLDGS PLC
300,600$12.4B1.03%Call
22
WFCWELLS FARGO AND CO NEW
220,000$12.2B1.02%Call
23
NFLXNETFLIX INC
81,600$12.1B1.00%Put
24
SMHVANECK VECTORS ETF TR
150,000$12.0B0.99%Put
25
BROCADE COMMUNICATIONS SYS I
11,533$11.7B0.97%
26
HACKUSDETF MANAGERS TR
393,000$11.6B0.96%Put
27
CYPRESS SEMICONDUCTOR CORP
816,455$11.2B0.93%Call
28
PYPLPAYPAL HLDGS INC
240,000$10.3B0.86%Call
29
SHORETEL INC
1,672,909$10.3B0.85%
30
PRGOPERRIGO CO PLC
147,301$9.8B0.81%Call
31
DBDEURDIEBOLD NXDF INC
298,663$9.2B0.76%Call
32
UBNTEURUBIQUITI NETWORKS INC
181,100$9.1B0.76%Put
33
BABAALIBABA GROUP HLDG LTD
80,000$8.6B0.72%Put
34
MXIMMAXIM INTEGRATED PRODS INC
190,000$8.5B0.71%Call
35
ALLIED WRLD ASSUR COM HLDG A
160,270$8.5B0.71%
36
VMWEURVMWARE INC
92,300$8.5B0.71%Put
37
CDEVEURCENTENNIAL RESOURCE DEV INC
464,429$8.5B0.70%Put
38
TRVCCITIGROUP INC
135,000$8.1B0.67%
39
FEYECHFFIREEYE INC
590,000$7.4B0.62%Call
40
DELLDELL TECHNOLOGIES INC
114,096$7.3B0.61%
41
XBISPDR SERIES TRUST
103,500$7.2B0.60%Put
42
SILVER WHEATON CORP
334,800$7.0B0.58%Call
43
VYXNCR CORP NEW
150,000$6.9B0.57%Put
44
GORES HLDGS II INC
650,000$6.7B0.55%
45
XLUSELECT SECTOR SPDR TR
125,000$6.4B0.53%Put
46
CSRA INC
216,800$6.3B0.53%Call
47
MEAD JOHNSON NUTRITION CO
70,000$6.2B0.52%
48
PHMPULTE GROUP INC
245,000$5.8B0.48%Call
49
AEGERION PHARMACEUTICALS INC
7,000$5.7B0.47%
50
JPMJPMORGAN CHASE AND CO
63,467$5.6B0.46%
51
MSFTMICROSOFT CORP
82,881$5.5B0.45%
52
RSGREPUBLIC SVCS INC
86,200$5.4B0.45%Put
53
GAS NAT INC
418,520$5.3B0.44%
54
TXNTEXAS INSTRS INC
65,000$5.2B0.43%Put
55
MOBILEYE N V AMSTELVEEN
85,121$5.2B0.43%
56
SILVER RUN ACQUISITION
500,000$5.2B0.43%
57
REYNOLDS AMERICAN INC
80,020$5.0B0.42%
58
KLR ENERGY ACQUISITION CORP
483,117$5.0B0.41%
59
LPXLOUISIANA PAC CORP
200,000$5.0B0.41%
60
NKENIKE INC
88,600$4.9B0.41%Call
61
FINTECH ACQUISITION CORP II
500,000$4.9B0.41%
62
LEVEL 3 COMMUNICATIONS INC
85,558$4.9B0.41%
63
MONSANTO CO NEW
40,908$4.6B0.38%
64
SABAN CAP ACQUISITION CORP
450,000$4.5B0.37%
65
NBRNABORS INDUSTRIES LTD
330,000$4.3B0.36%Put
66
WESTERN REFNG INC
122,208$4.3B0.36%
67
SHLDEURSEARS HLDGS CORP
360,400$4.1B0.34%Put
68
M I ACQUISITIONS INC
402,464$4.1B0.34%
69
MATLIN AND PARTNERS ACQUISITIO
400,000$4.0B0.33%
70
CF CORP
400,000$4.0B0.33%
71
MRO*MARATHON OIL CORP
248,100$3.9B0.33%Put
72
GSTEURGASTAR EXPL INC NEW
2,515,441$3.9B0.32%
73
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
65,000$3.9B0.32%
74
GTY TECHNOLOGY HOLDINGS INC
377,259$3.8B0.31%
75
RRNRED ROBIN GOURMET BURGERS IN
63,672$3.7B0.31%
76
DIGITALGLOBE INC
110,123$3.6B0.30%
77
BXUSDBLACKSTONE GROUP L P
121,400$3.6B0.30%Call
78
ISLE OF CAPRI CASINOS INC
134,689$3.5B0.29%
79
NEW YORK REIT INC
359,008$3.5B0.29%
80
NXP SEMICONDUCTORS N V
3,000$3.5B0.29%
81
INCYINCYTE CORP
25,800$3.4B0.29%Call
82
AVISTA HEALTHCARE PUB ACQ CO
350,000$3.4B0.29%
83
PCHPOTLATCH CORP NEW
75,000$3.4B0.28%
84
ELECTRUM SPL ACQUISITION COR
342,907$3.4B0.28%
85
VIABVIACOM INC NEW
71,600$3.3B0.28%Put
86
CBS CORP NEW
45,000$3.1B0.26%Put
87
DOUBLE EAGLE ACQUISITION COR
305,451$3.1B0.25%
88
GP INVTS ACQUISITION COR
298,700$3.0B0.25%
89
FDO.FMACYS INC
98,200$2.9B0.24%Call
90
HRLHORMEL FOODS CORP
83,800$2.9B0.24%
91
KRKROGER CO
98,267$2.9B0.24%Call
92
TEVATEVA PHARMACEUTICAL INDS LTD
87,800$2.8B0.23%Call
93
FAIRMOUNT SANTROL HLDGS INC
380,527$2.8B0.23%
94
QSRRESTAURANT BRANDS INTL INC
50,000$2.8B0.23%Put
95
HEADWATERS INC
117,531$2.8B0.23%
96
CITCINTAS CORP
21,500$2.7B0.23%
97
METALDYNE PERFORMANCE GROUP
117,916$2.7B0.22%
98
AMBAAMBARELLA INC
47,750$2.6B0.22%Call
99
NBL2EURNOBLE ENERGY INC
75,000$2.6B0.21%Put
100
DWDMORGAN STANLEY
60,000$2.6B0.21%
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