K2 PRINCIPAL FUND, L.P. Q1 2017 Filing

Filed May 11, 2017

Portfolio Value

$1.2B

Holdings

249

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (249 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—POWERSHARES QQQ TRUST	1,091,100	$144.4M	11.99%	Put
2	GOOGLALPHABET INC	74,700	$63.3M	5.26%	Put
3	XLFSELECT SECTOR SPDR TR	2,030,200	$48.2M	4.00%	Put
4	TWXCHFTIME WARNER INC	357,374	$34.9M	2.90%	Call
5	BMYBRISTOL MYERS SQUIBB CO	598,300	$32.5M	2.70%	Put
6	—DOMINION DIAMOND CORP	2,588,550	$31.5M	2.61%
7	—YAHOO INC	590,555	$27.4M	2.28%
8	SPYSPDR S&P 500 ETF TR	107,500	$25.3M	2.10%	Put
9	—MYLAN N V	646,200	$25.2M	2.09%	Call
10	—KAYNE ANDERSON ACQUISITION	2,000,000	$20.0M	1.66%
11	IWMISHARES TR	132,500	$18.2M	1.51%	Put
12	PANWPALO ALTO NETWORKS INC	155,264	$17.5M	1.45%	Call
13	—WILLIAMS CLAYTON ENERGY INC	130,638	$17.3M	1.43%
14	TAT&T INC	411,900	$17.1M	1.42%	Put
15	—HARMONY MERGER CORP	1,500,000	$15.3M	1.27%
16	NXPINXP SEMICONDUCTORS N V	147,233	$15.2M	1.27%
17	SLVISHARES SILVER TRUST	866,000	$14.9M	1.24%	Put
18	—WHITEWAVE FOODS CO	260,843	$14.6M	1.22%
19	—B2GOLD CORP	13,000	$13.9M	1.16%
20	TSLATESLA INC	47,500	$13.2M	1.10%	Put
21	—NIELSEN HLDGS PLC	300,600	$12.4M	1.03%	Call
22	WFCWELLS FARGO AND CO NEW	220,000	$12.2M	1.02%	Call
23	NFLXNETFLIX INC	81,600	$12.1M	1.00%	Put
24	SMHVANECK VECTORS ETF TR	150,000	$12.0M	0.99%	Put
25	—BROCADE COMMUNICATIONS SYS I	11,533	$11.7M	0.97%
26	HACKUSDETF MANAGERS TR	393,000	$11.6M	0.96%	Put
27	—CYPRESS SEMICONDUCTOR CORP	816,455	$11.2M	0.93%	Call
28	PYPLPAYPAL HLDGS INC	240,000	$10.3M	0.86%	Call
29	—SHORETEL INC	1,672,909	$10.3M	0.85%
30	PRGOPERRIGO CO PLC	147,301	$9.8M	0.81%	Call
31	DBDEURDIEBOLD NXDF INC	298,663	$9.2M	0.76%	Call
32	UBNTEURUBIQUITI NETWORKS INC	181,100	$9.1M	0.76%	Put
33	BABAALIBABA GROUP HLDG LTD	80,000	$8.6M	0.72%	Put
34	MXIMMAXIM INTEGRATED PRODS INC	190,000	$8.5M	0.71%	Call
35	—ALLIED WRLD ASSUR COM HLDG A	160,270	$8.5M	0.71%
36	VMWEURVMWARE INC	92,300	$8.5M	0.71%	Put
37	CDEVEURCENTENNIAL RESOURCE DEV INC	464,429	$8.5M	0.70%	Put
38	TRVCCITIGROUP INC	135,000	$8.1M	0.67%
39	FEYECHFFIREEYE INC	590,000	$7.4M	0.62%	Call
40	DELLDELL TECHNOLOGIES INC	114,096	$7.3M	0.61%
41	XBISPDR SERIES TRUST	103,500	$7.2M	0.60%	Put
42	—SILVER WHEATON CORP	334,800	$7.0M	0.58%	Call
43	VYXNCR CORP NEW	150,000	$6.9M	0.57%	Put
44	—GORES HLDGS II INC	650,000	$6.7M	0.55%
45	XLUSELECT SECTOR SPDR TR	125,000	$6.4M	0.53%	Put
46	—CSRA INC	216,800	$6.3M	0.53%	Call
47	—MEAD JOHNSON NUTRITION CO	70,000	$6.2M	0.52%
48	PHMPULTE GROUP INC	245,000	$5.8M	0.48%	Call
49	—AEGERION PHARMACEUTICALS INC	7,000	$5.7M	0.47%
50	JPMJPMORGAN CHASE AND CO	63,467	$5.6M	0.46%
51	MSFTMICROSOFT CORP	82,881	$5.5M	0.45%
52	RSGREPUBLIC SVCS INC	86,200	$5.4M	0.45%	Put
53	—GAS NAT INC	418,520	$5.3M	0.44%
54	TXNTEXAS INSTRS INC	65,000	$5.2M	0.43%	Put
55	—MOBILEYE N V AMSTELVEEN	85,121	$5.2M	0.43%
56	—SILVER RUN ACQUISITION	500,000	$5.2M	0.43%
57	—REYNOLDS AMERICAN INC	80,020	$5.0M	0.42%
58	—KLR ENERGY ACQUISITION CORP	483,117	$5.0M	0.41%
59	LPXLOUISIANA PAC CORP	200,000	$5.0M	0.41%
60	NKENIKE INC	88,600	$4.9M	0.41%	Call
61	—FINTECH ACQUISITION CORP II	500,000	$4.9M	0.41%
62	—LEVEL 3 COMMUNICATIONS INC	85,558	$4.9M	0.41%
63	—MONSANTO CO NEW	40,908	$4.6M	0.38%
64	—SABAN CAP ACQUISITION CORP	450,000	$4.5M	0.37%
65	NBRNABORS INDUSTRIES LTD	330,000	$4.3M	0.36%	Put
66	—WESTERN REFNG INC	122,208	$4.3M	0.36%
67	SHLDEURSEARS HLDGS CORP	360,400	$4.1M	0.34%	Put
68	—M I ACQUISITIONS INC	402,464	$4.1M	0.34%
69	—MATLIN AND PARTNERS ACQUISITIO	400,000	$4.0M	0.33%
70	—CF CORP	400,000	$4.0M	0.33%
71	MRO*MARATHON OIL CORP	248,100	$3.9M	0.33%	Put
72	GSTEURGASTAR EXPL INC NEW	2,515,441	$3.9M	0.32%
73	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	65,000	$3.9M	0.32%
74	—GTY TECHNOLOGY HOLDINGS INC	377,259	$3.8M	0.31%
75	RRNRED ROBIN GOURMET BURGERS IN	63,672	$3.7M	0.31%
76	—DIGITALGLOBE INC	110,123	$3.6M	0.30%
77	BXUSDBLACKSTONE GROUP L P	121,400	$3.6M	0.30%	Call
78	—ISLE OF CAPRI CASINOS INC	134,689	$3.5M	0.29%
79	—NEW YORK REIT INC	359,008	$3.5M	0.29%
80	—NXP SEMICONDUCTORS N V	3,000	$3.5M	0.29%
81	INCYINCYTE CORP	25,800	$3.4M	0.29%	Call
82	—AVISTA HEALTHCARE PUB ACQ CO	350,000	$3.4M	0.29%
83	PCHPOTLATCH CORP NEW	75,000	$3.4M	0.28%
84	—ELECTRUM SPL ACQUISITION COR	342,907	$3.4M	0.28%
85	VIABVIACOM INC NEW	71,600	$3.3M	0.28%	Put
86	—CBS CORP NEW	45,000	$3.1M	0.26%	Put
87	—DOUBLE EAGLE ACQUISITION COR	305,451	$3.1M	0.25%
88	—GP INVTS ACQUISITION COR	298,700	$3.0M	0.25%
89	FDO.FMACYS INC	98,200	$2.9M	0.24%	Call
90	HRLHORMEL FOODS CORP	83,800	$2.9M	0.24%
91	KRKROGER CO	98,267	$2.9M	0.24%	Call
92	TEVATEVA PHARMACEUTICAL INDS LTD	87,800	$2.8M	0.23%	Call
93	—FAIRMOUNT SANTROL HLDGS INC	380,527	$2.8M	0.23%
94	QSRRESTAURANT BRANDS INTL INC	50,000	$2.8M	0.23%	Put
95	—HEADWATERS INC	117,531	$2.8M	0.23%
96	CITCINTAS CORP	21,500	$2.7M	0.23%
97	—METALDYNE PERFORMANCE GROUP	117,916	$2.7M	0.22%
98	AMBAAMBARELLA INC	47,750	$2.6M	0.22%	Call
99	NBL2EURNOBLE ENERGY INC	75,000	$2.6M	0.21%	Put
100	DWDMORGAN STANLEY	60,000	$2.6M	0.21%

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