K2 PRINCIPAL FUND, L.P. Q2 2016 Filing

Filed August 11, 2016

Portfolio Value

$758.5B

Holdings

208

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (208 positions)

#StockSharesValue% PortfolioType
1
POWERSHARES QQQ TRUST
755,000$81.2B10.70%Put
2
BLKCHFBLACKROCK INC
1,041,370$54.3B7.16%Put
3
GOOGLALPHABET INC
62,600$44.0B5.81%Put
4
STTSTATE STR CORP
578,000$19.6B2.58%Put
5
STARWOOD HOTELS&RESORTS WRLD
243,944$18.0B2.38%
6
PYPLPAYPAL HLDGS INC
462,500$16.9B2.23%Put
7
VALSPAR CORP
149,761$16.2B2.13%
8
XLFSELECT SECTOR SPDR TR
700,000$16.0B2.11%
9
WCNWASTE CONNECTIONS INC
219,668$15.8B2.09%Call
10
NXPINXP SEMICONDUCTORS N V
198,500$15.6B2.05%Put
11
COLUMBIA PIPELINE GROUP INC
554,478$14.1B1.86%
12
LINKEDIN CORP
74,500$14.1B1.86%
13
YAHOO INC
373,866$14.0B1.85%Call
14
SMHVANECK VECTORS ETF TR
242,500$13.8B1.82%Put
15
AMERICAN CAP LTD
815,905$12.9B1.70%
16
CYPRESS SEMICONDUCTOR CORP
1,219,900$12.9B1.70%Call
17
ST JUDE MED INC
159,340$12.4B1.64%
18
FIRST NIAGARA FINL GP INC
1,275,055$12.4B1.64%
19
INGMINGRAM MICRO INC
345,317$12.0B1.58%
20
NEW YORK REIT INC
1,184,477$11.0B1.44%
21
SHORETEL INC
1,629,078$10.9B1.44%Call
22
MYLAN N V
251,200$10.9B1.43%Put
23
HARMONY MERGER CORP
900,000$9.0B1.19%
24
CELATOR PHARMACEUTICALS INC
269,547$8.1B1.07%
25
KLACKLA-TENCOR CORP
109,571$8.0B1.06%
26
POLYCOM INC
652,832$7.3B0.97%Put
27
DEMANDWARE INC
96,145$7.2B0.95%
28
E M C CORP MASS
249,000$6.8B0.89%
29
MXIMMAXIM INTEGRATED PRODS INC
175,000$6.2B0.82%Call
30
MDLZMONDELEZ INTL INC
135,000$6.1B0.81%Put
31
HARMONY MERGER CORP
600,000$6.1B0.81%
32
RRNRED ROBIN GOURMET BURGERS IN
128,012$6.1B0.80%Call
33
SILVER RUN ACQUISITION CORP
580,000$5.8B0.76%
34
B2GOLD CORP
5,500,000$5.4B0.71%
35
QCOMQUALCOMM INC
100,000$5.4B0.71%Put
36
CSRA INC
220,000$5.2B0.68%
37
SHLDEURSEARS HLDGS CORP
367,600$5.0B0.66%Put
38
KLR ENERGY ACQUISITION CORP
500,000$5.0B0.66%
39
BGCPEURBGC PARTNERS INC
546,442$4.8B0.63%
40
FAIRCHILD SEMICONDUCTOR INTL
230,059$4.6B0.60%
41
MSFTMICROSOFT CORP
88,343$4.5B0.60%
42
CDECOEUR MNG INC
415,900$4.4B0.58%Put
43
CVENT INC
122,836$4.4B0.58%
44
QLIK TECHNOLOGIES INC
147,783$4.4B0.58%
45
CF CORP
421,000$4.2B0.55%
46
TSLATESLA MTRS INC
18,500$3.9B0.52%Put
47
SCIQUEST INC NEW
217,073$3.8B0.51%
48
AANUSDAARONS INC
161,793$3.5B0.47%
49
ELECTRUM SPL ACQUISITION COR
342,697$3.3B0.44%
50
INTERXION HOLDING N.V
90,000$3.3B0.44%Put
51
EXPRESS SCRIPTS HLDG CO
43,734$3.3B0.44%
52
C1 FINL INC
139,127$3.2B0.43%
53
XENOPORT INC
436,927$3.1B0.41%
54
LPXLOUISIANA PAC CORP
170,000$3.0B0.39%Put
55
DOUBLE EAGLE ACQUISITION COR
305,451$2.9B0.39%
56
BFHALLIANCE DATA SYSTEMS CORP
15,000$2.9B0.39%
57
CVSCVS HEALTH CORP
30,000$2.9B0.38%Call
58
CAVIUM INC
72,500$2.8B0.37%Call
59
PRGOPERRIGO CO PLC
30,000$2.7B0.36%Call
60
GP INVTS ACQUISITION COR
270,000$2.6B0.35%
61
INFNEURINFINERA CORPORATION
230,950$2.6B0.34%Call
62
IHS INC
22,061$2.5B0.34%Call
63
LANDCADIA HLDGS INC
250,000$2.5B0.33%
64
POT1EURPOTASH CORP SASK INC
151,500$2.5B0.32%Put
65
INCONTACT INC
2,000,000$2.4B0.32%
66
GILDGILEAD SCIENCES INC
28,317$2.4B0.31%
67
QLT INC
1,623,866$2.3B0.30%
68
UPBDRENT A CTR INC NEW
187,000$2.3B0.30%
69
NGNOVAGOLD RES INC
368,200$2.3B0.30%Put
70
TERRAPIN 3 ACQUISITION CORP
223,176$2.2B0.29%
71
HEARTWARE INTL INC
35,801$2.1B0.27%
72
QUINPARIO ACQUISITION CORP 2
205,955$2.0B0.27%
73
HEARTWARE INTL INC
2,000,000$2.0B0.26%
74
CLBCORE LABORATORIES N V
15,926$2.0B0.26%
75
SLG2EURSL GREEN RLTY CORP
18,500$2.0B0.26%Put
76
DONNELLEY R R & SONS CO
115,000$1.9B0.26%Put
77
ALLERGAN PLC
8,419$1.9B0.26%Call
78
TQQQPROSHARES TR
20,000$1.9B0.25%Put
79
MEMORIAL RESOURCE DEV CORP
120,602$1.9B0.25%
80
TJXTJX COS INC NEW
23,777$1.8B0.24%
81
HORIZON PHARMA INVT LTD
2,000,000$1.8B0.24%
82
DVNDEVON ENERGY CORP NEW
50,000$1.8B0.24%
83
ABTABBOTT LABS
44,000$1.7B0.23%Put
84
WERNWERNER ENTERPRISES INC
73,800$1.7B0.22%
85
KHCKRAFT HEINZ CO
19,000$1.7B0.22%Put
86
AEGERION PHARMACEUTICALS INC
3,000,000$1.7B0.22%
87
DIREXION SHS ETF TR
213,780$1.7B0.22%Put
88
PFEPFIZER INC
42,900$1.5B0.20%Call
89
PHMPULTE GROUP INC
75,000$1.5B0.19%
90
OIBR/USDOI S A
475,000$1.4B0.19%
91
XPOXPO LOGISTICS INC
55,000$1.4B0.19%
92
BXUSDBLACKSTONE GROUP L P
58,784$1.4B0.19%Call
93
SPWHSPORTSMANS WHSE HLDGS INC
178,944$1.4B0.19%
94
TECH DATA CORP
20,000$1.4B0.19%Put
95
ITC HLDGS CORP
30,000$1.4B0.19%
96
TNADIREXION SHS ETF TR
22,000$1.4B0.18%Put
97
XLNXEURXILINX INC
29,900$1.4B0.18%
98
MINES MGMT INC
1,262,357$1.3B0.18%
99
ATLANTIC ALLIANCE PARTNER CO
127,019$1.3B0.17%
100
JPMJPMORGAN CHASE & CO
21,171$1.3B0.17%
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