K2 PRINCIPAL FUND, L.P. Q2 2016 Filing

Filed August 11, 2016

Portfolio Value

$758.5M

Holdings

208

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (208 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—POWERSHARES QQQ TRUST	755,000	$81.2M	10.70%	Put
2	BLKCHFBLACKROCK INC	1,041,370	$54.3M	7.16%	Put
3	GOOGLALPHABET INC	62,600	$44.0M	5.81%	Put
4	STTSTATE STR CORP	578,000	$19.6M	2.58%	Put
5	—STARWOOD HOTELS&RESORTS WRLD	243,944	$18.0M	2.38%
6	PYPLPAYPAL HLDGS INC	462,500	$16.9M	2.23%	Put
7	—VALSPAR CORP	149,761	$16.2M	2.13%
8	XLFSELECT SECTOR SPDR TR	700,000	$16.0M	2.11%
9	WCNWASTE CONNECTIONS INC	219,668	$15.8M	2.09%	Call
10	NXPINXP SEMICONDUCTORS N V	198,500	$15.6M	2.05%	Put
11	—COLUMBIA PIPELINE GROUP INC	554,478	$14.1M	1.86%
12	—LINKEDIN CORP	74,500	$14.1M	1.86%
13	—YAHOO INC	373,866	$14.0M	1.85%	Call
14	SMHVANECK VECTORS ETF TR	242,500	$13.8M	1.82%	Put
15	—AMERICAN CAP LTD	815,905	$12.9M	1.70%
16	—CYPRESS SEMICONDUCTOR CORP	1,219,900	$12.9M	1.70%	Call
17	—ST JUDE MED INC	159,340	$12.4M	1.64%
18	—FIRST NIAGARA FINL GP INC	1,275,055	$12.4M	1.64%
19	INGMINGRAM MICRO INC	345,317	$12.0M	1.58%
20	—NEW YORK REIT INC	1,184,477	$11.0M	1.44%
21	—SHORETEL INC	1,629,078	$10.9M	1.44%	Call
22	—MYLAN N V	251,200	$10.9M	1.43%	Put
23	—HARMONY MERGER CORP	900,000	$9.0M	1.19%
24	—CELATOR PHARMACEUTICALS INC	269,547	$8.1M	1.07%
25	KLACKLA-TENCOR CORP	109,571	$8.0M	1.06%
26	—POLYCOM INC	652,832	$7.3M	0.97%	Put
27	—DEMANDWARE INC	96,145	$7.2M	0.95%
28	—E M C CORP MASS	249,000	$6.8M	0.89%
29	MXIMMAXIM INTEGRATED PRODS INC	175,000	$6.2M	0.82%	Call
30	MDLZMONDELEZ INTL INC	135,000	$6.1M	0.81%	Put
31	—HARMONY MERGER CORP	600,000	$6.1M	0.81%
32	RRNRED ROBIN GOURMET BURGERS IN	128,012	$6.1M	0.80%	Call
33	—SILVER RUN ACQUISITION CORP	580,000	$5.8M	0.76%
34	—B2GOLD CORP	5,500,000	$5.4M	0.71%
35	QCOMQUALCOMM INC	100,000	$5.4M	0.71%	Put
36	—CSRA INC	220,000	$5.2M	0.68%
37	SHLDEURSEARS HLDGS CORP	367,600	$5.0M	0.66%	Put
38	—KLR ENERGY ACQUISITION CORP	500,000	$5.0M	0.66%
39	BGCPEURBGC PARTNERS INC	546,442	$4.8M	0.63%
40	—FAIRCHILD SEMICONDUCTOR INTL	230,059	$4.6M	0.60%
41	MSFTMICROSOFT CORP	88,343	$4.5M	0.60%
42	CDECOEUR MNG INC	415,900	$4.4M	0.58%	Put
43	—CVENT INC	122,836	$4.4M	0.58%
44	—QLIK TECHNOLOGIES INC	147,783	$4.4M	0.58%
45	—CF CORP	421,000	$4.2M	0.55%
46	TSLATESLA MTRS INC	18,500	$3.9M	0.52%	Put
47	—SCIQUEST INC NEW	217,073	$3.8M	0.51%
48	AANUSDAARONS INC	161,793	$3.5M	0.47%
49	—ELECTRUM SPL ACQUISITION COR	342,697	$3.3M	0.44%
50	—INTERXION HOLDING N.V	90,000	$3.3M	0.44%	Put
51	—EXPRESS SCRIPTS HLDG CO	43,734	$3.3M	0.44%
52	—C1 FINL INC	139,127	$3.2M	0.43%
53	—XENOPORT INC	436,927	$3.1M	0.41%
54	LPXLOUISIANA PAC CORP	170,000	$3.0M	0.39%	Put
55	—DOUBLE EAGLE ACQUISITION COR	305,451	$2.9M	0.39%
56	BFHALLIANCE DATA SYSTEMS CORP	15,000	$2.9M	0.39%
57	CVSCVS HEALTH CORP	30,000	$2.9M	0.38%	Call
58	—CAVIUM INC	72,500	$2.8M	0.37%	Call
59	PRGOPERRIGO CO PLC	30,000	$2.7M	0.36%	Call
60	—GP INVTS ACQUISITION COR	270,000	$2.6M	0.35%
61	INFNEURINFINERA CORPORATION	230,950	$2.6M	0.34%	Call
62	—IHS INC	22,061	$2.5M	0.34%	Call
63	—LANDCADIA HLDGS INC	250,000	$2.5M	0.33%
64	POT1EURPOTASH CORP SASK INC	151,500	$2.5M	0.32%	Put
65	—INCONTACT INC	2,000,000	$2.4M	0.32%
66	GILDGILEAD SCIENCES INC	28,317	$2.4M	0.31%
67	—QLT INC	1,623,866	$2.3M	0.30%
68	UPBDRENT A CTR INC NEW	187,000	$2.3M	0.30%
69	NGNOVAGOLD RES INC	368,200	$2.3M	0.30%	Put
70	—TERRAPIN 3 ACQUISITION CORP	223,176	$2.2M	0.29%
71	—HEARTWARE INTL INC	35,801	$2.1M	0.27%
72	—QUINPARIO ACQUISITION CORP 2	205,955	$2.0M	0.27%
73	—HEARTWARE INTL INC	2,000,000	$2.0M	0.26%
74	CLBCORE LABORATORIES N V	15,926	$2.0M	0.26%
75	SLG2EURSL GREEN RLTY CORP	18,500	$2.0M	0.26%	Put
76	—DONNELLEY R R & SONS CO	115,000	$1.9M	0.26%	Put
77	—ALLERGAN PLC	8,419	$1.9M	0.26%	Call
78	TQQQPROSHARES TR	20,000	$1.9M	0.25%	Put
79	—MEMORIAL RESOURCE DEV CORP	120,602	$1.9M	0.25%
80	TJXTJX COS INC NEW	23,777	$1.8M	0.24%
81	—HORIZON PHARMA INVT LTD	2,000,000	$1.8M	0.24%
82	DVNDEVON ENERGY CORP NEW	50,000	$1.8M	0.24%
83	ABTABBOTT LABS	44,000	$1.7M	0.23%	Put
84	WERNWERNER ENTERPRISES INC	73,800	$1.7M	0.22%
85	KHCKRAFT HEINZ CO	19,000	$1.7M	0.22%	Put
86	—AEGERION PHARMACEUTICALS INC	3,000,000	$1.7M	0.22%
87	—DIREXION SHS ETF TR	213,780	$1.7M	0.22%	Put
88	PFEPFIZER INC	42,900	$1.5M	0.20%	Call
89	PHMPULTE GROUP INC	75,000	$1.5M	0.19%
90	OIBR/USDOI S A	475,000	$1.4M	0.19%
91	XPOXPO LOGISTICS INC	55,000	$1.4M	0.19%
92	BXUSDBLACKSTONE GROUP L P	58,784	$1.4M	0.19%	Call
93	SPWHSPORTSMANS WHSE HLDGS INC	178,944	$1.4M	0.19%
94	—TECH DATA CORP	20,000	$1.4M	0.19%	Put
95	—ITC HLDGS CORP	30,000	$1.4M	0.19%
96	TNADIREXION SHS ETF TR	22,000	$1.4M	0.18%	Put
97	XLNXEURXILINX INC	29,900	$1.4M	0.18%
98	—MINES MGMT INC	1,262,357	$1.3M	0.18%
99	—ATLANTIC ALLIANCE PARTNER CO	127,019	$1.3M	0.17%
100	JPMJPMORGAN CHASE & CO	21,171	$1.3M	0.17%

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