K2 PRINCIPAL FUND, L.P. Q2 2017 Filing

Filed August 11, 2017

Portfolio Value

$1.5T

Holdings

280

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (280 positions)

#StockSharesValue% PortfolioType
1
POWERSHARES QQQ TRUST
1,401,400$192.9B12.79%Put
2
GOOGLALPHABET INC
97,252$90.4B5.99%Put
3
BMYBRISTOL MYERS SQUIBB CO
1,049,933$58.5B3.88%Put
4
TLTISHARES TR
330,700$41.4B2.74%Put
5
DOMINION DIAMOND CORP
3,291,733$41.3B2.74%
6
TWXCHFTIME WARNER INC
380,000$38.2B2.53%
7
XLFSELECT SECTOR SPDR TR
1,360,000$33.6B2.22%Put
8
TAT&T INC
761,000$28.7B1.90%Put
9
VANTAGE ENERGY ACQUISITION
2,499,999$24.4B1.62%
10
AABAUSDALTABA INC
441,437$24.1B1.59%Call
11
WPMWHEATON PRECIOUS METALS CORP
1,150,249$22.9B1.52%Call
12
NXPINXP SEMICONDUCTORS N V
200,000$21.9B1.45%
13
SPYSPDR S&P 500 ETF TR
90,200$21.8B1.45%Put
14
LPXLOUISIANA PAC CORP
900,000$21.7B1.44%Put
15
XBISPDR SERIES TRUST
280,000$21.6B1.43%Put
16
SMHVANECK VECTORS ETF TR
260,200$21.3B1.41%Put
17
MOBILEYE N V AMSTELVEEN
336,471$21.1B1.40%
18
KAYNE ANDERSON ACQUISITION
2,000,000$19.4B1.29%
19
NESRNATIONAL ENERGY SERVICES REU
2,000,004$19.1B1.27%
20
CYPRESS SEMICONDUCTOR CORP
1,345,000$18.4B1.22%Call
21
TPG PACE ENERGY HLDGS CORP
1,749,999$17.6B1.17%
22
HARMONY MERGER CORP
1,399,379$14.5B0.96%
23
B2GOLD CORP
13,000$13.7B0.91%
24
VCA INC
140,598$13.0B0.86%
25
AMCAMC ENTMT HLDGS INC
548,500$12.5B0.83%Call
26
PYPLPAYPAL HLDGS INC
229,800$12.3B0.82%Put
27
TPG PACE HLDGS CORP
1,200,000$12.3B0.82%
28
SLVISHARES SILVER TRUST
775,000$12.2B0.81%Put
29
BABAALIBABA GROUP HLDG LTD
86,000$12.1B0.80%Put
30
SYNERON MEDICAL LTD
1,102,828$12.1B0.80%
31
BROCADE COMMUNICATIONS SYS I
11,533$11.7B0.78%
32
NFLXNETFLIX INC
77,500$11.6B0.77%Put
33
RICEEURRICE ENERGY INC
408,568$10.9B0.72%
34
REYNOLDS AMERICAN INC
160,595$10.4B0.69%
35
NVDANVIDIA CORP
68,000$9.8B0.65%Put
36
DELLDELL TECHNOLOGIES INC
160,352$9.8B0.65%
37
DBDEURDIEBOLD NXDF INC
346,400$9.7B0.64%Call
38
SHORETEL INC
1,647,642$9.6B0.63%
39
AAPLAPPLE INC
64,964$9.4B0.62%Call
40
HENNESSY CAP ACQUSTON CORP I
900,000$9.1B0.60%
41
WHOLE FOODS MKT INC
207,500$8.7B0.58%Call
42
KAPSTONE PAPER & PACKAGING C
422,438$8.7B0.58%Call
43
CSRA INC
245,000$7.8B0.52%
44
HUNHUNTSMAN CORP
300,000$7.8B0.51%
45
VMWEURVMWARE INC
85,900$7.5B0.50%Put
46
GMGENERAL MTRS CO
207,500$7.2B0.48%Put
47
QCOMQUALCOMM INC
130,000$7.2B0.48%Call
48
BHCVALEANT PHARMACEUTICALS INTL
399,900$6.9B0.46%Put
49
MODERN MEDIA ACQUISITION
700,000$6.8B0.45%
50
BBBLACKBERRY LTD
682,000$6.8B0.45%Call
51
UBNTEURUBIQUITI NETWORKS INC
130,076$6.8B0.45%Call
52
FFORD MTR CO DEL
600,200$6.7B0.45%Put
53
GORES HLDGS II INC
650,000$6.5B0.43%
54
DIGITALGLOBE INC
187,416$6.2B0.41%
55
PANERA BREAD CO
19,564$6.2B0.41%
56
TJXTJX COS INC NEW
83,442$6.0B0.40%Put
57
TSLATESLA INC
16,500$6.0B0.40%Put
58
SILVER STD RES INC
6,000$5.8B0.39%
59
SILVER RUN ACQUISITION
574,260$5.8B0.39%
60
FORUM MERGER CORP
590,600$5.7B0.38%
61
ENERNOC INC
5,500$5.5B0.36%
62
WCNWASTE CONNECTIONS INC
81,564$5.3B0.35%
63
GOOGALPHABET INC
5,648$5.1B0.34%
64
CONSTELLATION ALPHA CAPITAL
500,000$5.1B0.34%
65
MYLAN N V
130,400$5.1B0.34%
66
CLCOLGATE PALMOLIVE CO
68,100$5.0B0.33%Call
67
DUPONT FABROS TECHNOLOGY INC
81,073$5.0B0.33%
68
KBL MERGER CORP IV
508,600$4.9B0.33%
69
FINTECH ACQUISITION CORP II
500,000$4.9B0.32%
70
UPSUNITED PARCEL SERVICE INC
44,000$4.9B0.32%Put
71
GAS NAT INC
357,396$4.6B0.31%
72
STAPLES INC
456,400$4.6B0.30%
73
MSFTMICROSOFT CORP
65,881$4.5B0.30%Put
74
SABAN CAP ACQUISITION CORP
450,000$4.5B0.30%
75
SPRINT CORP
537,600$4.4B0.29%Call
76
CHICAGO BRIDGE & IRON CO N V
215,500$4.3B0.28%Call
77
BUNGE LIMITED
55,000$4.1B0.27%
78
PXGBXPRAXAIR INC
30,800$4.1B0.27%
79
ROSEHILL RES INC
487,820$4.1B0.27%
80
M I ACQUISITIONS INC
404,924$4.1B0.27%
81
MRVLMARVELL TECHNOLOGY GROUP LTD
245,000$4.0B0.27%
82
T7DTRANSDIGM GROUP INC
15,000$4.0B0.27%Put
83
DWDMORGAN STANLEY
90,000$4.0B0.27%Put
84
WGOWINNEBAGO INDS INC
114,300$4.0B0.27%Put
85
SYFSYNCHRONY FINL
130,100$3.9B0.26%Call
86
MATLIN & PARTNERS ACQUISITIO
400,000$3.9B0.26%
87
FIRST POTOMAC RLTY TR
346,555$3.9B0.26%
88
DIREXION SHS ETF TR
123,602$3.8B0.25%Put
89
DELTIC TIMBER CORP
51,436$3.8B0.25%
90
GTY TECHNOLOGY HOLDINGS INC
377,259$3.8B0.25%
91
HRLHORMEL FOODS CORP
108,687$3.7B0.25%Call
92
NXP SEMICONDUCTORS N V
3,000$3.6B0.24%
93
NOVADAQ TECHNOLOGIES INC
300,000$3.5B0.23%
94
ENTERCOM COMMUNICATIONS CORP
337,510$3.5B0.23%
95
ELECTRUM SPL ACQUISITION COR
342,907$3.5B0.23%
96
AVISTA HEALTHCARE PUB ACQ CO
350,000$3.4B0.23%
97
ASTORIA FINL CORP
170,797$3.4B0.23%
98
AMBAAMBARELLA INC
70,000$3.4B0.23%
99
SAVESPIRIT AIRLS INC
63,584$3.3B0.22%
100
SHLDEURSEARS HLDGS CORP
351,400$3.1B0.21%Put
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