K2 PRINCIPAL FUND, L.P. Q2 2017 Filing

Filed August 11, 2017

Portfolio Value

$1.5B

Holdings

280

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (280 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—POWERSHARES QQQ TRUST	1,401,400	$192.9M	12.79%	Put
2	GOOGLALPHABET INC	97,252	$90.4M	5.99%	Put
3	BMYBRISTOL MYERS SQUIBB CO	1,049,933	$58.5M	3.88%	Put
4	TLTISHARES TR	330,700	$41.4M	2.74%	Put
5	—DOMINION DIAMOND CORP	3,291,733	$41.3M	2.74%
6	TWXCHFTIME WARNER INC	380,000	$38.2M	2.53%
7	XLFSELECT SECTOR SPDR TR	1,360,000	$33.6M	2.22%	Put
8	TAT&T INC	761,000	$28.7M	1.90%	Put
9	—VANTAGE ENERGY ACQUISITION	2,499,999	$24.4M	1.62%
10	AABAUSDALTABA INC	441,437	$24.1M	1.59%	Call
11	WPMWHEATON PRECIOUS METALS CORP	1,150,249	$22.9M	1.52%	Call
12	NXPINXP SEMICONDUCTORS N V	200,000	$21.9M	1.45%
13	SPYSPDR S&P 500 ETF TR	90,200	$21.8M	1.45%	Put
14	LPXLOUISIANA PAC CORP	900,000	$21.7M	1.44%	Put
15	XBISPDR SERIES TRUST	280,000	$21.6M	1.43%	Put
16	SMHVANECK VECTORS ETF TR	260,200	$21.3M	1.41%	Put
17	—MOBILEYE N V AMSTELVEEN	336,471	$21.1M	1.40%
18	—KAYNE ANDERSON ACQUISITION	2,000,000	$19.4M	1.29%
19	NESRNATIONAL ENERGY SERVICES REU	2,000,004	$19.1M	1.27%
20	—CYPRESS SEMICONDUCTOR CORP	1,345,000	$18.4M	1.22%	Call
21	—TPG PACE ENERGY HLDGS CORP	1,749,999	$17.6M	1.17%
22	—HARMONY MERGER CORP	1,399,379	$14.5M	0.96%
23	—B2GOLD CORP	13,000	$13.7M	0.91%
24	—VCA INC	140,598	$13.0M	0.86%
25	AMCAMC ENTMT HLDGS INC	548,500	$12.5M	0.83%	Call
26	PYPLPAYPAL HLDGS INC	229,800	$12.3M	0.82%	Put
27	—TPG PACE HLDGS CORP	1,200,000	$12.3M	0.82%
28	SLVISHARES SILVER TRUST	775,000	$12.2M	0.81%	Put
29	BABAALIBABA GROUP HLDG LTD	86,000	$12.1M	0.80%	Put
30	—SYNERON MEDICAL LTD	1,102,828	$12.1M	0.80%
31	—BROCADE COMMUNICATIONS SYS I	11,533	$11.7M	0.78%
32	NFLXNETFLIX INC	77,500	$11.6M	0.77%	Put
33	RICEEURRICE ENERGY INC	408,568	$10.9M	0.72%
34	—REYNOLDS AMERICAN INC	160,595	$10.4M	0.69%
35	NVDANVIDIA CORP	68,000	$9.8M	0.65%	Put
36	DELLDELL TECHNOLOGIES INC	160,352	$9.8M	0.65%
37	DBDEURDIEBOLD NXDF INC	346,400	$9.7M	0.64%	Call
38	—SHORETEL INC	1,647,642	$9.6M	0.63%
39	AAPLAPPLE INC	64,964	$9.4M	0.62%	Call
40	—HENNESSY CAP ACQUSTON CORP I	900,000	$9.1M	0.60%
41	—WHOLE FOODS MKT INC	207,500	$8.7M	0.58%	Call
42	—KAPSTONE PAPER & PACKAGING C	422,438	$8.7M	0.58%	Call
43	—CSRA INC	245,000	$7.8M	0.52%
44	HUNHUNTSMAN CORP	300,000	$7.8M	0.51%
45	VMWEURVMWARE INC	85,900	$7.5M	0.50%	Put
46	GMGENERAL MTRS CO	207,500	$7.2M	0.48%	Put
47	QCOMQUALCOMM INC	130,000	$7.2M	0.48%	Call
48	BHCVALEANT PHARMACEUTICALS INTL	399,900	$6.9M	0.46%	Put
49	—MODERN MEDIA ACQUISITION	700,000	$6.8M	0.45%
50	BBBLACKBERRY LTD	682,000	$6.8M	0.45%	Call
51	UBNTEURUBIQUITI NETWORKS INC	130,076	$6.8M	0.45%	Call
52	FFORD MTR CO DEL	600,200	$6.7M	0.45%	Put
53	—GORES HLDGS II INC	650,000	$6.5M	0.43%
54	—DIGITALGLOBE INC	187,416	$6.2M	0.41%
55	—PANERA BREAD CO	19,564	$6.2M	0.41%
56	TJXTJX COS INC NEW	83,442	$6.0M	0.40%	Put
57	TSLATESLA INC	16,500	$6.0M	0.40%	Put
58	—SILVER STD RES INC	6,000	$5.8M	0.39%
59	—SILVER RUN ACQUISITION	574,260	$5.8M	0.39%
60	—FORUM MERGER CORP	590,600	$5.7M	0.38%
61	—ENERNOC INC	5,500	$5.5M	0.36%
62	WCNWASTE CONNECTIONS INC	81,564	$5.3M	0.35%
63	GOOGALPHABET INC	5,648	$5.1M	0.34%
64	—CONSTELLATION ALPHA CAPITAL	500,000	$5.1M	0.34%
65	—MYLAN N V	130,400	$5.1M	0.34%
66	CLCOLGATE PALMOLIVE CO	68,100	$5.0M	0.33%	Call
67	—DUPONT FABROS TECHNOLOGY INC	81,073	$5.0M	0.33%
68	—KBL MERGER CORP IV	508,600	$4.9M	0.33%
69	—FINTECH ACQUISITION CORP II	500,000	$4.9M	0.32%
70	UPSUNITED PARCEL SERVICE INC	44,000	$4.9M	0.32%	Put
71	—GAS NAT INC	357,396	$4.6M	0.31%
72	—STAPLES INC	456,400	$4.6M	0.30%
73	MSFTMICROSOFT CORP	65,881	$4.5M	0.30%	Put
74	—SABAN CAP ACQUISITION CORP	450,000	$4.5M	0.30%
75	—SPRINT CORP	537,600	$4.4M	0.29%	Call
76	—CHICAGO BRIDGE & IRON CO N V	215,500	$4.3M	0.28%	Call
77	—BUNGE LIMITED	55,000	$4.1M	0.27%
78	PXGBXPRAXAIR INC	30,800	$4.1M	0.27%
79	—ROSEHILL RES INC	487,820	$4.1M	0.27%
80	—M I ACQUISITIONS INC	404,924	$4.1M	0.27%
81	MRVLMARVELL TECHNOLOGY GROUP LTD	245,000	$4.0M	0.27%
82	T7DTRANSDIGM GROUP INC	15,000	$4.0M	0.27%	Put
83	DWDMORGAN STANLEY	90,000	$4.0M	0.27%	Put
84	WGOWINNEBAGO INDS INC	114,300	$4.0M	0.27%	Put
85	SYFSYNCHRONY FINL	130,100	$3.9M	0.26%	Call
86	—MATLIN & PARTNERS ACQUISITIO	400,000	$3.9M	0.26%
87	—FIRST POTOMAC RLTY TR	346,555	$3.9M	0.26%
88	—DIREXION SHS ETF TR	123,602	$3.8M	0.25%	Put
89	—DELTIC TIMBER CORP	51,436	$3.8M	0.25%
90	—GTY TECHNOLOGY HOLDINGS INC	377,259	$3.8M	0.25%
91	HRLHORMEL FOODS CORP	108,687	$3.7M	0.25%	Call
92	—NXP SEMICONDUCTORS N V	3,000	$3.6M	0.24%
93	—NOVADAQ TECHNOLOGIES INC	300,000	$3.5M	0.23%
94	—ENTERCOM COMMUNICATIONS CORP	337,510	$3.5M	0.23%
95	—ELECTRUM SPL ACQUISITION COR	342,907	$3.5M	0.23%
96	—AVISTA HEALTHCARE PUB ACQ CO	350,000	$3.4M	0.23%
97	—ASTORIA FINL CORP	170,797	$3.4M	0.23%
98	AMBAAMBARELLA INC	70,000	$3.4M	0.23%
99	SAVESPIRIT AIRLS INC	63,584	$3.3M	0.22%
100	SHLDEURSEARS HLDGS CORP	351,400	$3.1M	0.21%	Put

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