K2 PRINCIPAL FUND, L.P. Q3 2016 Filing

Filed November 15, 2016

Portfolio Value

$35.2B

Holdings

214

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (214 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—SHORETEL INC	13,630	$1.7B	4.85%	Call
2	—NEW YORK REIT INC	13,810	$1.5B	4.29%	Put
3	—QLT INC	2,889	$1.4B	3.99%
4	—AMERICAN CAP LTD	21,711	$1.3B	3.65%
5	XLFSELECT SECTOR SPDR TR	24,417	$1.3B	3.60%	Call
6	—CYPRESS SEMICONDUCTOR CORP	13,712	$1.1B	3.21%	Call
7	—HARMONY MERGER CORP	246	$900.0M	2.56%
8	—HARMONY MERGER CORP	9,045	$900.0M	2.56%
9	—POWERSHARES QQQ TRUST	81,323	$685.0M	1.95%	Put
10	LPXLOUISIANA PAC CORP	12,672	$673.0M	1.91%	Put
11	—HARMONY MERGER CORP	6,102	$600.0M	1.71%
12	—DOMINION DIAMOND CORP	5,707	$585.9M	1.67%	Call
13	POT1EURPOTASH CORP SASK INC	8,870	$543.5M	1.55%	Call
14	—DIREXION SHS ETF TR	10,283	$543.2M	1.55%	Put
15	OIBR/USDOI S A	2,931	$516.1M	1.47%
16	—KLR ENERGY ACQUISITION CORP	5,072	$501.2M	1.43%
17	—KLR ENERGY ACQUISITION CORP	210	$500.0M	1.42%
18	—YAHOO INC	21,441	$497.5M	1.42%
19	PANLPANGAEA LOGISTICS SOLUTION L	1,151	$460.3M	1.31%
20	—SABAN CAP ACQUISITION CORP	4,536	$450.0M	1.28%
21	SHLDEURSEARS HLDGS CORP	5,111	$446.0M	1.27%	Put
22	BGCPEURBGC PARTNERS INC	3,808	$435.2M	1.24%
23	—M I ACQUISITIONS INC	4,008	$400.0M	1.14%
24	—CF CORP	3,916	$400.0M	1.14%
25	PYPLPAYPAL HLDGS INC	16,183	$395.0M	1.12%	Put
26	INGMINGRAM MICRO INC	13,373	$375.0M	1.07%
27	SMHVANECK VECTORS ETF TR	25,530	$367.5M	1.05%	Put
28	—ELECTRUM SPL ACQUISITION COR	3,371	$342.7M	0.97%
29	DBDEURDIEBOLD INC	8,377	$337.9M	0.96%	Call
30	—ELECTRUM SPL ACQUISITION COR	72	$315.0M	0.90%
31	—SILVER RUN ACQUISITION CORP	4,902	$311.3M	0.89%
32	—DOUBLE EAGLE ACQUISITION COR	3,024	$305.5M	0.87%
33	—APIGEE CORP	5,207	$299.2M	0.85%
34	—GP INVTS ACQUISITION COR	2,876	$298.7M	0.85%
35	—DOUBLE EAGLE ACQUISITION COR	118	$294.9M	0.84%
36	BMYBRISTOL MYERS SQUIBB CO	15,798	$293.0M	0.83%	Call
37	KLACKLA-TENCOR CORP	20,209	$289.9M	0.82%	Put
38	—CYNAPSUS THERAPEUTICS INC	11,507	$286.0M	0.81%
39	QCOMQUALCOMM INC	18,838	$275.0M	0.78%	Put
40	—LANDCADIA HLDGS INC	2,563	$250.0M	0.71%
41	—ATLANTIC ALLIANCE PARTNER CO	2,552	$243.0M	0.69%
42	—VERIFONE SYS INC	3,757	$238.7M	0.68%	Call
43	—TERRAPIN 3 ACQUISITION CORP	42	$229.6M	0.65%
44	TLTISHARES TR	31,348	$228.0M	0.65%	Put
45	ODPEUROFFICE DEPOT INC	809	$226.5M	0.64%
46	—TERRAPIN 3 ACQUISITION CORP	2,232	$224.7M	0.64%
47	MXIMMAXIM INTEGRATED PRODS INC	8,785	$220.0M	0.63%	Call
48	CDECOEUR MNG INC	2,595	$219.4M	0.62%	Put
49	—NEXEO SOLUTIONS INC	136	$218.8M	0.62%
50	TRVCCITIGROUP INC	10,155	$215.0M	0.61%	Put
51	—VITAE PHARMACEUTICALS INC	4,364	$208.6M	0.59%
52	WCNWASTE CONNECTIONS INC	15,510	$207.6M	0.59%	Put
53	—SKULLCANDY INC	1,314	$207.3M	0.59%
54	—QUINPARIO ACQUISITION CORP 2	2,051	$207.0M	0.59%
55	—CF CORP	180	$200.0M	0.57%
56	—QUINPARIO ACQUISITION CORP 2	35	$200.0M	0.57%
57	—WHITEWAVE FOODS CO	10,693	$196.5M	0.56%
58	—M III ACQUISITION CORP	1,759	$179.5M	0.51%
59	XLUSELECT SECTOR SPDR TR	8,328	$170.0M	0.48%	Put
60	SPWHSPORTSMANS WHSE HLDGS INC	1,720	$163.5M	0.47%
61	—GORES HLDGS INC	192	$160.0M	0.46%
62	UPBDRENT A CTR INC NEW	2,003	$158.5M	0.45%
63	—CONYERS PK ACQUISITION	1,612	$150.0M	0.43%
64	—GP INVTS ACQUISITION COR	90	$146.8M	0.42%
65	—MYLAN N V	5,524	$144.9M	0.41%	Put
66	—VALSPAR CORP	14,736	$138.9M	0.40%
67	—ST JUDE MED INC	10,891	$136.6M	0.39%	Put
68	—GAS NAT INC	1,040	$135.5M	0.39%
69	—KAPSTONE PAPER and PACKAGING C	2,554	$135.0M	0.38%
70	GISGENERAL MLS INC	7,202	$131.9M	0.38%	Call
71	PHMPULTE GROUP INC	2,588	$129.2M	0.37%	Call
72	AYS1SANDSTORM GOLD LTD	648	$128.8M	0.37%	Put
73	—RPX CORP	1,356	$126.8M	0.36%	Call
74	—AEGERION PHARMACEUTICALS INC	370	$124.5M	0.35%
75	NXPINXP SEMICONDUCTORS N V	12,527	$122.8M	0.35%	Put
76	NGNOVAGOLD RES INC	659	$117.6M	0.33%	Call
77	—LEXMARK INTL INC	4,635	$116.0M	0.33%
78	—CSRA INC	3,094	$115.0M	0.33%
79	—HENNESSY CAP ACQUISITION COR	1,109	$113.2M	0.32%
80	MXMAGNACHIP SEMICONDUCTOR CORP	933	$111.8M	0.32%
81	QUADQUAD / GRAPHICS INC	2,923	$109.4M	0.31%	Put
82	I9DNARBUTUS BIOPHARMA CORP	370	$107.6M	0.31%
83	—PACIFIC SPL ACQUISITION CORP	1,049	$102.4M	0.29%
84	RRNRED ROBIN GOURMET BURGERS IN	4,582	$102.0M	0.29%
85	—BASIC ENERGY SVCS INC NEW	83	$100.9M	0.29%	Put
86	BABAALIBABA GROUP HLDG LTD	10,579	$100.0M	0.28%	Put
87	WFCWELLS FARGO and CO NEW	4,428	$100.0M	0.28%
88	—PACE HLDGS CORP	974	$99.0M	0.28%
89	—PACE HLDGS CORP	42	$99.0M	0.28%
90	—FELCOR LODGING TR INC	617	$95.9M	0.27%
91	—BORGWARNER INC	3,324	$94.5M	0.27%	Put
92	WERNWERNER ENTERPRISES INC	2,184	$93.8M	0.27%
93	IWMISHARES TR	11,241	$90.5M	0.26%	Put
94	SLG2EURSL GREEN RLTY CORP	9,405	$87.0M	0.25%	Put
95	RRDEURDONNELLEY R R and SONS CO	2,182	$85.6M	0.24%	Call
96	FORFORESTAR GROUP INC	868	$74.1M	0.21%
97	—PRESS GANEY HLDGS INC	2,964	$73.4M	0.21%
98	—AARONS INC	1,862	$73.2M	0.21%
99	FXIISHARES TR	2,748	$72.3M	0.21%	Put
100	SPYSPDR SandP 500 ETF TR	15,358	$71.0M	0.20%	Put

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