K2 PRINCIPAL FUND, L.P. Q3 2017 Filing

Filed November 9, 2017

Portfolio Value

$1.5T

Holdings

262

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (262 positions)

#StockSharesValue% PortfolioType
1
POWERSHARES QQQ TRUST
970,000$141.1B9.33%Put
2
GOOGLALPHABET INC
89,106$86.8B5.74%Put
3
DOMINION DIAMOND CORP
3,313,017$47.0B3.11%
4
BMYBRISTOL MYERS SQUIBB CO
720,000$45.9B3.03%Put
5
QCOMQUALCOMM INC
816,972$42.4B2.80%Call
6
TWXCHFTIME WARNER INC
371,101$38.0B2.51%Call
7
TRVCCITIGROUP INC
490,000$35.6B2.36%Call
8
ORCLORACLE CORP
717,400$34.7B2.29%Call
9
AABAUSDALTABA INC
371,052$24.6B1.63%Call
10
VANTAGE ENERGY ACQUISITION
2,499,999$24.4B1.62%
11
RICEEURRICE ENERGY INC
836,535$24.2B1.60%Put
12
TAT&T INC
611,000$23.9B1.58%Put
13
BUNGE LIMITED
342,849$23.8B1.57%Call
14
SPYSPDR S&P 500 ETF TR
90,000$22.6B1.49%Put
15
NXPINXP SEMICONDUCTORS N V
185,300$21.0B1.39%
16
AMCAMC ENTMT HLDGS INC
1,425,000$20.9B1.38%Call
17
CYPRESS SEMICONDUCTOR CORP
1,330,000$20.0B1.32%Call
18
KAYNE ANDERSON ACQUISITION
2,000,000$19.5B1.29%
19
KITE PHARMA INC
108,440$19.5B1.29%Put
20
NESRNATIONAL ENERGY SERVICES REU
2,010,204$19.3B1.28%
21
BROCADE COMMUNICATIONS SYS I
19,033$19.1B1.26%
22
MYLAN N V
590,400$18.5B1.22%Call
23
VMWEURVMWARE INC
165,100$18.0B1.19%Put
24
LPXLOUISIANA PAC CORP
652,700$17.7B1.17%Call
25
DIGITALGLOBE INC
488,660$17.2B1.14%
26
TPG PACE ENERGY HLDGS CORP
1,749,999$17.1B1.13%
27
TLTISHARES TR
135,000$16.8B1.11%Put
28
DBDEURDIEBOLD NXDF INC
716,215$16.4B1.08%Call
29
MONSANTO CO NEW
135,200$16.2B1.07%Put
30
SMHVANECK VECTORS ETF TR
172,500$16.1B1.06%Put
31
DWDMORGAN STANLEY
310,000$14.9B0.99%Call
32
WPMWHEATON PRECIOUS METALS CORP
779,000$14.9B0.98%Call
33
NVDANVIDIA CORP
82,500$14.7B0.98%Put
34
XLFSELECT SECTOR SPDR TR
500,000$12.9B0.85%Put
35
SNISCRIPPS NETWORKS INTERACT IN
140,000$12.0B0.80%
36
TPG PACE HLDGS CORP
1,200,000$11.8B0.78%
37
SAVESPIRIT AIRLS INC
351,100$11.7B0.78%Put
38
PRICELINE GRP INC
10,000$11.5B0.76%
39
PENSARE ACQUISITION CORP
1,020,300$9.9B0.65%
40
MALLINCKRODT PUB LTD CO
260,000$9.7B0.64%Put
41
PAREXEL INTL CORP
106,215$9.4B0.62%
42
HENNESSY CAP ACQUSTON CORP I
915,000$9.0B0.60%
43
DALDELTA AIR LINES INC DEL
184,000$8.9B0.59%Call
44
XLNXEURXILINX INC
121,600$8.6B0.57%Call
45
FEDERAL STR ACQUISITION CORP
729,600$7.5B0.50%
46
GORES HLDGS II INC
750,000$7.5B0.49%
47
MODERN MEDIA ACQUISITION
718,493$7.0B0.46%
48
OSPREY ENERGY ACQUISITION CO
699,300$6.9B0.46%
49
FIRST POTOMAC RLTY TR
610,403$6.8B0.45%
50
FFORD MTR CO DEL
565,374$6.8B0.45%Put
51
CONSTELLATION ALPHA CAP CORP
665,000$6.5B0.43%
52
AAPLAPPLE INC
40,864$6.3B0.42%
53
FORUM MERGER CORP
624,700$6.1B0.40%
54
NSCNORFOLK SOUTHERN CORP
45,000$6.0B0.39%Call
55
KAPSTONE PAPER & PACKAGING C
272,900$5.9B0.39%Call
56
VYXNCR CORP NEW
150,800$5.7B0.37%Call
57
SLVISHARES SILVER TRUST
350,000$5.5B0.36%Put
58
XLESELECT SECTOR SPDR TR
80,000$5.5B0.36%Put
59
B2GOLD CORP
5,000$5.2B0.34%
60
KBL MERGER CORP IV
510,700$5.0B0.33%
61
SILVER RUN ACQUISITION
479,260$4.9B0.32%
62
STARWOOD WAYPOINT HOMES
131,721$4.8B0.32%
63
DISCKUSDDISCOVERY COMMUNICATNS NEW
236,300$4.8B0.32%Put
64
FINTECH ACQUISITION CORP II
475,000$4.7B0.31%
65
CNKCINEMARK HOLDINGS INC
127,300$4.6B0.30%Put
66
SABAN CAP ACQUISITION CORP
450,000$4.5B0.30%
67
WGOWINNEBAGO INDS INC
100,000$4.5B0.30%Put
68
DELLDELL TECHNOLOGIES INC
57,064$4.4B0.29%
69
SBUXSTARBUCKS CORP
81,679$4.4B0.29%Call
70
PXGBXPRAXAIR INC
30,800$4.3B0.28%
71
ATVIEURACTIVISION BLIZZARD INC
66,094$4.3B0.28%
72
RLJRLJ LODGING TR
190,085$4.2B0.28%Call
73
UALUNITED CONTL HLDGS INC
68,118$4.1B0.27%Put
74
GISGENERAL MLS INC
79,981$4.1B0.27%Put
75
M I ACQUISITIONS INC
407,824$4.1B0.27%
76
CALPINE CORP
278,569$4.1B0.27%
77
SILVER STD RES INC
4,000$4.0B0.27%
78
GDXJVANECK VECTORS ETF TR
117,000$3.9B0.26%
79
XOPUSDSPDR SERIES TRUST
115,000$3.9B0.26%Put
80
ROCKWELL COLLINS INC
30,000$3.9B0.26%
81
MATLIN & PARTNERS ACQUISITIO
399,498$3.9B0.26%
82
GTY TECHNOLOGY HOLDINGS INC
377,259$3.8B0.25%
83
NXP SEMICONDUCTORS N V
3,000$3.7B0.24%
84
DELTIC TIMBER CORP
41,000$3.6B0.24%
85
EOGEOG RES INC
37,000$3.6B0.24%Call
86
OSVEURVANECK VECTORS ETF TR
136,500$3.6B0.24%Put
87
ALNYALNYLAM PHARMACEUTICALS INC
30,100$3.5B0.23%Put
88
ROSEHILL RES INC
577,866$3.5B0.23%
89
ELECTRUM SPL ACQUISITION COR
344,807$3.5B0.23%
90
AVISTA HEALTHCARE PUB ACQ CO
345,934$3.5B0.23%
91
MSFTMICROSOFT CORP
44,681$3.3B0.22%
92
TNADIREXION SHS ETF TR
50,000$3.2B0.21%Put
93
COMMERCEHUB INC
151,709$3.2B0.21%
94
JPMJPMORGAN CHASE & CO
33,900$3.2B0.21%Put
95
CSRA INC
100,000$3.2B0.21%
96
BROCADE COMMUNICATIONS SYS I
269,500$3.2B0.21%
97
DLTRDOLLAR TREE INC
37,100$3.2B0.21%Put
98
BISON CAP ACQUISITION CORP
322,600$3.2B0.21%
99
SPRINT CORP
400,000$3.1B0.21%
100
PACIFIC CONTINENTAL CORP
111,516$3.0B0.20%
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