K2 PRINCIPAL FUND, L.P. Q3 2017 Filing

Filed November 9, 2017

Portfolio Value

$1.5B

Holdings

262

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (262 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—POWERSHARES QQQ TRUST	970,000	$141.1M	9.33%	Put
2	GOOGLALPHABET INC	89,106	$86.8M	5.74%	Put
3	—DOMINION DIAMOND CORP	3,313,017	$47.0M	3.11%
4	BMYBRISTOL MYERS SQUIBB CO	720,000	$45.9M	3.03%	Put
5	QCOMQUALCOMM INC	816,972	$42.4M	2.80%	Call
6	TWXCHFTIME WARNER INC	371,101	$38.0M	2.51%	Call
7	TRVCCITIGROUP INC	490,000	$35.6M	2.36%	Call
8	ORCLORACLE CORP	717,400	$34.7M	2.29%	Call
9	AABAUSDALTABA INC	371,052	$24.6M	1.63%	Call
10	—VANTAGE ENERGY ACQUISITION	2,499,999	$24.4M	1.62%
11	RICEEURRICE ENERGY INC	836,535	$24.2M	1.60%	Put
12	TAT&T INC	611,000	$23.9M	1.58%	Put
13	—BUNGE LIMITED	342,849	$23.8M	1.57%	Call
14	SPYSPDR S&P 500 ETF TR	90,000	$22.6M	1.49%	Put
15	NXPINXP SEMICONDUCTORS N V	185,300	$21.0M	1.39%
16	AMCAMC ENTMT HLDGS INC	1,425,000	$20.9M	1.38%	Call
17	—CYPRESS SEMICONDUCTOR CORP	1,330,000	$20.0M	1.32%	Call
18	—KAYNE ANDERSON ACQUISITION	2,000,000	$19.5M	1.29%
19	—KITE PHARMA INC	108,440	$19.5M	1.29%	Put
20	NESRNATIONAL ENERGY SERVICES REU	2,010,204	$19.3M	1.28%
21	—BROCADE COMMUNICATIONS SYS I	19,033	$19.1M	1.26%
22	—MYLAN N V	590,400	$18.5M	1.22%	Call
23	VMWEURVMWARE INC	165,100	$18.0M	1.19%	Put
24	LPXLOUISIANA PAC CORP	652,700	$17.7M	1.17%	Call
25	—DIGITALGLOBE INC	488,660	$17.2M	1.14%
26	—TPG PACE ENERGY HLDGS CORP	1,749,999	$17.1M	1.13%
27	TLTISHARES TR	135,000	$16.8M	1.11%	Put
28	DBDEURDIEBOLD NXDF INC	716,215	$16.4M	1.08%	Call
29	—MONSANTO CO NEW	135,200	$16.2M	1.07%	Put
30	SMHVANECK VECTORS ETF TR	172,500	$16.1M	1.06%	Put
31	DWDMORGAN STANLEY	310,000	$14.9M	0.99%	Call
32	WPMWHEATON PRECIOUS METALS CORP	779,000	$14.9M	0.98%	Call
33	NVDANVIDIA CORP	82,500	$14.7M	0.98%	Put
34	XLFSELECT SECTOR SPDR TR	500,000	$12.9M	0.85%	Put
35	SNISCRIPPS NETWORKS INTERACT IN	140,000	$12.0M	0.80%
36	—TPG PACE HLDGS CORP	1,200,000	$11.8M	0.78%
37	SAVESPIRIT AIRLS INC	351,100	$11.7M	0.78%	Put
38	—PRICELINE GRP INC	10,000	$11.5M	0.76%
39	—PENSARE ACQUISITION CORP	1,020,300	$9.9M	0.65%
40	—MALLINCKRODT PUB LTD CO	260,000	$9.7M	0.64%	Put
41	—PAREXEL INTL CORP	106,215	$9.4M	0.62%
42	—HENNESSY CAP ACQUSTON CORP I	915,000	$9.0M	0.60%
43	DALDELTA AIR LINES INC DEL	184,000	$8.9M	0.59%	Call
44	XLNXEURXILINX INC	121,600	$8.6M	0.57%	Call
45	—FEDERAL STR ACQUISITION CORP	729,600	$7.5M	0.50%
46	—GORES HLDGS II INC	750,000	$7.5M	0.49%
47	—MODERN MEDIA ACQUISITION	718,493	$7.0M	0.46%
48	—OSPREY ENERGY ACQUISITION CO	699,300	$6.9M	0.46%
49	—FIRST POTOMAC RLTY TR	610,403	$6.8M	0.45%
50	FFORD MTR CO DEL	565,374	$6.8M	0.45%	Put
51	—CONSTELLATION ALPHA CAP CORP	665,000	$6.5M	0.43%
52	AAPLAPPLE INC	40,864	$6.3M	0.42%
53	—FORUM MERGER CORP	624,700	$6.1M	0.40%
54	NSCNORFOLK SOUTHERN CORP	45,000	$6.0M	0.39%	Call
55	—KAPSTONE PAPER & PACKAGING C	272,900	$5.9M	0.39%	Call
56	VYXNCR CORP NEW	150,800	$5.7M	0.37%	Call
57	SLVISHARES SILVER TRUST	350,000	$5.5M	0.36%	Put
58	XLESELECT SECTOR SPDR TR	80,000	$5.5M	0.36%	Put
59	—B2GOLD CORP	5,000	$5.2M	0.34%
60	—KBL MERGER CORP IV	510,700	$5.0M	0.33%
61	—SILVER RUN ACQUISITION	479,260	$4.9M	0.32%
62	—STARWOOD WAYPOINT HOMES	131,721	$4.8M	0.32%
63	DISCKUSDDISCOVERY COMMUNICATNS NEW	236,300	$4.8M	0.32%	Put
64	—FINTECH ACQUISITION CORP II	475,000	$4.7M	0.31%
65	CNKCINEMARK HOLDINGS INC	127,300	$4.6M	0.30%	Put
66	—SABAN CAP ACQUISITION CORP	450,000	$4.5M	0.30%
67	WGOWINNEBAGO INDS INC	100,000	$4.5M	0.30%	Put
68	DELLDELL TECHNOLOGIES INC	57,064	$4.4M	0.29%
69	SBUXSTARBUCKS CORP	81,679	$4.4M	0.29%	Call
70	PXGBXPRAXAIR INC	30,800	$4.3M	0.28%
71	ATVIEURACTIVISION BLIZZARD INC	66,094	$4.3M	0.28%
72	RLJRLJ LODGING TR	190,085	$4.2M	0.28%	Call
73	UALUNITED CONTL HLDGS INC	68,118	$4.1M	0.27%	Put
74	GISGENERAL MLS INC	79,981	$4.1M	0.27%	Put
75	—M I ACQUISITIONS INC	407,824	$4.1M	0.27%
76	—CALPINE CORP	278,569	$4.1M	0.27%
77	—SILVER STD RES INC	4,000	$4.0M	0.27%
78	GDXJVANECK VECTORS ETF TR	117,000	$3.9M	0.26%
79	XOPUSDSPDR SERIES TRUST	115,000	$3.9M	0.26%	Put
80	—ROCKWELL COLLINS INC	30,000	$3.9M	0.26%
81	—MATLIN & PARTNERS ACQUISITIO	399,498	$3.9M	0.26%
82	—GTY TECHNOLOGY HOLDINGS INC	377,259	$3.8M	0.25%
83	—NXP SEMICONDUCTORS N V	3,000	$3.7M	0.24%
84	—DELTIC TIMBER CORP	41,000	$3.6M	0.24%
85	EOGEOG RES INC	37,000	$3.6M	0.24%	Call
86	OSVEURVANECK VECTORS ETF TR	136,500	$3.6M	0.24%	Put
87	ALNYALNYLAM PHARMACEUTICALS INC	30,100	$3.5M	0.23%	Put
88	—ROSEHILL RES INC	577,866	$3.5M	0.23%
89	—ELECTRUM SPL ACQUISITION COR	344,807	$3.5M	0.23%
90	—AVISTA HEALTHCARE PUB ACQ CO	345,934	$3.5M	0.23%
91	MSFTMICROSOFT CORP	44,681	$3.3M	0.22%
92	TNADIREXION SHS ETF TR	50,000	$3.2M	0.21%	Put
93	—COMMERCEHUB INC	151,709	$3.2M	0.21%
94	JPMJPMORGAN CHASE & CO	33,900	$3.2M	0.21%	Put
95	—CSRA INC	100,000	$3.2M	0.21%
96	—BROCADE COMMUNICATIONS SYS I	269,500	$3.2M	0.21%
97	DLTRDOLLAR TREE INC	37,100	$3.2M	0.21%	Put
98	—BISON CAP ACQUISITION CORP	322,600	$3.2M	0.21%
99	—SPRINT CORP	400,000	$3.1M	0.21%
100	—PACIFIC CONTINENTAL CORP	111,516	$3.0M	0.20%

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