K2 PRINCIPAL FUND, L.P. Q4 2016 Filing
Filed February 15, 2017
Portfolio Value
$1.1T
Holdings
216
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (216 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —POWERSHARES QQQ TRUST | 1,085,000 | $128.6B | 12.14% | Put |
| 2 | GOOGLALPHABET INC | 62,300 | $49.4B | 4.66% | Put |
| 3 | —ST JUDE MED INC | 391,861 | $31.4B | 2.97% | |
| 4 | —AMERICAN CAP LTD | 1,395,078 | $25.0B | 2.36% | |
| 5 | —DOMINION DIAMOND CORP | 2,519,050 | $24.4B | 2.30% | Call |
| 6 | IWMISHARES TR | 180,000 | $24.3B | 2.29% | Put |
| 7 | TLTISHARES TR | 200,000 | $23.8B | 2.25% | Put |
| 8 | NXPINXP SEMICONDUCTORS N V | 214,000 | $21.0B | 1.98% | Put |
| 9 | XLFSELECT SECTOR SPDR TR | 887,700 | $20.6B | 1.95% | Call |
| 10 | —MYLAN N V | 503,300 | $19.2B | 1.81% | Put |
| 11 | WFCWELLS FARGO AND CO NEW | 345,000 | $19.0B | 1.80% | Put |
| 12 | —YAHOO INC | 476,743 | $18.4B | 1.74% | |
| 13 | TRVCCITIGROUP INC | 305,000 | $18.1B | 1.71% | Put |
| 14 | TRPTRANSCANADA CORP | 335,900 | $15.2B | 1.43% | Put |
| 15 | —INTEROIL CORP | 305,993 | $14.6B | 1.38% | |
| 16 | WCNWASTE CONNECTIONS INC | 184,864 | $14.5B | 1.37% | Put |
| 17 | —CYPRESS SEMICONDUCTOR CORP | 1,250,000 | $14.3B | 1.35% | Put |
| 18 | SMHVANECK VECTORS ETF TR | 190,000 | $13.6B | 1.29% | Put |
| 19 | TXNTEXAS INSTRS INC | 180,000 | $13.1B | 1.24% | Put |
| 20 | LPXLOUISIANA PAC CORP | 662,828 | $12.5B | 1.19% | Put |
| 21 | GMGENERAL MTRS CO | 360,000 | $12.5B | 1.18% | Put |
| 22 | —BASIC ENERGY SVCS INC NEW | 347,533 | $12.3B | 1.16% | Put |
| 23 | BMYBRISTOL MYERS SQUIBB CO | 209,690 | $12.3B | 1.16% | Put |
| 24 | —SHORETEL INC | 1,672,909 | $12.0B | 1.13% | |
| 25 | —WHITEWAVE FOODS CO | 212,881 | $11.8B | 1.12% | |
| 26 | —B2GOLD CORP | 11,500 | $11.7B | 1.10% | |
| 27 | PHMPULTE GROUP INC | 610,035 | $11.2B | 1.06% | Call |
| 28 | —BROCADE COMMUNICATIONS SYS I | 10,533 | $10.6B | 1.00% | |
| 29 | VYXNCR CORP NEW | 245,100 | $9.9B | 0.94% | Put |
| 30 | SPYSPDR SANDP 500 ETF TR | 42,000 | $9.4B | 0.89% | Put |
| 31 | TWXCHFTIME WARNER INC | 95,054 | $9.2B | 0.87% | |
| 32 | —HARMONY MERGER CORP | 900,000 | $9.1B | 0.86% | |
| 33 | MXIMMAXIM INTEGRATED PRODS INC | 235,414 | $9.1B | 0.86% | Call |
| 34 | NFLXNETFLIX INC | 70,000 | $8.7B | 0.82% | Put |
| 35 | —DIREXION SHS ETF TR | 1,119,100 | $8.6B | 0.81% | Put |
| 36 | POT1EURPOTASH CORP SASK INC | 464,229 | $8.4B | 0.79% | Call |
| 37 | SLG2EURSL GREEN RLTY CORP | 76,308 | $8.2B | 0.78% | Put |
| 38 | MSFTMICROSOFT CORP | 127,881 | $7.9B | 0.75% | Put |
| 39 | PANWPALO ALTO NETWORKS INC | 60,700 | $7.6B | 0.72% | Put |
| 40 | RIORIO TINTO PLC | 182,500 | $7.0B | 0.66% | Put |
| 41 | TATANDT INC | 165,000 | $7.0B | 0.66% | Put |
| 42 | KLACKLA-TENCOR CORP | 86,782 | $6.8B | 0.65% | |
| 43 | XLUSELECT SECTOR SPDR TR | 140,000 | $6.8B | 0.64% | Put |
| 44 | CDEVEURCENTENNIAL RESOURCE DEV INC | 429,837 | $6.7B | 0.63% | Put |
| 45 | BFHALLIANCE DATA SYSTEMS CORP | 29,000 | $6.6B | 0.63% | Call |
| 46 | —NEW YORK REIT INC | 645,837 | $6.5B | 0.62% | |
| 47 | —NIELSEN HLDGS PLC | 155,000 | $6.5B | 0.61% | Call |
| 48 | —HARMONY MERGER CORP | 600,000 | $6.2B | 0.58% | |
| 49 | RSGREPUBLIC SVCS INC | 107,500 | $6.1B | 0.58% | Put |
| 50 | —RITE AID CORP | 727,703 | $6.0B | 0.57% | |
| 51 | CAHCARDINAL HEALTH INC | 82,900 | $6.0B | 0.56% | Call |
| 52 | —KLR ENERGY ACQUISITION CORP | 1,006,742 | $6.0B | 0.56% | |
| 53 | HACKUSDETF MANAGERS TR | 225,000 | $5.9B | 0.56% | Put |
| 54 | —ALLIED WRLD ASSUR COM HLDG A | 108,325 | $5.8B | 0.55% | |
| 55 | DCHAMERICAN AXLE AND MFG HLDGS IN | 286,000 | $5.5B | 0.52% | Put |
| 56 | FXIISHARES TR | 155,000 | $5.4B | 0.51% | Put |
| 57 | —AGRIUM INC | 49,958 | $5.0B | 0.47% | |
| 58 | TSLATESLA MTRS INC | 23,500 | $5.0B | 0.47% | Put |
| 59 | BWABORGWARNER INC | 124,800 | $4.9B | 0.46% | Put |
| 60 | —SABAN CAP ACQUISITION CORP | 450,000 | $4.7B | 0.44% | |
| 61 | —AEGERION PHARMACEUTICALS INC | 6,000 | $4.3B | 0.41% | |
| 62 | METAFACEBOOK INC | 37,500 | $4.3B | 0.41% | Put |
| 63 | WMWASTE MGMT INC DEL | 58,000 | $4.1B | 0.39% | Put |
| 64 | DLTRDOLLAR TREE INC | 467,016 | $4.1B | 0.39% | Call |
| 65 | —M I ACQUISITIONS INC | 400,000 | $4.1B | 0.38% | |
| 66 | VWOVANGUARD INTL EQUITY INDEX F | 112,400 | $4.0B | 0.38% | Put |
| 67 | —CF CORP | 400,000 | $4.0B | 0.37% | |
| 68 | —GTY TECHNOLOGY HOLDINGS INC | 377,260 | $4.0B | 0.37% | |
| 69 | —GAS NAT INC | 311,459 | $3.9B | 0.37% | |
| 70 | CTLEURCENTURYLINK INC | 160,800 | $3.8B | 0.36% | Call |
| 71 | —SILVER WHEATON CORP | 192,592 | $3.7B | 0.35% | Call |
| 72 | CFCF INDS HLDGS INC | 117,600 | $3.7B | 0.35% | Put |
| 73 | —TEAM HEALTH HOLDINGS INC | 84,663 | $3.7B | 0.35% | |
| 74 | DBDEURDIEBOLD NXDF INC | 145,000 | $3.6B | 0.34% | Call |
| 75 | DELLDELL TECHNOLOGIES INC | 65,678 | $3.6B | 0.34% | |
| 76 | —AVISTA HEALTHCARE PUB ACQ CO | 350,000 | $3.5B | 0.33% | |
| 77 | PRGOPERRIGO CO PLC | 41,479 | $3.5B | 0.33% | |
| 78 | DKSDICKS SPORTING GOODS INC | 64,700 | $3.4B | 0.32% | Call |
| 79 | FFORD MTR CO DEL | 281,300 | $3.4B | 0.32% | Put |
| 80 | —ELECTRUM SPL ACQUISITION COR | 342,697 | $3.4B | 0.32% | |
| 81 | TNADIREXION SHS ETF TR | 33,000 | $3.3B | 0.32% | Put |
| 82 | RRNRED ROBIN GOURMET BURGERS IN | 54,252 | $3.1B | 0.29% | Call |
| 83 | SLVISHARES SILVER TRUST | 200,500 | $3.0B | 0.29% | Put |
| 84 | —DOUBLE EAGLE ACQUISITION COR | 305,451 | $3.0B | 0.29% | |
| 85 | XBISPDR SERIES TRUST | 50,000 | $3.0B | 0.28% | Put |
| 86 | —GP INVTS ACQUISITION COR | 298,700 | $3.0B | 0.28% | |
| 87 | —NEUSTAR INC | 87,680 | $2.9B | 0.28% | |
| 88 | —IHS MARKIT LTD | 80,176 | $2.8B | 0.27% | Put |
| 89 | SHLDEURSEARS HLDGS CORP | 304,600 | $2.8B | 0.27% | Put |
| 90 | BLKCHFBLACKROCK INC | 7,167 | $2.7B | 0.26% | |
| 91 | NVDANVIDIA CORP | 24,600 | $2.6B | 0.25% | Put |
| 92 | —LANDCADIA HLDGS INC | 500,000 | $2.6B | 0.25% | |
| 93 | —STILLWATER MNG CO | 2,000 | $2.5B | 0.24% | |
| 94 | —VALSPAR CORP | 24,245 | $2.5B | 0.24% | |
| 95 | —FAIRMOUNT SANTROL HLDGS INC | 210,827 | $2.5B | 0.23% | |
| 96 | —METALDYNE PERFORMANCE GROUP | 106,714 | $2.4B | 0.23% | |
| 97 | —NOVELION THERAPEUTICS INC | 269,536 | $2.3B | 0.21% | |
| 98 | —CLARCOR INC | 26,850 | $2.2B | 0.21% | |
| 99 | CHKPCHECK POINT SOFTWARE TECH LT | 25,000 | $2.1B | 0.20% | Call |
| 100 | —ALLERGAN PLC | 10,000 | $2.1B | 0.20% | Call |
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