K2 PRINCIPAL FUND, L.P. Q4 2016 Filing

Filed February 15, 2017

Portfolio Value

$1.1B

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

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