K2 Principal Fund

K2 Principal Fund as of June 30, 2016

Portfolio Holdings for K2 Principal Fund

K2 Principal Fund holds 208 positions in its portfolio as reported in the June 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
BlackRock (BLK) 33.5 $357M 1.0M 342.50
PowerShares QQQ Trust, Series 1 7.6 $81M 755k 107.54
Alphabet Inc Class A cs (GOOGL) 4.1 $44M 63k 703.52
State Street Corporation (STT) 2.1 $22M 578k 38.40
Starwood Hotels & Resorts Worldwide 1.7 $18M 244k 73.95
Paypal Holdings (PYPL) 1.6 $17M 463k 36.51
Valspar Corporation 1.5 $16M 150k 108.03
Financial Select Sector SPDR (XLF) 1.5 $16M 700k 22.86
Waste Connections (WCN) 1.5 $16M 220k 72.05
Nxp Semiconductors N V (NXPI) 1.5 $16M 199k 78.34
Columbia Pipeline 1.3 $14M 555k 25.49
Yahoo! 1.3 $14M 374k 37.56
Linkedin Corp 1.3 $14M 75k 189.25
Vaneck Vectors Semiconductor Etf semiconductor (SMH) 1.3 $14M 243k 57.00
American Capital 1.2 $13M 816k 15.83
Cypress Semiconductor Corporation 1.2 $13M 1.2M 10.55
First Niagara Financial 1.2 $12M 1.3M 9.74
St. Jude Medical 1.2 $12M 159k 78.00
Ingram Micro 1.1 $12M 345k 34.78
New York Reit 1.0 $11M 1.2M 9.25
ShoreTel 1.0 $11M 1.6M 6.69
Mylan Nv 1.0 $11M 251k 43.23
Harmony Merger 0.8 $9.0M 900k 10.03
Celator Pharmaceuticals 0.8 $8.1M 270k 30.18
KLA-Tencor Corporation (KLAC) 0.8 $8.0M 110k 73.25
Poly 0.7 $7.3M 653k 11.25
Demandware 0.7 $7.2M 96k 74.90
EMC Corporation 0.6 $6.8M 249k 27.17
Maxim Integrated Products 0.6 $6.2M 175k 35.69
Mondelez Int (MDLZ) 0.6 $6.1M 135k 45.50
Red Robin Gourmet Burgers (RRGB) 0.6 $6.1M 128k 47.43
Harmony Merger Corp unit 99/99/9999 0.6 $6.1M 600k 10.20
Silver Run Acquisition Corp unit 99/99/9999t 0.5 $5.8M 580k 9.98
B2gold Corp conv 0.5 $5.4M 5.5M 0.98
Qualcomm (QCOM) 0.5 $5.4M 100k 53.58
Csra 0.5 $5.2M 220k 23.43
Sears Holdings Corporation 0.5 $5.0M 368k 13.62
Klr Energy Acquisition Corp cl a 0.5 $5.0M 500k 10.00
BGC Partners 0.5 $4.8M 546k 8.71
Fairchild Semiconductor International 0.4 $4.6M 230k 19.85
Microsoft Corporation (MSFT) 0.4 $4.5M 88k 51.18
Coeur d'Alene Mines Corporation (CDE) 0.4 $4.4M 416k 10.66
Qlik Technologies 0.4 $4.4M 148k 29.58
Cvent 0.4 $4.4M 123k 35.72
Cf Corporation 0.4 $4.2M 421k 9.92
Tesla Motors (TSLA) 0.4 $3.9M 19k 212.33
SciQuest 0.4 $3.8M 217k 17.66
Aaron's 0.3 $3.5M 162k 21.89
Emergent Cap 0.3 $3.5M 1.0M 3.37
Interxion Holding 0.3 $3.3M 90k 36.87
Express Scripts Holding 0.3 $3.3M 44k 75.80
Electrum Spl Acquisition Cor 0.3 $3.3M 343k 9.73
C1 Financial 0.3 $3.2M 139k 23.33
XenoPort 0.3 $3.1M 437k 7.04
Alliance Data Systems Corporation (BFH) 0.3 $2.9M 15k 195.93
Louisiana-Pacific Corporation (LPX) 0.3 $2.9M 170k 17.35
Double Eagle Acquisition Cor 0.3 $2.9M 306k 9.65
CVS Caremark Corporation (CVS) 0.3 $2.9M 30k 95.73
Cavium 0.3 $2.8M 73k 38.60
Perrigo Company (PRGO) 0.3 $2.7M 30k 90.70
Gp Invts Acquisition Cor 0.2 $2.6M 270k 9.70
Infinera (INFN) 0.2 $2.6M 231k 11.28
Ihs 0.2 $2.6M 22k 115.60
Landcadia Holdings Inc unit 0.2 $2.5M 250k 10.03
Potash Corp. Of Saskatchewan I 0.2 $2.5M 152k 16.26
Incontact Inc note 2.500% 4/0 0.2 $2.4M 2.0M 1.20
Rent-A-Center (UPBD) 0.2 $2.3M 187k 12.28
Gilead Sciences (GILD) 0.2 $2.4M 28k 83.41
Qlt 0.2 $2.3M 1.6M 1.42
Novagold Resources Inc Cad (NG) 0.2 $2.2M 368k 6.08
Terrapin 3 Acquisition 0.2 $2.2M 223k 9.96
Core Laboratories 0.2 $2.0M 16k 123.89
HeartWare International 0.2 $2.1M 36k 57.76
Quinpario Acquisition Corp 2 0.2 $2.0M 206k 9.89
Heartware Intl Inc note 1.750%12/1 0.2 $2.0M 2.0M 0.99
R.R. Donnelley & Sons Company 0.2 $1.9M 115k 16.91
SL Green Realty 0.2 $2.0M 19k 106.40
Proshares Tr ultrapro qqq (TQQQ) 0.2 $1.9M 20k 96.33
Memorial Resource Development 0.2 $1.9M 121k 15.88
Allergan 0.2 $1.9M 8.4k 231.05
Devon Energy Corporation (DVN) 0.2 $1.8M 50k 36.26
TJX Companies (TJX) 0.2 $1.8M 24k 77.22
Horizon Pharma Plc convertible security 0.2 $1.8M 2.0M 0.92
Abbott Laboratories (ABT) 0.2 $1.7M 44k 39.32
Werner Enterprises (WERN) 0.2 $1.7M 74k 22.97
Kraft Heinz (KHC) 0.2 $1.7M 19k 88.47
Aegerion Pharmaceuticals 2% Du cvbond 0.2 $1.7M 3.0M 0.56
Direxion Shs Etf Tr Daily Gold Miner 0.2 $1.7M 214k 7.83
Blackstone 0.1 $1.4M 59k 24.51
Pfizer (PFE) 0.1 $1.5M 43k 35.20
Pulte (PHM) 0.1 $1.5M 75k 19.49
Xpo Logistics Inc equity (XPO) 0.1 $1.4M 55k 26.25
Sportsmans Whse Hldgs (SPWH) 0.1 $1.4M 179k 8.06
Oi Sa - (OIBZQ) 0.1 $1.4M 475k 3.05
Xilinx 0.1 $1.4M 30k 46.12
ITC Holdings 0.1 $1.4M 30k 46.83
Tech Data Corporation 0.1 $1.4M 20k 71.85
Direxion Daily Small Cp Bull 3X (TNA) 0.1 $1.4M 22k 63.00
Mines Management 0.1 $1.3M 1.3M 1.06
JPMorgan Chase & Co. (JPM) 0.1 $1.3M 21k 62.16
Southwestern Energy Company (SWN) 0.1 $1.3M 100k 12.58
Medivation 0.1 $1.3M 21k 60.28
Gas Nat 0.1 $1.3M 182k 6.99
International Game Technology (IGT) 0.1 $1.3M 67k 18.74
Atlantic Alliance Partner 0.1 $1.3M 127k 10.39
Keycorp New pfd 7.75% sr a 0.1 $1.2M 9.1k 133.55
Deere & Company (DE) 0.1 $1.1M 14k 81.07
Silver Run Acquisition Corp cl a 0.1 $1.2M 120k 9.80
Franklin Resources (BEN) 0.1 $1.0M 31k 33.35
Cott Corp 0.1 $1.1M 80k 13.96
Nanosphere 0.1 $1.0M 604k 1.69
Hennessy Cap Acquisition Cor 0.1 $1.1M 113k 9.80
SPDR Gold Trust (GLD) 0.1 $961k 7.6k 126.45
DepoMed 0.1 $930k 47k 19.62
Iamgold Corp (IAG) 0.1 $940k 226k 4.16
Rpx Corp 0.1 $942k 103k 9.17
Palo Alto Networks (PANW) 0.1 $981k 8.0k 122.62
Axiall 0.1 $978k 30k 32.60
Pangaea Logistics Solution L (PANL) 0.1 $947k 469k 2.02
Pace Hldgs Corp cl a 0.1 $975k 99k 9.85
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.1 $903k 6.5k 138.92
Workday Inc cl a (WDAY) 0.1 $897k 12k 74.75
Marketo 0.1 $801k 23k 34.83
Berkshire Hathaway (BRK.B) 0.1 $700k 4.8k 144.69
FelCor Lodging Trust Incorporated 0.1 $724k 116k 6.23
Delta Air Lines (DAL) 0.1 $728k 20k 36.40
Morningstar (MORN) 0.1 $754k 9.2k 81.74
Aegerion Pharmaceuticals 0.1 $775k 520k 1.49
Fiesta Restaurant 0.1 $763k 35k 21.80
Restaurant Brands Intl Inc Com equity / large cap (QSR) 0.1 $707k 17k 41.60
Regeneron Pharmaceuticals (REGN) 0.1 $646k 1.9k 349.19
Amer (UHAL) 0.1 $605k 1.6k 374.38
Cheesecake Factory Incorporated (CAKE) 0.1 $619k 13k 48.16
Hldgs (UAL) 0.1 $619k 15k 40.98
American Airls (AAL) 0.1 $623k 22k 28.30
Eagle Pharmaceuticals (EGRX) 0.1 $640k 17k 38.80
Boyd Gaming Corporation (BYD) 0.1 $489k 27k 18.38
Dick's Sporting Goods (DKS) 0.1 $573k 13k 45.08
Apple (AAPL) 0.1 $510k 5.3k 95.67
Baker Hughes Incorporated 0.1 $487k 11k 45.09
Staples 0.1 $569k 66k 8.62
Stamps 0.1 $567k 6.5k 87.38
FEI Company 0.1 $534k 5.0k 106.80
Vanguard Emerging Markets ETF (VWO) 0.1 $493k 14k 35.21
iShares S&P Latin America 40 Index (ILF) 0.1 $507k 19k 26.31
General Motors Company (GM) 0.1 $538k 19k 28.30
Phillips 66 (PSX) 0.1 $555k 7.0k 79.29
D Tumi Holdings 0.1 $535k 20k 26.75
Gaming & Leisure Pptys (GLPI) 0.1 $540k 16k 34.44
First Marblehead 0.1 $524k 108k 4.86
Pacific Spl Acquisition Corp 0.1 $482k 47k 10.22
Smart Technologies 0.1 $583k 131k 4.44
Rio Tinto (RIO) 0.0 $463k 15k 31.28
Xerox Corporation 0.0 $427k 45k 9.49
Marvell Technology Group 0.0 $381k 40k 9.52
Bob Evans Farms 0.0 $455k 12k 37.92
Dt Asia Invts 0.0 $404k 43k 9.35
Direxion Daily Gold Miners Bull 3x Shares etf 0.0 $441k 3.5k 126.00
Andina Acquisition Corp Ii 0.0 $378k 39k 9.74
NCR Corporation (VYX) 0.0 $278k 10k 27.80
Dollar Tree (DLTR) 0.0 $316k 3.3k 94.38
Advance Auto Parts (AAP) 0.0 $304k 1.9k 161.79
Forestar 0.0 $354k 30k 11.90
Ball Corporation (BALL) 0.0 $361k 5.0k 72.20
iShares Lehman Aggregate Bond (AGG) 0.0 $270k 2.4k 112.50
Silver Wheaton Corp 0.0 $294k 13k 23.52
Western Asset Emerging Mrkts Dbt Fnd (EMD) 0.0 $277k 18k 15.35
Claymore Exchange Trd Fd Tr gugg shippng etf 0.0 $329k 30k 10.97
Pattern Energy 0.0 $292k 13k 23.01
Talmer Ban 0.0 $339k 18k 19.17
Talen Energy 0.0 $334k 25k 13.56
Gp Invts Acquisition Cor unit 99/99/9999 0.0 $290k 29k 10.10
Origo Acquisition Corp 0.0 $344k 34k 10.21
Magna Intl Inc cl a (MGA) 0.0 $210k 6.0k 35.00
Rite Aid Corporation 0.0 $180k 24k 7.47
Multi-Fineline Electronix 0.0 $230k 9.9k 23.23
VeriFone Systems 0.0 $185k 10k 18.50
Morgans Hotel 0.0 $186k 87k 2.14
Hatteras Financial 0.0 $246k 15k 16.40
Higher One Holdings 0.0 $179k 35k 5.11
Spdr Short-term High Yield mf (SJNK) 0.0 $229k 8.5k 26.94
Terrapin 3 Acquisition Corp unit 06/27/2019 0.0 $192k 19k 10.11
1347 Cap 0.0 $227k 25k 9.25
Media Gen 0.0 $172k 10k 17.20
Ceres 0.0 $195k 500k 0.39
Harmony Merger Corp w exp 01/01/202 0.0 $180k 900k 0.20
Fintech Acquisition 0.0 $255k 26k 10.00
Arbutus Biopharma (ABUS) 0.0 $221k 64k 3.48
Seritage Growth Pptys Cl A (SRG) 0.0 $249k 5.0k 49.80
Basic Energy Services 0.0 $113k 66k 1.70
Central Fd Cda Ltd cl a 0.0 $138k 10k 13.66
Westport Innovations 0.0 $89k 53k 1.68
Mitel Networks Corp 0.0 $102k 16k 6.30
Asanko Gold 0.0 $135k 35k 3.83
Dominion Diamond Corp foreign 0.0 $124k 14k 8.86
Trillium Therapeutics, Inc. Cmn 0.0 $131k 15k 8.96
Amaya 0.0 $153k 10k 15.30
Electrum Spl Acquisition Cor *w exp 99/99/999 0.0 $73k 315k 0.23
Gp Invts Acquisition Cor *w exp 99/99/999 0.0 $90k 133k 0.68
Double Eagle Acquisition Cor *w exp 09/16/202 0.0 $62k 295k 0.21
Klr Energy Acquisition Corp w exp 09/16/202 0.0 $85k 500k 0.17
Nexeo Solutions Inc *w exp 06/09/202 0.0 $155k 224k 0.69
Office Depot 0.0 $52k 16k 3.28
Primero Mining Corporation 0.0 $49k 24k 2.07
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.0 $48k 230k 0.21
Quinpario Acquisition Corp 2 *w exp 01/01/202 0.0 $36k 200k 0.18
Pace Hldgs Corp *w exp 99/99/999 0.0 $25k 99k 0.25
Silver Run Acquisition Corp *w exp 02/23/202 0.0 $25k 22k 1.12