K2 Principal Fund

K2 Principal Fund as of June 30, 2020

Portfolio Holdings for K2 Principal Fund

K2 Principal Fund holds 226 positions in its portfolio as reported in the June 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Vaneck Vectors Etf Tr Semiconductor Et Call Option (SMH) 8.0 $52M 340k 152.80
Spdr S&p 500 Etf Tr Tr Unit Put Option (SPY) 6.2 $40M 130k 308.36
Proofpoint Call Option 3.4 $22M 195k 111.12
Bunge Call Option 2.1 $14M 331k 41.13
Far Pt Acquisition Corp Com Cl A 2.1 $14M 1.3M 10.24
Tuscan Holdings Ii Acq Corp 1.8 $11M 1.1M 10.05
Tuscan Holdings Corp 1.7 $11M 1.0M 10.23
Cf Fin Acquisition Corp Unit 04/30/2025 1.6 $11M 895k 11.70
Pennymac Financial Services Call Option (PFSI) 1.6 $10M 247k 41.80
Fintech Acquisition Corp Iii Com Cl A 1.5 $9.7M 870k 11.16
Colony Starwood Homes Note 3.500 1/1 (Principal) 1.5 $9.5M 7.5k 1270.00
Churchill Cap Corp Ii Cl A 1.5 $9.5M 842k 11.30
Ishares Tr Us Home Cons Etf Put Option (ITB) 1.5 $9.5M 215k 44.15
FLIR Systems Call Option 1.4 $9.0M 221k 40.57
Apex Technology Acquisition Unit 06/11/2026 1.4 $8.9M 777k 11.48
SSR MNG Note 2.500 4/0 (Principal) 1.3 $8.1M 5.9k 1369.98
Spartan Energy Acquisition C Cl A Com Stk 1.2 $7.8M 726k 10.72
Qualcomm Call Option (QCOM) 1.1 $7.3M 80k 91.20
Cf Fin Acquisition Corp Com Cl A 1.1 $7.2M 668k 10.85
Wright Med Group N V Note 2.25011/1 (Principal) 1.1 $7.1M 5.0k 1419.80
Zillow Group Note 2.00012/0 (Principal) 1.1 $7.1M 5.7k 1231.25
Royal Gold Call Option (RGLD) 1.0 $6.2M 50k 124.32
Social Cap Hedspia Hldg Co I Com Cl A 1.0 $6.2M 553k 11.18
Social Cap Hdosphia Hldg Shs Cl A 1.0 $6.2M 524k 11.75
Longview Acquisition Corp Unit 99/99/9999 0.9 $6.1M 600k 10.10
Nuvasive Note 2.250 3/1 (Principal) 0.9 $5.9M 5.5k 1082.54
Stable Rd Acquisition Corp Unit 05/15/2026 0.9 $5.8M 561k 10.25
Weyerhaeuser Co Mtn Be Com New Call Option (WY) 0.9 $5.7M 255k 22.47
Avaya Hldgs Corp Note 2.250 6/1 (Principal) 0.9 $5.7M 7.0k 820.14
Trebia Acquisition Corp Unit 99/99/9999 0.9 $5.7M 544k 10.45
Churchill Cap Corp Iii 0.9 $5.5M 509k 10.79
Lf Cap Acquisition Corp Cl A 0.8 $5.4M 502k 10.70
B Riley Prin Merger Corp Ii Cl A 0.8 $5.4M 500k 10.73
Marriott Vactins Worldwid Note 1.500 9/1 (Principal) 0.8 $5.1M 5.5k 925.75
Spdr Ser Tr Bloomberg Brclys Put Option (JNK) 0.8 $5.1M 50k 101.16
Vaneck Vectors Etf Tr Gold Miners Etf Put Option (GDX) 0.8 $5.0M 138k 36.68
Gain Cap Hldgs Note 5.000 8/1 (Principal) 0.8 $5.0M 5.0k 998.80
Bausch Health Companies Call Option (BHC) 0.8 $4.9M 268k 18.29
Cc Neuberger Principal Hldng Unit 99/99/9999 0.7 $4.7M 448k 10.60
Norbord Com New 0.7 $4.7M 151k 30.99
Scorpio Tankers Note 3.000 5/1 (Principal) 0.7 $4.5M 5.2k 870.10
M/a Call Option (MTSI) 0.7 $4.3M 125k 34.35
Ishares Silver Tr Ishares Call Option (SLV) 0.7 $4.3M 250k 17.01
Priceline Grp Note 0.900 9/1 (Principal) 0.7 $4.2M 4.0k 1061.50
Insurance Acquisition Corp Cl A 0.6 $4.2M 323k 12.96
Gogo Note 6.000 5/1 (Principal) 0.6 $4.2M 5.9k 704.58
Silicon Laboratories Note 1.375 3/0 (Principal) 0.6 $4.1M 3.4k 1214.39
Cloudera Call Option 0.6 $4.1M 323k 12.72
Ishares Tr Iboxx Hi Yd Etf Put Option (HYG) 0.6 $4.1M 50k 81.62
Oaktree Acquisition Corp Shs Cl A 0.6 $4.1M 400k 10.17
Jaws Acquisition Corp Unit 99/99/9999 0.6 $4.0M 384k 10.43
Chp Merger Corp Com Cl A 0.6 $4.0M 400k 9.96
Pivotal Invt Corp Ii Unit 06/01/2025 0.6 $3.8M 372k 10.30
Select Sector Spdr Tr Sbi Int-finl Call Option (XLF) 0.6 $3.8M 165k 23.14
Twilio Cl A Call Option (TWLO) 0.6 $3.8M 17k 219.40
Louisiana-Pacific Corporation Call Option (LPX) 0.6 $3.8M 148k 25.65
8i Enterprises Acquisition C SH 0.6 $3.7M 366k 10.11
Southwest Airls Note 1.250 5/0 (Principal) 0.6 $3.6M 3.0k 1201.00
Ally Financial Call Option (ALLY) 0.6 $3.6M 180k 19.83
Pluralsight Note 0.375 3/0 (Principal) 0.5 $3.5M 4.0k 865.00
Churchill Cap Corp Ii Unit 99/99/9999 0.5 $3.4M 276k 12.18
Landcadia Hldgs Ii Cl A 0.5 $3.3M 205k 16.35
Atlas Air Worldwide Hldgs In Note 2.250 6/0 (Principal) 0.5 $3.3M 3.7k 909.89
McDonald's Corporation Call Option (MCD) 0.5 $3.3M 18k 184.44
Proptech Acquisition Corp Unit 10/01/2026 0.5 $3.3M 311k 10.60
Magnachip Semiconductor Corp (MX) 0.5 $3.2M 313k 10.30
AECOM Technology Corporation Call Option (ACM) 0.5 $3.2M 85k 37.58
Chardan Healthcr Acqstn 2 Unit 99/99/9999 0.5 $3.2M 300k 10.50
Morgan Stanley Com New (MS) 0.5 $2.9M 61k 48.29
Cree Note 0.875 9/0 (Principal) 0.5 $2.9M 2.5k 1170.00
Charles Schwab Corporation (SCHW) 0.5 $2.9M 86k 33.74
Vail Resorts Call Option (MTN) 0.5 $2.9M 16k 182.12
Netfin Acquisition Corp Shs Cl A 0.4 $2.9M 268k 10.75
Twitter Note 0.250 6/1 (Principal) 0.4 $2.8M 3.0k 943.33
Travelers Companies Call Option (TRV) 0.4 $2.8M 25k 114.06
Landcadia Hldgs Ii W Exp 05/09/202 Call Option 0.4 $2.8M 518k 5.40
Foley Trasimene Acquistn Cor Unit 99/99/9999 0.4 $2.7M 252k 10.67
BRP Com Sun Vtg (DOOO) 0.4 $2.6M 45k 57.91
Waste Connections (WCN) 0.4 $2.6M 20k 127.17
Etf Managers Tr Etfmg Altr Hrvst Put Option 0.4 $2.6M 200k 12.87
Fusion Acquisition Corp Unit 99/99/9999 0.4 $2.5M 250k 10.16
Transalta Corp (TAC) 0.4 $2.4M 303k 8.05
Southwest Airlines Call Option (LUV) 0.4 $2.4M 70k 34.18
CenterPoint Energy Call Option (CNP) 0.4 $2.3M 124k 18.70
Osprey Technlgy Aquistion Unit 10/30/2024 0.4 $2.3M 220k 10.52
Aphria Inc foreign Call Option 0.4 $2.3M 532k 4.29
El Paso Elec Com New 0.3 $2.3M 34k 67.00
Brookfield Infrast Partners Lp Int Unit (BIP) 0.3 $2.2M 40k 55.88
Cf Fin Acquisition Corp W Exp 04/30/202 Call Option 0.3 $2.2M 1.6M 1.35
Ishares Tr Russell 2000 Etf Put Option (IWM) 0.3 $2.1M 15k 143.20
Visa Com Cl A Call Option (V) 0.3 $2.1M 11k 193.25
Gs Acquisition Hldgs Corp Ii Unit 99/99/9999 0.3 $2.1M 200k 10.51
Valero Energy Corporation Call Option (VLO) 0.3 $2.1M 35k 58.83
Amci Acquisition Corp Class A 0.3 $2.0M 200k 10.22
Gx Acquisition Corp Com Cl A 0.3 $2.0M 200k 10.20
Mountain Crest Acquisition C Unit 03/19/2025 0.3 $2.0M 200k 10.04
4068594 Enphase Energy Call Option (ENPH) 0.3 $1.9M 40k 47.58
Alberton Acquisition Corp Ord Shs 0.3 $1.9M 177k 10.70
Tiffany & Co. Put Option 0.3 $1.8M 15k 121.93
Collier Creek Holdings W Exp 99/99/999 Call Option 0.3 $1.7M 515k 3.25
Agnico Call Option (AEM) 0.2 $1.6M 25k 64.08
Johnson Ctls Intl SH Call Option (JCI) 0.2 $1.6M 47k 34.15
Alio Gold 0.2 $1.6M 925k 1.72
3M Company Put Option (MMM) 0.2 $1.6M 10k 156.00
Howard Hughes 0.2 $1.5M 30k 51.96
Thunder Brdg Acquistion Ii L Cl A Shs 0.2 $1.5M 151k 10.10
Shake Shack Cl A Call Option (SHAK) 0.2 $1.5M 28k 53.00
Microsoft Corporation (MSFT) 0.2 $1.5M 7.3k 203.58
Domtar Corp Com New Put Option 0.2 $1.5M 70k 21.11
Ishares Tr Expanded Tech Put Option (IGV) 0.2 $1.4M 5.0k 284.20
United Sts Oil Units Call Option (USO) 0.2 $1.4M 50k 28.06
Tortoise Acquisition Corp W Exp 03/04/202 Call Option 0.2 $1.4M 128k 10.80
Mgm Growth Pptys Cl A Com 0.2 $1.4M 51k 27.21
Facebook Cl A Call Option (META) 0.2 $1.4M 6.0k 227.00
Black Knight Put Option 0.2 $1.3M 19k 72.52
Meet 0.2 $1.3M 212k 6.24
Silvercrest Metals (SILV) 0.2 $1.2M 100k 12.45
Northrop Grumman Corporation Call Option (NOC) 0.2 $1.2M 4.0k 307.50
Seacor Holdings Note 2.50012/1 (Principal) 0.2 $1.2M 1.4k 860.35
Front Yard Residential Corp Call Option 0.2 $1.2M 139k 8.69
Brilliant Acquisition Corp Unit 12/31/2020 0.2 $1.2M 120k 10.03
Ing Groep Sponsored Adr Call Option (ING) 0.2 $1.1M 165k 6.90
Tuscan Holdings Corp W Exp 04/01/202 Call Option 0.2 $1.1M 1.8M 0.58
Netfin Acquisition Corp W Exp 08/01/202 Call Option 0.2 $1.1M 636k 1.66
Gores Metropoulos Com Cl A 0.2 $1.0M 98k 10.69
Spartan Energy Acquisition C Unit 99/99/9999 0.2 $1.0M 94k 11.05
Archer Daniels Midland Company Put Option (ADM) 0.2 $998k 25k 39.92
PG&E Corporation (PCG) 0.2 $976k 110k 8.87
B Riley Prin Merger Corp Ii W Exp 05/06/202 Call Option 0.1 $959k 548k 1.75
BorgWarner (BWA) 0.1 $950k 27k 35.29
Legg Mason 0.1 $929k 19k 49.74
Cardinal Health (CAH) 0.1 $927k 18k 52.20
Newborn Acquisition Corp Unit 99/99/9999 0.1 $915k 90k 10.16
Precision Drilling Corp Com 2010 0.1 $893k 867k 1.03
Newmark Group Cl A (NMRK) 0.1 $887k 183k 4.86
Scvx Corp Unit 99/99/9999 (SCVXU) 0.1 $867k 84k 10.36
Etf Ser Solutions Us Glb Jets Put Option (JETS) 0.1 $833k 50k 16.66
Merit Medical Systems (MMSI) 0.1 $781k 17k 45.67
Fintech Acquisition Corp Iii W Exp 12/01/202 Call Option 0.1 $758k 330k 2.30
Franklin Resources Call Option (BEN) 0.1 $755k 36k 20.97
Amci Acquisition Corp W Exp 05/20/202 Call Option 0.1 $690k 1.3M 0.55
Andina Acquisition Corp Iii SH 0.1 $684k 67k 10.26
Insurance Acquisition Corp W Exp 03/31/202 Call Option 0.1 $683k 188k 3.64
Rio Tinto Sponsored Adr Call Option (RIO) 0.1 $674k 12k 56.17
Winnebago Industries Call Option (WGO) 0.1 $666k 10k 66.60
Metalla Rty & Streaming Com New (MTA) 0.1 $650k 90k 7.22
Micron Technology (MU) 0.1 $644k 13k 51.52
Hennessy Cap Acqustion Corp W Exp 09/05/202 Call Option 0.1 $643k 585k 1.10
Milestone Pharmaceuticals (MIST) 0.1 $642k 170k 3.78
Scorpio Tankers SH Put Option (STNG) 0.1 $641k 50k 12.82
Brooge Energy W Exp 12/20/202 Call Option (BROGW) 0.1 $611k 1.2M 0.49
Thunder Brdg Acquistion Ii L Unit 99/99/9999 0.1 $611k 58k 10.50
Thunder Brdg Acquistion Ii L W Exp 11/30/202 Call Option 0.1 $608k 422k 1.44
Ssr Mining Call Option (SSRM) 0.1 $579k 20k 28.95
Americas Gold And Silver Cor (USAS) 0.1 $566k 160k 3.54
HudBay Minerals (HBM) 0.1 $557k 136k 4.11
Social Cap Hedspia Hldg Co I W Exp 99/99/999 Call Option 0.1 $553k 184k 3.00
Hudson Executive Invt Corp Unit 06/21/2025 0.1 $544k 53k 10.26
Gsx Techedu Sponsored Ads Put Option (GOTU) 0.1 $540k 9.0k 60.00
Trident Acquisitions Corp 0.1 $537k 49k 10.95
Us Ecology W Exp 10/17/202 Call Option 0.1 $531k 112k 4.75
Arya Sciences Acquistion Unit 06/09/2027 0.1 $522k 45k 11.60
First Majestic Silver Corp Call Option (AG) 0.1 $498k 50k 9.96
Pivotal Invt Corp Ii W Exp 06/01/202 Call Option 0.1 $498k 631k 0.79
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.1 $482k 2.7k 178.52
Citic Capital Acquisition Unit 99/99/9999 0.1 $464k 46k 10.06
Sc Health Corp W Exp 99/99/999 Call Option 0.1 $418k 387k 1.08
Sirius International Insuran 0.1 $418k 60k 6.94
Knight Swift Transn Hldgs In Cl A (KNX) 0.1 $417k 10k 41.70
Carnival Corp Unit 99/99/9999 Call Option (CCL) 0.1 $411k 25k 16.44
Marriott Vacations Wrldwde Cp Call Option (VAC) 0.1 $411k 5.0k 82.20
Barclays Bk Ipth Sr B S&p 0.1 $407k 12k 33.92
Spartan Energy Acquisition C W Exp 08/27/202 Call Option 0.1 $404k 224k 1.80
Canada Goose Hldgs Shs Sub Vtg Call Option (GOOS) 0.1 $394k 17k 23.18
Willis Towers Watson SH (WTW) 0.1 $394k 2.0k 197.00
Gx Acquisition Corp W Exp 05/24/202 Call Option 0.1 $385k 350k 1.10
Cincinnati Bell Com New 0.1 $373k 25k 14.84
Churchill Cap Corp Iii W Exp 03/01/202 Call Option 0.1 $359k 120k 3.00
National Energy Services Reu W Exp 05/05/202 Call Option 0.1 $357k 649k 0.55
Brookfield Property Partrs L Unit Ltd Partn Call Option 0.1 $342k 35k 9.88
Dave & Buster's Entertainmnt Call Option (PLAY) 0.1 $333k 25k 13.32
Tuscan Hldgs Corp Ii W Exp 99/99/999 Call Option 0.0 $316k 585k 0.54
Liberty Broadband Corp Com Ser C (LBRDK) 0.0 $306k 2.5k 123.84
TJX Companies (TJX) 0.0 $304k 43k 7.13
Sc Health Corp Unit 99/99/9999 0.0 $284k 27k 10.40
Meten Edtechx Ed Group W Exp 03/31/202 Call Option (BTCTW) 0.0 $265k 473k 0.56
Pure Acquisition Corp Cl A 0.0 $265k 25k 10.52
Lightpath Technologies Com Cl A (LPTH) 0.0 $262k 78k 3.34
Lf Cap Acquisition Corp W Exp 06/22/202 Call Option 0.0 $250k 277k 0.90
Scvx Corp W Exp 01/24/202 Call Option 0.0 $222k 214k 1.04
Biomx W Exp 10/16/202 Call Option (PHGEW) 0.0 $218k 455k 0.48
Alberton Acquisition Corp Right 10/04/2020 Call Option 0.0 $200k 769k 0.26
Gigcapital2 W Exp 02/28/202 Call Option 0.0 $198k 400k 0.49
Apex Technology Acquisition W Exp 09/18/202 Call Option 0.0 $194k 114k 1.70
Trine Acquisition Corp W Exp 03/31/202 Call Option 0.0 $185k 120k 1.55
Bristol-myers Squibb Right 99/99/9999 0.0 $180k 50k 3.58
Big Rock Partners Acquisi Right 12/01/2022 Call Option 0.0 $177k 633k 0.28
Longevity Acquisition Corp W Exp 07/31/202 Call Option 0.0 $167k 834k 0.20
Gogo Put Option (GOGO) 0.0 $163k 52k 3.17
8i Enterprises Acquisition C Right 10/29/2020 Call Option 0.0 $161k 493k 0.33
Social Cap Hdosphia Hldg W Exp 99/99/999 Call Option 0.0 $153k 42k 3.63
Churchill Cap Corp Ii W Exp 07/02/202 Call Option 0.0 $146k 51k 2.88
Healthcare Merger Corp W Exp 12/17/202 Call Option 0.0 $136k 118k 1.15
Proptech Acquisition Corp W Exp 05/26/202 Call Option 0.0 $130k 186k 0.70
Big Rock Partners Acquisi W Exp 12/01/202 Call Option 0.0 $125k 278k 0.45
Alberton Acquisition Corp W Exp 04/26/202 Call Option 0.0 $117k 451k 0.26
Bgc Partners Cl A 0.0 $108k 39k 2.74
Mattel Put Option (MAT) 0.0 $97k 10k 9.70
Haymaker Acquisition Corp Ii W Exp 10/31/202 Call Option 0.0 $97k 62k 1.56
Union Acquisition Corp Ii W Exp 04/01/202 Call Option 0.0 $92k 249k 0.37
Finserv Acquisition Corp W Exp 12/31/202 Call Option 0.0 $90k 85k 1.06
Replay Acquisition Corp W Exp 03/01/202 Call Option 0.0 $89k 99k 0.90
Far Pt Acquisition Corp W Exp 06/01/202 Call Option 0.0 $85k 171k 0.50
Andina Acquisition Corp Iii Right 07/31/2020 Call Option 0.0 $76k 304k 0.25
Citic Capital Acquisition W Exp 01/17/202 Call Option 0.0 $73k 100k 0.73
Rosehill Res W Exp 04/27/202 Call Option 0.0 $61k 865k 0.07
Alussa Energy Acquisition W Exp 10/31/202 Call Option 0.0 $55k 100k 0.55
Ambev Sa Sponsored Adr (ABEV) 0.0 $53k 20k 2.63
8i Enterprises Acquisition C W Exp 10/29/202 Call Option 0.0 $44k 96k 0.46
Longevity Acquisition Corp Right 07/31/2020 Call Option 0.0 $40k 200k 0.20
Office Depot 0.0 $40k 46k 0.86
Gores Metropoulos W Exp 01/28/202 Call Option 0.0 $39k 20k 1.99
Osprey Technlgy Aquistion W Exp 10/30/202 Call Option 0.0 $33k 32k 1.04
Orisun Acquisition Corp Right 05/31/2024 Call Option 0.0 $29k 160k 0.18
Trident Acquisitions Corp W Exp 05/09/202 Call Option 0.0 $17k 37k 0.47
Greenland Technologies Hldg Shs New (GTEC) 0.0 $12k 10k 1.20