K2 Principal Fund

K2 Principal Fund as of Sept. 30, 2020

Portfolio Holdings for K2 Principal Fund

K2 Principal Fund holds 227 positions in its portfolio as reported in the September 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Pennymac Financial Services Put Option (PFSI) 5.0 $33M 571k 58.12
Bunge Call Option 2.5 $17M 360k 45.70
Ishares Tr Expanded Tech Put Option (IGV) 2.4 $16M 52k 311.12
Proofpoint Call Option 2.2 $14M 137k 105.56
Vaneck Vectors Etf Tr Semiconductor Et Put Option (SMH) 1.8 $12M 70k 174.20
Zillow Group Note 2.00012/0 (Principal) 1.8 $12M 6.2k 1936.00
Ishares Tr Us Home Cons Etf Put Option (ITB) 1.8 $12M 210k 56.65
Qualcomm Call Option (QCOM) 1.8 $12M 100k 117.68
Weyerhaeuser Co Mtn Be Com New Call Option (WY) 1.7 $11M 400k 28.52
Intel Corporation Call Option (INTC) 1.5 $10M 200k 51.78
Churchill Cap Corp Ii Cl A 1.5 $10M 969k 10.55
Tuscan Holdings Corp 1.5 $10M 999k 10.18
Cc Neuberger Prin Hldgs Ii Unit 99/99/9999 1.5 $10M 977k 10.33
Colony Starwood Homes Note 3.500 1/1 (Principal) 1.5 $9.7M 7.5k 1294.53
Apex Technology Acquisition Unit 06/11/2026 1.4 $9.0M 777k 11.62
Black Knight Call Option 1.3 $9.0M 103k 87.00
Norbord Com New 1.3 $8.8M 223k 39.35
Fg New Amer Acquisition Corp Unit 08/31/2027 1.2 $8.3M 833k 10.01
B Riley Prin Merger Corp Ii Cl A 1.2 $7.8M 779k 10.01
Tuscan Holdings Ii Acq Corp 1.2 $7.7M 774k 9.98
Nuvasive Note 2.250 3/1 (Principal) 1.1 $7.4M 7.2k 1030.29
Foley Trasimene Acquistn Cor Com Cl A 1.1 $7.3M 701k 10.36
Wright Med Group N V Note 2.25011/1 (Principal) 1.1 $7.2M 5.0k 1440.80
Magnachip Semiconductor Corp (MX) 1.1 $7.2M 525k 13.70
Churchill Capital Corp Iv Unit 99/99/9999 1.1 $7.1M 706k 10.02
Silicon Laboratories Note 1.375 3/0 (Principal) 1.0 $6.8M 5.7k 1197.84
Alteryx Com Cl A Call Option 1.0 $6.6M 59k 113.54
Avaya Hldgs Corp Note 2.250 6/1 (Principal) 1.0 $6.6M 7.0k 943.17
Canada Goose Hldgs Shs Sub Vtg Call Option (GOOS) 1.0 $6.5M 203k 32.17
Cf Fin Acquisition Corp Com Cl A 1.0 $6.5M 626k 10.40
Priceline Grp Note 0.900 9/1 (Principal) 1.0 $6.4M 6.0k 1067.33
Cree Note 0.875 9/0 (Principal) 1.0 $6.4M 5.2k 1240.97
M/a Call Option (MTSI) 0.9 $6.3M 185k 34.01
Conyers Pk Ii Acquisition Com Cl A 0.9 $6.1M 600k 10.16
Acamar Partners Acqsition Cl A 0.9 $6.0M 586k 10.22
Stable Rd Acquisition Corp Unit 05/15/2026 0.9 $5.9M 561k 10.50
E Trade Financial Corp Com New 0.8 $5.6M 112k 50.05
Rmg Acquisition Corp Cl A 0.8 $5.4M 502k 10.69
Qell Acquisition Corp Unit 10/01/2025 0.8 $5.1M 500k 10.16
Vector Acquisition Corp Unit 09/30/2027 0.8 $5.1M 500k 10.14
Equity Distr Acquisition Cor Unit 99/99/9999 0.8 $5.0M 489k 10.30
Aerojet Rocketdyne Hldgs Note 2.25012/1 (Principal) 0.7 $4.9M 3.1k 1592.10
Cc Neuberger Principal Hldng Unit 99/99/9999 0.7 $4.8M 443k 10.84
Gs Acquisition Hldgs Corp Ii Unit 99/99/9999 0.7 $4.8M 423k 11.23
Cf Finance Acquisition Corp Unit 08/01/2027 0.7 $4.7M 469k 10.02
Palo Alto Networks Note 0.750 7/0 (Principal) 0.7 $4.6M 4.0k 1129.92
Marriott Vactins Worldwid Note 1.500 9/1 (Principal) 0.7 $4.5M 4.5k 990.71
Oaktree Acquisition Corp Shs Cl A 0.7 $4.4M 379k 11.75
Innovative Industria A Put Option (IIPR) 0.6 $4.3M 35k 124.11
South Mtn Merger Corp Com Cl A 0.6 $4.3M 414k 10.45
Atlas Air Worldwide Hldgs In Note 1.875 6/0 (Principal) 0.6 $4.2M 3.5k 1211.71
Social Cap Hedspia Hldg Co I Com Cl A 0.6 $4.2M 337k 12.46
Gores Metropoulos Com Cl A 0.6 $4.2M 366k 11.42
Etf Managers Tr Etfmg Altr Hrvst Put Option 0.6 $4.2M 400k 10.41
Chp Merger Corp Com Cl A 0.6 $4.1M 400k 10.19
Starboard Value Acquisitn Unit 09/10/2025 0.6 $4.0M 400k 10.10
Cohn Robbins Holdings Corp Unit 08/11/2025 0.6 $4.0M 400k 10.09
Aspirational Consumer Lifest Unit 99/99/9999 0.6 $4.0M 400k 10.00
Southwest Airls Note 1.250 5/0 (Principal) 0.6 $3.9M 3.0k 1307.33
MGM Resorts International. Call Option (MGM) 0.6 $3.8M 175k 21.75
Front Yard Residential Corp 0.6 $3.8M 433k 8.74
Foley Trasimene Acquisition Unit 99/99/9999 0.6 $3.8M 368k 10.20
Collective Growth Corp Com Cl A 0.6 $3.7M 374k 9.86
Juniper Indl Hldgs Com Cl A 0.5 $3.5M 331k 10.46
Atlas Air Worldwide Hldgs In Note 2.250 6/0 (Principal) 0.5 $3.4M 3.2k 1092.99
Longview Acquisition Corp Unit 99/99/9999 0.5 $3.4M 338k 10.15
Vail Resorts Call Option (MTN) 0.5 $3.4M 16k 214.00
Scorpio Tankers Note 3.000 5/1 (Principal) 0.5 $3.3M 3.7k 912.60
stock Call Option 0.5 $3.3M 18k 188.20
Tailwind Acquisition Corp Unit 09/07/2027 0.5 $3.2M 316k 10.05
Go Acquisition Corp Unit 08/31/2027 0.5 $3.1M 307k 10.08
Bausch Health Companies Call Option (BHC) 0.4 $3.0M 193k 15.54
Ftac Olympus Acquisition Cor Unit 08/24/2025 0.4 $3.0M 300k 10.00
Agnico Call Option (AEM) 0.4 $3.0M 38k 79.60
Software Acquisitn Grup Unit 99/99/9999 0.4 $3.0M 300k 9.95
Chardan Healthcr Acqstn 2 Unit 99/99/9999 0.4 $2.9M 286k 10.25
Eagle Bulk Shipping Note 5.000 8/0 (Principal) 0.4 $2.9M 4.0k 717.00
Aphria Inc foreign Call Option 0.4 $2.8M 641k 4.43
Transalta Corp (TAC) 0.4 $2.8M 337k 8.19
Livongo Health 0.4 $2.7M 20k 140.08
Software Acquisition Group I Com Cl A 0.4 $2.6M 264k 9.96
North Mountain Merger Corp Unit 09/16/2025 0.4 $2.6M 251k 10.20
Twc Tech Hldgs Ii Corp Unit 09/10/2025 0.4 $2.5M 248k 10.12
Louisiana-Pacific Corporation Call Option (LPX) 0.4 $2.5M 85k 29.51
Alteryx Note 0.500 8/0 (Principal) 0.4 $2.5M 2.5k 1002.80
Howard Hughes 0.4 $2.5M 44k 57.60
CenterPoint Energy Call Option (CNP) 0.4 $2.5M 129k 19.35
Semtech Corporation Call Option (SMTC) 0.4 $2.4M 46k 52.95
Amci Acquisition Corp Class A 0.4 $2.4M 234k 10.34
Osprey Technlgy Aquistion Unit 10/30/2024 0.4 $2.4M 220k 10.90
Gci Liberty Com Class A 0.4 $2.4M 29k 81.97
Acacia Communications 0.4 $2.4M 35k 67.40
Pivotal Invt Corp Ii Com Cl A 0.3 $2.3M 202k 11.53
Archer Daniels Midland Company Put Option (ADM) 0.3 $2.3M 50k 46.50
Cloudera 0.3 $2.3M 210k 10.89
Pivotal Invt Corp Ii W Exp 06/01/202 Call Option 0.3 $2.2M 602k 3.70
Navsight Hldgs Unit 99/99/9999 0.3 $2.2M 221k 10.06
Vaneck Vectors Etf Tr Jr Gold Miners E Put Option (GDXJ) 0.3 $2.2M 40k 55.35
Maxim Integrated Products 0.3 $2.2M 32k 67.62
Abbvie Call Option (ABBV) 0.3 $2.2M 25k 87.60
Thunder Brdg Acquistion Ii L Cl A Shs 0.3 $2.2M 214k 10.20
Mountain Crest Acquisition C Unit 03/19/2025 0.3 $2.1M 200k 10.69
Gx Acquisition Corp Com Cl A 0.3 $2.1M 200k 10.50
Northern Genesis Acquisition Unit 07/31/2027 0.3 $2.0M 200k 9.99
Cf Fin Acquisition Corp W Exp 04/30/202 Call Option 0.3 $2.0M 2.0M 0.98
Lionheart Acquisition Corp I Unit 08/13/2025 0.3 $2.0M 198k 9.96
Ptk Acquisition Corp Unit 99/99/9999 0.3 $1.9M 191k 10.19
Alberton Acquisition Corp Ord Shs 0.3 $1.9M 177k 10.75
Canadian Solar (CSIQ) 0.3 $1.9M 54k 35.09
Jernigan Cap 0.3 $1.9M 110k 17.14
Extra Space Storage Call Option (EXR) 0.3 $1.9M 18k 106.93
Property Solutions Acquisiti Unit 03/30/2027 0.3 $1.9M 184k 10.09
Under Armour CL C (UA) 0.3 $1.8M 180k 9.84
Noble Energy 0.3 $1.7M 199k 8.55
Mattel Put Option (MAT) 0.2 $1.6M 141k 11.70
Health Sciences Acq Corp 2 Ord Shs 0.2 $1.6M 149k 11.00
Ishares Silver Tr Ishares Call Option (SLV) 0.2 $1.6M 75k 21.64
PennyMac Mortgage Investment Trust (PMT) 0.2 $1.6M 100k 16.07
Hp Call Option (HPQ) 0.2 $1.6M 85k 18.99
PG&E Corporation (PCG) 0.2 $1.6M 167k 9.39
Charles Schwab Corporation (SCHW) 0.2 $1.6M 43k 36.22
Falcon Capital Acquisitn Cor Unit 08/20/2027 0.2 $1.5M 150k 10.29
Immunomedics 0.2 $1.5M 18k 85.03
Lf Cap Acquisition Corp W Exp 06/22/202 Call Option 0.2 $1.5M 827k 1.80
Ambev Sa Sponsored Adr (ABEV) 0.2 $1.5M 648k 2.26
AECOM Technology Corporation Call Option (ACM) 0.2 $1.5M 35k 41.80
Vivint Solar 0.2 $1.4M 34k 42.35
Just Energy Group Com New (JENGQ) 0.2 $1.4M 197k 6.94
salesforce (CRM) 0.2 $1.3M 5.0k 251.40
Willis Towers Watson SH (WTW) 0.2 $1.3M 6.0k 208.83
Arclight Clean Transition Unit 09/21/2025 0.2 $1.2M 124k 10.04
Atlas Air Worldwide Hldgs In Com New Put Option 0.2 $1.2M 20k 60.90
Aerojet Rocketdy Put Option 0.2 $1.2M 30k 39.90
Mgm Growth Pptys Cl A Com 0.2 $1.1M 40k 27.97
Akcea Therapeutics Inc equities 0.2 $1.1M 59k 18.15
Cm Life Sciences Unit 09/01/2025 0.2 $1.0M 100k 10.47
Oaktree Acquisition Corp Ii Unit 09/15/2027 0.2 $1.0M 100k 10.29
Newhold Investment Corp Unit 03/10/2025 0.2 $1.0M 102k 10.06
Tuscan Hldgs Corp W Exp 04/01/202 Call Option 0.2 $1.0M 2.0M 0.51
Vesper Healthcare Acqstn Cor Unit 99/99/9999 0.2 $1.0M 100k 10.26
Cincinnati Bell Com New 0.1 $992k 66k 14.99
Silicon Laboratories Call Option (SLAB) 0.1 $979k 10k 97.90
Vaneck Vectors Etf Tr Gold Miners Etf Put Option (GDX) 0.1 $979k 25k 39.16
Cardinal Health Call Option (CAH) 0.1 $944k 20k 46.97
Bgc Partners Cl A 0.1 $935k 390k 2.40
Scvx Corp Unit 99/99/9999 (SCVXU) 0.1 $900k 84k 10.75
Precision Drilling Corp Com 2010 0.1 $886k 1.1M 0.83
Unity Software (U) 0.1 $873k 10k 87.30
Varian Medical Systems 0.1 $860k 5.0k 172.00
Medicenna Therapeutics Corp. (MDNAF) 0.1 $857k 159k 5.40
Anaptysbio Inc Common (ANAB) 0.1 $851k 58k 14.74
Hudson Com Cl A 0.1 $850k 112k 7.60
Etf Ser Solutions Us Glb Jets Put Option (JETS) 0.1 $845k 50k 16.90
8i Enterprises Acquisition C SH 0.1 $840k 93k 9.00
Tortoise Acquisition Corp Ii Unit 06/14/2027 0.1 $816k 75k 10.88
Barclays Bank Ipth Sr B S&p 0.1 $815k 33k 24.89
Amci Acquisition Corp W Exp 05/20/202 Call Option 0.1 $799k 1.2M 0.68
Centrus Energy Corp Cl A (LEU) 0.1 $796k 95k 8.37
Devon Energy Corporation (DVN) 0.1 $766k 81k 9.46
Zimmer Holdings (ZBH) 0.1 $749k 5.5k 136.18
Drive Shack (DSHK) 0.1 $707k 632k 1.12
Merit Medical Systems (MMSI) 0.1 $695k 16k 43.51
Andina Acquisition Corp Iii SH 0.1 $683k 67k 10.25
Ishares Tr Iboxx Hi Yd Etf Call Option (HYG) 0.1 $671k 8.0k 83.88
Newmark Group Cl A (NMRK) 0.1 $669k 155k 4.32
Momenta Pharmaceuticals 0.1 $656k 13k 52.48
Fortress Value Acquisition I Unit 08/10/2027 0.1 $650k 63k 10.30
Gsx Techedu Sponsored Ads Put Option (GOTU) 0.1 $649k 7.2k 90.14
BorgWarner (BWA) 0.1 $647k 17k 38.71
Gores Hldgs V Unit 99/99/9999 0.1 $621k 60k 10.35
Aimmune Therapeutics 0.1 $618k 18k 34.43
Thunder Brdg Acquistion Ii L Unit 99/99/9999 0.1 $617k 58k 10.60
Brooge Energy W Exp 12/20/202 Call Option (BROGW) 0.1 $617k 1.2M 0.50
Thunder Brdg Acquistion Ii L W Exp 11/30/202 Call Option 0.1 $592k 438k 1.35
Acon S2 Acquisition Corp Unit 09/15/2027 0.1 $591k 59k 10.03
Reinvent Technology Partners Unit 99/99/9999 0.1 $574k 50k 11.48
Trident Acquisitions Corp 0.1 $565k 52k 10.93
Barrick Gold Corp Put Option (GOLD) 0.1 $562k 20k 28.10
South Mtn Merger Corp W Exp 06/20/202 Call Option 0.1 $552k 394k 1.40
Us Ecology W Exp 10/17/202 Call Option 0.1 $544k 112k 4.87
Rosetta Stone 0.1 $539k 18k 29.99
B Riley Prin Merger Corp Ii W Exp 05/06/202 Call Option 0.1 $516k 382k 1.35
Citic Capital Acquisition Unit 99/99/9999 0.1 $472k 46k 10.23
Franklin Resources Call Option (BEN) 0.1 $468k 23k 20.35
Hennessy Cap Acqustion Corp W Exp 09/05/202 Call Option 0.1 $457k 198k 2.31
Condor Hospitality Tr Com New 0.1 $422k 161k 2.62
Gx Acquisition Corp W Exp 05/24/202 Call Option 0.1 $418k 261k 1.60
Carriage Services (CSV) 0.1 $405k 18k 22.32
Sc Health Corp W Exp 99/99/999 Call Option 0.1 $388k 388k 1.00
Carnival Corp Unit 99/99/9999 Call Option (CCL) 0.1 $380k 25k 15.20
8i Enterprises Acquisition C Right 10/29/2020 Call Option 0.1 $355k 417k 0.85
Cinemark Holdings (CNK) 0.0 $331k 33k 9.99
Scvx Corp W Exp 01/24/202 Call Option 0.0 $321k 214k 1.50
Biomx W Exp 10/16/202 Call Option (PHGEW) 0.0 $305k 429k 0.71
Sc Health Corp Unit 99/99/9999 0.0 $288k 27k 10.55
Southwestern Energy Company (SWN) 0.0 $287k 122k 2.35
Bellus Health Com New 0.0 $264k 117k 2.27
Tuscan Hldgs Corp Ii W Exp 99/99/999 Call Option 0.0 $263k 585k 0.45
Churchill Cap Corp Ii W Exp 07/02/202 Call Option 0.0 $257k 118k 2.18
Netfin Acquisition Corp W Exp 08/01/202 Call Option 0.0 $232k 177k 1.31
Trident Acquisitions Corp W Exp 05/09/202 Call Option 0.0 $216k 587k 0.37
Longevity Acquisition Corp W Exp 07/31/202 Call Option 0.0 $208k 834k 0.25
First Majestic Silver Corp Put Option (AG) 0.0 $190k 20k 9.50
Apex Technology Acquisition W Exp 09/18/202 Call Option 0.0 $190k 98k 1.94
Alberton Acquisition Corp Right 10/04/2020 Call Option 0.0 $154k 769k 0.20
Gigcapital2 W Exp 02/28/202 Call Option 0.0 $147k 162k 0.91
Big Rock Partners Acquisi Right 12/01/2022 Call Option 0.0 $130k 633k 0.21
Union Acquisition Corp Ii W Exp 04/01/202 Call Option 0.0 $130k 173k 0.75
Siyata Mobile Com New 0.0 $128k 24k 5.30
Citic Capital Acquisition W Exp 01/17/202 Call Option 0.0 $125k 100k 1.25
Bristol-myers Squibb Right 99/99/9999 0.0 $113k 50k 2.25
Andina Acquisition Corp Iii Right 10/01/2025 Call Option 0.0 $97k 304k 0.32
Chardan Healthcr Acqstn 2 W Exp 03/05/202 Call Option 0.0 $95k 132k 0.72
Alberton Acquisition Corp W Exp 04/26/202 Call Option 0.0 $94k 451k 0.21
Replay Acquisition Corp W Exp 03/01/202 Call Option 0.0 $94k 99k 0.95
Finserv Acquisition Corp W Exp 12/31/202 Call Option 0.0 $78k 85k 0.91
Meten Edtechx Ed Group W Exp 03/31/202 Call Option (BTCTW) 0.0 $78k 378k 0.21
Greenvision Acquisition Corp Right 06/01/2021 Call Option 0.0 $76k 163k 0.47
Big Rock Partners Acquisi W Exp 12/01/202 Call Option 0.0 $72k 278k 0.26
Alussa Energy Acquisition W Exp 10/31/202 Call Option 0.0 $69k 107k 0.65
Genfit S A Ads (GNFT) 0.0 $66k 13k 5.26
Pitney Bowes (PBI) 0.0 $56k 11k 5.34
Osprey Technlgy Aquistion W Exp 10/30/202 Call Option 0.0 $44k 32k 1.39
Longevity Acquisition Corp Right 07/31/2020 Call Option 0.0 $42k 200k 0.21
Greenvision Acquisition Corp W Exp 10/28/202 Call Option 0.0 $33k 63k 0.52
Collective Growth Corp W Exp 04/30/202 Call Option 0.0 $30k 50k 0.60
Greenland Technologies Hldg Shs New (GTEC) 0.0 $12k 10k 1.20