K2 Principal Fund

K2 Principal Fund as of March 31, 2017

Portfolio Holdings for K2 Principal Fund

K2 Principal Fund holds 249 positions in its portfolio as reported in the March 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
PowerShares QQQ Trust, Series 1 12.0 $144M 1.1M 132.38
Alphabet Inc Class A cs (GOOGL) 5.3 $63M 75k 847.50
Financial Select Sector SPDR (XLF) 4.0 $48M 2.0M 23.73
Time Warner 2.9 $35M 357k 97.70
Bristol Myers Squibb (BMY) 2.7 $33M 598k 54.37
Dominion Diamond Corp foreign 2.6 $32M 2.6M 12.16
Yahoo! 2.3 $27M 591k 46.41
Spdr S&p 500 Etf (SPY) 2.1 $25M 108k 235.60
Mylan Nv 2.1 $25M 646k 38.99
Kayne Anderson Acquisition unit 06/30/2022 1.7 $20M 2.0M 10.02
iShares Russell 2000 Index (IWM) 1.5 $18M 133k 137.48
Palo Alto Networks (PANW) 1.4 $18M 155k 112.68
Clayton Williams Energy 1.4 $17M 131k 132.08
At&t (T) 1.4 $17M 412k 41.55
Nxp Semiconductors N V (NXPI) 1.3 $15M 147k 103.50
Harmony Merger 1.3 $15M 1.5M 10.21
iShares Silver Trust (SLV) 1.2 $15M 866k 17.25
Whitewave Foods 1.2 $15M 261k 56.15
B2gold Corp conv 1.2 $14M 13k 1072.00
Tesla Motors (TSLA) 1.1 $13M 48k 278.27
Nielsen Hldgs Plc Shs Eur 1.0 $12M 301k 41.31
Wells Fargo & Company (WFC) 1.0 $12M 220k 55.66
Netflix (NFLX) 1.0 $12M 82k 147.81
Vaneck Vectors Semiconductor Etf semiconductor (SMH) 1.0 $12M 150k 79.70
Brocade Communications conv 1.0 $12M 12k 1013.27
Etf Managers Tr purefunds ise cy 1.0 $12M 393k 29.52
Cypress Semiconductor Corporation 0.9 $11M 817k 13.76
Paypal Holdings (PYPL) 0.9 $10M 240k 43.02
ShoreTel 0.8 $10M 1.7M 6.15
Perrigo Company (PRGO) 0.8 $9.8M 147k 66.42
Diebold Incorporated 0.8 $9.2M 299k 30.71
Ubiquiti Networks 0.8 $9.1M 181k 50.27
Alibaba Group Holding (BABA) 0.7 $8.6M 80k 107.80
Maxim Integrated Products 0.7 $8.5M 190k 44.96
VMware 0.7 $8.5M 92k 92.00
Allied World Assurance 0.7 $8.5M 160k 53.10
Centennial Resource Developmen cs 0.7 $8.5M 464k 18.24
Citigroup (C) 0.7 $8.1M 135k 59.82
Fireeye 0.6 $7.4M 590k 12.61
Dell Technologies Inc Class V equity 0.6 $7.3M 114k 64.08
SPDR S&P Biotech (XBI) 0.6 $7.2M 104k 69.33
Silver Wheaton Corp 0.6 $7.0M 335k 20.84
NCR Corporation (VYX) 0.6 $6.9M 150k 45.68
Gores Hldgs Ii Inc unit 99/99/9999 0.6 $6.7M 650k 10.26
Utilities SPDR (XLU) 0.5 $6.4M 125k 51.31
Csra 0.5 $6.3M 217k 29.28
Mead Johnson Nutrition 0.5 $6.2M 70k 89.09
Pulte (PHM) 0.5 $5.8M 245k 23.55
Aegerion Pharmaceuticals 2% Du cvbond 0.5 $5.7M 7.0k 810.00
JPMorgan Chase & Co. (JPM) 0.5 $5.6M 64k 87.84
Microsoft Corporation (MSFT) 0.5 $5.5M 83k 65.87
Republic Services (RSG) 0.5 $5.4M 86k 62.82
Gas Nat 0.4 $5.3M 419k 12.70
Texas Instruments Incorporated (TXN) 0.4 $5.2M 65k 80.56
Mobileye 0.4 $5.2M 85k 61.39
Silver Run Acquisition unit 99/99/9999 0.4 $5.2M 500k 10.43
Reynolds American 0.4 $5.0M 80k 63.02
Nike (NKE) 0.4 $4.9M 89k 55.73
Louisiana-Pacific Corporation (LPX) 0.4 $5.0M 200k 24.82
Level 3 Communications 0.4 $4.9M 86k 57.22
Klr Energy Acquisition Corp cl a 0.4 $5.0M 483k 10.33
Fintech Acquisition Corp Ii 0.4 $4.9M 500k 9.85
Monsanto Company 0.4 $4.6M 41k 113.21
Saban Cap Acquisition 0.4 $4.5M 450k 9.99
Western Refining 0.4 $4.3M 122k 35.07
Nabors Industries 0.4 $4.3M 330k 13.07
Sears Holdings Corporation 0.3 $4.1M 360k 11.49
M I Acquisitions 0.3 $4.1M 403k 10.07
Marathon Oil Corporation (MRO) 0.3 $3.9M 248k 15.80
Cf Corp shs cl a 0.3 $4.0M 400k 10.01
Matlin & Partners Acquisitio unit 05/28/2021a 0.3 $4.0M 400k 10.02
Cognizant Technology Solutions (CTSH) 0.3 $3.9M 65k 59.52
Gastar Exploration 0.3 $3.9M 2.5M 1.54
Red Robin Gourmet Burgers (RRGB) 0.3 $3.7M 64k 58.46
Gty Technology Holdings Inc cl a 0.3 $3.8M 377k 9.95
Blackstone 0.3 $3.6M 121k 29.70
DigitalGlobe 0.3 $3.6M 110k 32.75
Incyte Corporation (INCY) 0.3 $3.4M 26k 133.68
Isle of Capri Casinos 0.3 $3.6M 135k 26.36
New York Reit 0.3 $3.5M 359k 9.69
Nxp Semiconductors N V dbcv 1.000% 12/0 0.3 $3.5M 3.0k 1158.00
Avista Healthcare Pub Acq Co cl a 0.3 $3.4M 350k 9.85
Via 0.3 $3.3M 72k 46.61
Potlatch Corporation (PCH) 0.3 $3.4M 75k 45.71
Electrum Spl Acquisition Cor 0.3 $3.4M 343k 9.92
CBS Corporation 0.3 $3.1M 45k 69.36
Gp Invts Acquisition Cor 0.2 $3.0M 299k 9.96
Double Eagle Acquisition Cor 0.2 $3.1M 306k 10.00
Kroger (KR) 0.2 $2.9M 98k 29.48
Macy's (M) 0.2 $2.9M 98k 29.64
Hormel Foods Corporation (HRL) 0.2 $2.9M 84k 34.63
Teva Pharmaceutical Industries (TEVA) 0.2 $2.8M 88k 32.11
Cintas Corporation (CTAS) 0.2 $2.7M 22k 126.56
Headwaters Incorporated 0.2 $2.8M 118k 23.48
Restaurant Brands Intl Inc Com equity / large cap (QSR) 0.2 $2.8M 50k 55.75
Fairmount Santrol Holdings 0.2 $2.8M 381k 7.33
Ambarella (AMBA) 0.2 $2.6M 48k 54.70
Metaldyne Performance Group, I 0.2 $2.7M 118k 22.85
Noble Energy 0.2 $2.6M 75k 34.36
Morgan Stanley (MS) 0.2 $2.6M 60k 42.83
Cst Brands 0.2 $2.5M 52k 48.10
American Airls (AAL) 0.2 $2.5M 59k 42.29
Landcadia Hldgs Inc cl a 0.2 $2.5M 250k 9.97
Baker Hughes Incorporated 0.2 $2.4M 40k 59.83
Lowe's Companies (LOW) 0.2 $2.4M 29k 82.21
Credit Acceptance (CACC) 0.2 $2.4M 12k 199.50
Continental Resources 0.2 $2.3M 50k 45.42
SL Green Realty 0.2 $2.3M 22k 106.62
Amazon (AMZN) 0.2 $2.1M 2.4k 886.48
Macerich Company (MAC) 0.2 $2.2M 34k 64.38
BE Aerospace 0.2 $2.1M 32k 64.10
Dollar Tree (DLTR) 0.2 $2.0M 26k 78.45
Energy Select Sector SPDR (XLE) 0.2 $2.1M 30k 70.00
KapStone Paper and Packaging 0.2 $2.1M 90k 23.10
Quinpario Acquisition Corp 2 0.2 $2.1M 209k 9.97
AEGEAN MARINE PETROLEUM Networ Com Stk 0.2 $2.0M 163k 12.05
HEICO Corporation (HEI.A) 0.2 $1.9M 26k 74.99
Hldgs (UAL) 0.2 $1.9M 27k 70.63
Oi Sa - (OIBZQ) 0.2 $2.0M 303k 6.51
Weyerhaeuser Company (WY) 0.1 $1.8M 52k 33.98
Rite Aid Corporation 0.1 $1.8M 415k 4.25
Broad 0.1 $1.8M 8.0k 219.00
Horizon Pharma Plc convertible security 0.1 $1.8M 2.0k 923.00
M Iii Acquisition Corp equities 0.1 $1.8M 185k 9.80
Walt Disney Company (DIS) 0.1 $1.7M 15k 113.40
Cardinal Health (CAH) 0.1 $1.7M 20k 81.53
Potash Corp. Of Saskatchewan I 0.1 $1.7M 100k 17.08
L Brands 0.1 $1.7M 35k 47.20
Waste Management (WM) 0.1 $1.5M 21k 72.90
Valspar Corporation 0.1 $1.5M 14k 110.92
Nordstrom (JWN) 0.1 $1.5M 33k 46.53
Cable One (CABO) 0.1 $1.6M 2.5k 624.40
Conyers Pk Acquisition cl a 0.1 $1.6M 150k 10.50
Tractor Supply Company (TSCO) 0.1 $1.5M 21k 68.96
FelCor Lodging Trust Incorporated 0.1 $1.5M 199k 7.51
Air Methods Corporation 0.1 $1.4M 33k 43.00
Golar Lng (GLNG) 0.1 $1.4M 50k 27.94
Arbutus Biopharma (ABUS) 0.1 $1.4M 428k 3.25
CF Industries Holdings (CF) 0.1 $1.3M 45k 29.36
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) 0.1 $1.3M 13k 102.67
Proshares Tr ultrapro qqq (TQQQ) 0.1 $1.3M 15k 88.21
Mondelez Int (MDLZ) 0.1 $1.3M 31k 43.07
Nimble Storage 0.1 $1.3M 105k 12.50
Kraft Heinz (KHC) 0.1 $1.3M 15k 90.78
Colony Northstar 0.1 $1.3M 99k 12.91
Alteryx 0.1 $1.3M 85k 15.64
H&R Block (HRB) 0.1 $1.2M 50k 23.26
Biogen Idec (BIIB) 0.1 $1.2M 4.4k 273.41
Syngenta 0.1 $1.2M 14k 88.53
Visa (V) 0.1 $1.2M 13k 88.86
Delta Air Lines (DAL) 0.1 $1.2M 27k 45.96
Celgene Corporation 0.1 $1.3M 10k 124.33
Agnico (AEM) 0.1 $1.1M 25k 42.45
WGL Holdings 0.1 $1.1M 14k 82.56
iShares Dow Jones US Tele (IYZ) 0.1 $1.1M 35k 32.34
Zeltiq Aesthetics 0.1 $1.1M 19k 55.63
Liberty Global Inc Com Ser A 0.1 $1.1M 31k 35.86
Fnf (FNF) 0.1 $1.1M 29k 38.94
Pangaea Logistics Solution L (PANL) 0.1 $1.1M 308k 3.41
Ceb 0.1 $1.0M 13k 78.63
Pacific Spl Acquisition Corp 0.1 $1.1M 103k 10.35
Liberty Media Corp Delaware Com A Siriusxm 0.1 $1.1M 28k 38.92
Ihs Markit 0.1 $1.0M 25k 41.96
General Mills (GIS) 0.1 $944k 16k 59.00
VCA Antech 0.1 $925k 10k 91.55
BGC Partners 0.1 $943k 83k 11.36
Neustar 0.1 $984k 30k 33.16
PrivateBan 0.1 $1.0M 17k 59.39
Ecopetrol (EC) 0.1 $1.0M 108k 9.32
Direxion Shs Etf Tr Daily Gold Miner 0.1 $935k 30k 31.06
Discovery Communications 0.1 $815k 28k 29.11
Stillwater Mining Company 0.1 $851k 49k 17.28
Western Asset Emerging Mrkts Dbt Fnd (EMD) 0.1 $853k 55k 15.51
Turkish Investment Fund 0.1 $864k 104k 8.31
Fortuna Silver Mines (FSM) 0.1 $884k 170k 5.20
Twenty-first Century Fox 0.1 $810k 25k 32.40
International Game Technology (IGT) 0.1 $813k 34k 23.70
Proshares Tr ultrapro short q 0.1 $816k 22k 37.10
Edgewater Technology 0.1 $743k 100k 7.45
Oclaro 0.1 $687k 70k 9.81
iShares MSCI Emerging Markets Indx (EEM) 0.1 $591k 15k 39.40
Boyd Gaming Corporation (BYD) 0.1 $616k 28k 22.00
BlackRock (BLK) 0.1 $575k 1.5k 383.33
TD Ameritrade Holding 0.1 $649k 17k 38.85
Bank of America Corporation (BAC) 0.1 $590k 25k 23.60
Berkshire Hathaway (BRK.B) 0.1 $623k 3.7k 166.67
CenturyLink 0.1 $567k 24k 23.58
Rio Tinto (RIO) 0.1 $615k 15k 40.70
Ford Motor Company (F) 0.1 $547k 47k 11.64
Entercom Communications 0.1 $568k 40k 14.31
DepoMed 0.1 $630k 50k 12.55
Exar Corporation 0.1 $651k 50k 13.02
Alon USA Energy 0.1 $550k 45k 12.20
Heritage Oaks Ban 0.1 $572k 43k 13.36
Lifetime Brands (LCUT) 0.1 $612k 31k 20.10
Fairpoint Communications 0.1 $544k 33k 16.59
Rpx Corp 0.1 $569k 47k 12.00
Fox News 0.1 $636k 20k 31.80
Black Knight Finl Svcs Inc cl a 0.1 $613k 16k 38.31
Harmony Merger Corp w exp 01/01/202 0.1 $624k 1.2M 0.50
Klr Energy Acquisition Corp w exp 09/16/202 0.1 $632k 536k 1.18
Deutsche Bank Ag-registered (DB) 0.0 $515k 30k 17.17
Fossil (FOSL) 0.0 $505k 29k 17.47
Kcg Holdings Inc Cl A 0.0 $509k 29k 17.83
Independence Realty Trust In (IRT) 0.0 $480k 51k 9.38
Xenon Pharmaceuticals (XENE) 0.0 $468k 117k 4.00
Andina Acquisition Corp Ii 0.0 $426k 42k 10.06
Gores Hldin-cw20 equity wrt 0.0 $508k 180k 2.82
Noveliontherapeuti.. 0.0 $530k 49k 10.74
Akamai Technologies (AKAM) 0.0 $382k 6.4k 59.69
D.R. Horton (DHI) 0.0 $333k 10k 33.30
American Axle & Manufact. Holdings (AXL) 0.0 $413k 22k 18.77
Forestar 0.0 $385k 28k 13.67
Pattern Energy 0.0 $323k 16k 20.16
Windstream Holdings 0.0 $339k 62k 5.46
Hilton Worldwide Holdings (HLT) 0.0 $374k 6.4k 58.44
Saban Cap Acquisition Corp *w exp 09/21/202 0.0 $304k 225k 1.35
Stellar Acquisition Iii 0.0 $322k 32k 10.06
Qualcomm (QCOM) 0.0 $287k 5.0k 57.40
Janus Capital 0.0 $251k 19k 13.21
Patterson-UTI Energy (PTEN) 0.0 $243k 10k 24.30
Guess? (GES) 0.0 $234k 21k 11.14
Deltic Timber Corporation 0.0 $272k 3.5k 78.23
LMI Aerospace 0.0 $207k 15k 13.80
WisdomTree Japan Total Dividend (DXJ) 0.0 $206k 4.1k 50.50
Hrg 0.0 $203k 11k 19.33
Electrum Spl Acquisition Cor *w exp 99/99/999 0.0 $299k 665k 0.45
Cf Corporation 0.0 $225k 21k 10.71
Cf Corp *w exp 05/25/202 0.0 $268k 200k 1.34
Lions Gate Entmnt Corp cl b non vtg (LGF.B) 0.0 $244k 10k 24.40
Fintech Acquisition Corp Ii *w exp 01/19/202 0.0 $288k 250k 1.15
Office Depot 0.0 $71k 15k 4.66
4068594 Enphase Energy (ENPH) 0.0 $106k 77k 1.37
Aralez Pharmaceuticals 0.0 $62k 29k 2.13
Double Eagle Acquisition Cor *w exp 09/16/202 0.0 $165k 295k 0.56
Gigpeak 0.0 $71k 23k 3.09
Nexeo Solutions Inc *w exp 06/09/202 0.0 $179k 249k 0.72
Landcadia Hldgs Inc *w exp 06/01/202 0.0 $170k 250k 0.68
M Iii Acquisition Corp *w exp 10/10/202 0.0 $61k 180k 0.34
Conyers Pk Acquisition *w exp 07/20/202 0.0 $103k 50k 2.06
Avista Healthcare Pub Acq Co w exp 99/99/999 0.0 $175k 350k 0.50
Gty Technology Holdings Inc w exp 99/99/999 0.0 $141k 126k 1.12
M I Acquisitions Inc *w exp 99/99/999 0.0 $128k 400k 0.32
Deutsche Bk Ag right 04/06/2017 0.0 $142k 60k 2.37
Playa Hotels & Resorts Nv (PLYA) 0.0 $146k 14k 10.47
Playa Hotels & Resorts-cw22 w e 0.0 $135k 175k 0.77
Iamgold Corp (IAG) 0.0 $58k 14k 4.03
Gp Invts Acquisition Cor *w exp 99/99/999 0.0 $48k 120k 0.40
Stellar Acquisition Iii Inc w exp 03/22/202 0.0 $11k 32k 0.34