K2 Principal Fund

K2 Principal Fund as of Sept. 30, 2023

Portfolio Holdings for K2 Principal Fund

K2 Principal Fund holds 211 positions in its portfolio as reported in the September 2023 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
United Sts Oil Units Put Option (USO) 7.6 $36M 450k 80.86
Spdr Sp 500 Etf Tr Tr Unit Put Option (SPY) 4.5 $21M 50k 427.48
Atlantica Sustainable Infra Note 4.000 7/1 (Principal) 3.7 $18M 19k 915.00
Dropbox Note 3/0 (Principal) 3.1 $15M 16k 946.01
Nutanix Note 0.25010/0 (Principal) 2.6 $13M 14k 898.20
Silverback Therapeutics (SPRY) 2.6 $12M 3.2M 3.78
Envestnet Note 0.750 8/1 (Principal) 2.4 $12M 13k 918.72
Spotify Usa Note 3/1 (Principal) 2.3 $11M 13k 851.98
Marathon Digital Holdings In Note 1.00012/0 (Principal) 2.3 $11M 15k 719.30
Alteryx Note 0.500 8/0 (Principal) 2.2 $10M 11k 965.01
Activision Blizzard 2.1 $9.8M 105k 93.63
Tripadvisor Note 0.250 4/0 (Principal) 2.0 $9.7M 12k 847.56
Zscaler Note 0.125 7/0 (Principal) 2.0 $9.6M 8.0k 1202.99
Summit Hotel Pptys Note 1.500 2/1 (Principal) 2.0 $9.6M 11k 840.46
Pebblebrook Hotel Tr Note 1.75012/1 (Principal) 2.0 $9.4M 11k 834.19
Box Note 1/1 (Principal) 1.9 $9.2M 8.5k 1081.79
Spirit Airls Note 1.000 5/1 (Principal) 1.8 $8.8M 11k 838.17
Rapid7 Note 0.250 3/1 (Principal) 1.8 $8.6M 10k 856.04
Ishares Tr U.s. Real Es Etf Put Option (IYR) 1.6 $7.8M 100k 78.14
Seritage Growth Pptys Cl A (SRG) 1.6 $7.6M 988k 7.74
Mr Cooper Group (COOP) 1.6 $7.6M 141k 53.56
Ishares Gold Tr Ishares New Call Option (IAU) 1.6 $7.4M 213k 34.99
Ringcentral Note 3/0 (Principal) 1.5 $7.2M 7.8k 926.92
Splunk Note 1.125 6/1 (Principal) 1.5 $7.0M 7.4k 944.61
Ishares Tr 3 7 Yr Treas Bd Put Option (IEI) 1.4 $6.9M 61k 113.16
Redwood Trust Note 5.625 7/1 (Principal) 1.3 $6.4M 6.6k 980.00
Intel Corporation Call Option (INTC) 1.3 $6.2M 175k 35.55
Vmware Cl A Com 1.3 $6.2M 37k 166.48
Wisdomtree Note 3.250 6/1 (Principal) 1.3 $6.2M 6.3k 976.37
Cava Group Ord Put Option (CAVA) 1.3 $6.1M 200k 30.63
Advisorshares Tr Pure Us Cannabis Call Option (MSOS) 1.2 $6.0M 750k 7.94
Albertsons Cos Common Stock (ACI) 1.2 $5.7M 249k 22.75
Globus Med Cl A (GMED) 1.2 $5.7M 114k 49.65
Nabors Inds Note 0.750 1/1 (Principal) 1.2 $5.5M 5.6k 981.27
Microstrategy Note 0.75012/1 (Principal) 1.1 $5.4M 5.0k 1077.60
Ssr Mining In Note 2.500 4/0 (Principal) 1.1 $5.2M 5.0k 1035.61
Wayfair Note 1.12511/0 (Principal) 1.0 $4.9M 5.0k 982.63
Marathon Petroleum Corp Call Option (MPC) 1.0 $4.7M 31k 151.34
Spdr Ser Tr Sp Retail Etf Put Option (XRT) 1.0 $4.6M 75k 60.86
Spirit Airlines Call Option (SAVE) 0.9 $4.5M 274k 16.50
Cenovus Energy (CVE) 0.9 $4.2M 200k 20.82
Apartment Invt Mgmt Cl A (AIV) 0.8 $3.7M 542k 6.80
Tower Semiconductor Shs New (TSEM) 0.7 $3.5M 143k 24.56
Grab Holdings Class A Ord (GRAB) 0.7 $3.4M 948k 3.54
National Instruments 0.7 $3.3M 56k 59.62
Nuvasive Note 0.375 3/1 (Principal) 0.6 $2.8M 3.0k 924.15
U Haul Holding Company Com Ser N (UHAL.B) 0.5 $2.6M 50k 52.39
Blackline Note 3/1 (Principal) 0.5 $2.6M 3.0k 857.58
Triple Flag Precious Metals (TFPM) 0.5 $2.4M 136k 17.79
Hennessy Capital Invst Corp Class A Com (HCVI) 0.5 $2.3M 225k 10.33
Vermilion Energy (VET) 0.5 $2.3M 158k 14.62
Abcam Ads 0.5 $2.3M 100k 22.63
Ap Acquisition Corp Cl A Ord Shs (APCA) 0.5 $2.2M 200k 10.98
Evolent Health Cl A (EVH) 0.4 $2.1M 78k 27.23
Spdr Ser Tr Portfli Intrmdit Put Option (SPTI) 0.4 $2.1M 75k 27.53
Goldenstone Acq Crp; Tnt Acq Dt: 12/21/2023; Cash: $10.15 (GDST) 0.4 $2.0M 189k 10.71
Piedmont Lithium Put Option (PLL) 0.4 $2.0M 51k 39.70
Computer Task 0.4 $2.0M 192k 10.33
Canadian Natural Resources (CNQ) 0.4 $1.9M 30k 64.67
Atlantica Sustainable Infr P SH Call Option (AY) 0.4 $1.9M 100k 19.10
First Majestic Silver Corp Note 0.375 1/1 (Principal) 0.4 $1.9M 2.5k 750.85
Silicon Motion Technology Sponsored Adr (SIMO) 0.4 $1.8M 36k 51.25
Alteryx Note 1.000 8/0 (Principal) 0.4 $1.8M 2.0k 890.72
MaxLinear Call Option (MXL) 0.4 $1.8M 80k 22.25
Toll Brothers (TOL) 0.4 $1.7M 23k 73.96
Denali Capital Acquisitn Cor Class A Ord (DECA) 0.3 $1.6M 151k 10.95
Pennymac Financial Services (PFSI) 0.3 $1.6M 25k 66.60
Hertz Global Hldgs Com New Call Option (HTZ) 0.3 $1.6M 133k 12.25
Vaneck Etf Trust Junior Gold Mine Put Option (GDXJ) 0.3 $1.6M 50k 32.23
Altc Acquisition Corp Com Cl A (ALCC) 0.3 $1.5M 143k 10.35
Tapestry Put Option (TPR) 0.3 $1.4M 50k 28.75
Lennar Corp Cl A (LEN) 0.3 $1.4M 13k 112.23
Microstrategy Note 2/1 (Principal) 0.3 $1.4M 2.0k 695.50
Capri Holdings SH Put Option (CPRI) 0.3 $1.3M 25k 52.61
Ero Copper Corp Put Option (ERO) 0.3 $1.3M 75k 17.24
iRobot Corporation Put Option (IRBT) 0.2 $1.1M 30k 37.90
Synchrony Financial (SYF) 0.2 $1.1M 37k 30.57
Earthstone Energy Cl A 0.2 $1.1M 56k 20.24
Steel Dynamics (STLD) 0.2 $1.1M 11k 107.22
Sovos Brands 0.2 $1.1M 50k 22.55
Arogo Capital Acquisition Class A Com (AOGO) 0.2 $1.1M 105k 10.67
Integrated Wellness Acq Corp Ord Shs Cl A (WEL) 0.2 $1.1M 100k 10.96
Carnival Corp Common Stock Put Option (CCL) 0.2 $1.0M 75k 13.72
Endeavor Group Hldgs Cl A Com (EDR) 0.2 $995k 50k 19.90
Chatham Lodging Trust Put Option (CLDT) 0.2 $957k 100k 9.57
Royal Caribbean Cruises Put Option (RCL) 0.2 $921k 10k 92.14
Kinross Gold Corp Call Option (KGC) 0.2 $912k 200k 4.56
Redwood Trust Note 7.750 6/1 (Principal) 0.2 $903k 1.0k 902.85
Transalta Corp Call Option (TAC) 0.2 $870k 100k 8.70
A Spac I Acquisition Corp Class A Ord Shs (ASCA) 0.2 $860k 80k 10.80
Royal Gold Put Option (RGLD) 0.2 $798k 7.5k 106.33
Freeport-mcmoran CL B Put Option (FCX) 0.2 $746k 20k 37.29
Tlgy Acquisition Corporation Class A Ord Shs (TLGY) 0.1 $704k 64k 10.98
Lucid Group Call Option (LCID) 0.1 $699k 125k 5.59
Franco-Nevada Corporation Put Option (FNV) 0.1 $668k 5.0k 133.49
United States Steel Corporation Call Option (X) 0.1 $650k 20k 32.48
Everbridge Note 0.12512/1 (Principal) 0.1 $649k 700.00 927.49
PacWest Ban 0.1 $582k 74k 7.91
Summit Hotel Properties Put Option (INN) 0.1 $580k 100k 5.80
Blackline Call Option (BL) 0.1 $555k 10k 55.47
Pharmacyte Biotech Com New (PMCB) 0.1 $543k 259k 2.10
Ubs Group SH (UBS) 0.1 $542k 22k 24.65
Everest Consolidator Acq Cor Cl A Com (MNTN) 0.1 $526k 49k 10.82
Amer (UHAL) 0.1 $468k 8.6k 54.57
Solitario Expl & Rty Corp (XPL) 0.1 $454k 850k 0.53
Semtech Corporation (SMTC) 0.1 $422k 16k 25.75
Denbury 0.1 $412k 4.2k 98.01
Hub Cyber Security W Exp 08/22/202 (HUBCZ) 0.1 $409k 2.2M 0.19
Embrace Change Acquisitn Cor Ordinary Shares (EMCG) 0.1 $405k 38k 10.77
Hub Cyber Security Ord Shs 0.1 $379k 1.6M 0.23
Fortune Rise Acquisition Cor Cl A (FRLA) 0.1 $358k 33k 10.93
Lf Capital Acquisition Corp Class A Com 0.1 $354k 33k 10.84
Ares Acquisition Corporation W Exp 02/02/202 0.1 $348k 526k 0.66
Redwood Trust Put Option (RWT) 0.1 $339k 48k 7.13
Verde Clean Fuels Class A Com (VGAS) 0.1 $297k 79k 3.77
Braemar Hotels And Resorts Put Option (BHR) 0.1 $277k 100k 2.77
D.R. Horton Put Option (DHI) 0.1 $269k 2.5k 107.47
Kimco Realty Corporation (KIM) 0.1 $266k 15k 17.59
Freshpet Call Option (FRPT) 0.1 $264k 4.0k 65.88
Greenfire Res Com Shs (GFR) 0.0 $226k 46k 4.95
Fortuna Silver Mines Call Option (FSM) 0.0 $222k 82k 2.72
Ww Intl (WW) 0.0 $221k 20k 11.07
Mountain Co I Acquisitn Class A Ord (MCAA) 0.0 $198k 18k 11.14
Lifezone Metals W Exp 07/05/202 (LZM.WS) 0.0 $197k 167k 1.18
Ftac Emerald Acquisition Cor Class A Com (EMLD) 0.0 $195k 19k 10.46
Enovix Corp (ENVX) 0.0 $193k 15k 12.55
Pyrophyte Acquisition Corp Cl A Ord Shs (PHYT) 0.0 $163k 15k 10.91
Briacell Therapeutics Corp (BCTX) 0.0 $156k 25k 6.25
Lucy Scientific Discovery In 0.0 $150k 250k 0.60
Inflection Pt Acquisitn Crp Cl A Ord Shs (IPXX) 0.0 $141k 14k 10.21
Esh Acquisition Corp (ESHA) 0.0 $138k 14k 10.12
Scilex Holding Put Option (SCLX) 0.0 $136k 97k 1.40
Flame Acquisition Corp W Exp 02/26/202 0.0 $132k 165k 0.80
PennyMac Mortgage Investment Trust (PMT) 0.0 $131k 11k 12.40
Screaming Eagle Acquisitn Class A Ord Shs (SCRM) 0.0 $121k 12k 10.46
Drilling Tools Intl Corp (DTI) 0.0 $101k 26k 3.90
Deep Medicine Acquisition Right 10/22/2026 0.0 $98k 280k 0.35
San Juan Basin Rty Tr Unit Ben Int (SJT) 0.0 $72k 10k 6.93
Tortoiseecofin Acquisition C W Exp 07/22/202 (TRTL.WS) 0.0 $58k 446k 0.13
Churchill Capital Corp Vii W Exp 02/29/202 (CVIIW) 0.0 $52k 167k 0.31
Complete Solaria (CSLR) 0.0 $41k 20k 2.06
Everest Consolidator Acq Cor W Exp 99/99/999 (MNTN.WS) 0.0 $40k 202k 0.20
Investcorp Europe Acquisitio W Exp 12/15/202 (IVCBW) 0.0 $40k 217k 0.18
Arisz Acquisition Corp Right 99/99/9999 0.0 $36k 399k 0.09
Cf Acquisition Corp Viii W Exp 03/31/202 0.0 $34k 138k 0.25
Nabors Energy Transition Cor W Exp 11/17/202 0.0 $28k 185k 0.15
Spring Valley Acquistn Corp W Exp 02/25/202 (SVIIW) 0.0 $26k 261k 0.10
Energem Corp W Exp 11/15/202 0.0 $25k 528k 0.05
Oak Woods Acquisition Corp W Exp 03/23/202 (OAKUW) 0.0 $25k 501k 0.05
Seaport Global Acquisition I W Exp 11/17/202 0.0 $22k 401k 0.06
Accretion Acquisition Corp Right 03/01/2028 0.0 $20k 350k 0.06
Esh Acquisition Corp Right 99/99/9999 (ESHAR) 0.0 $20k 93k 0.21
Israel Acquisitions Corp W Exp 99/99/999 (ISRLW) 0.0 $19k 138k 0.14
Winvest Acquisition Corp Right 99/99/9999 (WINVR) 0.0 $19k 371k 0.05
Alphavest Acquisition Corp Right 06/19/2024 (ATMVR) 0.0 $19k 118k 0.16
Grindr W Exp 11/18/202 (GRND.WS) 0.0 $18k 23k 0.79
Four Leaf Acquisition Corp W Exp 03/15/202 (FORLW) 0.0 $17k 224k 0.08
Roth Ch Acquisition V W Exp 12/10/202 (ROCLW) 0.0 $16k 214k 0.07
Nova Vision Acquisition Corp Right 12/23/2023 (NOVVR) 0.0 $16k 79k 0.20
Tlgy Acquisition Corporation W Exp 11/09/202 (TLGYW) 0.0 $16k 361k 0.04
Mountain Co I Acquisitn W Exp 09/30/202 (MCAAW) 0.0 $15k 109k 0.14
Global Systems Dynamics W Exp 04/01/202 (GSDWW) 0.0 $12k 596k 0.02
Viveon Health Acquisition W Exp 99/99/999 (VHAQW) 0.0 $12k 517k 0.02
Plutonian Acquisition Corp W Exp 10/26/202 (PLTNW) 0.0 $12k 170k 0.07
Noco Noco W Exp 08/25/202 (NCNCW) 0.0 $12k 234k 0.05
Spectral Ai W Exp 09/11/202 (MDAIW) 0.0 $12k 90k 0.13
Data Knights Acquisition Cor W Exp 11/11/202 0.0 $11k 235k 0.04
Pono Cap Three W Exp 01/11/202 0.0 $10k 232k 0.04
Akerna Corp Com New 0.0 $10k 46k 0.22
Keen Vision Acquisition Corp W Exp 03/15/202 (KVACW) 0.0 $8.6k 156k 0.06
Beneficient W Exp 06/07/202 (BENFW) 0.0 $8.6k 223k 0.04
Tristar Acquisition I Corp W Exp 99/99/999 (TRIS.WS) 0.0 $8.1k 184k 0.04
Abri Spac I W Exp 09/18/202 0.0 $8.0k 228k 0.04
Fortune Rise Acquisition Cor W Exp 12/06/202 (FRLAW) 0.0 $8.0k 100k 0.08
Inflection Pt Acquisitn Crp W Exp 08/31/202 (IPXXW) 0.0 $7.9k 46k 0.17
Accretion Acquisition Corp W Exp 03/01/202 0.0 $7.5k 331k 0.02
Bellevue Life Scncs Aqstn W Exp 02/09/202 (BLACW) 0.0 $7.0k 200k 0.04
Beard Energy Transition Acq W Exp 99/99/999 0.0 $6.9k 231k 0.03
10x Cap Venture Acqstn Corp W Exp 04/19/202 0.0 $6.6k 95k 0.07
Sportsmap Tech Acquisitin W Exp 09/01/202 0.0 $6.3k 221k 0.03
Prosomnus W Exp 04/20/202 (OSAAW) 0.0 $5.9k 85k 0.07
Chavant Capital Acquisitn W Exp 99/99/999 0.0 $5.9k 248k 0.02
Bannix Acquisition Corp W Exp 07/31/202 (BNIXW) 0.0 $5.7k 229k 0.03
Winvest Acquisition Corp W Exp 08/09/202 (WINVW) 0.0 $5.7k 570k 0.01
Fintech Ecosystem Deve W Exp 04/01/202 (FEXDW) 0.0 $5.5k 275k 0.02
Armada Acquisition Corp I W Exp 08/13/202 (AACIW) 0.0 $4.8k 85k 0.06
Power Digital Infrastructu W Exp 12/09/202 0.0 $4.7k 47k 0.10
Black Mountain Acq Corp W Exp 10/15/202 0.0 $4.6k 104k 0.04
Bowen Acquisition Corp Right 99/99/9999 (BOWNR) 0.0 $4.4k 30k 0.15
Oxus Acquisition Corp W Exp 99/99/999 0.0 $4.4k 35k 0.12
Hub Cyber Security W Exp 02/27/202 (HUBCW) 0.0 $4.2k 405k 0.01
Esgen Acquisition Corp W Exp 10/18/202 0.0 $4.2k 116k 0.04
American Acquisition Oppt In W Exp 05/28/202 (RMCOW) 0.0 $4.1k 98k 0.04
Rose Hill Acquisition Corp W Exp 10/07/202 0.0 $4.0k 80k 0.05
Keyarch Acquisition Corp W Exp 01/24/202 (KYCHW) 0.0 $4.0k 100k 0.04
Enphys Acquisition Corp W Exp 99/99/999 (NFYS.WS) 0.0 $3.9k 56k 0.07
Globalink Invt W Exp 12/03/202 (GLLIW) 0.0 $3.5k 320k 0.01
Jupiter Acquisition Corp W Exp 08/17/202 0.0 $3.4k 113k 0.03
Monterey Cap Acquisition Cor W Exp 01/01/202 (MCACW) 0.0 $3.3k 149k 0.02
Gardiner Healthcare Acqts W Exp 07/30/202 0.0 $2.6k 87k 0.03
Nova Vision Acquisition Corp W Exp 12/31/202 (NOVVW) 0.0 $2.6k 152k 0.02
Pyrophyte Acquisition Corp W Exp 05/03/202 (PHYT.WS) 0.0 $2.3k 36k 0.07
International Media Acquisit W Exp 07/21/202 (IMAQW) 0.0 $2.0k 99k 0.02
Redwoods Acquisition Corp W Exp 03/15/202 (RWODW) 0.0 $1.8k 35k 0.05
Arogo Capital Acquisition W Exp 03/23/202 (AOGOW) 0.0 $1.7k 32k 0.05
Altitude Acquisition Corp W Exp 11/30/202 0.0 $1.6k 30k 0.05
Vision Sensing Acquisition C W Exp 10/21/202 (VSACW) 0.0 $1.3k 34k 0.04
Plum Acquisition Corp I W Exp 03/18/202 (PLMIW) 0.0 $1.0k 17k 0.06
Omnilit Acquisition Corp W Exp 11/08/202 0.0 $602.456400 13k 0.05
Alphatime Acquisition Corp W Exp 03/01/202 (ATMCW) 0.0 $515.049000 10k 0.05
Ap Acquisition Corp W Exp 12/07/202 (APCA.WS) 0.0 $457.404200 10k 0.05