K2 Principal Fund

K2 Principal Fund as of Sept. 30, 2022

Portfolio Holdings for K2 Principal Fund

K2 Principal Fund holds 250 positions in its portfolio as reported in the September 2022 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr Sp 500 Etf Tr Tr Unit Call Option (SPY) 10.5 $93M 260k 357.18
Ci Financial Corp Call Option (CIXXF) 6.9 $61M 4.6M 13.24
Ishares Tr 20 Yr Tr Bd Etf Call Option (TLT) 4.1 $36M 350k 102.45
Freeport-mcmoran CL B Call Option (FCX) 3.1 $28M 1.0M 27.33
Mr Cooper Group 3.0 $26M 646k 40.50
Ishares Tr 3 7 Yr Treas Bd Put Option (IEI) 2.9 $26M 225k 114.28
Ishares Tr Iboxx Inv Cp Etf Put Option (LQD) 2.9 $26M 250k 102.45
Rivian Automotive Com Cl A (RIVN) 2.4 $22M 654k 32.91
San Juan Basin Rty Tr Unit Ben Int (SJT) 2.0 $18M 1.9M 9.40
Doordash Cl A Call Option (DASH) 2.0 $18M 356k 49.45
Silverback Therapeutics (SPRY) 1.9 $17M 3.2M 5.20
PennyMac Mortgage Investment Trust (PMT) 1.8 $16M 1.3M 11.78
Twitter Note 3/1 (Principal) 1.7 $15M 16k 921.06
Atlas Air Worldwide Hldgs In Note 1.875 6/0 (Principal) 1.6 $14M 8.7k 1598.25
Cleveland-cliffs Call Option (CLF) 1.5 $14M 1.0M 13.47
Hertz Global Hldgs W Exp 06/30/205 (HTZWW) 1.5 $13M 1.5M 8.90
Newmark Group Cl A (NMRK) 1.5 $13M 1.6M 8.06
United States Steel Corporation 1.4 $12M 683k 18.13
Ishares Tr Russell 2000 Etf (IWM) 1.4 $12M 74k 164.93
Dropbox Note 3/0 (Principal) 1.4 $12M 14k 878.71
Coinbase Global Com Cl A Call Option (COIN) 1.3 $12M 181k 64.49
Splunk Note 0.500 9/1 (Principal) 1.3 $12M 12k 950.82
Freshpet Call Option (FRPT) 1.3 $11M 224k 50.08
Zendesk Note 0.625 6/1 (Principal) 1.2 $10M 11k 983.24
Airbnb Com Cl A (ABNB) 1.1 $9.3M 89k 105.10
Ishares Tr Iboxx Hi Yd Etf Call Option (HYG) 1.0 $8.9M 125k 71.38
Affirm Hldgs Com Cl A Call Option (AFRM) 1.0 $8.8M 472k 18.76
Vaneck Etf Trust Semiconductr Etf Put Option (SMH) 1.0 $8.8M 48k 185.12
Carvana Cl A Call Option (CVNA) 1.0 $8.7M 428k 20.30
Seritage Growth Pptys Cl A (SRG) 1.0 $8.4M 935k 9.02
Arcelormittal Sa Luxembourg Ny Registry Sh Put Option (MT) 0.9 $8.3M 415k 19.91
Twitter Note 0.250 6/1 (Principal) 0.9 $8.0M 7.8k 1019.87
1life Healthcare Note 3.000 6/1 (Principal) 0.9 $7.9M 8.2k 974.97
Spotify Usa Note 3/1 (Principal) 0.9 $7.9M 10k 793.60
Ishares Gold Tr Ishares New Call Option (IAU) 0.9 $7.9M 250k 31.53
Shaw Communications Cl B Conv 0.8 $7.4M 303k 24.32
Wisdomtree Invts Note 4.250 6/1 (Principal) 0.8 $7.4M 7.3k 1015.03
Wayfair Cl A (W) 0.8 $7.2M 220k 32.55
Pennymac Financial Services (PFSI) 0.8 $7.1M 167k 42.90
Summit Hotel Pptys Note 1.500 2/1 (Principal) 0.8 $7.0M 8.4k 840.96
Ringcentral Note 3/0 (Principal) 0.7 $6.6M 7.8k 845.75
Ishares Msci Cda Etf Put Option (EWC) 0.7 $6.2M 200k 30.76
Pagerduty Note 1.250 7/0 (Principal) 0.7 $5.7M 6.0k 956.50
Alcoa Put Option (AA) 0.6 $5.6M 168k 33.66
Pebblebrook Hotel Tr Note 1.75012/1 (Principal) 0.6 $5.4M 6.3k 864.60
Peloton Interactive Cl A Com Call Option (PTON) 0.6 $5.3M 763k 6.93
Tripadvisor Note 0.250 4/0 (Principal) 0.6 $5.3M 6.5k 812.15
Wingstop Call Option (WING) 0.6 $5.0M 40k 125.40
Acuityads Hldgs 0.6 $4.9M 2.9M 1.72
Inspire Med Sys Call Option (INSP) 0.6 $4.9M 27k 177.33
CF Industries Holdings Call Option (CF) 0.5 $4.8M 50k 96.24
Royal Caribbean Cruises Call Option (RCL) 0.5 $4.5M 120k 37.90
Magnachip Semiconductor Corp (MX) 0.5 $4.5M 442k 10.24
Two Hbrs Invt Corp Com New 0.5 $4.5M 1.4M 3.32
Marathon Petroleum Corp Call Option (MPC) 0.5 $4.5M 45k 99.33
Wayfair Note 1.12511/0 (Principal) 0.5 $4.2M 5.0k 847.20
Nextcure (NXTC) 0.5 $4.2M 1.6M 2.65
Innovative Industria A Put Option (IIPR) 0.5 $4.2M 47k 88.51
Switch Cl A 0.5 $4.1M 123k 33.69
Ishares Tr U.s. Real Es Etf Put Option (IYR) 0.5 $4.1M 50k 81.42
Monster Beverage Corp (MNST) 0.4 $3.9M 45k 86.95
Kodiak Sciences (KOD) 0.4 $3.6M 468k 7.74
Malibu Boats Com Cl A Put Option (MBUU) 0.4 $3.6M 75k 47.99
Nevro Call Option (NVRO) 0.4 $3.5M 75k 46.58
Atea Pharmaceuticals (AVIR) 0.4 $3.4M 605k 5.69
Tcr2 Therapeutics Inc cs 0.4 $3.4M 1.9M 1.80
Revolve Group Cl A (RVLV) 0.4 $3.4M 155k 21.69
The Trade Desk Com Cl A (TTD) 0.4 $3.3M 56k 59.76
Uber Technologies Note 12/1 (Principal) 0.4 $3.3M 4.0k 828.50
Duolingo Cl A Com (DUOL) 0.4 $3.2M 34k 95.22
Barclays Bank Ipth Sr B Sp 0.4 $3.2M 150k 21.20
Digital World Acquisition Class A Com Put Option (DJT) 0.4 $3.2M 189k 16.81
Spdr Gold Tr Gold Shs Put Option (GLD) 0.4 $3.1M 20k 154.65
iRobot Corporation (IRBT) 0.3 $3.0M 54k 56.34
Solid Biosciences 0.3 $2.5M 5.6M 0.45
Duke Realty Corp Com New 0.3 $2.5M 51k 48.20
Aurora Acquisition Corp Class A Ord Shs 0.3 $2.4M 243k 9.89
Arch Resources Cl A Call Option (ARCH) 0.3 $2.4M 20k 118.60
Draftkings Com Cl A Call Option (DKNG) 0.3 $2.3M 151k 15.14
Silicon Motion Technology Sponsored Adr (SIMO) 0.3 $2.2M 34k 65.18
Ishares Silver Tr Ishares Call Option (SLV) 0.2 $2.2M 125k 17.50
Tuscan Holdings Ii Acq Corp 0.2 $2.1M 202k 10.39
Sierra Wireless 0.2 $2.0M 66k 30.44
Ambev Sa Sponsored Adr (ABEV) 0.2 $1.9M 675k 2.83
Suncor Energy (SU) 0.2 $1.9M 66k 28.15
Vmware Cl A Com 0.2 $1.8M 17k 106.47
South Jersey Industries 0.2 $1.8M 53k 33.42
Avrobio Ord (AVRO) 0.2 $1.8M 2.7M 0.64
Black Diamond Therapeutics (BDTX) 0.2 $1.7M 1.0M 1.69
Lyft Note 1.500 5/1 (Principal) 0.2 $1.7M 2.0k 855.00
Spirit Airlines 0.2 $1.7M 90k 18.82
Brookfield Asset Mgmt Cl A Ltd Vt Sh 0.2 $1.7M 41k 40.90
Equinor Asa Sponsored Adr Call Option (EQNR) 0.2 $1.7M 50k 33.12
Pharmacyte Biotech Com New (PMCB) 0.2 $1.5M 611k 2.40
Tower Semiconductor Shs New (TSEM) 0.1 $1.3M 30k 43.93
Overstock Call Option (BBBY) 0.1 $1.3M 52k 24.33
First Horizon National Corporation (FHN) 0.1 $1.2M 54k 22.91
Carnival Corp Common Stock Put Option (CCL) 0.1 $1.2M 175k 7.03
Exterran 0.1 $1.1M 273k 4.16
Lennar Corp Cl A Put Option (LEN) 0.1 $1.1M 15k 74.57
Atlas Corp Shares Call Option 0.1 $1.1M 80k 13.90
Avalara Note 0.250 8/0 (Principal) 0.1 $968k 1.0k 968.00
World Acceptance (WRLD) 0.1 $950k 9.8k 96.86
Yamana Gold 0.1 $942k 208k 4.53
Americas Gold And Silver Cor (USAS) 0.1 $871k 2.1M 0.41
Semtech Corporation (SMTC) 0.1 $786k 27k 29.42
stock Call Option 0.1 $752k 10k 75.20
Ringcentral Cl A (RNG) 0.1 $739k 19k 39.95
LHC 0.1 $736k 4.5k 163.56
Focus Finl Partners Com Cl A Call Option 0.1 $725k 23k 31.52
Steel Dynamics Call Option (STLD) 0.1 $709k 10k 70.90
Gamestop Corp Cl A Call Option (GME) 0.1 $676k 27k 25.13
Cushman Wakefield SHS Call Option (CWK) 0.1 $664k 58k 11.45
Redwood Trust (RWT) 0.1 $663k 116k 5.74
Pasithea Therapeutics Corp 0.1 $620k 492k 1.26
Proshares Tr Bitcoin Strate Put Option (BITO) 0.1 $599k 50k 11.98
Lucid Group 0.1 $521k 37k 13.97
Lumos Pharma 0.1 $494k 56k 8.84
Chatham Lodging Trust Call Option (CLDT) 0.1 $493k 50k 9.86
Westrock Coffee (WEST) 0.1 $484k 94k 5.16
Brookfield Business Partners Unit Ltd L P (BBU) 0.1 $467k 24k 19.48
Solitario Expl & Rty Corp (XPL) 0.1 $459k 930k 0.49
Aurinia Pharmaceuticals (AUPH) 0.1 $442k 59k 7.52
Aquabounty Technologies Com New 0.0 $437k 560k 0.78
1life Healthcare Call Option 0.0 $429k 25k 17.16
Vizsla Silver Corp Com New 0.0 $415k 361k 1.15
Ironsource Cl A Ord Shs 0.0 $363k 106k 3.44
Pagerduty Call Option (PD) 0.0 $346k 15k 23.07
Asbury Automotive (ABG) 0.0 $332k 2.2k 150.91
Gemini Therapeutics 0.0 $317k 193k 1.64
Opendoor Technologies Put Option (OPEN) 0.0 $311k 100k 3.11
Annexon (ANNX) 0.0 $305k 49k 6.18
MarineMax Call Option (HZO) 0.0 $298k 10k 29.80
World Wrestling Entmt Cl A Call Option 0.0 $288k 4.1k 70.24
Horizon Acquisition Corporat W Exp 10/19/202 0.0 $277k 2.0M 0.14
Range Resources Call Option (RRC) 0.0 $253k 10k 25.30
Ping Identity Hldg Corp 0.0 $250k 8.9k 28.09
Foot Locker 0.0 $249k 8.0k 31.12
Bgc Partners Cl A 0.0 $242k 77k 3.14
Galapagos Nv Spon Adr (GLPG) 0.0 $235k 5.5k 42.73
Howard Hughes Call Option 0.0 $222k 4.0k 55.50
Drive Shack (DSHK) 0.0 $221k 357k 0.62
Virgin Galactic Holdings Inc virgin galactic holdings 0.0 $188k 40k 4.71
Austerlitz Acquisition Corp W Exp 02/19/202 0.0 $170k 1.7M 0.10
The Valens Company Com New 0.0 $151k 225k 0.67
Mountain Crest Acqsitn Corp Right 08/30/2022 (MCAGR) 0.0 $149k 993k 0.15
Viveon Health Acquisition Right 12/31/2025 0.0 $147k 1.2M 0.12
Sonos (SONO) 0.0 $139k 10k 13.90
Spk Aquisition Corp Right 05/13/2026 0.0 $121k 1.2M 0.10
Benessere Capital Acqustn Right 99/99/9999 0.0 $120k 885k 0.14
Mountain Crest Acqusitn Crp Right 06/29/2026 0.0 $119k 701k 0.17
Pacifico Acquisition Corp Right 07/15/2026 0.0 $119k 477k 0.25
Viveon Health Acquisition W Exp 99/99/999 0.0 $100k 1.1M 0.09
Cc Neuberger Principal Holdn W Exp 99/99/999 0.0 $99k 551k 0.18
Blockchain Moon Acquisitn Right 10/14/2026 0.0 $96k 1.6M 0.06
Sunstone Hotel Investors (SHO) 0.0 $94k 10k 9.40
Good Wks Ii Acquisition Corp W Exp 02/01/202 0.0 $84k 381k 0.22
Roth Ch Acquisition Iv W Exp 07/01/202 0.0 $82k 821k 0.10
Clover Leaf Capital Corp Right 05/31/2028 (CLOER) 0.0 $80k 1.7M 0.05
Mount Rainier Acquisition W Exp 11/27/202 0.0 $75k 500k 0.15
Sofi Technologies (SOFI) 0.0 $73k 15k 4.87
Wag Group Common Stock 0.0 $62k 60k 1.03
African Gold Acquisition Cor W Exp 03/31/202 0.0 $58k 1.5M 0.04
Goal Acquisitions Corp W Exp 02/11/202 (PUCKW) 0.0 $56k 1.4M 0.04
Jupiter Wellness Acquisition Right 12/31/2028 0.0 $55k 666k 0.08
Energem Corp W Exp 11/15/202 0.0 $53k 528k 0.10
Globalink Invt Right 12/06/2026 (GLLIR) 0.0 $49k 400k 0.12
Roc Energy Acquisition Corp Right 11/30/2028 0.0 $48k 800k 0.06
Black Spade Acquisition W Exp 99/99/999 0.0 $45k 389k 0.12
Lakeshore Acquisition I Corp W Exp 07/15/202 0.0 $44k 266k 0.17
Centerra Gold (CGAU) 0.0 $44k 10k 4.40
Tuscan Hldgs Corp Ii W Exp 04/01/202 0.0 $42k 565k 0.07
Nocturne Acquisition Corp Right 12/26/2025 0.0 $42k 950k 0.04
Flame Acquisition Corp W Exp 02/26/202 0.0 $40k 288k 0.14
Winvest Acquisition Corp W Exp 08/09/202 (WINVW) 0.0 $39k 650k 0.06
Sportsmap Tech Acquisitin W Exp 09/01/202 0.0 $39k 375k 0.10
Fat Projects Acquisition Cor W Exp 08/31/202 0.0 $39k 772k 0.05
Advisorshares Tr Psychedelics Etf 0.0 $38k 13k 2.85
Accretion Acquisition Corp Right 03/01/2028 0.0 $38k 500k 0.08
Maxpro Capital Acquisitn Cor W Exp 09/27/202 0.0 $38k 325k 0.12
Hennessy Capital Invs Corp V W Exp 01/20/202 0.0 $37k 380k 0.10
Roth Ch Acquisition V W Exp 12/10/202 0.0 $34k 337k 0.10
Rent The Runway Com Cl A Call Option 0.0 $33k 15k 2.20
Axios Sustainable Grw Acq Right 99/99/9999 0.0 $33k 500k 0.07
Arisz Acquisition Corp Right 99/99/9999 0.0 $32k 541k 0.06
Liv Capital Acquisitn Corp I W Exp 02/07/202 0.0 $31k 283k 0.11
Mountain Crest Acqstn Corp I Right 05/14/2026 0.0 $30k 593k 0.05
Industrial Human Capital W Exp 11/27/202 0.0 $29k 1.4M 0.02
Abri Spac I W Exp 09/18/202 0.0 $28k 328k 0.09
B Riley Prin 250 Merger Corp W Exp 04/01/202 0.0 $27k 246k 0.11
Nova Vision Acquisition Corp Right 12/23/2023 (NOVVR) 0.0 $27k 270k 0.10
International Media Acquisit W Exp 07/21/202 (IMAQW) 0.0 $26k 777k 0.03
Hcm Acquisition W Exp 01/20/202 0.0 $26k 365k 0.07
Gardiner Healthcare Acqts W Exp 07/30/202 0.0 $25k 425k 0.06
Achari Ventures Hldgs Corp I W Exp 01/01/202 (AVHIW) 0.0 $25k 500k 0.05
Aesther Healthcare Acqstn W Exp 09/14/202 0.0 $25k 125k 0.20
Avalon Acquisition W Exp 12/31/202 0.0 $25k 256k 0.10
Crypto 1 Acquisition Corp W Exp 04/30/202 0.0 $24k 244k 0.10
International Media Acquisit Right 99/99/9999 (IMAQR) 0.0 $24k 400k 0.06
Globalink Invt W Exp 12/03/202 (GLLIW) 0.0 $24k 400k 0.06
Blockchain Moon Acquisitn W Exp 10/14/202 0.0 $24k 716k 0.03
Gigcapital 5 W Exp 03/28/202 0.0 $24k 919k 0.03
Model Performance Acqu Corp Right 04/29/2026 0.0 $23k 245k 0.09
Gladstone Acquisition Corp W Exp 04/01/202 0.0 $23k 458k 0.05
Emerging Markets Horizon Cor W Exp 11/16/202 0.0 $22k 310k 0.07
American Acquisition Oppt In W Exp 05/28/202 (RMCOW) 0.0 $22k 223k 0.10
Winvest Acquisition Corp Right 99/99/9999 (WINVR) 0.0 $22k 681k 0.03
Cf Acquisition Corp Viii W Exp 03/31/202 0.0 $21k 298k 0.07
Deep Medicine Acquisition Right 09/30/2028 0.0 $19k 475k 0.04
Monterey Bio Acquisition Cor W Exp 10/05/202 0.0 $19k 400k 0.05
Seaport Calibre Matls Acquis W Exp 10/28/202 0.0 $19k 194k 0.10
Cf Acquisition Corp Iv W Exp 12/31/202 0.0 $18k 364k 0.05
Chavant Capital Acquisitn W Exp 99/99/999 0.0 $17k 369k 0.05
Blue World Acquisition Corp W Exp 01/10/202 (BWAQW) 0.0 $16k 478k 0.03
Bannix Acquisition Corp Right 07/31/2026 (BNIXR) 0.0 $15k 300k 0.05
Data Knights Acquisition Cor W Exp 11/11/202 0.0 $15k 335k 0.04
Lionheart Iii Corp W Exp 11/09/202 0.0 $13k 223k 0.06
Heartland Media Acquisition W Exp 99/99/999 0.0 $13k 117k 0.11
Green Visor Fin Tec Acq Corp W Exp 10/27/202 0.0 $13k 219k 0.06
Jupiter Acquisition Corp W Exp 08/17/202 0.0 $12k 114k 0.11
Bannix Acquisition Corp W Exp 07/31/202 (BNIXW) 0.0 $12k 300k 0.04
Accretion Acquisition Corp W Exp 03/01/202 0.0 $12k 250k 0.05
Mana Cap Acquisition Corp W Exp 12/01/202 0.0 $12k 93k 0.13
M3 Brigade Acquisition Iii W Exp 07/31/202 (MBSC.WS) 0.0 $11k 185k 0.06
Northview Acquisition Corp W Exp 08/02/202 (NVACW) 0.0 $11k 197k 0.06
Tradeup Acquisition Corp W Exp 10/15/202 0.0 $10k 144k 0.07
Adverum Biotechnologies 0.0 $10k 10k 0.96
Gores Technology Partners Ii W Exp 03/16/202 0.0 $10k 60k 0.17
Tristar Acquisition I Corp W Exp 99/99/999 (TRIS.WS) 0.0 $9.0k 182k 0.05
Parsec Capital Acquisition W Exp 10/05/202 0.0 $9.0k 300k 0.03
Direct Selling Acquisitin W Exp 09/30/202 (DSAQW) 0.0 $8.0k 125k 0.06
Mclaren Technology Acq Corp W Exp 11/01/202 0.0 $8.0k 125k 0.06
Insu Acquisition Corp Iii W Exp 12/31/202 0.0 $6.0k 154k 0.04
Altitude Acquisition Corp W Exp 11/30/202 0.0 $6.0k 100k 0.06
Interprivate Ii Acquisition W Exp 03/09/202 0.0 $6.0k 100k 0.06
Phoenix Biotech Acquisition W Exp 09/01/202 (CEROW) 0.0 $6.0k 75k 0.08
Rose Hill Acquisition Corp W Exp 10/07/202 0.0 $6.0k 100k 0.06
Sanaby Health Acquisition W Exp 07/30/202 0.0 $6.0k 125k 0.05
A Spac I Acquisition Corp W Exp 05/21/202 0.0 $6.0k 156k 0.04
Cova Acquisition Corp W Exp 02/05/202 0.0 $5.0k 211k 0.02
Alpha Star Acquisition Corp W Exp 12/13/202 (ALSWF) 0.0 $4.0k 96k 0.04
Vision Sensing Acquisition C W Exp 10/21/202 (VSACW) 0.0 $4.0k 75k 0.05
10x Cap Venture Acqstn Corp W Exp 04/19/202 0.0 $4.0k 135k 0.03
Nova Vision Acquisition Corp W Exp 12/31/202 (NOVVW) 0.0 $4.0k 270k 0.01
Northern Star Invstmnt Corp W Exp 01/31/202 0.0 $3.0k 86k 0.04
Consilium Acquisitn Corp I L W Exp 06/01/202 (CSLWF) 0.0 $3.0k 66k 0.05
Northern Star Invest Corp Iv W Exp 02/25/202 (NSTDW) 0.0 $3.0k 58k 0.05
Black Mountain Acq Corp W Exp 10/15/202 0.0 $2.0k 25k 0.08
Greencity Acquisition Corp W Exp 04/28/202 0.0 $2.0k 124k 0.02
Pivotal Investment Corp Iii W Exp 01/28/202 0.0 $0 12k 0.00