K2 PRINCIPAL FUND, L.P. Q3 2022 Filing

Filed November 14, 2022

Portfolio Value

$870.9B

Holdings

250

Report Date

Q3 2022

Filing Type

13F-HR

All Holdings (250 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR SP 500 ETF TR
260,000$92.9B10.66%Put
2
CI FINL CORP
4,605,810$49.7B5.71%Call
3
TLTISHARES TR
350,000$35.9B4.12%Put
4
FCXFREEPORT-MCMORAN INC
1,016,500$27.8B3.19%Put
5
07WAMR COOPER GROUP INC
645,509$26.1B3.00%Call
6
IEIISHARES TR
225,000$25.7B2.95%Put
7
LQDISHARES TR
250,000$25.6B2.94%Put
8
RIVNRIVIAN AUTOMOTIVE INC
653,893$21.5B2.47%Call
9
SJTSAN JUAN BASIN RTY TR
1,880,916$17.7B2.03%Put
10
DASHDOORDASH INC
355,798$17.6B2.02%Put
11
SPRYSILVERBACK THERAPEUTICS INC
3,247,533$16.9B1.94%
12
PMTPENNYMAC MTG INVT TR
1,335,843$15.7B1.81%
13
TWTR 0 03/15/26TWITTER INC
16,000$14.7B1.69%
14
AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN
8,692$13.9B1.60%
15
CLFCLEVELAND-CLIFFS INC NEW
1,014,500$13.7B1.57%Put
16
HTZWWHERTZ GLOBAL HLDGS INC
1,488,111$13.2B1.52%
17
NMRKNEWMARK GROUP INC
1,630,260$13.1B1.51%
18
USX1UNITED STATES STL CORP NEW
682,500$12.4B1.42%Put
19
IWMISHARES TR
74,222$12.2B1.41%Put
20
DBX 0 03/01/26DROPBOX INC
13,859$12.2B1.40%
21
COINCOINBASE GLOBAL INC
181,145$11.7B1.34%Call
2212,057$11.5B1.32%
23
FRPTFRESHPET INC
223,900$11.2B1.29%Put
24
ZENDESK INC
10,500$10.3B1.19%
25
ABNBAIRBNB INC
88,469$9.3B1.07%Call
26
HYGISHARES TR
125,000$8.9B1.02%Put
27
AFRMAFFIRM HLDGS INC
471,607$8.8B1.02%Put
28
SMHVANECK ETF TRUST
47,500$8.8B1.01%Put
29
CVNACARVANA CO
427,482$8.7B1.00%Put
30
SRGSERITAGE GROWTH PPTYS
934,600$8.4B0.97%Call
31
MTARCELORMITTAL SA LUXEMBOURG
415,000$8.3B0.95%Put
32
TWITTER INC
7,800$8.0B0.91%
33
ONEM 3 06/15/251LIFE HEALTHCARE INC
8,150$7.9B0.91%
34
SPOT 0 03/15/26SPOTIFY USA INC
10,000$7.9B0.91%
35
IAU*ISHARES GOLD TR
250,000$7.9B0.91%Call
36
SJR/BEURSHAW COMMUNICATIONS INC
303,200$7.4B0.85%
37
WISDOMTREE INVTS INC
7,250$7.4B0.84%
38
WWAYFAIR INC
220,209$7.2B0.82%Call
39
PFSIPENNYMAC FINL SVCS INC NEW
166,645$7.1B0.82%
40
INN 1.5 02/15/26SUMMIT HOTEL PPTYS
8,375$7.0B0.81%
41
RNG 0 03/01/25RINGCENTRAL INC
7,799$6.6B0.76%
42
EWCISHARES INC
200,000$6.2B0.71%Put
43
PD 1.25 07/01/25PAGERDUTY INC
6,000$5.7B0.66%
44
AAALCOA CORP
167,500$5.6B0.65%Put
45
PEB 1.75 12/15/26PEBBLEBROOK HOTEL TR
6,300$5.4B0.63%
46
PTONPELOTON INTERACTIVE INC
763,100$5.3B0.61%Put
47
TRIP 0.25 04/01/26TRIPADVISOR INC
6,500$5.3B0.61%
48
WINGWINGSTOP INC
40,000$5.0B0.58%Put
49
ACUITYADS HLDGS INC
2,869,407$4.9B0.57%
50
INSPINSPIRE MED SYS INC
27,400$4.9B0.56%Put
51
CFCF INDS HLDGS INC
50,000$4.8B0.55%Call
52
RCLROYAL CARIBBEAN GROUP
120,000$4.5B0.52%Put
53
MXMAGNACHIP SEMICONDUCTOR CORP
441,948$4.5B0.52%Call
54
TWOEURTWO HBRS INVT CORP
1,354,409$4.5B0.52%
55
MPCMARATHON PETE CORP
45,000$4.5B0.51%Call
56
W 1.125 11/01/24WAYFAIR INC
5,000$4.2B0.49%
57
NXTCNEXTCURE INC
1,581,311$4.2B0.48%
58
IIPRINNOVATIVE INDL PPTYS INC
46,900$4.2B0.48%Put
59
SWCHEURSWITCH INC
122,753$4.1B0.47%
60
IYRISHARES TR
50,000$4.1B0.47%Put
61
MNSTMONSTER BEVERAGE CORP NEW
45,256$3.9B0.45%
62
KODKODIAK SCIENCES INC
468,275$3.6B0.42%
63
MBUUMALIBU BOATS INC
75,100$3.6B0.41%Put
64
NVROEURNEVRO CORP
75,300$3.5B0.40%Put
65
AVIRATEA PHARMACEUTICALS INC
605,419$3.4B0.40%
66
TCR2 THERAPEUTICS INC
1,899,824$3.4B0.39%
67
RVLVREVOLVE GROUP INC
154,790$3.4B0.39%Call
68
TTDTHE TRADE DESK INC
56,012$3.3B0.38%
69
UBER 0 12/15/25UBER TECHNOLOGIES INC
4,000$3.3B0.38%
70
DUOLDUOLINGO INC
33,626$3.2B0.37%
71
ATMPBARCLAYS BANK PLC
150,000$3.2B0.37%Call
72
DJTDIGITAL WORLD ACQUISITION CO
188,600$3.2B0.36%Put
73
GQ9SPDR GOLD TR
20,000$3.1B0.36%Put
74
IRBTQIROBOT CORP
53,800$3.0B0.35%
75
SLDBSOLID BIOSCIENCES INC
5,561,236$2.5B0.28%
76
DREUSDDUKE REALTY CORP
51,139$2.5B0.28%
77
AURORA ACQUISITION CORP
242,991$2.4B0.28%
78
ARCH1USDARCH RESOURCES INC
20,000$2.4B0.27%Call
79
DKNGDRAFTKINGS INC NEW
151,000$2.3B0.26%Put
80
SIMOSILICON MOTION TECHNOLOGY CO
34,150$2.2B0.26%
81
SLVISHARES SILVER TR
125,000$2.2B0.25%Call
82
TUSCAN HLDGS CORP II
201,590$2.1B0.24%
83
SWCHFSIERRA WIRELESS INC
65,869$2.0B0.23%
84
ABEVAMBEV SA
675,036$1.9B0.22%
85
SUSUNCOR ENERGY INC NEW
66,211$1.9B0.21%
86
VMWEURVMWARE INC
17,348$1.8B0.21%
87
SJIEURSOUTH JERSEY INDS INC
53,176$1.8B0.20%
88
AVROBIO INC
2,738,410$1.8B0.20%
89
BDTXBLACK DIAMOND THERAPEUTICS I
1,031,511$1.7B0.20%
90
LYFTLYFT INC
2,000$1.7B0.20%
91
SAVESPIRIT AIRLS INC
89,902$1.7B0.19%
92
BAMBROOKFIELD ASSET MGMT INC
41,200$1.7B0.19%
93
EQNREQUINOR ASA
50,000$1.7B0.19%Call
94
PMCBPHARMACYTE BIOTECH INC
611,163$1.5B0.17%
95
TSEMTOWER SEMICONDUCTOR LTD
29,682$1.3B0.15%
96
OVEROVERSTOCK COM INC DEL
52,000$1.3B0.15%Put
97
FT2FIRST HORIZON CORPORATION
54,349$1.2B0.14%
98
CCLCARNIVAL CORP
175,000$1.2B0.14%Put
99
EXTERRAN CORP
273,102$1.1B0.13%
100
LENLENNAR CORP
15,100$1.1B0.13%Put
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