CAPSTONE INVESTMENT ADVISORS, LLC Q1 2022 Filing

Filed May 13, 2022

Portfolio Value

$36.4B

Holdings

1,155

Report Date

Q1 2022

Filing Type

13F-HR

All Holdings (1,155 positions)

#	Stock	Shares	Value	% Portfolio	Type
301	DEVSFOCUS IMPACT ACQUISITION COR	60,000	$17.0M	0.05%
302	—TCW SPECIAL PURPOSE ACQU COR	53,266	$17.0M	0.05%
303	GDGENERAL DYNAMICS CORP	70,400	$17.0M	0.05%	Put
304	HLTHILTON WORLDWIDE HLDGS INC	110,800	$16.8M	0.05%	Put
305	CARRCARRIER GLOBAL CORPORATION	364,442	$16.7M	0.05%	Put
306	ANETEURARISTA NETWORKS INC	119,902	$16.7M	0.05%	Put
307	ROKROCKWELL AUTOMATION INC	58,812	$16.5M	0.05%	Put
308	GMED 1 06/01/23NUVASIVE INC	16,500,000	$16.4M	0.05%
309	WDCWESTERN DIGITAL CORP.	326,096	$16.2M	0.04%	Put
310	AIGAMERICAN INTL GROUP INC	257,590	$16.2M	0.04%	Put
311	ENPHENPHASE ENERGY INC	79,964	$16.1M	0.04%	Put
312	—MASON INDUSTRIAL TECHNOLGY I	50,000	$16.0M	0.04%
313	—ITHAX ACQUISITION CORP	50,000	$16.0M	0.04%
314	—GOLDEN ARROW MERGER CORP	66,666	$16.0M	0.04%
315	—COLONNADE ACQUISITION CORP I	40,000	$16.0M	0.04%
316	ROSTROSS STORES INC	176,444	$16.0M	0.04%	Put
317	MCOMOODYS CORP	47,300	$16.0M	0.04%	Put
318	CITCINTAS CORP	37,500	$16.0M	0.04%	Put
319	ADSKAUTODESK INC	74,134	$15.9M	0.04%	Put
320	TSNTYSON FOODS INC	177,230	$15.9M	0.04%	Put
321	CFCF INDS HLDGS INC	153,900	$15.9M	0.04%	Put
322	SYYSYSCO CORP	193,401	$15.8M	0.04%	Put
323	RCLROYAL CARIBBEAN GROUP	188,079	$15.8M	0.04%	Put
324	NTAPNETAPP INC	188,850	$15.7M	0.04%	Put
325	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	173,000	$15.5M	0.04%	Put
326	MSTR 0.75 12/15/25MICROSTRATEGY INC	11,110,000	$15.5M	0.04%
327	WBAWALGREENS BOOTS ALLIANCE INC	344,959	$15.4M	0.04%	Put
328	—ZENDESK INC	12,093,000	$15.3M	0.04%
329	WYWEYERHAEUSER CO MTN BE	402,132	$15.2M	0.04%	Put
330	LUVSOUTHWEST AIRLS CO	332,640	$15.2M	0.04%	Put
331	TTTRANE TECHNOLOGIES PLC	99,362	$15.2M	0.04%	Put
332	GH 0 11/15/27GUARDANT HEALTH INC	18,500,000	$14.9M	0.04%
333	MPCMARATHON PETE CORP	174,259	$14.9M	0.04%	Put
334	KHCKRAFT HEINZ CO	373,504	$14.7M	0.04%	Put
335	LPSN 0.75 03/01/24LIVEPERSON INC	14,681,000	$14.7M	0.04%
336	CUTR 2.25 03/15/26CUTERA INC	6,750,000	$14.7M	0.04%
337	URIUNITED RENTALS INC	41,276	$14.7M	0.04%	Put
338	WTWWILLIS TOWERS WATSON PLC LTD	61,984	$14.6M	0.04%	Put
339	—IRONWOOD PHARMACEUTICALS INC	12,700,000	$14.6M	0.04%
340	HIGHARTFORD FINL SVCS GROUP INC	203,501	$14.6M	0.04%	Put
341	TSMTAIWAN SEMICONDUCTOR MFG LTD	139,897	$14.6M	0.04%	Put
342	RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC	15,500,000	$14.6M	0.04%
343	FANGDIAMONDBACK ENERGY INC	106,200	$14.6M	0.04%	Put
344	AWCAMERICAN WTR WKS CO INC NEW	87,800	$14.5M	0.04%	Put
345	CPNGCOUPANG INC	813,000	$14.4M	0.04%	Put
346	MCKMCKESSON CORP	46,697	$14.3M	0.04%	Put
347	TTGT 0.125 12/15/25TECHTARGET INC	10,738,000	$14.1M	0.04%
348	BIIBBIOGEN INC	66,989	$14.1M	0.04%	Put
349	—ENTERPRISE 4.0 TEC ACQSTN CO	37,500	$14.0M	0.04%
350	WINVINVESTCORP EUROPE ACQUISITIO	50,000	$14.0M	0.04%
351	—ESM ACQUISITION CORPORATION	35,000	$14.0M	0.04%
352	—LIGHTJUMP ACQUISITION CORP	50,000	$14.0M	0.04%
353	DFSEURDISCOVER FINL SVCS	125,597	$13.8M	0.04%	Put
354	UALUNITED AIRLS HLDGS INC	298,168	$13.8M	0.04%	Put
355	GPNGLOBAL PMTS INC	101,000	$13.8M	0.04%	Put
356	CZRCAESARS ENTERTAINMENT INC NE	177,887	$13.8M	0.04%	Put
357	MNSTMONSTER BEVERAGE CORP NEW	171,512	$13.7M	0.04%	Put
358	ITGARTNER INC	45,790	$13.6M	0.04%	Put
359	MGMMGM RESORTS INTERNATIONAL	324,110	$13.6M	0.04%	Put
360	—ENCORE CAP EUROPE FIN LTD	9,000,000	$13.5M	0.04%
361	PCG 5.5 08/16/23PG&E CORP	120,000	$13.5M	0.04%
362	XMESPDR SER TR	219,001	$13.4M	0.04%	Put
363	HALHALLIBURTON CO	354,402	$13.4M	0.04%	Put
364	VEEVVEEVA SYS INC	62,380	$13.3M	0.04%	Put
365	RG6ROGERS CORP	48,632	$13.2M	0.04%
366	LYBLYONDELLBASELL INDUSTRIES N	127,300	$13.1M	0.04%	Put
367	—HARMONIC INC	10,200,000	$13.1M	0.04%
368	INVA 2.5 08/15/25INNOVIVA INC	10,000,000	$13.0M	0.04%
369	YUMYUM BRANDS INC	109,883	$13.0M	0.04%	Put
370	NBSTWNEWBURY STREET ACQUISITN COR	50,000	$13.0M	0.04%
371	—TWIN RIDGE CAPITAL ACQUIS CO	50,000	$13.0M	0.04%
372	DISAWDISRUPTIVE ACQUISITION CORP	54,666	$13.0M	0.04%
373	DSAQWDIRECT SELLING ACQUISITIN CO	50,000	$13.0M	0.04%
374	—PEARL HOLDINGS ACQUISITN COR	50,000	$13.0M	0.04%
375	—KERNEL GROUP HOLDINGS INC	50,000	$13.0M	0.04%
376	—ROSECLIFF ACQUISITION CORP I	66,666	$13.0M	0.04%
377	PSTHPERSHING SQUARE TONTINE HLDG	650,975	$12.9M	0.04%
378	IRINGERSOLL RAND INC	256,984	$12.9M	0.04%	Put
379	EFXEQUIFAX INC	54,351	$12.9M	0.04%	Put
380	MNKD 2.5 03/01/26MANNKIND CORP	13,000,000	$12.9M	0.04%
381	CTRACOTERRA ENERGY INC	475,420	$12.8M	0.04%	Put
382	VRSKVERISK ANALYTICS INC	59,600	$12.8M	0.04%	Put
383	PEGA 0.75 03/01/25PEGASYSTEMS INC	13,500,000	$12.8M	0.04%
384	ATI 3.5 06/15/25ALLEGHENY TECHNOLOGIES INC	6,750,000	$12.7M	0.03%
385	STXSEAGATE TECHNOLOGY HLDNGS PL	140,922	$12.7M	0.03%	Put
386	TTWOTAKE-TWO INTERACTIVE SOFTWAR	82,170	$12.6M	0.03%	Put
387	LYFTLYFT INC	10,000,000	$12.4M	0.03%
388	OTISOTIS WORLDWIDE CORP	161,489	$12.4M	0.03%	Put
389	BAXBAXTER INTL INC	160,165	$12.4M	0.03%	Put
390	GISGENERAL MLS INC	182,400	$12.4M	0.03%	Put
391	ALRM 0 01/15/26ALARM COM HLDGS INC	14,500,000	$12.3M	0.03%
392	BBYBEST BUY INC	135,174	$12.3M	0.03%	Put
393	—NEW RELIC INC	12,222,000	$12.3M	0.03%
394	BE 2.5 08/15/25BLOOM ENERGY CORP	7,400,000	$12.3M	0.03%
395	NSTG 2.625 03/01/25NANOSTRING TECHNOLOGIES INC	11,000,000	$12.2M	0.03%
396	KMIKINDER MORGAN INC DEL	637,104	$12.0M	0.03%	Put
397	PEOEXELON CORP	252,800	$12.0M	0.03%	Put
398	—AHREN ACQUISITION CORP	35,000	$12.0M	0.03%
399	—CLARIM ACQUISITION CORP	50,000	$12.0M	0.03%
400	REVBWREVELATION BIOSCIENCES INC	91,833	$12.0M	0.03%

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