CAPSTONE INVESTMENT ADVISORS, LLC Q2 2022 Filing

Filed August 15, 2022

Portfolio Value

$20.5B

Holdings

1,017

Report Date

Q2 2022

Filing Type

13F-HR

All Holdings (1,017 positions)

#	Stock	Shares	Value	% Portfolio	Type
301	MCKMCKESSON CORP	20,607	$6.7M	0.03%	Put
302	NEO 1.25 05/01/25NEOGENOMICS INC	8,000,000	$6.7M	0.03%
303	KMBKIMBERLY-CLARK CORP	49,321	$6.7M	0.03%	Put
304	BHPBHP GROUP LTD	117,500	$6.6M	0.03%	Put
305	KEYSKEYSIGHT TECHNOLOGIES INC	47,771	$6.6M	0.03%	Put
306	LHXL3HARRIS TECHNOLOGIES INC	27,100	$6.5M	0.03%	Put
307	KMXCARMAX INC	72,326	$6.5M	0.03%	Put
308	ANETEURARISTA NETWORKS INC	69,029	$6.5M	0.03%	Put
309	STXSEAGATE TECHNOLOGY HLDNGS PL	90,246	$6.4M	0.03%	Put
310	CARRCARRIER GLOBAL CORPORATION	179,510	$6.4M	0.03%	Put
311	GDGENERAL DYNAMICS CORP	28,910	$6.4M	0.03%	Put
312	DRIDARDEN RESTAURANTS INC	56,454	$6.4M	0.03%	Put
313	BSXBOSTON SCIENTIFIC CORP	171,200	$6.4M	0.03%	Put
314	PSXPHILLIPS 66	77,400	$6.3M	0.03%	Put
315	—EVOLENT HEALTH INC	3,500,000	$6.2M	0.03%
316	SIVBEURSVB FINANCIAL GROUP	15,718	$6.2M	0.03%	Put
317	—ATOTECH LTD	315,460	$6.1M	0.03%
318	AWMSKYWORKS SOLUTIONS INC	65,692	$6.1M	0.03%	Put
319	BE 2.5 08/15/25BLOOM ENERGY CORP	4,900,000	$6.1M	0.03%
320	OMER 5.25 02/15/26OMEROS CORP	10,415,000	$6.1M	0.03%
321	DEDEERE & CO	19,875	$6.0M	0.03%	Put
322	EVH 1.5 10/15/25EVOLENT HEALTH INC	5,250,000	$5.9M	0.03%
323	PD 1.25 07/01/25PAGERDUTY INC	6,000,000	$5.9M	0.03%
324	MPCMARATHON PETE CORP	70,829	$5.8M	0.03%	Put
325	BBIO 2.5 03/15/27BRIDGEBIO PHARMA INC	10,500,000	$5.8M	0.03%
326	BIIBBIOGEN INC	28,240	$5.8M	0.03%	Put
327	GRMNGARMIN LTD	58,622	$5.8M	0.03%	Put
328	LENLENNAR CORP	81,587	$5.8M	0.03%	Put
329	—DUDDELL STREET ACQUISITN COR	576,381	$5.7M	0.03%
330	JWNUSDNORDSTROM INC	270,115	$5.7M	0.03%	Put
331	APTVAPTIV PLC	63,620	$5.7M	0.03%	Put
332	ALSALLSTATE CORP	44,650	$5.7M	0.03%	Put
333	AONAON PLC	20,900	$5.6M	0.03%	Put
334	EBAEBAY INC.	133,838	$5.6M	0.03%	Put
335	IRINGERSOLL RAND INC	130,675	$5.5M	0.03%	Put
336	YUMYUM BRANDS INC	48,401	$5.5M	0.03%	Put
337	BMBLBUMBLE INC	195,000	$5.5M	0.03%	Put
338	ADMARCHER DANIELS MIDLAND CO	70,702	$5.5M	0.03%	Put
339	—MERITOR INC	5,000,000	$5.5M	0.03%
340	OTISOTIS WORLDWIDE CORP	77,385	$5.5M	0.03%	Put
341	IFFINTERNATIONAL FLAVORS&FRAGRA	44,498	$5.3M	0.03%	Put
342	QRVOQORVO INC	56,203	$5.3M	0.03%	Put
343	LRCXEURLAM RESEARCH CORP	12,431	$5.3M	0.03%	Put
344	CFGCITIZENS FINL GROUP INC	148,292	$5.3M	0.03%	Put
345	NVRO 2.75 04/01/25NEVRO CORP	5,667,000	$5.3M	0.03%
346	CPRTCOPART INC	48,549	$5.3M	0.03%	Put
347	—SCREAMING EAGLE ACQUISITN CO	550,000	$5.3M	0.03%
348	TWTR 0 03/15/26TWITTER INC	5,920,000	$5.3M	0.03%
349	DC4DEXCOM INC	69,968	$5.2M	0.03%	Put
350	BANDBANDWIDTH INC	7,500,000	$5.2M	0.03%
351	GMEGAMESTOP CORP NEW	42,502	$5.2M	0.03%	Put
352	MGMMGM RESORTS INTERNATIONAL	179,175	$5.2M	0.03%	Put
353	HPEHEWLETT PACKARD ENTERPRISE C	390,269	$5.2M	0.03%	Put
354	KHCKRAFT HEINZ CO	135,531	$5.2M	0.03%	Put
355	MFS1EURWELBILT INC	216,933	$5.2M	0.03%
356	SNPSSYNOPSYS INC	16,928	$5.1M	0.03%	Put
357	EMREMERSON ELEC CO	63,968	$5.1M	0.02%	Put
358	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	75,119	$5.1M	0.02%	Put
359	ITGARTNER INC	20,954	$5.1M	0.02%	Put
360	FCXFREEPORT-MCMORAN INC	173,169	$5.1M	0.02%	Put
361	LYFTLYFT INC	379,983	$5.0M	0.02%	Put
362	LUVSOUTHWEST AIRLS CO	139,050	$5.0M	0.02%	Put
363	HLTHILTON WORLDWIDE HLDGS INC	44,983	$5.0M	0.02%	Put
364	TERTERADYNE INC	55,833	$5.0M	0.02%	Put
365	RCLROYAL CARIBBEAN GROUP	142,612	$5.0M	0.02%	Put
366	WMBWILLIAMS COS INC	157,600	$4.9M	0.02%	Put
367	MNSTMONSTER BEVERAGE CORP NEW	52,868	$4.9M	0.02%	Put
368	FTNTFORTINET INC	86,600	$4.9M	0.02%	Put
369	GLWCORNING INC	155,406	$4.9M	0.02%	Put
370	CZRCAESARS ENTERTAINMENT INC NE	127,448	$4.9M	0.02%	Put
371	SOSOUTHERN CO	68,100	$4.9M	0.02%	Put
372	VLOVALERO ENERGY CORP	45,600	$4.8M	0.02%	Put
373	RMERESMED INC	23,100	$4.8M	0.02%	Put
374	FOUR 0 12/15/25SHIFT4 PMTS INC	6,000,000	$4.8M	0.02%
375	CDNSCADENCE DESIGN SYSTEM INC	32,200	$4.8M	0.02%	Put
376	DALDELTA AIR LINES INC DEL	166,153	$4.8M	0.02%	Put
377	—MANDIANT INC	220,199	$4.8M	0.02%
378	BAND 0.5 04/01/28BANDWIDTH INC	8,000,000	$4.8M	0.02%
379	—CORNERSTONE BLDG BRANDS INC	193,711	$4.7M	0.02%
380	AREALEXANDRIA REAL ESTATE EQ IN	32,395	$4.7M	0.02%
381	SRESEMPRA	31,260	$4.7M	0.02%	Put
382	BKNGBOOKING HOLDINGS INC	2,661	$4.7M	0.02%	Put
383	KLACKLA CORP	14,522	$4.6M	0.02%	Put
384	ILMNILLUMINA INC	25,114	$4.6M	0.02%	Put
385	TSNTYSON FOODS INC	53,704	$4.6M	0.02%	Put
386	GWRE 1.25 03/15/25GUIDEWIRE SOFTWARE INC	5,000,000	$4.6M	0.02%
387	NEMNEWMONT CORP	77,100	$4.6M	0.02%	Put
388	—INFINERA CORP	5,000,000	$4.6M	0.02%
389	—COHERUS BIOSCIENCES INC	7,000,000	$4.6M	0.02%
390	ALTREURALTAIR ENGR INC	87,083	$4.6M	0.02%
391	DOCHEALTHPEAK PROPERTIES INC	175,201	$4.5M	0.02%
392	HBANHUNTINGTON BANCSHARES INC	376,119	$4.5M	0.02%	Put
393	HESHESS CORP	42,511	$4.5M	0.02%	Put
394	MSIMOTOROLA SOLUTIONS INC	21,403	$4.5M	0.02%	Put
395	EAELECTRONIC ARTS INC	36,800	$4.5M	0.02%	Put
396	ZBHZIMMER BIOMET HOLDINGS INC	42,192	$4.4M	0.02%	Put
397	BBYBEST BUY INC	67,355	$4.4M	0.02%	Put
398	PNSTQBANYAN ACQUISITION CORPORATI	440,000	$4.4M	0.02%
399	—LABORATORY CORP AMER HLDGS	18,568	$4.4M	0.02%	Put
400	CITCINTAS CORP	11,600	$4.3M	0.02%	Put

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