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
401	—ENTERPRISE 4.0 TEC ACQSTN CO	37,500	$6.0M	0.03%
402	DEDEERE & CO	19,875	$6.0M	0.03%	Put
403	EVH 1.5 10/15/25EVOLENT HEALTH INC	5,250,000	$5.9M	0.03%
404	PD 1.25 07/01/25PAGERDUTY INC	6,000,000	$5.9M	0.03%
405	MPCMARATHON PETE CORP	70,829	$5.8M	0.03%	Put
406	BBIO 2.5 03/15/27BRIDGEBIO PHARMA INC	10,500,000	$5.8M	0.03%
407	GRMNGARMIN LTD	58,622	$5.8M	0.03%	Put
408	BIIBBIOGEN INC	28,240	$5.8M	0.03%	Put
409	LENLENNAR CORP	81,587	$5.8M	0.03%	Put
410	—DUDDELL STREET ACQUISITN COR	576,381	$5.7M	0.03%
411	JWNUSDNORDSTROM INC	270,115	$5.7M	0.03%	Put
412	APTVAPTIV PLC	63,620	$5.7M	0.03%	Put
413	ALSALLSTATE CORP	44,650	$5.7M	0.03%	Put
414	AONAON PLC	20,900	$5.6M	0.03%	Put
415	EBAEBAY INC.	133,838	$5.6M	0.03%	Put
416	IRINGERSOLL RAND INC	130,675	$5.5M	0.03%	Put
417	YUMYUM BRANDS INC	48,401	$5.5M	0.03%	Put
418	BMBLBUMBLE INC	195,000	$5.5M	0.03%	Put
419	ADMARCHER DANIELS MIDLAND CO	70,702	$5.5M	0.03%	Put
420	OTISOTIS WORLDWIDE CORP	77,385	$5.5M	0.03%	Put
421	—MERITOR INC	5,000,000	$5.5M	0.03%
422	IFFINTERNATIONAL FLAVORS&FRAGRA	44,498	$5.3M	0.03%	Put
423	QRVOQORVO INC	56,203	$5.3M	0.03%	Put
424	LRCXEURLAM RESEARCH CORP	12,431	$5.3M	0.03%	Put
425	CFGCITIZENS FINL GROUP INC	148,292	$5.3M	0.03%	Put
426	NVRO 2.75 04/01/25NEVRO CORP	5,667,000	$5.3M	0.03%
427	CPRTCOPART INC	48,549	$5.3M	0.03%	Put
428	—SCREAMING EAGLE ACQUISITN CO	550,000	$5.3M	0.03%
429	TWTR 0 03/15/26TWITTER INC	5,920,000	$5.3M	0.03%
430	DC4DEXCOM INC	69,968	$5.2M	0.03%	Put
431	BANDBANDWIDTH INC	7,500,000	$5.2M	0.03%
432	GMEGAMESTOP CORP NEW	42,502	$5.2M	0.03%	Put
433	MGMMGM RESORTS INTERNATIONAL	179,175	$5.2M	0.03%	Put
434	HPEHEWLETT PACKARD ENTERPRISE C	390,269	$5.2M	0.03%	Put
435	KHCKRAFT HEINZ CO	135,531	$5.2M	0.03%	Put
436	MFS1EURWELBILT INC	216,933	$5.2M	0.03%
437	SNPSSYNOPSYS INC	16,928	$5.1M	0.03%	Put
438	EMREMERSON ELEC CO	63,968	$5.1M	0.02%	Put
439	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	75,119	$5.1M	0.02%	Put
440	ITGARTNER INC	20,954	$5.1M	0.02%	Put
441	FCXFREEPORT-MCMORAN INC	173,169	$5.1M	0.02%	Put
442	LYFTLYFT INC	379,983	$5.0M	0.02%	Put
443	LUVSOUTHWEST AIRLS CO	139,050	$5.0M	0.02%	Put
444	HLTHILTON WORLDWIDE HLDGS INC	44,983	$5.0M	0.02%	Put
445	—COLONNADE ACQUISITION CORP I	40,000	$5.0M	0.02%
446	—RIGEL RESOURCE ACQ CORP	25,000	$5.0M	0.02%
447	DSAQWDIRECT SELLING ACQUISITIN CO	50,000	$5.0M	0.02%
448	—TWIN RIDGE CAPITAL ACQUIS CO	50,000	$5.0M	0.02%
449	—L CATTERTON ASIA ACQUISITION	51,666	$5.0M	0.02%
450	—INTERPRIVATE II ACQUISITION	54,937	$5.0M	0.02%
451	—AHREN ACQUISITION CORP	35,000	$5.0M	0.02%
452	—THUNDER BRIDGE CAP PRTNRS II	24,960	$5.0M	0.02%
453	—COVA ACQUISITION CORP	50,000	$5.0M	0.02%
454	—KIMBELL TIGER ACQUISITION CO	25,000	$5.0M	0.02%
455	—FORTRESS VALUE ACQUISI CORP	25,891	$5.0M	0.02%
456	—GOLDEN ARROW MERGER CORP	66,666	$5.0M	0.02%
457	—AF ACQUISITION CORP	33,333	$5.0M	0.02%
458	TERTERADYNE INC	55,833	$5.0M	0.02%	Put
459	RCLROYAL CARIBBEAN GROUP	142,612	$5.0M	0.02%	Put
460	WMBWILLIAMS COS INC	157,600	$4.9M	0.02%	Put
461	MNSTMONSTER BEVERAGE CORP NEW	52,868	$4.9M	0.02%	Put
462	FTNTFORTINET INC	86,600	$4.9M	0.02%	Put
463	GLWCORNING INC	155,406	$4.9M	0.02%	Put
464	CZRCAESARS ENTERTAINMENT INC NE	127,448	$4.9M	0.02%	Put
465	SOSOUTHERN CO	68,100	$4.9M	0.02%	Put
466	VLOVALERO ENERGY CORP	45,600	$4.8M	0.02%	Put
467	RMERESMED INC	23,100	$4.8M	0.02%	Put
468	FOUR 0 12/15/25SHIFT4 PMTS INC	6,000,000	$4.8M	0.02%
469	CDNSCADENCE DESIGN SYSTEM INC	32,200	$4.8M	0.02%	Put
470	DALDELTA AIR LINES INC DEL	166,153	$4.8M	0.02%	Put
471	—MANDIANT INC	220,199	$4.8M	0.02%
472	BAND 0.5 04/01/28BANDWIDTH INC	8,000,000	$4.8M	0.02%
473	—CORNERSTONE BLDG BRANDS INC	193,711	$4.7M	0.02%
474	AREALEXANDRIA REAL ESTATE EQ IN	32,395	$4.7M	0.02%
475	SRESEMPRA	31,260	$4.7M	0.02%	Put
476	BKNGBOOKING HOLDINGS INC	2,661	$4.7M	0.02%	Put
477	KLACKLA CORP	14,522	$4.6M	0.02%	Put
478	ILMNILLUMINA INC	25,114	$4.6M	0.02%	Put
479	TSNTYSON FOODS INC	53,704	$4.6M	0.02%	Put
480	GWRE 1.25 03/15/25GUIDEWIRE SOFTWARE INC	5,000,000	$4.6M	0.02%
481	NEMNEWMONT CORP	77,100	$4.6M	0.02%	Put
482	—INFINERA CORP	5,000,000	$4.6M	0.02%
483	—COHERUS BIOSCIENCES INC	7,000,000	$4.6M	0.02%
484	ALTREURALTAIR ENGR INC	87,083	$4.6M	0.02%
485	DOCHEALTHPEAK PROPERTIES INC	175,201	$4.5M	0.02%
486	HBANHUNTINGTON BANCSHARES INC	376,119	$4.5M	0.02%	Put
487	HESHESS CORP	42,511	$4.5M	0.02%	Put
488	MSIMOTOROLA SOLUTIONS INC	21,403	$4.5M	0.02%	Put
489	EAELECTRONIC ARTS INC	36,800	$4.5M	0.02%	Put
490	ZBHZIMMER BIOMET HOLDINGS INC	42,192	$4.4M	0.02%	Put
491	BBYBEST BUY INC	67,355	$4.4M	0.02%	Put
492	PNSTQBANYAN ACQUISITION CORPORATI	440,000	$4.4M	0.02%
493	LHLABORATORY CORP AMER HLDGS	18,568	$4.4M	0.02%	Put
494	CITCINTAS CORP	11,600	$4.3M	0.02%	Put
495	NOVA 0.25 12/01/26SUNNOVA ENERGY INTL INC.	5,500,000	$4.3M	0.02%
496	LYFTLYFT INC	5,000,000	$4.3M	0.02%
497	KELKELLOGG CO	58,700	$4.2M	0.02%	Put
498	RDFN 0 10/15/25REDFIN CORP	7,000,000	$4.2M	0.02%
499	IDXXIDEXX LABS INC	11,828	$4.1M	0.02%	Put
500	BALLBALL CORP	60,112	$4.1M	0.02%	Put

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