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
501	NXPINXP SEMICONDUCTORS N V	27,634	$4.1M	0.02%	Put
502	KPTI 3 10/15/25KARYOPHARM THERAPEUTICS INC	5,500,000	$4.0M	0.02%
503	DGXQUEST DIAGNOSTICS INC	30,303	$4.0M	0.02%	Put
504	CAGCONAGRA BRANDS INC	117,340	$4.0M	0.02%	Put
505	—ISTAR INC	3,825,000	$4.0M	0.02%
506	SLXNMORINGA ACQUISITION CORP	40,000	$4.0M	0.02%
507	—KERNEL GROUP HOLDINGS INC	50,000	$4.0M	0.02%
508	—ARROWROOT ACQUISITION CORP	75,000	$4.0M	0.02%
509	—SOFTWARE ACQUISITN GRP INC I	16,666	$4.0M	0.02%
510	—RMG ACQUISITION CORP III	52,000	$4.0M	0.02%
511	—FLAME ACQUISITION CORP	22,450	$4.0M	0.02%
512	—PERIDOT ACQUISITION CORP II	20,000	$4.0M	0.02%
513	—FUSION ACQUISITION CORP II	41,666	$4.0M	0.02%
514	—SWIFTMERGE ACQUISITION CORP	50,000	$4.0M	0.02%
515	—TALON 1 ACQUISITION CORP	25,000	$4.0M	0.02%
516	—7 ACQUISITION CORPORATION	25,000	$4.0M	0.02%
517	IQIQIYI INC	950,000	$4.0M	0.02%	Put
518	URIUNITED RENTALS INC	16,411	$4.0M	0.02%	Put
519	TQJSIGNATURE BK NEW YORK N Y	22,200	$4.0M	0.02%	Put
520	METMETLIFE INC	62,905	$4.0M	0.02%	Put
521	MTBM & T BK CORP	24,600	$3.9M	0.02%	Put
522	—CLOVIS ONCOLOGY INC	7,100,000	$3.9M	0.02%
523	CDKCDK GLOBAL INC	70,272	$3.8M	0.02%
524	AKAMAKAMAI TECHNOLOGIES INC	41,989	$3.8M	0.02%	Put
525	AEPAMERICAN ELEC PWR CO INC	39,896	$3.8M	0.02%	Put
526	LYVLIVE NATION ENTERTAINMENT IN	46,333	$3.8M	0.02%	Put
527	EDCONSOLIDATED EDISON INC	40,131	$3.8M	0.02%	Put
528	BBWIBATH & BODY WORKS INC	139,867	$3.8M	0.02%	Put
529	—LIV CAPITAL ACQUISITN CORP I	375,000	$3.7M	0.02%
530	DOWDOW INC	72,540	$3.7M	0.02%	Put
531	LEGTLEGATO MERGER CORP II	375,000	$3.7M	0.02%
532	NDAQNASDAQ INC	24,321	$3.7M	0.02%	Put
533	BIDUNBAIDU INC	24,802	$3.7M	0.02%
534	KEYKEYCORP	212,438	$3.7M	0.02%	Put
535	SLBSCHLUMBERGER LTD	101,600	$3.6M	0.02%	Put
536	1ZRATLANTIC COASTAL ACQUISTN CO	370,000	$3.6M	0.02%
537	VNOVORNADO RLTY TR	126,517	$3.6M	0.02%	Put
538	OKLOALTC ACQUISITION CORP	373,551	$3.6M	0.02%
539	KMIKINDER MORGAN INC DEL	214,804	$3.6M	0.02%	Put
540	—AURORA ACQUISITION CORP	365,145	$3.6M	0.02%
541	EQREQUITY RESIDENTIAL	49,459	$3.6M	0.02%	Put
542	ARAY 3.75 06/01/26ACCURAY INC DEL	4,500,000	$3.6M	0.02%
543	EIXEDISON INTL	55,906	$3.5M	0.02%	Put
544	UALUNITED AIRLS HLDGS INC	99,169	$3.5M	0.02%	Put
545	MMYT 0 02/15/28MAKEMYTRIP LIMITED MAURITIUS	3,500,000	$3.5M	0.02%
546	YUSDALLEGHANY CORP MD	4,150	$3.5M	0.02%
547	—PROPERTY SOLUTIONS ACQUISITI	349,700	$3.4M	0.02%
548	—HESKA CORP	2,500,000	$3.4M	0.02%
549	VFCV F CORP	76,969	$3.4M	0.02%	Put
550	ABGAMERISOURCEBERGEN CORP	23,887	$3.4M	0.02%	Put
551	STZCONSTELLATION BRANDS INC	14,400	$3.4M	0.02%	Put
552	FDXFEDEX CORP	14,700	$3.3M	0.02%	Put
553	HALHALLIBURTON CO	106,102	$3.3M	0.02%	Put
554	DASHDOORDASH INC	51,753	$3.3M	0.02%	Put
555	CMICUMMINS INC	16,958	$3.3M	0.02%	Put
556	FOXAFOX CORP	101,887	$3.3M	0.02%	Put
557	CLXCLOROX CO DEL	23,086	$3.3M	0.02%	Put
558	VENVENTAS INC	63,255	$3.3M	0.02%	Put
559	AFLAFLAC INC	58,800	$3.3M	0.02%	Put
560	—SPREE ACQUISITION CORP 1 LTD	325,000	$3.2M	0.02%
561	ATMPBARCLAYS BANK PLC	140,000	$3.2M	0.02%	Put
562	RFAIRF ACQUISITION CORP	325,000	$3.2M	0.02%
563	WHRWHIRLPOOL CORP	20,594	$3.2M	0.02%	Put
564	—PRECIGEN INC	4,000,000	$3.2M	0.02%
565	ACCD 0.5 04/01/26ACCOLADE INC	5,000,000	$3.2M	0.02%
566	PKNPERKINELMER INC	22,371	$3.2M	0.02%	Put
567	GPRO 1.25 11/15/25GOPRO INC	3,500,000	$3.2M	0.02%
568	CTXSEURCITRIX SYS INC	32,500	$3.2M	0.02%	Put
569	PXDEURPIONEER NAT RES CO	14,100	$3.1M	0.02%	Put
570	DFSEURDISCOVER FINL SVCS	33,200	$3.1M	0.02%	Put
571	KRKROGER CO	66,249	$3.1M	0.02%	Put
572	—DHC ACQUISITION CORP	320,000	$3.1M	0.02%
573	CNPCENTERPOINT ENERGY INC	105,700	$3.1M	0.02%	Put
574	ALBALBEMARLE CORP	14,900	$3.1M	0.02%	Put
575	AWCAMERICAN WTR WKS CO INC NEW	20,900	$3.1M	0.02%	Put
576	TWOU2U INC	3,600,000	$3.1M	0.02%
577	TDWDTAILWIND ACQUISITION CORP	309,255	$3.1M	0.02%
578	HUBSHUBSPOT INC	10,219	$3.1M	0.01%	Put
579	CNKCINEMARK HLDGS INC	203,343	$3.1M	0.01%	Put
580	CCLCARNIVAL CORP	352,221	$3.0M	0.01%	Put
581	CFCF INDS HLDGS INC	35,450	$3.0M	0.01%	Put
582	HIGHARTFORD FINL SVCS GROUP INC	46,100	$3.0M	0.01%	Put
583	DISAWDISRUPTIVE ACQUISITION CORP	54,666	$3.0M	0.01%
584	CNDACONCORD ACQUISITION CORP III	12,500	$3.0M	0.01%
585	—SUSTAINABLE DEVELP ACQU I CO	37,500	$3.0M	0.01%
586	—JATT ACQUISITION CORP	14,400	$3.0M	0.01%
587	—RXR ACQUISITION CORP	19,355	$3.0M	0.01%
588	—BIG SKY GROWTH PARTNERS INC	15,000	$3.0M	0.01%
589	—EQ HEALTH ACQUISITION CORP	35,150	$3.0M	0.01%
590	—WILLIAMS ROWLAND ACQUISITION	37,500	$3.0M	0.01%
591	—LIGHTJUMP ACQUISITION CORP	50,000	$3.0M	0.01%
592	—BUILD ACQUISITION CORP	33,333	$3.0M	0.01%
593	—CF ACQUISITION CORP VIII	12,500	$3.0M	0.01%
594	—MOUNTAIN & CO I ACQUISITN CO	25,000	$3.0M	0.01%
595	SZZLSIZZLE ACQUISITION CORP	25,000	$3.0M	0.01%
596	SOARWPROOF ACQUISITION CORP I	25,000	$3.0M	0.01%
597	—ROC ENERGY ACQUISITION CORP	300,000	$3.0M	0.01%
598	BKRBAKER HUGHES COMPANY	103,260	$3.0M	0.01%	Put
599	TVTX 2.5 09/15/25TRAVERE THERAPEUTICS INC	3,000,000	$3.0M	0.01%
600	RENEFCARTESIAN GROWTH CORP II	300,000	$3.0M	0.01%

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