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
201	ATSG 1.125 10/15/24AIR TRANS SVCS GROUP INC	11,000,000	$11.9B	58.19%
202	PRUPRUDENTIAL FINL INC	124,279	$11.9B	58.01%	Put
203	MDLZMONDELEZ INTL INC	190,009	$11.8B	57.55%	Put
204	GQ9SPDR GOLD TR	70,000	$11.8B	57.52%	Call
205	CTRACOTERRA ENERGY INC	453,928	$11.7B	57.10%	Put
206	TSMTAIWAN SEMICONDUCTOR MFG LTD	142,899	$11.7B	56.98%	Put
207	W 1.125 11/01/24WAYFAIR INC	14,500,000	$11.5B	56.19%
208	PCG 5.5 08/16/23PG&E CORP	120,000	$11.5B	55.96%
209	WYWEYERHAEUSER CO MTN BE	344,633	$11.4B	55.68%	Put
210	DDOMINION ENERGY INC	143,002	$11.4B	55.67%	Put
211	CLCOLGATE PALMOLIVE CO	142,370	$11.4B	55.66%	Put
212	LPSN 0.75 03/01/24LIVEPERSON INC	12,681,000	$11.4B	55.52%
213	CDLX 1 09/15/25CARDLYTICS INC	15,000,000	$11.3B	55.20%
214	WGO 1.5 04/01/25WINNEBAGO INDS INC	10,750,000	$11.1B	53.95%
215	SEALTD 0.25 09/15/26SEA LTD	15,000,000	$11.0B	53.78%
216	RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC	13,500,000	$11.0B	53.59%
217	AMDADVANCED MICRO DEVICES INC	143,455	$11.0B	53.51%	Put
218	PEGA 0.75 03/01/25PEGASYSTEMS INC	13,500,000	$11.0B	53.44%
219	LVLNSPDR SER TR	188,385	$10.9B	53.38%
220	INVA 2.5 08/15/25INNOVIVA INC	10,000,000	$10.9B	53.20%
221	ORCLORACLE CORP	152,027	$10.6B	51.81%	Put
222	ROKROCKWELL AUTOMATION INC	52,974	$10.6B	51.50%	Put
223	MCHPMICROCHIP TECHNOLOGY INC.	180,268	$10.5B	51.07%	Put
224	COIN 0.5 06/01/26COINBASE GLOBAL INC	18,510,000	$10.4B	50.97%
225	SYFSYNCHRONY FINANCIAL	376,634	$10.4B	50.74%	Put
226	AG8AGILENT TECHNOLOGIES INC	87,487	$10.4B	50.68%	Put
227	CPNGCOUPANG INC	813,000	$10.4B	50.57%	Put
228	EXPEEXPEDIA GROUP INC	109,103	$10.3B	50.47%	Put
229	NSCNORFOLK SOUTHN CORP	44,843	$10.2B	49.72%	Put
230	WBAWALGREENS BOOTS ALLIANCE INC	266,212	$10.1B	49.21%	Put
231	ELLAUDER ESTEE COS INC	39,405	$10.0B	48.95%	Put
232	—CONMED CORP	8,254,000	$10.0B	48.84%
233	WTWWILLIS TOWERS WATSON PLC LTD	50,484	$10.0B	48.61%	Put
234	ROSTROSS STORES INC	141,839	$10.0B	48.59%	Put
235	EFXEQUIFAX INC	54,132	$9.9B	48.26%	Put
236	INDAISHARES TR	250,000	$9.8B	48.01%
237	CNCCENTENE CORP DEL	116,300	$9.8B	48.00%	Put
238	—TWITTER INC	10,000,000	$9.8B	47.98%
239	8CWCROWN CASTLE INTL CORP NEW	58,193	$9.8B	47.80%	Put
240	DGDOLLAR GEN CORP NEW	39,480	$9.7B	47.27%	Put
241	ENV 0.75 08/15/25ENVESTNET INC	11,275,000	$9.7B	47.19%
242	PR 3.25 04/01/28CENTENNIAL RESOURCE DEV INC	7,650,000	$9.6B	46.78%
243	WMWASTE MGMT INC DEL	62,656	$9.6B	46.76%	Put
244	GPNGLOBAL PMTS INC	86,506	$9.6B	46.69%	Put
245	CTVACORTEVA INC	176,781	$9.6B	46.68%	Put
246	TYL 0.25 03/15/26TYLER TEX INDPT SCH DIST	10,150,000	$9.6B	46.66%
247	AMTAMERICAN TOWER CORP NEW	37,262	$9.5B	46.46%	Put
248	CSXCSX CORP	327,358	$9.5B	46.40%	Put
249	ALRM 0 01/15/26ALARM COM HLDGS INC	11,500,000	$9.4B	46.08%
250	—VONAGE HLDGS CORP	500,106	$9.4B	45.96%
251	LHCGUSDLHC GROUP INC	59,920	$9.3B	45.52%
252	0VVBPARAMOUNT GLOBAL	374,321	$9.2B	45.06%	Put
253	NOCNORTHROP GRUMMAN CORP	19,300	$9.2B	45.05%	Put
254	CHNGUSDCHANGE HEALTHCARE INC	400,000	$9.2B	44.99%
255	ATI 3.5 06/15/25ALLEGHENY TECHNOLOGIES INC	5,655,000	$9.2B	44.92%
256	SWKSTANLEY BLACK & DECKER INC	87,819	$9.2B	44.92%	Put
257	HUMHUMANA INC	19,500	$9.1B	44.53%	Put
258	OREALTY INCOME CORP	133,700	$9.1B	44.52%	Put
259	NTAPNETAPP INC	137,401	$9.0B	43.73%	Put
260	HCAT 2.5 04/15/25HEALTH CATALYST INC	10,000,000	$8.9B	43.63%
261	ACCUSDAMERICAN CAMPUS CMNTYS INC	137,433	$8.9B	43.22%
262	DUKDUKE ENERGY CORP NEW	82,329	$8.8B	43.06%	Put
263	DLTRDOLLAR TREE INC	56,600	$8.8B	43.03%	Put
264	NSTG 2.625 03/01/25NANOSTRING TECHNOLOGIES INC	11,000,000	$8.8B	43.03%
265	CHTRCHARTER COMMUNICATIONS INC N	18,476	$8.7B	42.22%	Put
266	PNCPNC FINL SVCS GROUP INC	54,275	$8.6B	41.77%	Put
267	EOGEOG RES INC	77,000	$8.5B	41.48%	Put
268	LNCLINCOLN NATL CORP IND	179,672	$8.4B	40.99%	Put
269	MODN 2.625 06/01/25MODEL N INC	8,000,000	$8.3B	40.31%
270	TWTRUSDTWITTER INC	218,672	$8.2B	39.88%	Put
271	PEOEXELON CORP	176,970	$8.0B	39.12%	Put
272	—ALTAIR ENGR INC	6,429,000	$8.0B	38.79%
273	FITBFIFTH THIRD BANCORP	234,261	$7.9B	38.39%	Put
274	TRVTRAVELERS COMPANIES INC	45,820	$7.7B	37.80%	Put
275	BAXBAXTER INTL INC	119,977	$7.7B	37.59%	Put
276	MSTR 0.75 12/15/25MICROSTRATEGY INC	12,610,000	$7.7B	37.55%
277	CATCATERPILLAR INC	43,017	$7.7B	37.51%	Put
278	PAYXPAYCHEX INC	67,107	$7.6B	37.27%	Put
279	NIO 0.5 02/01/27NIO INC	10,000,000	$7.6B	37.05%
280	CABO 1.125 03/15/28CABLE ONE INC	9,000,000	$7.6B	37.01%
281	TFCTRUIST FINL CORP	159,200	$7.6B	36.83%	Put
282	VIAV 1 03/01/24VIAVI SOLUTIONS INC	6,448,000	$7.3B	35.58%
283	—USHG ACQUISITION CORP	742,000	$7.3B	35.47%
284	SEDG 0 09/15/25SOLAREDGE TECHNOLOGIES INC	6,000,000	$7.2B	35.33%
285	SAILEURSAILPOINT TECHNOLOGIES HLDGS	115,404	$7.2B	35.29%
286	LGND 0.75 05/15/23LIGAND PHARMACEUTICALS INC	7,500,000	$7.2B	35.21%
287	GISGENERAL MLS INC	95,600	$7.2B	35.18%	Put
288	SWCHEURSWITCH INC	214,896	$7.2B	35.12%	Call
289	PPGPPG INDS INC	62,860	$7.2B	35.06%	Put
290	GOSS 5 06/01/27GOSSAMER BIO INC	9,500,000	$7.1B	34.64%
291	FT2FIRST HORIZON CORPORATION	324,536	$7.1B	34.61%	Call
292	HSYHERSHEY CO	32,600	$7.0B	34.21%	Put
293	SYYSYSCO CORP	81,021	$6.9B	33.48%	Put
294	DHID R HORTON INC	103,506	$6.8B	33.41%	Put
295	MOALTRIA GROUP INC	163,104	$6.8B	33.23%	Put
296	HLF 2.625 03/15/24HERBALIFE NUTRITION LTD	7,649,000	$6.8B	33.19%
297	TROWPRICE T ROWE GROUP INC	59,743	$6.8B	33.11%	Put
298	WDCWESTERN DIGITAL CORP.	151,081	$6.8B	33.04%	Put
299	IVEISHARES TR	49,090	$6.7B	32.92%
300	MTCHMATCH GROUP INC NEW	96,515	$6.7B	32.81%	Put

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