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	NOVA 0.25 12/01/26SUNNOVA ENERGY INTL INC.	5,500,000	$4.3M	0.02%
402	LYFTLYFT INC	5,000,000	$4.3M	0.02%
403	KELKELLOGG CO	58,700	$4.2M	0.02%	Put
404	RDFN 0 10/15/25REDFIN CORP	7,000,000	$4.2M	0.02%
405	IDXXIDEXX LABS INC	11,828	$4.1M	0.02%	Put
406	BALLBALL CORP	60,112	$4.1M	0.02%	Put
407	NXPINXP SEMICONDUCTORS N V	27,634	$4.1M	0.02%	Put
408	KPTI 3 10/15/25KARYOPHARM THERAPEUTICS INC	5,500,000	$4.0M	0.02%
409	DGXQUEST DIAGNOSTICS INC	30,303	$4.0M	0.02%	Put
410	CAGCONAGRA BRANDS INC	117,340	$4.0M	0.02%	Put
411	—ISTAR INC	3,825,000	$4.0M	0.02%
412	IQIQIYI INC	950,000	$4.0M	0.02%	Put
413	URIUNITED RENTALS INC	16,411	$4.0M	0.02%	Put
414	TQJSIGNATURE BK NEW YORK N Y	22,200	$4.0M	0.02%	Put
415	METMETLIFE INC	62,905	$4.0M	0.02%	Put
416	MTBM & T BK CORP	24,600	$3.9M	0.02%	Put
417	—CLOVIS ONCOLOGY INC	7,100,000	$3.9M	0.02%
418	CDKCDK GLOBAL INC	70,272	$3.8M	0.02%
419	AKAMAKAMAI TECHNOLOGIES INC	41,989	$3.8M	0.02%	Put
420	AEPAMERICAN ELEC PWR CO INC	39,896	$3.8M	0.02%	Put
421	LYVLIVE NATION ENTERTAINMENT IN	46,333	$3.8M	0.02%	Put
422	EDCONSOLIDATED EDISON INC	40,131	$3.8M	0.02%	Put
423	BBWIBATH & BODY WORKS INC	139,867	$3.8M	0.02%	Put
424	DOWDOW INC	72,540	$3.7M	0.02%	Put
425	—LIV CAPITAL ACQUISITN CORP I	375,000	$3.7M	0.02%
426	LEGTLEGATO MERGER CORP II	375,000	$3.7M	0.02%
427	NDAQNASDAQ INC	24,321	$3.7M	0.02%	Put
428	BIDUNBAIDU INC	24,802	$3.7M	0.02%
429	KEYKEYCORP	212,438	$3.7M	0.02%	Put
430	SLBSCHLUMBERGER LTD	101,600	$3.6M	0.02%	Put
431	1ZRATLANTIC COASTAL ACQUISTN CO	370,000	$3.6M	0.02%
432	VNOVORNADO RLTY TR	126,517	$3.6M	0.02%	Put
433	OKLOALTC ACQUISITION CORP	373,551	$3.6M	0.02%
434	KMIKINDER MORGAN INC DEL	214,804	$3.6M	0.02%	Put
435	—AURORA ACQUISITION CORP	365,145	$3.6M	0.02%
436	EQREQUITY RESIDENTIAL	49,459	$3.6M	0.02%	Put
437	ARAY 3.75 06/01/26ACCURAY INC DEL	4,500,000	$3.6M	0.02%
438	EIXEDISON INTL	55,906	$3.5M	0.02%	Put
439	UALUNITED AIRLS HLDGS INC	99,169	$3.5M	0.02%	Put
440	MMYT 0 02/15/28MAKEMYTRIP LIMITED MAURITIUS	3,500,000	$3.5M	0.02%
441	YUSDALLEGHANY CORP MD	4,150	$3.5M	0.02%
442	—PROPERTY SOLUTIONS ACQUISITI	349,700	$3.4M	0.02%
443	—HESKA CORP	2,500,000	$3.4M	0.02%
444	VFCV F CORP	76,969	$3.4M	0.02%	Put
445	ABGAMERISOURCEBERGEN CORP	23,887	$3.4M	0.02%	Put
446	STZCONSTELLATION BRANDS INC	14,400	$3.4M	0.02%	Put
447	FDXFEDEX CORP	14,700	$3.3M	0.02%	Put
448	HALHALLIBURTON CO	106,102	$3.3M	0.02%	Put
449	DASHDOORDASH INC	51,753	$3.3M	0.02%	Put
450	CMICUMMINS INC	16,958	$3.3M	0.02%	Put
451	FOXAFOX CORP	101,887	$3.3M	0.02%	Put
452	CLXCLOROX CO DEL	23,086	$3.3M	0.02%	Put
453	VENVENTAS INC	63,255	$3.3M	0.02%	Put
454	AFLAFLAC INC	58,800	$3.3M	0.02%	Put
455	—SPREE ACQUISITION CORP 1 LTD	325,000	$3.2M	0.02%
456	ATMPBARCLAYS BANK PLC	140,000	$3.2M	0.02%	Put
457	RFAIRF ACQUISITION CORP	325,000	$3.2M	0.02%
458	WHRWHIRLPOOL CORP	20,594	$3.2M	0.02%	Put
459	—PRECIGEN INC	4,000,000	$3.2M	0.02%
460	ACCD 0.5 04/01/26ACCOLADE INC	5,000,000	$3.2M	0.02%
461	PKNPERKINELMER INC	22,371	$3.2M	0.02%	Put
462	GPRO 1.25 11/15/25GOPRO INC	3,500,000	$3.2M	0.02%
463	CTXSEURCITRIX SYS INC	32,500	$3.2M	0.02%	Put
464	PXDEURPIONEER NAT RES CO	14,100	$3.1M	0.02%	Put
465	DFSEURDISCOVER FINL SVCS	33,200	$3.1M	0.02%	Put
466	—DHC ACQUISITION CORP	320,000	$3.1M	0.02%
467	KRKROGER CO	66,249	$3.1M	0.02%	Put
468	CNPCENTERPOINT ENERGY INC	105,700	$3.1M	0.02%	Put
469	ALBALBEMARLE CORP	14,900	$3.1M	0.02%	Put
470	AWCAMERICAN WTR WKS CO INC NEW	20,900	$3.1M	0.02%	Put
471	TWOU2U INC	3,600,000	$3.1M	0.02%
472	TDWDTAILWIND ACQUISITION CORP	309,255	$3.1M	0.02%
473	HUBSHUBSPOT INC	10,219	$3.1M	0.01%	Put
474	CNKCINEMARK HLDGS INC	203,343	$3.1M	0.01%	Put
475	CCLCARNIVAL CORP	352,221	$3.0M	0.01%	Put
476	CFCF INDS HLDGS INC	35,450	$3.0M	0.01%	Put
477	HIGHARTFORD FINL SVCS GROUP INC	46,100	$3.0M	0.01%	Put
478	—ROC ENERGY ACQUISITION CORP	300,000	$3.0M	0.01%
479	BKRBAKER HUGHES COMPANY	103,260	$3.0M	0.01%	Put
480	TVTX 2.5 09/15/25TRAVERE THERAPEUTICS INC	3,000,000	$3.0M	0.01%
481	—CLEAN EARTH ACQUISITIONS COR	299,999	$3.0M	0.01%
482	RENEFCARTESIAN GROWTH CORP II	300,000	$3.0M	0.01%
483	—FAR PEAK ACQUISITION CORP	300,000	$2.9M	0.01%
484	—THE MUSIC ACQUISITION CORP	300,100	$2.9M	0.01%
485	—GX ACQUISITION CORP II	300,000	$2.9M	0.01%
486	—MISSION ADVANCEMENT CORP	300,000	$2.9M	0.01%
487	FIVN 0.5 06/01/25FIVE9 INC	3,000,000	$2.9M	0.01%
488	JOYY 1.375 06/15/26JOYY INC	3,500,000	$2.9M	0.01%
489	PDDPINDUODUO INC	47,189	$2.9M	0.01%	Put
490	DISHDISH NETWORK CORPORATION	162,220	$2.9M	0.01%	Put
491	AESAES CORP	138,301	$2.9M	0.01%	Put
492	ADSKAUTODESK INC	16,889	$2.9M	0.01%	Put
493	—BYTE ACQUISITION CORP	289,200	$2.8M	0.01%
494	WELLWELLTOWER INC	34,200	$2.8M	0.01%	Put
495	FANGDIAMONDBACK ENERGY INC	23,200	$2.8M	0.01%	Put
496	NUENUCOR CORP	26,700	$2.8M	0.01%	Put
497	OKEONEOK INC NEW	49,500	$2.7M	0.01%	Put
498	JBLUJETBLUE AWYS CORP	327,991	$2.7M	0.01%
499	WYNNWYNN RESORTS LTD	48,148	$2.7M	0.01%	Put
500	—Z-WORK ACQUISITION CORP	278,668	$2.7M	0.01%

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