CAPSTONE INVESTMENT ADVISORS, LLC Q3 2022 Filing

Filed November 10, 2022

Portfolio Value

$16.6B

Holdings

864

Report Date

Q3 2022

Filing Type

13F-HR

All Holdings (864 positions)

#	Stock	Shares	Value	% Portfolio	Type
101	INTCINTEL CORP	938,064	$24.2B	145.95%	Put
102	—NEW RELIC INC	24,722,000	$24.2B	145.82%
103	PLDPROLOGIS INC.	232,695	$23.6B	142.73%	Put
104	NTRA 2.25 05/01/27NATERA INC	17,395,000	$23.5B	141.92%
105	IRWD 1.5 06/15/26IRONWOOD PHARMACEUTICALS INC	22,674,000	$23.1B	139.71%
106	X 5 11/01/26UNITED STATES STL CORP	15,000,000	$23.0B	139.15%
107	—IRONWOOD PHARMACEUTICALS INC	22,700,000	$22.9B	138.33%
108	TMUST-MOBILE US INC	170,700	$22.9B	138.27%	Put
109	CALY 2.75 05/01/26TOPGOLF CALLAWAY BRANDS CORP	17,347,000	$22.5B	135.62%
110	PEPPEPSICO INC	137,555	$22.5B	135.58%	Put
111	IYRISHARES TR	275,173	$22.4B	135.27%
112	BABOEING CO	182,900	$22.1B	133.70%	Put
113	CICIGNA CORP NEW	79,586	$22.1B	133.32%	Put
114	LOWLOWES COS INC	116,362	$21.9B	131.94%	Put
115	DISH 0 12/15/25DISH NETWORK CORPORATION	32,700,000	$21.6B	130.50%
116	ELVELEVANCE HEALTH INC	47,513	$21.6B	130.30%	Put
117	XLFSELECT SECTOR SPDR TR	708,327	$21.5B	129.83%	Put
118	DHRDANAHER CORPORATION	82,369	$21.3B	128.44%	Put
119	KOCOCA COLA CO	376,400	$21.1B	127.30%	Put
120	TEAMATLASSIAN CORP PLC	100,000	$21.1B	127.15%	Put
121	HCAHCA HEALTHCARE INC	113,237	$20.8B	125.65%	Put
122	BMYBRISTOL-MYERS SQUIBB CO	291,800	$20.7B	125.24%	Put
123	MRKMERCK & CO INC	238,843	$20.6B	124.19%	Put
124	FISFIDELITY NATL INFORMATION SV	269,729	$20.4B	123.06%	Put
125	RPD 0.25 03/15/27RAPID7 INC	26,182,000	$20.0B	120.71%
126	IART 0.5 08/15/25INTEGRA LIFESCIENCES HLDGS C	22,500,000	$19.7B	119.15%
127	MCDMCDONALDS CORP	85,396	$19.7B	118.96%	Put
128	GSGOLDMAN SACHS GROUP INC	65,909	$19.3B	116.60%	Put
129	MNKD 2.5 03/01/26MANNKIND CORP	21,000,000	$19.0B	114.87%
130	APDAIR PRODS & CHEMS INC	80,611	$18.8B	113.26%	Put
131	IONS 0 04/01/26IONIS PHARMACEUTICALS INC	18,700,000	$18.6B	112.12%
132	PANW 0.75 07/01/23PALO ALTO NETWORKS INC	10,000,000	$18.6B	112.08%
133	DDOG 0.125 06/15/25DATADOG INC	15,500,000	$18.5B	111.59%
134	NVCR 0 11/01/25NOVOCURE LTD	20,408,000	$18.4B	111.38%
135	VECO 3.75 06/01/27VEECO INSTRS INC DEL	12,000,000	$18.4B	110.88%
136	IWNISHARES TR	142,215	$18.3B	110.70%
137	MMM3M CO	164,426	$18.2B	109.69%	Put
138	ADPAUTOMATIC DATA PROCESSING IN	80,088	$18.1B	109.37%	Put
139	Z 0.75 09/01/24ZILLOW GROUP INC	17,646,000	$17.6B	106.27%
140	MUMICRON TECHNOLOGY INC	351,114	$17.6B	106.20%	Put
141	WMTWALMART INC	135,213	$17.5B	105.88%	Put
142	W 1 08/15/26WAYFAIR INC	27,841,000	$17.5B	105.47%
143	BSY 0.375 07/01/27BENTLEY SYS INC	23,002,000	$17.4B	105.33%
144	CNK 4.5 08/15/25CINEMARK HLDGS INC	15,250,000	$17.2B	103.71%
145	CMECME GROUP INC	95,087	$16.8B	101.69%	Put
146	TTGT 0.125 12/15/25TECHTARGET INC	16,222,000	$16.8B	101.66%
147	PR 3.25 04/01/28PERMIAN RESOURCES CORP	12,507,000	$16.8B	101.33%
148	FFORD MTR CO DEL	1,497,450	$16.8B	101.25%	Put
149	—CONMED CORP	14,959,000	$16.5B	99.43%
150	TXNTEXAS INSTRS INC	106,247	$16.4B	99.28%	Put
151	PRAA 3.5 06/01/23PRA GROUP INC	16,700,000	$16.4B	99.21%
152	FISVFISERV INC	172,442	$16.1B	97.42%	Put
153	AMGNAMGEN INC	71,548	$16.1B	97.36%	Put
154	NEENEXTERA ENERGY INC	205,300	$16.1B	97.19%	Put
155	TJXTJX COS INC NEW	255,455	$15.9B	95.80%	Put
156	QTWO 0.75 06/01/26Q2 HLDGS INC	19,917,000	$15.8B	95.65%
157	RGENREPLIGEN CORP	9,000,000	$15.6B	94.14%
158	SPGSIMON PPTY GROUP INC NEW	173,611	$15.6B	94.07%	Put
159	UNPUNION PAC CORP	79,623	$15.5B	93.65%	Put
160	LI 0.25 05/01/28LI AUTO INC	15,000,000	$15.5B	93.40%
161	RG6ROGERS CORP	63,486	$15.4B	92.71%
162	YUSDALLEGHANY CORP MD	18,027	$15.1B	91.35%
163	MCOMOODYS CORP	61,999	$15.1B	91.00%	Put
164	CVSCVS HEALTH CORP	154,921	$14.8B	89.20%	Put
165	PRGSPROGRESS SOFTWARE CORP	15,500,000	$14.6B	88.25%
166	BKBANK NEW YORK MELLON CORP	374,238	$14.4B	87.03%	Put
167	—GRANITE CONSTR INC	14,000,000	$14.3B	86.41%
168	MLAB 1.375 08/15/25MESA LABS INC	17,000,000	$14.2B	85.70%
169	AXPAMERICAN EXPRESS CO	105,169	$14.2B	85.66%	Put
170	NOWSERVICENOW INC	37,562	$14.2B	85.63%	Put
171	ETNEATON CORP PLC	105,099	$14.0B	84.62%	Put
172	—ENCORE CAP EUROPE FIN LTD	12,000,000	$14.0B	84.51%
173	—ZENDESK INC	14,093,000	$13.9B	83.98%
174	ECLECOLAB INC	96,294	$13.9B	83.96%	Put
175	MIDD 1 09/01/25MIDDLEBY CORP	12,094,000	$13.9B	83.64%
176	COFCAPITAL ONE FINL CORP	149,992	$13.8B	83.46%	Put
177	BE 2.5 08/15/25BLOOM ENERGY CORP	9,900,000	$13.8B	83.41%
178	CLCOLGATE PALMOLIVE CO	194,069	$13.6B	82.31%	Put
179	ATVIEURACTIVISION BLIZZARD INC	182,833	$13.6B	82.06%	Put
180	EWEDWARDS LIFESCIENCES CORP	163,701	$13.5B	81.66%	Put
181	GEGENERAL ELECTRIC CO	217,614	$13.5B	81.34%	Put
182	WGO 1.5 04/01/25WINNEBAGO INDS INC	12,750,000	$13.4B	80.87%
183	MRNAMODERNA INC	112,398	$13.3B	80.24%	Put
184	HUMHUMANA INC	27,200	$13.2B	79.68%	Put
185	ELLAUDER ESTEE COS INC	60,941	$13.2B	79.43%	Put
186	PGRPROGRESSIVE CORP	112,500	$13.1B	78.93%	Put
187	ADIANALOG DEVICES INC	92,895	$12.9B	78.14%	Put
188	MDLZMONDELEZ INTL INC	235,544	$12.9B	77.97%	Put
189	OXYOCCIDENTAL PETE CORP	210,100	$12.9B	77.95%	Put
190	4I1PHILIP MORRIS INTL INC	155,358	$12.9B	77.86%	Put
191	AG8AGILENT TECHNOLOGIES INC	105,950	$12.9B	77.75%	Put
192	NET 0 08/15/26CLOUDFLARE INC	16,428,000	$12.8B	77.56%
193	IBMINTERNATIONAL BUSINESS MACHS	107,755	$12.8B	77.29%	Put
194	BACVERIZON COMMUNICATIONS INC	332,902	$12.6B	76.31%	Put
195	ROKROCKWELL AUTOMATION INC	58,752	$12.6B	76.31%	Put
196	NSCNORFOLK SOUTHN CORP	59,676	$12.5B	75.53%	Put
197	HONHONEYWELL INTL INC	74,796	$12.5B	75.40%	Put
198	PRUPRUDENTIAL FINL INC	145,326	$12.5B	75.27%	Put
199	WYWEYERHAEUSER CO MTN BE	432,817	$12.4B	74.63%	Put
200	CSXCSX CORP	458,547	$12.2B	73.75%	Put

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