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
201	—HARMONIC INC	7,700,000	$12.2M	0.07%
202	XLVSELECT SECTOR SPDR TR	100,001	$12.1M	0.07%	Put
203	GMGENERAL MTRS CO	373,251	$12.0M	0.07%	Put
204	ORCLORACLE CORP	195,949	$12.0M	0.07%	Put
205	—COHERUS BIOSCIENCES INC	15,000,000	$11.9M	0.07%
206	SEALTD 0.25 09/15/26SEA LTD	17,000,000	$11.9M	0.07%
207	—PERFICIENT INC	8,400,000	$11.8M	0.07%
208	PNCPNC FINL SVCS GROUP INC	78,212	$11.7M	0.07%	Put
209	UPSUNITED PARCEL SERVICE INC	72,193	$11.7M	0.07%	Put
210	RTXRAYTHEON TECHNOLOGIES CORP	141,743	$11.6M	0.07%	Put
211	ISRGINTUITIVE SURGICAL INC	61,830	$11.6M	0.07%	Put
212	WTWWILLIS TOWERS WATSON PLC LTD	56,874	$11.4M	0.07%	Put
213	GOSS 5 06/01/27GOSSAMER BIO INC	11,000,000	$11.4M	0.07%
214	EFXEQUIFAX INC	65,726	$11.3M	0.07%	Put
215	OREALTY INCOME CORP	190,299	$11.1M	0.07%	Put
216	SYFSYNCHRONY FINANCIAL	392,769	$11.1M	0.07%	Put
217	NOCNORTHROP GRUMMAN CORP	23,200	$10.9M	0.07%	Put
218	RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC	10,000,000	$10.9M	0.07%
219	CTRACOTERRA ENERGY INC	416,673	$10.9M	0.07%	Put
220	DDOMINION ENERGY INC	156,849	$10.8M	0.07%	Put
221	ROSTROSS STORES INC	128,579	$10.8M	0.07%	Put
222	CRMSALESFORCE INC	74,450	$10.7M	0.06%	Put
223	PYPLPAYPAL HLDGS INC	123,893	$10.7M	0.06%	Put
224	COIN 0.5 06/01/26COINBASE GLOBAL INC	16,010,000	$10.7M	0.06%
225	CBCHUBB LIMITED	58,353	$10.6M	0.06%	Put
226	UPWK 0.25 08/15/26UPWORK INC	14,250,000	$10.5M	0.06%
227	CRBGCOREBRIDGE FINL INC	529,820	$10.4M	0.06%
228	ATI 3.5 06/15/25ATI INC	5,655,000	$10.3M	0.06%
229	MCHPMICROCHIP TECHNOLOGY INC.	168,519	$10.3M	0.06%	Put
230	CDLX 1 09/15/25CARDLYTICS INC	17,000,000	$10.1M	0.06%
231	UPST 0.25 08/15/26UPSTART HLDGS INC	18,000,000	$10.0M	0.06%
232	KWEBKRANESHARES TR	400,000	$9.9M	0.06%	Call
233	LPSN 0.75 03/01/24LIVEPERSON INC	10,681,000	$9.8M	0.06%
234	CTVACORTEVA INC	171,400	$9.8M	0.06%	Put
235	PEGA 0.75 03/01/25PEGASYSTEMS INC	12,000,000	$9.8M	0.06%
236	INVA 2.5 08/15/25INNOVIVA INC	10,000,000	$9.7M	0.06%
237	NTAPNETAPP INC	154,802	$9.6M	0.06%	Put
238	MSTR 0.75 12/15/25MICROSTRATEGY INC	12,610,000	$9.5M	0.06%
239	GPNGLOBAL PMTS INC	85,760	$9.3M	0.06%	Put
240	WMWASTE MGMT INC DEL	57,100	$9.1M	0.06%	Put
241	BAXBAXTER INTL INC	168,063	$9.1M	0.05%	Put
242	8CWCROWN CASTLE INC	62,345	$9.0M	0.05%	Put
243	AMTAMERICAN TOWER CORP NEW	41,022	$8.8M	0.05%	Put
244	0VVBPARAMOUNT GLOBAL	453,690	$8.6M	0.05%	Put
245	PPGPPG INDS INC	77,958	$8.6M	0.05%	Put
246	LNCLINCOLN NATL CORP IND	195,002	$8.6M	0.05%	Put
247	KEYSKEYSIGHT TECHNOLOGIES INC	52,905	$8.3M	0.05%	Put
248	ATSG 1.125 10/15/24AIR TRANS SVCS GROUP INC	8,223,000	$8.2M	0.05%
249	FITBFIFTH THIRD BANCORP	257,923	$8.2M	0.05%	Put
250	CARRCARRIER GLOBAL CORPORATION	231,499	$8.2M	0.05%	Put
251	DHID R HORTON INC	121,726	$8.2M	0.05%	Put
252	LRCXEURLAM RESEARCH CORP	22,384	$8.2M	0.05%	Put
253	LHCGUSDLHC GROUP INC	49,848	$8.2M	0.05%
254	TFCTRUIST FINL CORP	186,141	$8.1M	0.05%	Put
255	TWTRUSDTWITTER INC	184,007	$8.1M	0.05%	Put
256	PCG 5.5 08/16/23PG&E CORP	70,000	$8.0M	0.05%
257	TROWPRICE T ROWE GROUP INC	75,469	$7.9M	0.05%	Put
258	—NIELSEN HLDGS PLC	285,450	$7.9M	0.05%	Put
259	KMBKIMBERLY-CLARK CORP	70,266	$7.9M	0.05%	Put
260	BIIBBIOGEN INC	29,600	$7.9M	0.05%	Put
261	TSMTAIWAN SEMICONDUCTOR MFG LTD	115,161	$7.9M	0.05%	Put
262	HSYHERSHEY CO	35,700	$7.9M	0.05%	Put
263	IVEISHARES TR	61,199	$7.9M	0.05%
264	FT2FIRST HORIZON CORPORATION	342,065	$7.8M	0.05%	Call
265	SNAPSNAP INC	784,185	$7.7M	0.05%	Put
266	MCKMCKESSON CORP	22,500	$7.6M	0.05%	Put
267	—TWITTER INC	7,500,000	$7.6M	0.05%
268	NIO 0.5 02/01/27NIO INC	10,000,000	$7.6M	0.05%
269	CATCATERPILLAR INC	46,032	$7.6M	0.05%	Put
270	—1LIFE HEALTHCARE INC	440,318	$7.6M	0.05%
271	EOGEOG RES INC	67,500	$7.5M	0.05%	Put
272	LCII 1.125 05/15/26LCI INDS	8,750,000	$7.5M	0.05%
273	SWKSTANLEY BLACK & DECKER INC	98,703	$7.4M	0.04%	Put
274	DUKDUKE ENERGY CORP NEW	79,745	$7.4M	0.04%	Put
275	GISGENERAL MLS INC	96,200	$7.4M	0.04%	Put
276	—USHG ACQUISITION CORP	742,555	$7.3M	0.04%
277	LGND 0.75 05/15/23LIGAND PHARMACEUTICALS INC	7,500,000	$7.3M	0.04%
278	VIAV 1 03/01/24VIAVI SOLUTIONS INC	6,448,000	$7.2M	0.04%
279	—EVOLENT HEALTH INC	3,500,000	$7.2M	0.04%
280	HLTHILTON WORLDWIDE HLDGS INC	59,217	$7.1M	0.04%	Put
281	—ALTAIR ENGR INC	6,429,000	$7.1M	0.04%
282	NEO 1.25 05/01/25NEOGENOMICS INC	8,000,000	$7.0M	0.04%
283	BSXBOSTON SCIENTIFIC CORP	179,736	$7.0M	0.04%	Put
284	HLF 2.625 03/15/24HERBALIFE NUTRITION LTD	7,649,000	$6.9M	0.04%
285	DLTRDOLLAR TREE INC	50,500	$6.9M	0.04%	Put
286	CNCCENTENE CORP DEL	88,238	$6.9M	0.04%	Put
287	PAYXPAYCHEX INC	61,166	$6.9M	0.04%	Put
288	NSTG 2.625 03/01/25NANOSTRING TECHNOLOGIES INC	8,000,000	$6.8M	0.04%
289	HCAT 2.5 04/15/25HEALTH CATALYST INC	8,000,000	$6.8M	0.04%
290	PEOEXELON CORP	182,300	$6.8M	0.04%	Put
291	MPCMARATHON PETE CORP	68,700	$6.8M	0.04%	Put
292	MODN 2.625 06/01/25MODEL N INC	5,500,000	$6.8M	0.04%
293	IFFINTERNATIONAL FLAVORS&FRAGRA	74,482	$6.8M	0.04%	Put
294	OMER 5.25 02/15/26OMEROS CORP	11,915,000	$6.8M	0.04%
295	ANETEURARISTA NETWORKS INC	59,146	$6.7M	0.04%	Put
296	EVH 1.5 10/15/25EVOLENT HEALTH INC	5,250,000	$6.6M	0.04%
297	AWMSKYWORKS SOLUTIONS INC	77,626	$6.6M	0.04%	Put
298	DGDOLLAR GEN CORP NEW	27,400	$6.6M	0.04%	Put
299	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	114,214	$6.6M	0.04%	Put
300	WBAWALGREENS BOOTS ALLIANCE INC	208,850	$6.6M	0.04%	Put

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