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
401	URIUNITED RENTALS INC	14,245	$3.8M	0.02%	Put
402	JCIJOHNSON CTLS INTL PLC	77,924	$3.8M	0.02%	Put
403	AIGAMERICAN INTL GROUP INC	80,382	$3.8M	0.02%	Put
404	AWCAMERICAN WTR WKS CO INC NEW	29,185	$3.8M	0.02%	Put
405	—LIV CAPITAL ACQUISITN CORP I	375,000	$3.8M	0.02%
406	ARAY 3.75 06/01/26ACCURAY INC DEL	4,500,000	$3.8M	0.02%
407	EIXEDISON INTL	66,356	$3.8M	0.02%	Put
408	ZEN1EURZENDESK INC	49,326	$3.8M	0.02%
409	LEGTLEGATO MERGER CORP II	375,000	$3.7M	0.02%
410	ACCD 0.5 04/01/26ACCOLADE INC	5,000,000	$3.7M	0.02%
411	PXDEURPIONEER NAT RES CO	17,000	$3.7M	0.02%	Put
412	MMYT 0 02/15/28MAKEMYTRIP LIMITED MAURITIUS	3,500,000	$3.7M	0.02%
413	CMRC 0.25 10/01/26BIGCOMMERCE HLDGS INC	5,000,000	$3.7M	0.02%
414	STZCONSTELLATION BRANDS INC	16,000	$3.7M	0.02%	Put
415	MARMARRIOTT INTL INC NEW	26,178	$3.7M	0.02%	Put
416	PKNPERKINELMER INC	30,489	$3.7M	0.02%	Put
417	OKLOALTC ACQUISITION CORP	373,551	$3.6M	0.02%
418	—PRECIGEN INC	3,750,000	$3.6M	0.02%
419	1ZRATLANTIC COASTAL ACQUISTN CO	370,000	$3.6M	0.02%
420	WHRWHIRLPOOL CORP	26,876	$3.6M	0.02%	Put
421	—AURORA ACQUISITION CORP	365,145	$3.6M	0.02%
422	TWTR 0 03/15/26TWITTER INC	3,920,000	$3.6M	0.02%
423	LVLNSPDR SER TR	61,228	$3.6M	0.02%
424	AFLAFLAC INC	64,100	$3.6M	0.02%	Put
425	CEGCONSTELLATION ENERGY CORP	42,900	$3.6M	0.02%	Put
426	BKNGBOOKING HOLDINGS INC	2,160	$3.5M	0.02%	Put
427	AEPAMERICAN ELEC PWR CO INC	40,880	$3.5M	0.02%	Put
428	METMETLIFE INC	57,600	$3.5M	0.02%	Put
429	SEALTD 2.375 12/01/25SEA LTD	3,519,000	$3.5M	0.02%
430	BIDUNBAIDU INC	29,622	$3.5M	0.02%
431	REGNREGENERON PHARMACEUTICALS	5,048	$3.5M	0.02%	Put
432	CVETUSDCOVETRUS INC	166,218	$3.5M	0.02%
433	AESAES CORP	153,013	$3.5M	0.02%	Put
434	ABGAMERISOURCEBERGEN CORP	25,500	$3.5M	0.02%	Put
435	EDCONSOLIDATED EDISON INC	40,100	$3.4M	0.02%	Put
436	SLBSCHLUMBERGER LTD	95,600	$3.4M	0.02%	Put
437	—PROPERTY SOLUTIONS ACQUISITI	349,700	$3.4M	0.02%
438	KHCKRAFT HEINZ CO	101,930	$3.4M	0.02%	Put
439	WYNNWYNN RESORTS LTD	53,163	$3.4M	0.02%	Put
440	LYVLIVE NATION ENTERTAINMENT IN	43,890	$3.3M	0.02%	Put
441	CAGCONAGRA BRANDS INC	101,203	$3.3M	0.02%	Put
442	—SPREE ACQUISITION CORP 1 LTD	325,000	$3.3M	0.02%
443	FDXFEDEX CORP	22,087	$3.3M	0.02%	Put
444	CTXSEURCITRIX SYS INC	31,500	$3.3M	0.02%	Put
445	RSPINVESCO EXCHANGE TRADED FD T	25,710	$3.3M	0.02%
446	BILLBILL COM HLDGS INC	24,600	$3.3M	0.02%	Put
447	SIVBEURSVB FINANCIAL GROUP	9,698	$3.3M	0.02%	Put
448	HESHESS CORP	29,600	$3.2M	0.02%	Put
449	CNPCENTERPOINT ENERGY INC	113,810	$3.2M	0.02%	Put
450	RFAIRF ACQUISITION CORP	325,000	$3.2M	0.02%
451	UHSUNIVERSAL HLTH SVCS INC	36,256	$3.2M	0.02%	Put
452	A4SAMERIPRISE FINL INC	12,648	$3.2M	0.02%	Put
453	—DHC ACQUISITION CORP	320,000	$3.2M	0.02%
454	NEMNEWMONT CORP	74,803	$3.1M	0.02%	Put
455	APTVAPTIV PLC	40,190	$3.1M	0.02%	Put
456	VENVENTAS INC	78,249	$3.1M	0.02%	Put
457	PINGUSDPING IDENTITY HLDG CORP	111,923	$3.1M	0.02%
458	CFCF INDS HLDGS INC	32,000	$3.1M	0.02%	Put
459	DONSPDR DOW JONES INDL AVERAGE	10,619	$3.1M	0.02%
460	ALBALBEMARLE CORP	11,500	$3.0M	0.02%	Put
461	ETSYETSY INC	30,163	$3.0M	0.02%	Put
462	RENEFCARTESIAN GROWTH CORP II	300,000	$3.0M	0.02%
463	TXTTEXTRON INC	51,721	$3.0M	0.02%	Put
464	CMICUMMINS INC	14,800	$3.0M	0.02%	Put
465	—ROC ENERGY ACQUISITION CORP	300,000	$3.0M	0.02%
466	UALUNITED AIRLS HLDGS INC	92,238	$3.0M	0.02%	Put
467	VNOVORNADO RLTY TR	129,329	$3.0M	0.02%	Put
468	TDOCTELADOC HEALTH INC	117,777	$3.0M	0.02%	Put
469	CHDCHURCH & DWIGHT CO INC	41,614	$3.0M	0.02%	Put
470	—FAR PEAK ACQUISITION CORP	300,000	$3.0M	0.02%
471	—CLEAN EARTH ACQUISITIONS COR	299,999	$3.0M	0.02%
472	JOYY 1.375 06/15/26JOYY INC	3,500,000	$3.0M	0.02%
473	—THE MUSIC ACQUISITION CORP	300,100	$3.0M	0.02%
474	—MISSION ADVANCEMENT CORP	300,000	$2.9M	0.02%
475	TDOC 1.25 06/01/27TELADOC HEALTH INC	4,000,000	$2.9M	0.02%
476	—GX ACQUISITION CORP II	300,000	$2.9M	0.02%
477	MSCIMSCI INC	6,919	$2.9M	0.02%	Put
478	—HESKA CORP	2,500,000	$2.9M	0.02%
479	—BYTE ACQUISITION CORP	289,200	$2.9M	0.02%
480	VFCV F CORP	94,853	$2.8M	0.02%	Put
481	INCYINCYTE CORP	42,449	$2.8M	0.02%	Put
482	WELLWELLTOWER INC	43,980	$2.8M	0.02%	Put
483	KPTI 3 10/15/25KARYOPHARM THERAPEUTICS INC	3,500,000	$2.8M	0.02%
484	FEFIRSTENERGY CORP	76,161	$2.8M	0.02%	Put
485	HSTHOST HOTELS & RESORTS INC	174,652	$2.8M	0.02%	Put
486	—Z-WORK ACQUISITION CORP	278,668	$2.7M	0.02%
487	—KEYARCH ACQUISITION CORP	275,000	$2.7M	0.02%
488	—INTERPRIVATE II ACQUISITION	274,686	$2.7M	0.02%
489	JBLUJETBLUE AWYS CORP	407,334	$2.7M	0.02%
490	JBHTHUNT J B TRANS SVCS INC	17,020	$2.7M	0.02%	Put
491	FANGDIAMONDBACK ENERGY INC	22,000	$2.6M	0.02%	Put
492	—OMEROS CORP	2,945,000	$2.6M	0.02%
493	DARDARLING INGREDIENTS INC	40,000	$2.6M	0.02%	Call
494	NUENUCOR CORP	24,600	$2.6M	0.02%	Put
495	NEO 0.25 01/15/28NEOGENOMICS INC	4,000,000	$2.6M	0.02%
496	DOWDOW INC	59,086	$2.6M	0.02%	Put
497	HIGHARTFORD FINL SVCS GROUP INC	41,733	$2.6M	0.02%	Put
498	—RMG ACQUISITION CORP III	260,000	$2.6M	0.02%
499	PHMPULTE GROUP INC	68,851	$2.6M	0.02%	Put
500	—ONYX ACQUISITION CO I	250,000	$2.5M	0.02%

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