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
601	—CIIG CAPITAL PARTNERS II INC	152,891	$1.5M	0.01%
602	—BLOCKCHAIN COINVSTRS ACQ CRP	150,000	$1.5M	0.01%
603	SPAQUSDFISKER INC	200,000	$1.5M	0.01%	Put
604	TCDA 3.5 05/15/27TRICIDA INC	2,755,000	$1.5M	0.01%
605	—TWIN RIDGE CAPITAL ACQUIS CO	150,000	$1.5M	0.01%
606	—VISCOGLIOSI BROS ACQUISTN CO	150,000	$1.5M	0.01%
607	—CLARIM ACQUISITION CORP	150,000	$1.5M	0.01%
608	RDFN 0.5 04/01/27REDFIN CORP	3,000,000	$1.5M	0.01%
609	IRABIRIS ACQUISITION CORP	150,000	$1.5M	0.01%
610	—MASON INDUSTRIAL TECHNOLGY I	150,000	$1.5M	0.01%
611	LUMNLUMEN TECHNOLOGIES INC	200,985	$1.5M	0.01%	Put
612	W3UWESTERN UN CO	105,619	$1.4M	0.01%	Put
613	MOSMOSAIC CO NEW	29,500	$1.4M	0.01%	Put
614	MLMMARTIN MARIETTA MATLS INC	4,315	$1.4M	0.01%	Put
615	—KKR ACQUISITION HOLDING I CO	140,000	$1.4M	0.01%
616	CTLTEURCATALENT INC	18,806	$1.4M	0.01%	Put
617	—ELLIOTT OPPORTUNITY II CORP	135,000	$1.3M	0.01%
618	HWMHOWMET AEROSPACE INC	42,300	$1.3M	0.01%	Put
619	STESTERIS PLC	7,713	$1.3M	0.01%	Put
620	ABMDEURABIOMED INC	5,167	$1.3M	0.01%	Put
621	DVAX 2.5 05/15/26DYNAVAX TECHNOLOGIES CORP	1,000,000	$1.3M	0.01%
622	—BLACK MOUNTAIN ACQ CORP	125,000	$1.3M	0.01%
623	APAAPA CORPORATION	36,600	$1.3M	0.01%	Put
624	—ARTEMIS STRATEGIC INVT CORP	125,000	$1.2M	0.01%
625	LWLAMB WESTON HLDGS INC	16,000	$1.2M	0.01%	Put
626	PSAPUBLIC STORAGE	4,200	$1.2M	0.01%	Put
627	—THUNDER BRIDGE CAP PRTNRS II	124,800	$1.2M	0.01%
628	SEDGSOLAREDGE TECHNOLOGIES INC	5,300	$1.2M	0.01%	Put
629	TTTRANE TECHNOLOGIES PLC	8,400	$1.2M	0.01%	Put
630	—FOCUS IMPACT ACQUISITION COR	120,000	$1.2M	0.01%
631	ZBRAZEBRA TECHNOLOGIES CORPORATI	4,500	$1.2M	0.01%	Put
632	PVHPVH CORPORATION	26,037	$1.2M	0.01%	Put
633	PINSPINTEREST INC	50,000	$1.2M	0.01%	Call
634	AJGGALLAGHER ARTHUR J & CO	6,800	$1.2M	0.01%	Put
635	SOFISOFI TECHNOLOGIES INC	230,000	$1.1M	0.01%	Put
636	FSLY 0 03/15/26FASTLY INC	1,500,000	$1.1M	0.01%
637	DOCUDOCUSIGN INC	20,000	$1.1M	0.01%	Put
638	WGOWINNEBAGO INDS INC	20,000	$1.1M	0.01%	Put
639	AFWALIGN TECHNOLOGY INC	5,100	$1.1M	0.01%	Put
640	SBACSBA COMMUNICATIONS CORP NEW	3,700	$1.1M	0.01%	Put
641	—LANNETT CO INC	7,500,000	$1.1M	0.01%
642	—ESM ACQUISITION CORPORATION	105,000	$1.0M	0.01%
643	XLISELECT SECTOR SPDR TR	12,534	$1.0M	0.01%
644	LYBLYONDELLBASELL INDUSTRIES N	13,700	$1.0M	0.01%	Put
645	OGNORGANON & CO	43,855	$1.0M	0.01%	Put
646	—MARLIN TECHNOLOGY CORP	102,693	$1.0M	0.01%
647	—THRIVE ACQUISITION CORPORATI	100,000	$1.0M	0.01%
648	HAEHAEMONETICS CORP MASS	13,703	$1.0M	0.01%
649	DSAQDIRECT SELLING ACQUISITIN CO	100,000	$1.0M	0.01%
650	ARCKARBOR RAPHA CAP BIOHLDS CORP	100,000	$1.0M	0.01%
651	—INTEGRATED WELLNESS ACQ CORP	100,000	$1.0M	0.01%
652	WINVINVESTCORP EUROPE ACQUISITIO	100,000	$1.0M	0.01%
653	ZURAJATT ACQUISITION CORP	100,000	$1.0M	0.01%
654	—ARGUS CAPITAL CORP	100,000	$1.0M	0.01%
655	SBCSABRA HEALTH CARE REIT INC	75,958	$997K	0.01%
656	—COVA ACQUISITION CORP	100,000	$995K	0.01%
657	—JACK CREEK INVESTMENT CORP	100,000	$995K	0.01%
658	—PEARL HOLDINGS ACQUISITN COR	100,000	$995K	0.01%
659	—PERIDOT ACQUISITION CORP II	100,000	$992K	0.01%
660	—AGILE GROWTH CORP	100,000	$992K	0.01%
661	—SWIFTMERGE ACQUISITION CORP	100,000	$992K	0.01%
662	—KERNEL GROUP HOLDINGS INC	100,000	$992K	0.01%
663	—ION ACQUISITION CORP 3 LTD	100,000	$987K	0.01%
664	CCIXCHURCHILL CAPITAL CORP VII	100,000	$983K	0.01%
665	—BUILD ACQUISITION CORP	100,000	$983K	0.01%
666	—ARROWROOT ACQUISITION CORP	100,000	$982K	0.01%
667	NBSTNEWBURY STREET ACQUISITN COR	100,000	$981K	0.01%
668	—FORUM MERGER IV CORP	100,000	$981K	0.01%
669	MBVIM3 BRIGADE ACQUISITION II CO	100,000	$981K	0.01%
670	—AF ACQUISITION CORP	100,000	$980K	0.01%
671	MDYSPDR S&P MIDCAP 400 ETF TR	2,401	$964K	0.01%
672	—RXR ACQUISITION CORP	96,777	$952K	0.01%
673	PLUNPLUG POWER INC	45,000	$945K	0.01%	Put
674	PAYCPAYCOM SOFTWARE INC	2,800	$924K	0.01%	Put
675	BMRNBIOMARIN PHARMACEUTICAL INC	10,900	$924K	0.01%
676	—ORION ACQUISITION CORP	92,668	$912K	0.01%
677	MSTR 0 02/15/27MICROSTRATEGY INC	2,000,000	$912K	0.01%
678	RYAAYRYANAIR HOLDINGS PLC	15,600	$911K	0.01%
679	LVSLAS VEGAS SANDS CORP	24,000	$900K	0.01%	Put
680	MTCHMATCH GROUP INC NEW	18,800	$898K	0.01%	Put
681	LIENSILVER SPIKE INVESTMENT CORP	89,787	$898K	0.01%
682	EEFTEURONET WORLDWIDE INC	11,700	$886K	0.01%
683	ALNYALNYLAM PHARMACEUTICALS INC	4,400	$881K	0.01%
684	—CF ACQUISITION CORP IV	85,402	$850K	0.01%
685	NRANRG ENERGY INC	22,100	$846K	0.01%	Put
686	—HENNESSY CAPITAL INVS CORP V	85,462	$844K	0.01%
687	WECWEC ENERGY GROUP INC	9,400	$840K	0.01%	Put
688	CBRECBRE GROUP INC	12,313	$831K	0.01%
689	VRSKVERISK ANALYTICS INC	4,800	$818K	0.00%	Put
690	CZRCAESARS ENTERTAINMENT INC NE	25,309	$816K	0.00%	Put
691	AVBAVALONBAY CMNTYS INC	4,400	$810K	0.00%	Put
692	GAPGAP INC	98,648	$809K	0.00%	Put
693	—TABULA RASA HEALTHCARE INC	1,000,000	$807K	0.00%
694	GPCGENUINE PARTS CO	5,400	$806K	0.00%	Put
695	—MORINGA ACQUISITION CORP	80,000	$794K	0.00%
696	NSYNICE LTD	4,200	$791K	0.00%
697	—ENTERPRISE 4.0 TEC ACQSTN CO	75,000	$757K	0.00%
698	—WILLIAMS ROWLAND ACQUISITION	75,000	$756K	0.00%
699	WATWATERS CORP	2,800	$755K	0.00%	Put
700	—SUSTAINABLE DEVELP ACQU I CO	75,000	$738K	0.00%

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