CAPSTONE INVESTMENT ADVISORS, LLC Q4 2021 Filing

Filed February 11, 2022

Portfolio Value

$59.8B

Holdings

1,019

Report Date

Q4 2021

Filing Type

13F-HR

All Holdings (1,019 positions)

#	Stock	Shares	Value	% Portfolio	Type
501	OMER 5.25 02/15/26OMEROS CORP	10,415,000	$7.7M	0.01%
502	AKXANSYS INC	18,700	$7.5M	0.01%	Put
503	—HARMONIC INC	5,000,000	$7.5M	0.01%
504	AESAES CORP	307,874	$7.5M	0.01%	Put
505	CDWCDW CORP	36,500	$7.5M	0.01%	Put
506	ITGARTNER INC	21,900	$7.3M	0.01%	Put
507	FFIVF5 INC	29,300	$7.2M	0.01%	Put
508	CTRACOTERRA ENERGY INC	371,041	$7.0M	0.01%	Put
509	MAAMID-AMER APT CMNTYS INC	30,402	$7.0M	0.01%	Put
510	XYLXYLEM INC	58,113	$7.0M	0.01%	Put
511	AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC	5,000,000	$6.9M	0.01%
512	PD 1.25 07/01/25PAGERDUTY INC	6,000,000	$6.9M	0.01%
513	HSTHOST HOTELS & RESORTS INC	396,349	$6.9M	0.01%	Put
514	FTCHF 3.75 05/01/27FARFETCH LTD	3,000,000	$6.8M	0.01%
515	—GRANITE CONSTR INC	5,000,000	$6.8M	0.01%
516	HWMHOWMET AEROSPACE INC	213,500	$6.8M	0.01%	Put
517	AMEAMETEK INC	46,100	$6.8M	0.01%	Put
518	BURL 2.25 04/15/25BURLINGTON STORES INC	4,500,000	$6.7M	0.01%
519	DVADAVITA INC	58,858	$6.7M	0.01%	Put
520	CNX 2.25 05/01/26CNX RES CORP	5,000,000	$6.6M	0.01%
521	PVHPVH CORPORATION	61,067	$6.5M	0.01%	Put
522	BRBROADRIDGE FINL SOLUTIONS IN	35,400	$6.5M	0.01%	Put
523	VRSNVERISIGN INC	25,500	$6.5M	0.01%	Put
524	Z 2.75 05/15/25ZILLOW GROUP INC	5,000,000	$6.5M	0.01%
525	TWOU2U INC	6,000,000	$6.4M	0.01%
526	DOVDOVER CORP	35,000	$6.4M	0.01%	Put
527	JECUSDJACOBS ENGR GROUP INC	45,400	$6.3M	0.01%	Put
528	SNYSANOFI	125,800	$6.3M	0.01%
529	—FERRO CORP	288,427	$6.3M	0.01%
530	—VEONEER INC	176,902	$6.3M	0.01%
531	W3UWESTERN UN CO	348,971	$6.2M	0.01%	Put
532	NLSNNIELSEN HLDGS PLC	302,193	$6.2M	0.01%	Put
533	STESTERIS PLC	25,100	$6.1M	0.01%	Put
534	TXTTEXTRON INC	79,047	$6.1M	0.01%	Put
535	IRINGERSOLL RAND INC	98,316	$6.1M	0.01%	Put
536	ATOATMOS ENERGY CORP	57,500	$6.0M	0.01%	Put
537	AVBAVALONBAY CMNTYS INC	23,799	$6.0M	0.01%	Put
538	—MDH ACQUISITION CORP	12,600	$6.0M	0.01%
539	—PERCEPTION CAPITAL CORP II	12,500	$6.0M	0.01%
540	FTVFORTIVE CORP	75,950	$5.8M	0.01%	Put
541	—EVOLENT HEALTH INC	3,500,000	$5.8M	0.01%
542	ESSESSEX PPTY TR INC	16,300	$5.7M	0.01%	Put
543	—DUDDELL STREET ACQUISITN COR	576,381	$5.7M	0.01%
544	OTISOTIS WORLDWIDE CORP	65,470	$5.7M	0.01%	Put
545	—INVITAE CORP	6,000,000	$5.7M	0.01%
546	PTCPTC INC	46,726	$5.7M	0.01%	Put
547	—HESKA CORP	2,500,000	$5.6M	0.01%
548	—MERITOR INC	5,000,000	$5.5M	0.01%
549	HYSPIMCO ETF TR	55,000	$5.5M	0.01%
550	XELXCEL ENERGY INC	78,900	$5.3M	0.01%	Put
551	BANDBANDWIDTH INC	5,000,000	$5.3M	0.01%
552	—CLOVIS ONCOLOGY INC	7,100,000	$5.3M	0.01%
553	—COPA HOLDINGS SA	3,000,000	$5.3M	0.01%
554	SJMSMUCKER J M CO	38,672	$5.3M	0.01%	Put
555	LWLAMB WESTON HLDGS INC	81,179	$5.1M	0.01%	Put
556	—AERIE PHARMACEUTICALS INC	6,000,000	$5.1M	0.01%
557	ABMDEURABIOMED INC	14,200	$5.1M	0.01%	Put
558	DREUSDDUKE REALTY CORP	77,600	$5.1M	0.01%	Put
559	PR 3.25 04/01/28CENTENNIAL RESOURCE DEV INC	4,000,000	$5.0M	0.01%
560	IVEISHARES TR	31,531	$4.9M	0.01%
561	LNTALLIANT ENERGY CORP	80,100	$4.9M	0.01%	Put
562	CMGCHIPOTLE MEXICAN GRILL INC	2,801	$4.9M	0.01%	Put
563	AVYAVERY DENNISON CORP	22,580	$4.9M	0.01%	Put
564	HN9HANESBRANDS INC	289,640	$4.8M	0.01%	Put
565	HBC2HSBC HLDGS PLC	159,900	$4.8M	0.01%	Put
566	IEXIDEX CORP	20,200	$4.8M	0.01%	Put
567	PEGPUBLIC SVC ENTERPRISE GRP IN	71,100	$4.7M	0.01%	Put
568	EVH 1.5 10/15/25EVOLENT HEALTH INC	4,250,000	$4.7M	0.01%
569	LEGLEGGETT & PLATT INC	110,382	$4.5M	0.01%	Put
570	ATI 3.5 06/15/25ALLEGHENY TECHNOLOGIES INC	3,500,000	$4.5M	0.01%
571	ETRENTERGY CORP NEW	40,300	$4.5M	0.01%	Put
572	KPTI 3 10/15/25KARYOPHARM THERAPEUTICS INC	5,500,000	$4.5M	0.01%
573	DPZDOMINOS PIZZA INC	7,900	$4.5M	0.01%	Put
574	JOYY 1.375 06/15/26JOYY INC	5,000,000	$4.4M	0.01%
575	AEEAMEREN CORP	49,700	$4.4M	0.01%	Put
576	POOLPOOL CORP	7,700	$4.4M	0.01%	Put
577	MLMMARTIN MARIETTA MATLS INC	9,800	$4.3M	0.01%	Put
578	CBRECBRE GROUP INC	39,251	$4.3M	0.01%	Put
579	LPSN 0 12/15/26LIVEPERSON INC	5,000,000	$4.2M	0.01%
580	WRBBERKLEY W R CORP	51,100	$4.2M	0.01%	Put
581	GDXJVANECK ETF TRUST	100,000	$4.2M	0.01%	Put
582	PNWPINNACLE WEST CAP CORP	59,056	$4.2M	0.01%	Put
583	UHSUNIVERSAL HLTH SVCS INC	32,100	$4.2M	0.01%	Put
584	MIMEMIMECAST LTD	52,100	$4.1M	0.01%
585	GQ9SPDR GOLD TR	24,000	$4.1M	0.01%	Put
586	IBBISHARES TR	26,703	$4.1M	0.01%	Put
587	—MCAFEE CORP	157,016	$4.0M	0.01%
588	—PRECIGEN INC	5,000,000	$4.0M	0.01%
589	CHGG 0.125 03/15/25CHEGG INC	4,000,000	$4.0M	0.01%
590	ALLEALLEGION PLC	29,173	$3.9M	0.01%	Put
591	IQVIQVIA HLDGS INC	13,600	$3.8M	0.01%	Put
592	OKLOALTC ACQUISITION CORP	380,518	$3.7M	0.01%
593	NINISOURCE INC	135,400	$3.7M	0.01%	Put
594	ZMZOOM VIDEO COMMUNICATIONS IN	20,323	$3.7M	0.01%
595	PRGOPERRIGO CO PLC	94,975	$3.7M	0.01%	Put
596	PKGPACKAGING CORP AMER	26,900	$3.7M	0.01%	Put
597	ROPROPER TECHNOLOGIES INC	7,400	$3.6M	0.01%	Put
598	SOFISOFI TECHNOLOGIES INC	230,000	$3.6M	0.01%	Put
599	—AURORA ACQUISITION CORP	365,250	$3.6M	0.01%
600	ONEM 3 06/15/251LIFE HEALTHCARE INC	4,000,000	$3.6M	0.01%

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