CAPSTONE INVESTMENT ADVISORS, LLC Q4 2022 Filing

Filed February 10, 2023

Portfolio Value

$13.7B

Holdings

763

Report Date

Q4 2022

Filing Type

13F-HR

All Holdings (763 positions)

#	Stock	Shares	Value	% Portfolio	Type
301	DRIDARDEN RESTAURANTS INC	44,670	$6.2M	0.04%	Put
302	PSXPHILLIPS 66	58,300	$6.1M	0.04%	Put
303	RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC	6,500,000	$6.0M	0.04%
304	SOSOUTHERN CO	83,500	$6.0M	0.04%	Put
305	MNSTMONSTER BEVERAGE CORP NEW	57,600	$5.8M	0.04%	Put
306	SNAPSNAP INC	648,800	$5.8M	0.04%	Put
307	SRPTSAREPTA THERAPEUTICS INC	5,000,000	$5.8M	0.04%
308	CHTRCHARTER COMMUNICATIONS INC N	16,976	$5.8M	0.04%	Put
309	U 0 11/15/26UNITY SOFTWARE INC	7,500,000	$5.7M	0.04%
310	LUVSOUTHWEST AIRLS CO	167,735	$5.6M	0.04%	Put
311	CDNSCADENCE DESIGN SYSTEM INC	35,084	$5.6M	0.04%	Put
312	WYWEYERHAEUSER CO MTN BE	181,574	$5.6M	0.04%	Put
313	IQ 2 04/01/25IQIYI INC	6,862,000	$5.6M	0.04%
314	AONAON PLC	18,600	$5.6M	0.04%	Put
315	GPNGLOBAL PMTS INC	56,200	$5.6M	0.04%	Put
316	EAELECTRONIC ARTS INC	44,989	$5.5M	0.04%	Put
317	HBANHUNTINGTON BANCSHARES INC	388,738	$5.5M	0.04%	Put
318	—SCREAMING EAGLE ACQUISITN CO	550,000	$5.5M	0.04%
319	ADMARCHER DANIELS MIDLAND CO	58,800	$5.5M	0.04%	Put
320	EQREQUITY RESIDENTIAL	92,494	$5.5M	0.04%	Put
321	DDDUPONT DE NEMOURS INC	78,876	$5.4M	0.04%	Put
322	AFLAFLAC INC	74,900	$5.4M	0.04%	Put
323	—ISTAR INC	700,000	$5.3M	0.04%
324	AMDADVANCED MICRO DEVICES INC	81,648	$5.3M	0.04%	Put
325	FTNTFORTINET INC	107,354	$5.2M	0.04%	Put
326	GMGENERAL MTRS CO	155,706	$5.2M	0.04%	Put
327	BHPBHP GROUP LTD	84,300	$5.2M	0.04%	Put
328	HLF 2.625 03/15/24HERBALIFE NUTRITION LTD	5,649,000	$5.2M	0.04%
329	NVRO 2.75 04/01/25NEVRO CORP	5,667,000	$5.2M	0.04%
330	PXDEURPIONEER NAT RES CO	22,300	$5.1M	0.04%	Put
331	GL40INDUS REALTY TRUST INC	80,000	$5.1M	0.04%
332	ALRM 0 01/15/26ALARM COM HLDGS INC	6,200,000	$5.1M	0.04%
333	PAR 1.5 10/15/27PAR TECHNOLOGY CORP	7,000,000	$5.1M	0.04%
334	SRESEMPRA	32,700	$5.1M	0.04%	Put
335	GLWCORNING INC	157,229	$5.0M	0.04%	Put
336	FSLY 0 03/15/26FASTLY INC	6,800,000	$5.0M	0.04%
337	HESHESS CORP	35,000	$5.0M	0.04%	Put
338	TQJSIGNATURE BK NEW YORK N Y	42,785	$4.9M	0.04%	Put
339	TXNMPNM RES INC	100,000	$4.9M	0.04%
340	EXASEXACT SCIENCES CORP	4,700,000	$4.9M	0.04%
341	MGMMGM RESORTS INTERNATIONAL	142,992	$4.8M	0.03%	Put
342	BBYBEST BUY INC	59,317	$4.8M	0.03%	Put
343	DYHTARGET CORP	31,885	$4.8M	0.03%	Put
344	STZCONSTELLATION BRANDS INC	20,453	$4.7M	0.03%	Put
345	EGHT 4 02/01/288X8 INC NEW	5,666,000	$4.7M	0.03%
346	GWRE 1.25 03/15/25GUIDEWIRE SOFTWARE INC	5,000,000	$4.7M	0.03%
347	AIGAMERICAN INTL GROUP INC	73,400	$4.6M	0.03%	Put
348	TDOC 1.25 06/01/27TELADOC HEALTH INC	6,000,000	$4.6M	0.03%
349	TWOU2U INC	7,100,000	$4.6M	0.03%
350	HALHALLIBURTON CO	116,600	$4.6M	0.03%	Put
351	DGXQUEST DIAGNOSTICS INC	29,333	$4.6M	0.03%	Put
352	NDAQNASDAQ INC	74,162	$4.5M	0.03%	Put
353	MARMARRIOTT INTL INC NEW	30,555	$4.5M	0.03%	Put
354	KELKELLOGG CO	63,700	$4.5M	0.03%	Put
355	YUMCYUM CHINA HLDGS INC	82,751	$4.5M	0.03%	Call
356	PNSTQBANYAN ACQUISITION CORPORATI	440,000	$4.5M	0.03%
357	NEMNEWMONT CORP	94,624	$4.5M	0.03%	Put
358	EDCONSOLIDATED EDISON INC	46,700	$4.5M	0.03%	Put
359	MSIMOTOROLA SOLUTIONS INC	17,200	$4.4M	0.03%	Put
360	OKTA 0.125 09/01/25OKTA INC	5,000,000	$4.4M	0.03%
361	TFCTRUIST FINL CORP	102,522	$4.4M	0.03%	Put
362	VRNT 0.25 04/15/26VERINT SYSTEMS INC	5,000,000	$4.4M	0.03%
363	BKNGBOOKING HOLDINGS INC	2,161	$4.4M	0.03%	Put
364	MTBM & T BK CORP	29,715	$4.3M	0.03%	Put
365	NEO 0.25 01/15/28NEOGENOMICS INC	6,500,000	$4.3M	0.03%
366	ABGAMERISOURCEBERGEN CORP	25,500	$4.2M	0.03%	Put
367	ADSKAUTODESK INC	22,497	$4.2M	0.03%	Put
368	CFGCITIZENS FINL GROUP INC	106,254	$4.2M	0.03%	Put
369	COIN 0.5 06/01/26COINBASE GLOBAL INC	7,300,000	$4.2M	0.03%
370	EWEDWARDS LIFESCIENCES CORP	55,488	$4.1M	0.03%	Put
371	AEPAMERICAN ELEC PWR CO INC	43,506	$4.1M	0.03%	Put
372	CABO 1.125 03/15/28CABLE ONE INC	5,500,000	$4.1M	0.03%
373	LADLITHIA MTRS INC	20,000	$4.1M	0.03%	Put
374	ARRY 1 12/01/28ARRAY TECHNOLOGIES INC	4,000,000	$4.1M	0.03%
375	FOXAFOX CORP	134,350	$4.1M	0.03%	Put
376	NSTG 2.625 03/01/25NANOSTRING TECHNOLOGIES INC	5,000,000	$4.1M	0.03%
377	EIXEDISON INTL	63,666	$4.0M	0.03%	Put
378	AESAES CORP	138,900	$4.0M	0.03%	Put
379	ENPHENPHASE ENERGY INC	14,900	$3.9M	0.03%	Put
380	HCAT 2.5 04/15/25HEALTH CATALYST INC	4,500,000	$3.9M	0.03%
381	KHCKRAFT HEINZ CO	96,700	$3.9M	0.03%	Put
382	STXSEAGATE TECHNOLOGY HLDNGS PL	74,442	$3.9M	0.03%	Put
383	YRIYAMANA GOLD INC	700,000	$3.9M	0.03%
384	URIUNITED RENTALS INC	10,900	$3.9M	0.03%	Put
385	JCIJOHNSON CTLS INTL PLC	60,465	$3.9M	0.03%	Put
386	—LIV CAPITAL ACQUISITN CORP I	375,000	$3.8M	0.03%
387	ZBRAZEBRA TECHNOLOGIES CORPORATI	15,000	$3.8M	0.03%	Call
388	WMBWILLIAMS COS INC	116,800	$3.8M	0.03%	Put
389	LEGTLEGATO MERGER CORP II	375,000	$3.8M	0.03%
390	BBIO 2.5 03/15/27BRIDGEBIO PHARMA INC	8,500,000	$3.8M	0.03%
391	VENVENTAS INC	84,307	$3.8M	0.03%	Put
392	ARAY 3.75 06/01/26ACCURAY INC DEL	4,500,000	$3.7M	0.03%
393	REGNREGENERON PHARMACEUTICALS	5,154	$3.7M	0.03%	Put
394	1ZRATLANTIC COASTAL ACQUISTN CO	370,000	$3.7M	0.03%
395	OKLOALTC ACQUISITION CORP	373,551	$3.7M	0.03%
396	BILI 0.5 12/01/26BILIBILI INC	5,000,000	$3.7M	0.03%
397	—AURORA ACQUISITION CORP	365,134	$3.7M	0.03%
398	CAGCONAGRA BRANDS INC	94,000	$3.6M	0.03%	Put
399	WYNNWYNN RESORTS LTD	43,688	$3.6M	0.03%	Put
400	CMICUMMINS INC	14,800	$3.6M	0.03%	Put

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