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
401	RFAIRF ACQUISITION CORP	325,000	$3.0M	0.02%
402	—CLEAN EARTH ACQUISITIONS COR	299,999	$3.0M	0.02%
403	ENPHENPHASE ENERGY INC	14,900	$3.0M	0.02%	Put
404	—LIV CAPITAL ACQUISITN CORP I	375,000	$3.0M	0.02%
405	JOYY 1.375 06/15/26JOYY INC	3,500,000	$3.0M	0.02%
406	ARAY 3.75 06/01/26ACCURAY INC DEL	4,500,000	$3.0M	0.02%
407	MSIMOTOROLA SOLUTIONS INC	17,200	$3.0M	0.02%	Put
408	JETSETF SER SOLUTIONS	200,000	$3.0M	0.02%	Put
409	ZBRAZEBRA TECHNOLOGIES CORPORATI	15,000	$3.0M	0.02%	Call
410	YRIYAMANA GOLD INC	700,000	$3.0M	0.02%
411	MMYT 0 02/15/28MAKEMYTRIP LIMITED MAURITIUS	3,500,000	$3.0M	0.02%
412	—1LIFE HEALTHCARE INC	186,535	$3.0M	0.02%
413	CMICUMMINS INC	14,800	$3.0M	0.02%	Put
414	COINCOINBASE GLOBAL INC	100,500	$3.0M	0.02%	Put
415	HALHALLIBURTON CO	116,600	$3.0M	0.02%	Put
416	1ZRATLANTIC COASTAL ACQUISTN CO	370,000	$3.0M	0.02%
417	RENEFCARTESIAN GROWTH CORP II	300,000	$3.0M	0.02%
418	—AURORA ACQUISITION CORP	365,134	$3.0M	0.02%
419	CMRC 0.25 10/01/26BIGCOMMERCE HLDGS INC	5,000,000	$3.0M	0.02%
420	HCAT 2.5 04/15/25HEALTH CATALYST INC	4,500,000	$3.0M	0.02%
421	CEGCONSTELLATION ENERGY CORP	40,500	$3.0M	0.02%	Put
422	ACCD 0.5 04/01/26ACCOLADE INC	5,000,000	$3.0M	0.02%
423	OKLOALTC ACQUISITION CORP	373,551	$3.0M	0.02%
424	—SPREE ACQUISITION CORP 1 LTD	325,000	$3.0M	0.02%
425	BILI 0.5 12/01/26BILIBILI INC	5,000,000	$3.0M	0.02%
426	—FAR PEAK ACQUISITION CORP	300,000	$3.0M	0.02%
427	—DHC ACQUISITION CORP	320,000	$3.0M	0.02%
428	RSPINVESCO EXCHANGE TRADED FD T	23,178	$3.0M	0.02%
429	ALBALBEMARLE CORP	14,229	$3.0M	0.02%	Put
430	WMBWILLIAMS COS INC	116,800	$2.9M	0.02%	Put
431	CFGCITIZENS FINL GROUP INC	106,254	$2.9M	0.02%	Put
432	WYNNWYNN RESORTS LTD	43,688	$2.9M	0.02%	Put
433	NUENUCOR CORP	25,600	$2.8M	0.02%	Put
434	NEMNEWMONT CORP	94,624	$2.8M	0.02%	Put
435	HRLHORMEL FOODS CORP	62,204	$2.8M	0.02%	Put
436	8CWCROWN CASTLE INC	22,205	$2.7M	0.02%	Put
437	FISFIDELITY NATL INFORMATION SV	47,169	$2.7M	0.02%	Put
438	ECLECOLAB INC	18,809	$2.7M	0.02%	Put
439	TPRTAPESTRY INC	87,903	$2.7M	0.02%	Put
440	NXPINXP SEMICONDUCTORS N V	17,882	$2.7M	0.02%	Put
441	AKAMAKAMAI TECHNOLOGIES INC	42,095	$2.7M	0.02%	Put
442	KMIKINDER MORGAN INC DEL	182,000	$2.6M	0.02%	Put
443	VLOVALERO ENERGY CORP	21,900	$2.6M	0.02%	Put
444	HIGHARTFORD FINL SVCS GROUP INC	42,400	$2.6M	0.02%	Put
445	HZNPHORIZON THERAPEUTICS PUB L	25,000	$2.6M	0.02%	Put
446	JCIJOHNSON CTLS INTL PLC	60,465	$2.5M	0.02%	Put
447	DFSEURDISCOVER FINL SVCS	33,797	$2.5M	0.02%	Put
448	WELLWELLTOWER INC	47,094	$2.5M	0.02%	Put
449	BBWIBATH & BODY WORKS INC	65,188	$2.4M	0.02%	Put
450	TAPMOLSON COORS BEVERAGE CO	47,900	$2.4M	0.02%	Put
451	SWKSTANLEY BLACK & DECKER INC	33,704	$2.4M	0.02%	Put
452	EPAMEPAM SYS INC	7,497	$2.4M	0.02%	Put
453	COPCONOCOPHILLIPS	25,100	$2.4M	0.02%	Put
454	LRCXEURLAM RESEARCH CORP	6,054	$2.4M	0.02%	Put
455	PHMPULTE GROUP INC	59,336	$2.4M	0.02%	Put
456	—LABORATORY CORP AMER HLDGS	12,301	$2.4M	0.02%	Put
457	VTRSVIATRIS INC	211,773	$2.4M	0.02%	Put
458	IVZINVESCO LTD	181,645	$2.4M	0.02%	Put
459	UALUNITED AIRLS HLDGS INC	91,756	$2.3M	0.02%	Put
460	ILMNILLUMINA INC	12,656	$2.3M	0.02%	Put
461	FEFIRSTENERGY CORP	63,672	$2.3M	0.02%	Put
462	MTCHMATCH GROUP INC NEW	62,875	$2.3M	0.02%	Put
463	FDXFEDEX CORP	13,300	$2.3M	0.02%	Put
464	CLXCLOROX CO DEL	19,141	$2.3M	0.02%	Put
465	AFWALIGN TECHNOLOGY INC	13,101	$2.3M	0.02%	Put
466	MMM3M CO	19,088	$2.3M	0.02%	Put
467	OKEONEOK INC NEW	42,865	$2.3M	0.02%	Put
468	DXCDXC TECHNOLOGY CO	106,648	$2.3M	0.02%	Put
469	INCYINCYTE CORP	40,200	$2.2M	0.02%	Put
470	FASTFASTENAL CO	48,942	$2.2M	0.02%	Put
471	JBHTHUNT J B TRANS SVCS INC	17,779	$2.2M	0.02%	Put
472	HSTHOST HOTELS & RESORTS INC	181,975	$2.2M	0.02%	Put
473	BAXBAXTER INTL INC	41,816	$2.1M	0.02%	Put
474	RCLROYAL CARIBBEAN GROUP	65,123	$2.1M	0.02%	Put
475	FT2FIRST HORIZON CORPORATION	105,200	$2.1M	0.02%	Call
476	KMXCARMAX INC	47,535	$2.1M	0.02%	Put
477	AALAMERICAN AIRLS GROUP INC	238,904	$2.1M	0.02%	Put
478	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	46,714	$2.1M	0.02%	Put
479	GENGEN DIGITAL INC	96,273	$2.1M	0.02%	Put
480	GNRCGENERAC HLDGS INC	24,525	$2.0M	0.01%	Put
481	FANGDIAMONDBACK ENERGY INC	22,300	$2.0M	0.01%	Put
482	EVH 1.5 10/15/25EVOLENT HEALTH INC	2,250,000	$2.0M	0.01%
483	GMEGAMESTOP CORP NEW	125,000	$2.0M	0.01%	Put
484	—COUNTER PRESS ACQUISITION CO	250,000	$2.0M	0.01%
485	—CONSILIUM ACQUISITN CORP I L	200,000	$2.0M	0.01%
486	BKRBAKER HUGHES COMPANY	96,200	$2.0M	0.01%	Put
487	—ANZU SPECIAL ACQUISITIN CORP	200,000	$2.0M	0.01%
488	—HESKA CORP	2,500,000	$2.0M	0.01%
489	RNG 0 03/15/26RINGCENTRAL INC	3,000,000	$2.0M	0.01%
490	GRFSGRIFOLS S A	250,000	$2.0M	0.01%
491	—ONYX ACQUISITION CO I	250,000	$2.0M	0.01%
492	—COLONNADE ACQUISITION CORP I	200,000	$2.0M	0.01%
493	OSH 0 03/15/26OAK STR HEALTH INC	3,000,000	$2.0M	0.01%
494	—FUSION ACQUISITION CORP II	200,000	$2.0M	0.01%
495	—DIGITAL TRANSFORMATN OPT COR	200,000	$2.0M	0.01%
496	CFCF INDS HLDGS INC	32,800	$2.0M	0.01%	Put
497	KPTI 3 10/15/25KARYOPHARM THERAPEUTICS INC	3,500,000	$2.0M	0.01%
498	ONEM 3 06/15/251LIFE HEALTHCARE INC	2,500,000	$2.0M	0.01%
499	—PINE TECHNOLOGY ACQUISITN CO	200,000	$2.0M	0.01%
500	COUP 0.375 06/15/26COUPA SOFTWARE INC	3,000,000	$2.0M	0.01%

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