Preparation - In a small bowl, whisk the mayonnaise and horseradish together; set aside. Slice the loaf of Italian bread in half, lengthwwise. Spread half of the mayonnaise mixture on each half of the Italian bread loaf. Lay the top half aside. Sprinkle the shredded lettuce on top of the bottom half. Layer with the Capicola, Pepper Jack cheese, salami, and pepperoni . Add the sliced tomato, sliced red onion, and hot peppers. Place the top half of the loaf of bread on top. To serve - cut into 1-1/2" to 2" slices.