CAPSTONE INVESTMENT ADVISORS, LLC Q1 2021 Filing

Filed May 17, 2021

Portfolio Value

$34.1B

Holdings

901

Report Date

Q1 2021

Filing Type

13F-HR

All Holdings (901 positions)

#	Stock	Shares	Value	% Portfolio	Type
301	OKEONEOK INC NEW	272,600	$13.8M	0.04%	Put
302	JCIJOHNSON CTLS INTL PLC	231,300	$13.8M	0.04%	Put
303	TERTERADYNE INC	113,225	$13.8M	0.04%	Put
304	CTVACORTEVA INC	288,600	$13.5M	0.04%	Put
305	AJRDEURAEROJET ROCKETDYNE HLDGS INC	284,621	$13.4M	0.04%
306	SRESEMPRA ENERGY	100,800	$13.4M	0.04%	Put
307	ABGAMERISOURCEBERGEN CORP	112,200	$13.2M	0.04%	Put
308	HLF 2.625 03/15/24HERBALIFE LTD	12,649,000	$13.2M	0.04%
309	VIAV 1 03/01/24VIAVI SOLUTIONS INC	10,000,000	$13.2M	0.04%
310	DGXQUEST DIAGNOSTICS INC	102,571	$13.2M	0.04%	Put
311	—PLURALSIGHT INC	589,015	$13.2M	0.04%	Put
312	DDOMINION ENERGY INC	173,200	$13.2M	0.04%	Put
313	EDCONSOLIDATED EDISON INC	175,000	$13.1M	0.04%	Put
314	SWKSTANLEY BLACK & DECKER INC	65,500	$13.1M	0.04%	Put
315	APHAMPHENOL CORP NEW	196,900	$13.0M	0.04%	Put
316	TXNMPNM RES INC	263,901	$12.9M	0.04%
317	TVTX 2.5 09/15/25RETROPHIN INC	12,500,000	$12.9M	0.04%
318	PSAPUBLIC STORAGE	52,200	$12.9M	0.04%	Put
319	KMXCARMAX INC	95,200	$12.6M	0.04%	Put
320	AFLAFLAC INC	245,600	$12.6M	0.04%	Put
321	CITCINTAS CORP	36,600	$12.5M	0.04%	Put
322	CCLCARNIVAL CORP	464,200	$12.3M	0.04%	Put
323	CLXCLOROX CO DEL	63,200	$12.2M	0.04%	Put
324	VFCV F CORP	151,300	$12.1M	0.04%	Put
325	TSNTYSON FOODS INC	162,300	$12.1M	0.04%	Put
326	CERNCHFCERNER CORP	166,568	$12.0M	0.04%	Put
327	ENPHENPHASE ENERGY INC	73,699	$12.0M	0.04%	Put
328	—MARRIOTT VACTINS WORLDWID CO	9,196,000	$11.9M	0.03%
329	MOSMOSAIC CO NEW	375,900	$11.9M	0.03%	Put
330	ALSALLSTATE CORP	102,800	$11.8M	0.03%	Put
331	—INTREXON CORP	13,750,000	$11.8M	0.03%
332	KEYKEYCORP	580,779	$11.6M	0.03%	Put
333	AKAMAKAMAI TECHNOLOGIES INC	113,551	$11.6M	0.03%	Put
334	FANGDIAMONDBACK ENERGY INC	156,000	$11.5M	0.03%	Put
335	TTTRANE TECHNOLOGIES PLC	68,800	$11.4M	0.03%	Put
336	RFREGIONS FINANCIAL CORP NEW	547,945	$11.3M	0.03%	Put
337	ANETEURARISTA NETWORKS INC	37,495	$11.3M	0.03%	Put
338	CDWCDW CORP	68,000	$11.3M	0.03%	Put
339	BALLBALL CORP	132,453	$11.2M	0.03%	Put
340	MLMMARTIN MARIETTA MATLS INC	33,400	$11.2M	0.03%	Put
341	MRVLMARVELL TECHNOLOGY GROUP LTD	227,300	$11.1M	0.03%	Put
342	FTVFORTIVE CORP	156,200	$11.0M	0.03%	Put
343	DXCM 0.75 12/01/23DEXCOM INC	5,000,000	$11.0M	0.03%
344	NXPINXP SEMICONDUCTORS N V	54,700	$11.0M	0.03%	Put
345	VENVENTAS INC	206,400	$11.0M	0.03%	Put
346	KELKELLOGG CO	173,800	$11.0M	0.03%	Put
347	HALHALLIBURTON CO	509,700	$10.9M	0.03%	Put
348	AVBAVALONBAY CMNTYS INC	57,900	$10.7M	0.03%	Put
349	TSCOTRACTOR SUPPLY CO	60,200	$10.7M	0.03%	Put
350	PPLPPL CORP	364,885	$10.5M	0.03%	Put
351	—D8 HOLDINGS CORP	1,053,600	$10.5M	0.03%
352	CTXSEURCITRIX SYS INC	74,400	$10.4M	0.03%	Put
353	VRSKVERISK ANALYTICS INC	58,853	$10.4M	0.03%	Put
354	NDAQNASDAQ INC	69,800	$10.3M	0.03%	Put
355	PEOEXELON CORP	233,600	$10.2M	0.03%	Put
356	CAGCONAGRA BRANDS INC	271,300	$10.2M	0.03%	Put
357	OREALTY INCOME CORP	160,400	$10.2M	0.03%	Put
358	PKNPERKINELMER INC	79,137	$10.2M	0.03%	Put
359	WHRWHIRLPOOL CORP	45,600	$10.0M	0.03%	Put
360	DFSEURDISCOVER FINL SVCS	104,853	$10.0M	0.03%	Put
361	NCLHNORWEGIAN CRUISE LINE HLDG L	359,550	$9.9M	0.03%	Put
362	AWCAMERICAN WTR WKS CO INC NEW	65,639	$9.8M	0.03%	Put
363	JBHTHUNT J B TRANS SVCS INC	58,500	$9.8M	0.03%	Put
364	—TILRAY INC	10,500,000	$9.7M	0.03%
365	PMT 5.5 11/01/24PENNYMAC CORP	9,500,000	$9.6M	0.03%
366	LMCA 1.375 10/15/23LIBERTY MEDIA CORP DEL	7,500,000	$9.6M	0.03%
367	GENNORTONLIFELOCK INC	448,168	$9.5M	0.03%	Put
368	VRSNVERISIGN INC	47,700	$9.5M	0.03%	Put
369	NUENUCOR CORP	116,500	$9.4M	0.03%	Put
370	IPINTERNATIONAL PAPER CO	172,900	$9.3M	0.03%	Put
371	—PLURALSIGHT INC	9,277,000	$9.2M	0.03%
372	ROKROCKWELL AUTOMATION INC	34,200	$9.1M	0.03%	Put
373	LYVLIVE NATION ENTERTAINMENT IN	106,371	$9.0M	0.03%	Put
374	DISHDISH NETWORK CORPORATION	247,445	$9.0M	0.03%	Put
375	—IRONWOOD PHARMACEUTICALS INC	8,000,000	$8.9M	0.03%
376	MDRX 0.875 01/01/27ALLSCRIPTS HEALTHCARE SOLUTN	6,750,000	$8.8M	0.03%
377	CHRWC H ROBINSON WORLDWIDE INC	92,400	$8.8M	0.03%	Put
378	FASTFASTENAL CO	170,600	$8.6M	0.03%	Put
379	—DUDDELL STREET ACQUISITN COR	871,844	$8.5M	0.02%
380	CAHCARDINAL HEALTH INC	139,300	$8.5M	0.02%	Put
381	MTBM & T BK CORP	55,611	$8.4M	0.02%	Put
382	PAYCPAYCOM SOFTWARE INC	22,563	$8.3M	0.02%	Put
383	WATWATERS CORP	28,600	$8.1M	0.02%	Put
384	GPCGENUINE PARTS CO	70,300	$8.1M	0.02%	Put
385	WTWWILLIS TOWERS WATSON PLC LTD	35,300	$8.1M	0.02%	Put
386	—RADIUS HEALTH INC	8,500,000	$7.9M	0.02%
387	AWNADVANCE AUTO PARTS INC	43,200	$7.9M	0.02%	Put
388	COOCOOPER COS INC	20,600	$7.9M	0.02%	Put
389	RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC	7,000,000	$7.9M	0.02%
390	BKRBAKER HUGHES COMPANY	351,685	$7.6M	0.02%	Put
391	STESTERIS PLC	39,400	$7.5M	0.02%	Put
392	CFGCITIZENS FINANCIAL GROUP INC	169,374	$7.5M	0.02%	Put
393	FMCFMC CORP	67,559	$7.5M	0.02%	Put
394	HPEHEWLETT PACKARD ENTERPRISE C	473,000	$7.4M	0.02%	Put
395	FRCBFIRST REP BK SAN FRANCISCO C	44,620	$7.4M	0.02%	Put
396	GAPGAP INC	249,123	$7.4M	0.02%	Put
397	ZBHZIMMER BIOMET HOLDINGS INC	46,000	$7.4M	0.02%	Put
398	DVNDEVON ENERGY CORP NEW	335,600	$7.3M	0.02%	Put
399	—AURORA CANNABIS INC	8,250,000	$7.3M	0.02%
400	DRIDARDEN RESTAURANTS INC	51,300	$7.3M	0.02%	Put

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