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
401	GLUUGLU MOBILE INC	583,482	$7.3M	0.02%
402	EIXEDISON INTL	122,404	$7.2M	0.02%	Put
403	PHMPULTE GROUP INC	135,600	$7.1M	0.02%	Put
404	A4SAMERIPRISE FINL INC	30,300	$7.0M	0.02%	Put
405	AEEAMEREN CORP	86,200	$7.0M	0.02%	Put
406	CBOECBOE GLOBAL MKTS INC	70,862	$7.0M	0.02%	Put
407	ULTAULTA BEAUTY INC	22,461	$6.9M	0.02%	Put
408	—CLOVIS ONCOLOGY INC	6,100,000	$6.9M	0.02%
409	FEFIRSTENERGY CORP	198,100	$6.9M	0.02%	Put
410	CHDCHURCH & DWIGHT INC	78,500	$6.9M	0.02%	Put
411	JNKSPDR SER TR	63,000	$6.9M	0.02%
412	—HMS HLDGS CORP	185,060	$6.8M	0.02%
413	PFFISHARES TR	177,400	$6.8M	0.02%
414	DOVDOVER CORP	49,300	$6.8M	0.02%	Put
415	EXPDEXPEDITORS INTL WASH INC	62,400	$6.7M	0.02%	Put
416	FLIRFLIR SYS INC	118,045	$6.7M	0.02%	Put
417	WK 1.125 08/15/26WORKIVA INC	5,000,000	$6.6M	0.02%
418	NEO 0.25 01/15/28NEOGENOMICS INC	6,500,000	$6.6M	0.02%
419	ABMDEURABIOMED INC	20,600	$6.6M	0.02%	Put
420	TWO 6.25 01/15/26TWO HBRS INVT CORP	6,000,000	$6.6M	0.02%
421	CPBCAMPBELL SOUP CO	130,200	$6.5M	0.02%	Put
422	HASHASBRO INC	68,000	$6.5M	0.02%	Put
423	WABWABTEC	82,300	$6.5M	0.02%	Put
424	MIGAMICROSTRATEGY INC	9,500	$6.4M	0.02%	Put
425	EVRGEVERGY INC	106,800	$6.4M	0.02%	Put
426	AMEAMETEK INC	49,300	$6.3M	0.02%	Put
427	EQREQUITY RESIDENTIAL	87,500	$6.3M	0.02%	Put
428	ITGARTNER INC	34,300	$6.3M	0.02%	Put
429	TPRTAPESTRY INC	151,900	$6.3M	0.02%	Put
430	WYWEYERHAEUSER CO MTN BE	175,700	$6.3M	0.02%	Put
431	OMER 5.25 02/15/26OMEROS CORP	5,000,000	$6.2M	0.02%
432	T7DTRANSDIGM GROUP INC	10,600	$6.2M	0.02%	Put
433	AVYAVERY DENNISON CORP	33,900	$6.2M	0.02%	Put
434	HRLHORMEL FOODS CORP	128,740	$6.2M	0.02%	Put
435	XRAYDENTSPLY SIRONA INC	95,700	$6.1M	0.02%	Put
436	LNCLINCOLN NATL CORP IND	97,800	$6.1M	0.02%	Put
437	GRMNGARMIN LTD	45,600	$6.0M	0.02%	Put
438	BMRNBIOMARIN PHARMACEUTICAL INC	79,600	$6.0M	0.02%	Put
439	OTISOTIS WORLDWIDE CORP	86,400	$5.9M	0.02%	Put
440	HTHT 0.375 11/01/22HUAZHU GROUP LTD	4,500,000	$5.9M	0.02%
441	HOLXHOLOGIC INC	78,500	$5.8M	0.02%	Put
442	—HELIX ENERGY SOLUTIONS GRP I	5,000,000	$5.8M	0.02%
443	NRANRG ENERGY INC	152,000	$5.7M	0.02%	Put
444	APLS 3.5 09/15/26APELLIS PHARMACEUTICALS INC	4,000,000	$5.6M	0.02%
445	LDOSLEIDOS HOLDINGS INC	57,853	$5.6M	0.02%	Put
446	BRBROADRIDGE FINL SOLUTIONS IN	36,300	$5.6M	0.02%	Put
447	PEGA 0.75 03/01/25PEGASYSTEMS INC	5,005,000	$5.5M	0.02%
448	AESAES CORP	204,500	$5.5M	0.02%	Put
449	SIVBEURSVB FINANCIAL GROUP	10,938	$5.4M	0.02%	Put
450	MAAMID-AMER APT CMNTYS INC	37,400	$5.4M	0.02%	Put
451	LUMNLUMEN TECHNOLOGIES INC	404,300	$5.4M	0.02%	Put
452	TXTTEXTRON INC	95,800	$5.4M	0.02%	Put
453	RPVINVESCO EXCHANGE TRADED FD T	72,430	$5.4M	0.02%
454	CFCF INDS HLDGS INC	117,900	$5.4M	0.02%	Put
455	PVHPVH CORPORATION	50,500	$5.3M	0.02%	Put
456	BXPBOSTON PROPERTIES INC	52,400	$5.3M	0.02%	Put
457	—VONAGE HLDGS CORP	5,000,000	$5.3M	0.02%
458	DXCDXC TECHNOLOGY CO	168,400	$5.3M	0.02%	Put
459	JKHYHENRY JACK & ASSOC INC	34,600	$5.3M	0.02%	Put
460	XELXCEL ENERGY INC	77,900	$5.2M	0.02%	Put
461	MRO*MARATHON OIL CORP	468,800	$5.0M	0.01%	Put
462	OMCOMNICOM GROUP INC	67,200	$5.0M	0.01%	Put
463	HBANHUNTINGTON BANCSHARES INC	314,627	$4.9M	0.01%	Put
464	VTRSVIATRIS INC	352,543	$4.9M	0.01%	Put
465	HWMHOWMET AEROSPACE INC	149,000	$4.8M	0.01%	Put
466	TELTE CONNECTIVITY LTD	36,900	$4.8M	0.01%	Put
467	WRKUSDWESTROCK CO	90,400	$4.7M	0.01%	Put
468	RIG 4 12/15/25 *TRANSOCEAN INC	5,000,000	$4.7M	0.01%
469	RJFRAYMOND JAMES FINL INC	37,800	$4.6M	0.01%	Put
470	EXREXTRA SPACE STORAGE INC	34,800	$4.6M	0.01%	Put
471	ZIONZIONS BANCORPORATION N A	83,559	$4.6M	0.01%	Put
472	NWLNEWELL BRANDS INC	169,500	$4.5M	0.01%	Put
473	XRTSPDR SER TR	50,700	$4.5M	0.01%	Put
474	APAAPA CORPORATION	251,439	$4.5M	0.01%	Put
475	FFIVF5 NETWORKS INC	21,400	$4.5M	0.01%	Put
476	PRAHPRA HEALTH SCIENCES INC	28,500	$4.4M	0.01%
477	IVZINVESCO LTD	172,800	$4.4M	0.01%	Put
478	DISCAUSDDISCOVERY INC	99,465	$4.3M	0.01%	Put
479	PMTPENNYMAC MTG INVT TR	219,800	$4.3M	0.01%	Put
480	ALLEALLEGION PLC	34,000	$4.3M	0.01%	Put
481	W3UWESTERN UN CO	171,700	$4.2M	0.01%	Put
482	MRSHMARSH & MCLENNAN COS INC	34,300	$4.2M	0.01%	Put
483	WGO 1.5 04/01/25WINNEBAGO INDS INC	3,000,000	$4.2M	0.01%
484	ETRENTERGY CORP NEW	41,300	$4.1M	0.01%	Put
485	JNPJUNIPER NETWORKS INC	158,200	$4.0M	0.01%	Put
486	MHKMOHAWK INDS INC	20,800	$4.0M	0.01%	Put
487	EMNEASTMAN CHEM CO	35,700	$3.9M	0.01%	Put
488	PRSPPERSPECTA INC	134,104	$3.9M	0.01%
489	CECELANESE CORP DEL	26,000	$3.9M	0.01%	Put
490	CNPCENTERPOINT ENERGY INC	170,800	$3.9M	0.01%	Put
491	NTRNUTRIEN LTD	71,602	$3.9M	0.01%
492	BIDUNBAIDU INC	17,684	$3.8M	0.01%	Put
493	—PINE TECHNOLOGY ACQUISITN CO	385,000	$3.8M	0.01%
494	MASMASCO CORP	63,200	$3.8M	0.01%	Put
495	CBRECBRE GROUP INC	47,700	$3.8M	0.01%	Put
496	UBERUBER TECHNOLOGIES INC	68,600	$3.7M	0.01%
497	—NIELSEN HLDGS PLC	147,700	$3.7M	0.01%	Put
498	MCXMCCORMICK & CO INC	41,300	$3.7M	0.01%	Put
499	DPZDOMINOS PIZZA INC	10,000	$3.7M	0.01%	Put
500	SLG2EURSL GREEN RLTY CORP	52,371	$3.7M	0.01%	Put

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