CAPSTONE INVESTMENT ADVISORS, LLC Q2 2021 Filing
Filed August 16, 2021
Portfolio Value
$44.0B
Holdings
858
Report Date
Q2 2021
Filing Type
13F-HR
All Holdings (858 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | BLKCHFBLACKROCK INC | 105,700 | $92.5B | 210.32% | Put |
| 102 | SCHWSCHWAB CHARLES CORP | 1,266,503 | $92.2B | 209.71% | Put |
| 103 | Z 1.375 09/01/26ZILLOW GROUP INC | 32,472,000 | $91.9B | 209.02% | |
| 104 | GEGENERAL ELECTRIC CO | 6,741,500 | $90.7B | 206.36% | Put |
| 105 | —NCL CORP LTD | 38,299,000 | $89.1B | 202.59% | |
| 106 | ATVIEURACTIVISION BLIZZARD INC | 931,837 | $88.9B | 202.25% | Put |
| 107 | BDXBECTON DICKINSON & CO | 363,799 | $88.5B | 201.20% | Put |
| 108 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 726,078 | $87.2B | 198.41% | Put |
| 109 | CMECME GROUP INC | 402,600 | $85.6B | 194.72% | Put |
| 110 | ZTSZOETIS INC | 457,568 | $85.3B | 193.92% | Put |
| 111 | SYKSTRYKER CORPORATION | 319,500 | $83.0B | 188.72% | Put |
| 112 | ADPAUTOMATIC DATA PROCESSING IN | 413,300 | $82.1B | 186.68% | Put |
| 113 | MOALTRIA GROUP INC | 1,703,710 | $81.2B | 184.74% | Put |
| 114 | FISVFISERV INC | 756,670 | $80.9B | 183.94% | Put |
| 115 | TMUST-MOBILE US INC | 556,182 | $80.6B | 183.19% | Put |
| 116 | FISFIDELITY NATL INFORMATION SV | 525,195 | $74.4B | 169.21% | Put |
| 117 | COPCONOCOPHILLIPS | 1,158,700 | $70.6B | 160.48% | Put |
| 118 | MDLZMONDELEZ INTL INC | 1,114,336 | $69.6B | 158.24% | Put |
| 119 | GPNGLOBAL PMTS INC | 370,260 | $69.4B | 157.91% | Put |
| 120 | ILMNILLUMINA INC | 143,022 | $67.7B | 153.91% | Put |
| 121 | AEO 3.75 04/15/25AMERICAN EAGLE OUTFITTERS IN | 15,125,000 | $66.1B | 150.28% | |
| 122 | FCXFREEPORT-MCMORAN INC | 1,780,218 | $66.1B | 150.24% | Put |
| 123 | USBUS BANCORP DEL | 1,146,959 | $65.3B | 148.60% | Put |
| 124 | FFORD MTR CO DEL | 4,363,067 | $64.8B | 147.44% | Put |
| 125 | MCOMOODYS CORP | 178,562 | $64.7B | 147.15% | Put |
| 126 | PNCPNC FINL SVCS GROUP INC | 339,200 | $64.7B | 147.15% | Put |
| 127 | APDAIR PRODS & CHEMS INC | 219,529 | $63.2B | 143.62% | Put |
| 128 | TWTRUSDTWITTER INC | 904,651 | $62.2B | 141.56% | Put |
| 129 | ADSKAUTODESK INC | 210,593 | $61.5B | 139.80% | Put |
| 130 | 8CWCROWN CASTLE INTL CORP NEW | 311,642 | $60.8B | 138.27% | Put |
| 131 | BSXBOSTON SCIENTIFIC CORP | 1,419,400 | $60.7B | 138.02% | Put |
| 132 | CHTRCHARTER COMMUNICATIONS INC N | 84,100 | $60.7B | 137.98% | Put |
| 133 | EAELECTRONIC ARTS INC | 418,696 | $60.2B | 136.95% | Put |
| 134 | KLACKLA CORP | 185,258 | $60.1B | 136.59% | Put |
| 135 | EWYISHARES INC | 644,401 | $60.0B | 136.55% | Put |
| 136 | DKS 3.25 04/15/25DICKS SPORTING GOODS INC | 20,000,000 | $59.3B | 134.83% | |
| 137 | CICIGNA CORP NEW | 249,834 | $59.2B | 134.69% | Put |
| 138 | —CLEVELAND-CLIFFS INC NEW | 20,500,000 | $57.3B | 130.42% | |
| 139 | DDDUPONT DE NEMOURS INC | 728,794 | $56.4B | 128.30% | Put |
| 140 | SHWSHERWIN WILLIAMS CO | 206,900 | $56.4B | 128.19% | Put |
| 141 | —CONMED CORP | 34,724,000 | $56.1B | 127.63% | |
| 142 | Z 2.75 05/15/25ZILLOW GROUP INC | 28,250,000 | $55.8B | 127.00% | |
| 143 | CSXCSX CORP | 1,738,236 | $55.8B | 126.81% | Put |
| 144 | SLBSCHLUMBERGER LTD | 1,726,894 | $55.3B | 125.71% | Put |
| 145 | Z 0.75 09/01/24ZILLOW GROUP INC | 19,500,000 | $54.7B | 124.43% | |
| 146 | NEMNEWMONT CORP | 861,538 | $54.6B | 124.18% | Put |
| 147 | HCAHCA HEALTHCARE INC | 255,800 | $52.9B | 120.27% | Put |
| 148 | LHXL3HARRIS TECHNOLOGIES INC | 242,700 | $52.5B | 119.30% | Put |
| 149 | NSCNORFOLK SOUTHN CORP | 197,087 | $52.3B | 118.96% | Put |
| 150 | CLCOLGATE PALMOLIVE CO | 640,910 | $52.1B | 118.57% | Put |
| 151 | EBAEBAY INC. | 730,200 | $51.3B | 116.59% | Put |
| 152 | VRTXVERTEX PHARMACEUTICALS INC | 244,422 | $49.3B | 112.08% | Put |
| 153 | ELLAUDER ESTEE COS INC | 152,561 | $48.5B | 110.36% | Put |
| 154 | ISRGINTUITIVE SURGICAL INC | 52,600 | $48.4B | 110.01% | Put |
| 155 | CBCHUBB LIMITED | 293,554 | $46.7B | 106.10% | Put |
| 156 | PLDPROLOGIS INC. | 390,029 | $46.6B | 106.02% | Put |
| 157 | METMETLIFE INC | 772,497 | $46.2B | 105.15% | Put |
| 158 | EMREMERSON ELEC CO | 480,164 | $46.2B | 105.09% | Put |
| 159 | TJXTJX COS INC NEW | 683,600 | $46.1B | 104.81% | Put |
| 160 | NOCNORTHROP GRUMMAN CORP | 126,600 | $46.0B | 104.64% | Put |
| 161 | CMICUMMINS INC | 186,618 | $45.5B | 103.47% | Put |
| 162 | ICEINTERCONTINENTAL EXCHANGE IN | 383,200 | $45.5B | 103.44% | Put |
| 163 | ITWILLINOIS TOOL WKS INC | 202,000 | $45.2B | 102.70% | Put |
| 164 | EYE 2.5 05/15/25NATIONAL VISION HLDGS INC | 25,250,000 | $44.6B | 101.39% | |
| 165 | ASMLASML HOLDING N V | 64,134 | $44.3B | 100.76% | Put |
| 166 | EWEDWARDS LIFESCIENCES CORP | 426,216 | $44.1B | 100.39% | Put |
| 167 | ECLECOLAB INC | 212,710 | $43.8B | 99.63% | Put |
| 168 | DGDOLLAR GEN CORP NEW | 201,600 | $43.6B | 99.21% | Put |
| 169 | MARMARRIOTT INTL INC NEW | 314,584 | $42.9B | 97.67% | Put |
| 170 | WMWASTE MGMT INC DEL | 304,936 | $42.7B | 97.16% | Put |
| 171 | SMHVANECK VECTORS ETF TR | 159,577 | $41.8B | 95.17% | Put |
| 172 | BKNGBOOKING HOLDINGS INC | 18,996 | $41.6B | 94.53% | Put |
| 173 | PGRPROGRESSIVE CORP | 419,659 | $41.2B | 93.73% | Put |
| 174 | GDGENERAL DYNAMICS CORP | 218,200 | $41.1B | 93.42% | Put |
| 175 | HUMHUMANA INC | 92,700 | $41.0B | 93.33% | Put |
| 176 | DOWDOW INC | 645,432 | $40.8B | 92.88% | Put |
| 177 | ROSTROSS STORES INC | 327,836 | $40.7B | 92.45% | Put |
| 178 | TFCTRUIST FINL CORP | 728,000 | $40.4B | 91.88% | Put |
| 179 | LUV 1.25 05/01/25SOUTHWEST AIRLS CO | 26,500,000 | $40.3B | 91.56% | |
| 180 | SPGSIMON PPTY GROUP INC NEW | 305,136 | $39.8B | 90.54% | Put |
| 181 | EOGEOG RES INC | 474,000 | $39.6B | 89.94% | Put |
| 182 | VRNS 1.25 08/15/25VARONIS SYS INC | 20,000,000 | $39.3B | 89.26% | |
| 183 | REGNREGENERON PHARMACEUTICALS | 70,100 | $39.2B | 89.04% | Put |
| 184 | AIGAMERICAN INTL GROUP INC | 816,495 | $38.9B | 88.38% | Put |
| 185 | STZCONSTELLATION BRANDS INC | 165,163 | $38.6B | 87.85% | Put |
| 186 | AWMSKYWORKS SOLUTIONS INC | 201,000 | $38.5B | 87.65% | Put |
| 187 | BBYBEST BUY INC | 333,952 | $38.4B | 87.32% | Put |
| 188 | FTNTFORTINET INC | 161,000 | $38.3B | 87.21% | Put |
| 189 | MCKMCKESSON CORP | 199,136 | $38.1B | 86.61% | Put |
| 190 | NVRO 2.75 04/01/25NEVRO CORP | 21,917,000 | $38.0B | 86.35% | |
| 191 | DC4DEXCOM INC | 88,400 | $37.7B | 85.84% | Put |
| 192 | SOSOUTHERN CO | 615,954 | $37.3B | 84.76% | Put |
| 193 | PPGPPG INDS INC | 217,300 | $36.9B | 83.90% | Put |
| 194 | MNSTMONSTER BEVERAGE CORP NEW | 402,557 | $36.8B | 83.63% | Put |
| 195 | AG8AGILENT TECHNOLOGIES INC | 247,900 | $36.6B | 83.33% | Put |
| 196 | PXDEURPIONEER NAT RES CO | 223,400 | $36.3B | 82.57% | Put |
| 197 | GLWCORNING INC | 886,864 | $36.3B | 82.49% | Put |
| 198 | CNCCENTENE CORP DEL | 486,200 | $35.5B | 80.64% | Put |
| 199 | MTBM & T BK CORP | 243,884 | $35.4B | 80.59% | Put |
| 200 | MCHPMICROCHIP TECHNOLOGY INC. | 235,418 | $35.3B | 80.17% | Put |