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
201	VLOVALERO ENERGY CORP	448,300	$35.0M	0.08%	Put
202	DUKDUKE ENERGY CORP NEW	349,258	$34.5M	0.08%	Put
203	CDNSCADENCE DESIGN SYSTEM INC	249,500	$34.1M	0.08%	Put
204	DHID R HORTON INC	375,800	$34.0M	0.08%	Put
205	TXNMPNM RES INC	687,493	$33.5M	0.08%
206	CALY 2.75 05/01/26CALLAWAY GOLF CO	16,067,000	$32.8M	0.07%
207	AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC	25,014,000	$32.8M	0.07%
208	—ALTAIR ENGR INC	21,000,000	$32.8M	0.07%
209	LUVSOUTHWEST AIRLS CO	612,154	$32.5M	0.07%	Put
210	MPCMARATHON PETE CORP	537,511	$32.5M	0.07%	Put
211	PRUPRUDENTIAL FINL INC	316,600	$32.4M	0.07%	Put
212	APTVAPTIV PLC	204,800	$32.2M	0.07%	Put
213	KBR 2.5 11/01/23KBR INC	20,408,000	$32.1M	0.07%
214	NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC	20,672,000	$31.6M	0.07%
215	IFFINTERNATIONAL FLAVORS&FRAGRA	210,700	$31.5M	0.07%	Put
216	DALDELTA AIR LINES INC DEL	723,348	$31.3M	0.07%	Put
217	BKBANK NEW YORK MELLON CORP	607,500	$31.1M	0.07%	Put
218	—ISTAR INC	20,429,000	$31.1M	0.07%
219	EQIXEQUINIX INC	38,200	$30.7M	0.07%	Put
220	0VVBVIACOMCBS INC	677,795	$30.6M	0.07%	Put
221	LVSLAS VEGAS SANDS CORP	576,991	$30.4M	0.07%	Put
222	X 5 11/01/26UNITED STATES STL CORP NEW	15,000,000	$30.3M	0.07%
223	BIIBBIOGEN INC	86,166	$29.8M	0.07%	Put
224	WBAWALGREENS BOOTS ALLIANCE INC	563,400	$29.6M	0.07%	Put
225	HSYHERSHEY CO	168,100	$29.3M	0.07%	Put
226	IQVIQVIA HLDGS INC	120,700	$29.2M	0.07%	Put
227	WTWWILLIS TOWERS WATSON PLC LTD	125,605	$28.9M	0.07%	Put
228	OXYOCCIDENTAL PETE CORP	918,600	$28.7M	0.07%	Put
229	—UNDER ARMOUR INC	14,500,000	$28.5M	0.06%
230	RCLROYAL CARIBBEAN GROUP	334,277	$28.5M	0.06%	Put
231	NEO 1.25 05/01/25NEOGENOMICS INC	20,000,000	$28.4M	0.06%
232	ETSYETSY INC	137,700	$28.3M	0.06%	Put
233	PSXPHILLIPS 66	329,800	$28.3M	0.06%	Put
234	AFWALIGN TECHNOLOGY INC	46,000	$28.1M	0.06%	Put
235	CYTK 4 11/15/26CYTOKINETICS INC	13,500,000	$28.0M	0.06%
236	ETNEATON CORP PLC	187,100	$27.7M	0.06%	Put
237	PANW 0.375 06/01/25PALO ALTO NETWORKS INC	20,000,000	$27.3M	0.06%
238	BAXBAXTER INTL INC	337,989	$27.2M	0.06%	Put
239	WOLF 1.75 05/01/26CREE INC	12,500,000	$27.2M	0.06%
240	VMCVULCAN MATLS CO	155,665	$27.1M	0.06%	Put
241	SBACSBA COMMUNICATIONS CORP NEW	84,600	$27.0M	0.06%	Put
242	KMBKIMBERLY-CLARK CORP	200,592	$26.8M	0.06%	Put
243	SYYSYSCO CORP	344,648	$26.8M	0.06%	Put
244	AEPAMERICAN ELEC PWR CO INC	314,900	$26.6M	0.06%	Put
245	EXPEEXPEDIA GROUP INC	162,708	$26.6M	0.06%	Put
246	—ZENDESK INC	18,093,000	$26.4M	0.06%
247	KEYSKEYSIGHT TECHNOLOGIES INC	169,800	$26.2M	0.06%	Put
248	HLTHILTON WORLDWIDE HLDGS INC	216,600	$26.1M	0.06%	Put
249	PAYXPAYCHEX INC	242,700	$26.0M	0.06%	Put
250	AONAON PLC	108,771	$26.0M	0.06%	Put
251	LYFTLYFT INC	15,000,000	$25.7M	0.06%
252	XBISPDR SER TR	188,700	$25.5M	0.06%	Put
253	TROWPRICE T ROWE GROUP INC	126,000	$24.9M	0.06%	Put
254	HIGHARTFORD FINL SVCS GROUP INC	402,478	$24.9M	0.06%	Put
255	CPRTCOPART INC	188,300	$24.8M	0.06%	Put
256	DLTRDOLLAR TREE INC	248,807	$24.8M	0.06%	Put
257	7HPHP INC	816,600	$24.7M	0.06%	Put
258	UALUNITED AIRLS HLDGS INC	469,778	$24.6M	0.06%	Put
259	VIAV 1 03/01/24VIAVI SOLUTIONS INC	17,000,000	$24.0M	0.05%
260	ADMARCHER DANIELS MIDLAND CO	381,600	$23.1M	0.05%	Put
261	MSCIMSCI INC	42,500	$22.7M	0.05%	Put
262	WDCWESTERN DIGITAL CORP.	318,201	$22.6M	0.05%	Put
263	—LABORATORY CORP AMER HLDGS	81,700	$22.5M	0.05%	Put
264	SYFSYNCHRONY FINANCIAL	464,500	$22.5M	0.05%	Put
265	KRKROGER CO	585,000	$22.4M	0.05%	Put
266	KHCKRAFT HEINZ CO	549,100	$22.4M	0.05%	Put
267	ATMPBARCLAYS BANK PLC	755,100	$22.2M	0.05%	Call
268	FLT1EURFLEETCOR TECHNOLOGIES INC	86,756	$22.2M	0.05%	Put
269	CARRCARRIER GLOBAL CORPORATION	454,000	$22.1M	0.05%	Put
270	—CANTEL MED CORP	10,153,000	$22.0M	0.05%
271	QRVOQORVO INC	112,100	$21.9M	0.05%	Put
272	KMIKINDER MORGAN INC DEL	1,197,300	$21.8M	0.05%	Put
273	GISGENERAL MLS INC	355,500	$21.7M	0.05%	Put
274	MSIMOTOROLA SOLUTIONS INC	99,800	$21.6M	0.05%	Put
275	LBEURL BRANDS INC	298,400	$21.5M	0.05%	Put
276	FCN 2 08/15/23FTI CONSULTING INC	15,000,000	$21.5M	0.05%
277	NTAPNETAPP INC	262,300	$21.5M	0.05%	Put
278	HESHESS CORP	243,800	$21.3M	0.05%	Put
279	TRVTRAVELERS COMPANIES INC	141,600	$21.2M	0.05%	Put
280	CTVACORTEVA INC	472,241	$20.9M	0.05%	Put
281	DFSEURDISCOVER FINL SVCS	176,000	$20.8M	0.05%	Put
282	JCIJOHNSON CTLS INTL PLC	300,200	$20.6M	0.05%	Put
283	EXAS 0.375 03/01/28EXACT SCIENCES CORP	16,500,000	$20.5M	0.05%
284	LTHM 4.125 07/15/25LIVENT CORP	8,500,000	$20.4M	0.05%
285	WELLWELLTOWER INC	244,500	$20.3M	0.05%	Put
286	TTWOTAKE-TWO INTERACTIVE SOFTWAR	114,608	$20.3M	0.05%	Put
287	SWKSTANLEY BLACK & DECKER INC	98,100	$20.1M	0.05%	Put
288	TTTRANE TECHNOLOGIES PLC	108,900	$20.1M	0.05%	Put
289	MGMMGM RESORTS INTERNATIONAL	469,100	$20.0M	0.05%	Put
290	QTWO 0.75 06/01/26Q2 HLDGS INC	15,000,000	$19.7M	0.04%
291	ALSALLSTATE CORP	149,900	$19.6M	0.04%	Put
292	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	281,672	$19.5M	0.04%	Put
293	WYNNWYNN RESORTS LTD	158,338	$19.4M	0.04%	Put
294	HLF 2.625 03/15/24HERBALIFE LTD	17,649,000	$19.2M	0.04%
295	ALBALBEMARLE CORP	113,914	$19.2M	0.04%	Put
296	NUENUCOR CORP	199,300	$19.1M	0.04%	Put
297	NXPINXP SEMICONDUCTORS N V	92,900	$19.1M	0.04%	Put
298	—LUMINEX CORP DEL	19,000,000	$19.1M	0.04%
299	CCLCARNIVAL CORP	720,610	$19.0M	0.04%	Put
300	LENLENNAR CORP	190,087	$18.9M	0.04%	Put

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