CAPSTONE INVESTMENT ADVISORS, LLC Q4 2020 Filing

Filed February 16, 2021

Portfolio Value

$29.9B

Holdings

818

Report Date

Q4 2020

Filing Type

13F-HR

All Holdings (818 positions)

#	Stock	Shares	Value	% Portfolio	Type
401	XOPSPDR SER TR	100,000	$5.8M	0.02%	Call
402	VRSNVERISIGN INC	26,572	$5.8M	0.02%	Put
403	NRANRG ENERGY INC	152,062	$5.7M	0.02%	Put
404	HASHASBRO INC	60,882	$5.7M	0.02%	Put
405	VTRSVIATRIS INC	296,800	$5.6M	0.02%	Put
406	FOXAFOX CORP	190,406	$5.5M	0.02%	Put
407	RMERESMED INC	26,000	$5.5M	0.02%	Put
408	ABGAMERISOURCEBERGEN CORP	56,402	$5.5M	0.02%	Put
409	GRMNGARMIN LTD	45,400	$5.4M	0.02%	Put
410	MLMMARTIN MARIETTA MATLS INC	19,100	$5.4M	0.02%	Put
411	LULULULULEMON ATHLETICA INC	15,556	$5.4M	0.02%	Put
412	WRKUSDWESTROCK CO	124,300	$5.4M	0.02%	Put
413	ABMDEURABIOMED INC	16,600	$5.4M	0.02%	Put
414	PHPARKER-HANNIFIN CORP	19,600	$5.3M	0.02%	Put
415	OMER 5.25 02/15/26OMEROS CORP	5,000,000	$5.3M	0.02%
416	CLVS 1.25 05/01/25CLOVIS ONCOLOGY INC	7,500,000	$5.3M	0.02%
417	9990302DAPACHE CORP	374,045	$5.3M	0.02%	Put
418	DGXQUEST DIAGNOSTICS INC	44,501	$5.3M	0.02%	Put
419	—CLOVIS ONCOLOGY INC	6,100,000	$5.3M	0.02%
420	ZIONZIONS BANCORPORATION N A	116,924	$5.1M	0.02%	Put
421	HBANHUNTINGTON BANCSHARES INC	400,967	$5.1M	0.02%	Put
422	SNPSSYNOPSYS INC	19,400	$5.0M	0.02%	Put
423	CMACOMERICA INC	90,013	$5.0M	0.02%	Put
424	—DUDDELL STREET ACQUISITN COR	500,000	$5.0M	0.02%
425	AIZASSURANT INC	36,439	$5.0M	0.02%	Put
426	DISHDISH NETWORK CORPORATION	152,784	$4.9M	0.02%	Put
427	LNCLINCOLN NATL CORP IND	97,847	$4.9M	0.02%	Put
428	DRIDARDEN RESTAURANTS INC	41,300	$4.9M	0.02%	Put
429	ESEVERSOURCE ENERGY	56,731	$4.9M	0.02%	Put
430	EXPDEXPEDITORS INTL WASH INC	51,191	$4.9M	0.02%	Put
431	PVHPVH CORPORATION	51,300	$4.8M	0.02%	Put
432	VRSKVERISK ANALYTICS INC	23,014	$4.8M	0.02%	Put
433	AJRDEURAEROJET ROCKETDYNE HLDGS INC	90,000	$4.8M	0.02%	Put
434	ASMLASML HOLDING N V	9,700	$4.7M	0.02%	Put
435	WHRWHIRLPOOL CORP	26,200	$4.7M	0.02%	Put
436	JECUSDJACOBS ENGR GROUP INC	43,100	$4.7M	0.02%	Put
437	PKNPERKINELMER INC	32,712	$4.7M	0.02%	Put
438	AONAON PLC	22,200	$4.7M	0.02%	Put
439	FQIDIGITAL RLTY TR INC	33,398	$4.7M	0.02%	Put
440	ODFLOLD DOMINION FREIGHT LINE IN	23,800	$4.6M	0.02%	Put
441	MASMASCO CORP	84,400	$4.6M	0.02%	Put
442	FMCFMC CORP	40,300	$4.6M	0.02%	Put
443	BIDUNBAIDU INC	21,100	$4.6M	0.02%	Put
444	HYGISHARES TR	52,105	$4.5M	0.02%	Put
445	W3UWESTERN UN CO	206,760	$4.5M	0.02%	Put
446	AVBAVALONBAY CMNTYS INC	28,200	$4.5M	0.02%	Put
447	NDAQNASDAQ INC	34,075	$4.5M	0.02%	Put
448	CFGCITIZENS FINL GROUP INC	126,300	$4.5M	0.02%	Put
449	—VIRTUSA CORP	87,987	$4.5M	0.02%
450	DOCUDOCUSIGN INC	20,100	$4.5M	0.01%	Put
451	CAHCARDINAL HEALTH INC	83,391	$4.5M	0.01%	Put
452	—ACACIA COMMUNICATIONS INC	61,202	$4.5M	0.01%
453	WECWEC ENERGY GROUP INC	47,500	$4.4M	0.01%	Put
454	—PARATEK PHARMACEUTICALS INC	5,000,000	$4.4M	0.01%
455	AWNADVANCE AUTO PARTS INC	27,600	$4.3M	0.01%	Put
456	EQREQUITY RESIDENTIAL	73,196	$4.3M	0.01%	Put
457	AVYAVERY DENNISON CORP	27,700	$4.3M	0.01%	Put
458	NWLNEWELL BRANDS INC	201,806	$4.3M	0.01%	Put
459	RWT 4.75 08/15/23REDWOOD TR INC	4,500,000	$4.3M	0.01%
460	TPRTAPESTRY INC	135,600	$4.2M	0.01%	Put
461	CPBCAMPBELL SOUP CO	86,224	$4.2M	0.01%	Put
462	CITCINTAS CORP	11,613	$4.1M	0.01%	Put
463	BMY-RBRISTOL-MYERS SQUIBB CO	5,929,177	$4.1M	0.01%
464	XYLXYLEM INC	39,800	$4.1M	0.01%	Put
465	ALKALASKA AIR GROUP INC	77,318	$4.0M	0.01%	Put
466	—MFA FINL INC	4,000,000	$4.0M	0.01%
467	IFFINTERNATIONAL FLAVORS&FRAGRA	35,937	$3.9M	0.01%	Put
468	—INTERCEPT PHARMACEUTICALS IN	5,000,000	$3.9M	0.01%
469	MHKMOHAWK INDS INC	27,000	$3.8M	0.01%	Put
470	AEEAMEREN CORP	48,391	$3.8M	0.01%	Put
471	CYBR 0 11/15/24CYBERARK SOFTWARE LTD	3,028,000	$3.7M	0.01%
472	LKQ1LKQ CORP	102,700	$3.6M	0.01%	Put
473	BXPBOSTON PROPERTIES INC	38,200	$3.6M	0.01%	Put
474	CHDCHURCH & DWIGHT INC	40,700	$3.5M	0.01%	Put
475	SJMSMUCKER J M CO	30,500	$3.5M	0.01%	Put
476	GAPGAP INC	174,524	$3.5M	0.01%	Put
477	HBC2HSBC HLDGS PLC	134,418	$3.5M	0.01%	Put
478	PDDPINDUODUO INC	19,600	$3.5M	0.01%	Put
479	A4SAMERIPRISE FINL INC	17,148	$3.3M	0.01%	Put
480	CMGCHIPOTLE MEXICAN GRILL INC	2,400	$3.3M	0.01%	Put
481	AREALEXANDRIA REAL ESTATE EQ IN	18,400	$3.3M	0.01%	Put
482	NOVEURNATIONAL OILWELL VARCO INC	238,500	$3.3M	0.01%	Put
483	—FITBIT INC	477,471	$3.2M	0.01%	Call
484	—AERIE PHARMACEUTICALS INC	3,500,000	$3.2M	0.01%
485	DTEDTE ENERGY CO	26,600	$3.2M	0.01%	Put
486	IEXIDEX CORP	16,100	$3.2M	0.01%	Put
487	STESTERIS PLC	16,234	$3.1M	0.01%	Put
488	EVRGEVERGY INC	55,007	$3.1M	0.01%	Put
489	AWCAMERICAN WTR WKS CO INC NEW	19,767	$3.0M	0.01%	Put
490	IPGINTERPUBLIC GROUP COS INC	128,300	$3.0M	0.01%	Put
491	CNPCENTERPOINT ENERGY INC	138,779	$3.0M	0.01%	Put
492	JNPJUNIPER NETWORKS INC	132,832	$3.0M	0.01%	Put
493	HOLXHOLOGIC INC	41,055	$3.0M	0.01%	Put
494	HFCUSDHOLLYFRONTIER CORP	115,282	$3.0M	0.01%	Put
495	—UNISYS CORP	1,500,000	$2.9M	0.01%
496	LEGLEGGETT & PLATT INC	66,311	$2.9M	0.01%	Put
497	CDWCDW CORP	22,193	$2.9M	0.01%	Put
498	—ENDURANCE INTL GROUP HLDGS I	304,735	$2.9M	0.01%
499	OTISOTIS WORLDWIDE CORP	42,334	$2.9M	0.01%	Put
500	ITGARTNER INC	17,416	$2.8M	0.01%	Put

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