CAPSTONE INVESTMENT ADVISORS, LLC Q4 2021 Filing

Filed February 11, 2022

Portfolio Value

$59.8B

Holdings

1,019

Report Date

Q4 2021

Filing Type

13F-HR

All Holdings (1,019 positions)

#	Stock	Shares	Value	% Portfolio	Type
101	GILDGILEAD SCIENCES INC	1,499,087	$108.8M	0.18%	Put
102	SYKSTRYKER CORPORATION	406,800	$108.8M	0.18%	Put
103	LRCXEURLAM RESEARCH CORP	149,000	$107.2M	0.18%	Put
104	FFORD MTR CO DEL	5,093,708	$105.8M	0.18%	Put
105	XLESELECT SECTOR SPDR TR	1,900,691	$105.5M	0.18%	Put
106	Z 1.375 09/01/26ZILLOW GROUP INC	64,722,000	$104.3M	0.17%
107	ISRGINTUITIVE SURGICAL INC	288,249	$103.6M	0.17%	Put
108	KLACKLA CORP	238,526	$102.6M	0.17%	Put
109	COPCONOCOPHILLIPS	1,415,800	$102.2M	0.17%	Put
110	ADPAUTOMATIC DATA PROCESSING IN	406,018	$100.1M	0.17%	Put
111	BDXBECTON DICKINSON & CO	396,800	$99.8M	0.17%	Put
112	FISFIDELITY NATL INFORMATION SV	913,386	$99.7M	0.17%	Put
113	CICIGNA CORP NEW	433,400	$99.5M	0.17%	Put
114	TMUST-MOBILE US INC	856,370	$99.3M	0.17%	Put
115	COFCAPITAL ONE FINL CORP	673,557	$97.7M	0.16%	Put
116	MDB 0.25 01/15/26MONGODB INC	37,800,000	$96.7M	0.16%
117	CHTRCHARTER COMMUNICATIONS INC N	142,669	$93.0M	0.16%	Put
118	MDLZMONDELEZ INTL INC	1,389,520	$92.1M	0.15%	Put
119	ICEINTERCONTINENTAL EXCHANGE IN	672,448	$92.0M	0.15%	Put
120	TJXTJX COS INC NEW	1,190,799	$90.4M	0.15%	Put
121	NSCNORFOLK SOUTHN CORP	302,700	$90.1M	0.15%	Put
122	FISVFISERV INC	864,115	$89.7M	0.15%	Put
123	HCAHCA HEALTHCARE INC	339,200	$87.1M	0.15%	Put
124	MOALTRIA GROUP INC	1,837,254	$87.1M	0.15%	Put
125	ZS 0.125 07/01/25ZSCALER INC	39,200,000	$85.9M	0.14%
126	FCXFREEPORT-MCMORAN INC	1,978,122	$82.5M	0.14%	Put
127	ADSKAUTODESK INC	292,650	$82.3M	0.14%	Put
128	APDAIR PRODS & CHEMS INC	269,700	$82.1M	0.14%	Put
129	USBUS BANCORP DEL	1,451,674	$81.5M	0.14%	Put
130	TWTRUSDTWITTER INC	1,845,153	$79.7M	0.13%	Put
131	—CONMED CORP	47,474,000	$79.2M	0.13%
132	CPNGCOUPANG INC	2,687,500	$79.0M	0.13%	Put
133	8CWCROWN CASTLE INTL CORP NEW	374,700	$78.2M	0.13%	Put
134	CSXCSX CORP	2,080,100	$78.2M	0.13%	Put
135	ELLAUDER ESTEE COS INC	207,401	$76.8M	0.13%	Put
136	GPNGLOBAL PMTS INC	563,954	$76.2M	0.13%	Put
137	PLDPROLOGIS INC.	431,056	$72.6M	0.12%	Put
138	EAELECTRONIC ARTS INC	545,282	$71.9M	0.12%	Put
139	WMWASTE MGMT INC DEL	426,400	$71.2M	0.12%	Put
140	PNCPNC FINL SVCS GROUP INC	352,064	$70.6M	0.12%	Put
141	BSXBOSTON SCIENTIFIC CORP	1,641,900	$69.7M	0.12%	Put
142	CDNSCADENCE DESIGN SYSTEM INC	363,908	$67.8M	0.11%	Put
143	BILL 0 12/01/25BILL COM HLDGS INC	39,301,000	$67.3M	0.11%
144	DDDUPONT DE NEMOURS INC	830,418	$67.1M	0.11%	Put
145	WOLF 1.75 05/01/26WOLFSPEED INC	27,150,000	$66.6M	0.11%
146	Z 0.75 09/01/24ZILLOW GROUP INC	42,646,000	$66.4M	0.11%
147	EBAEBAY INC.	989,500	$65.8M	0.11%	Put
148	KBR 2.5 11/01/23KBR INC	34,478,000	$65.7M	0.11%
149	FTNTFORTINET INC	182,800	$65.7M	0.11%	Put
150	DXCM 0.75 12/01/23DEXCOM INC	20,000,000	$65.4M	0.11%
151	MARMARRIOTT INTL INC NEW	391,802	$64.7M	0.11%	Put
152	VRTXVERTEX PHARMACEUTICALS INC	293,360	$64.4M	0.11%	Put
153	VRNS 1.25 08/15/25VARONIS SYS INC	36,723,000	$63.2M	0.11%
154	ECLECOLAB INC	264,504	$62.0M	0.10%	Put
155	CLCOLGATE PALMOLIVE CO	716,000	$61.1M	0.10%	Put
156	CMICUMMINS INC	279,654	$61.0M	0.10%	Put
157	ILMNILLUMINA INC	159,147	$60.5M	0.10%	Put
158	LHXL3HARRIS TECHNOLOGIES INC	283,700	$60.5M	0.10%	Put
159	NEMNEWMONT CORP	966,840	$60.0M	0.10%	Put
160	DUKDUKE ENERGY CORP NEW	568,600	$59.6M	0.10%	Put
161	HLTHILTON WORLDWIDE HLDGS INC	381,641	$59.5M	0.10%	Put
162	FCN 2 08/15/23FTI CONSULTING INC	37,500,000	$58.2M	0.10%
163	MCHPMICROCHIP TECHNOLOGY INC.	666,700	$58.0M	0.10%	Put
164	NTRA 2.25 05/01/27NATERA INC	22,395,000	$57.4M	0.10%
165	DDOG 0.125 06/15/25DATADOG INC	28,500,000	$57.3M	0.10%
166	CBCHUBB LIMITED	293,700	$56.8M	0.09%	Put
167	HUMHUMANA INC	121,800	$56.5M	0.09%	Put
168	SPGSIMON PPTY GROUP INC NEW	352,800	$56.4M	0.09%	Put
169	TFCTRUIST FINL CORP	954,085	$55.9M	0.09%	Put
170	SOSOUTHERN CO	813,800	$55.8M	0.09%	Put
171	NOCNORTHROP GRUMMAN CORP	142,200	$55.0M	0.09%	Put
172	DGDOLLAR GEN CORP NEW	232,800	$54.9M	0.09%	Put
173	EWEDWARDS LIFESCIENCES CORP	423,300	$54.8M	0.09%	Put
174	DOWDOW INC	960,215	$54.5M	0.09%	Put
175	METMETLIFE INC	864,049	$54.0M	0.09%	Put
176	XLFSELECT SECTOR SPDR TR	1,380,734	$53.9M	0.09%	Put
177	MIDD 1 09/01/25MIDDLEBY CORP	33,594,000	$53.9M	0.09%
178	STZCONSTELLATION BRANDS INC	214,400	$53.8M	0.09%	Put
179	ITWILLINOIS TOOL WKS INC	216,956	$53.5M	0.09%	Put
180	—ALTAIR ENGR INC	31,300,000	$53.3M	0.09%
181	EOGEOG RES INC	582,900	$51.8M	0.09%	Put
182	CYTK 4 11/15/26CYTOKINETICS INC	11,500,000	$51.3M	0.09%
183	ETNEATON CORP PLC	292,800	$50.6M	0.08%	Put
184	KMBKIMBERLY-CLARK CORP	352,800	$50.4M	0.08%	Put
185	EYE 2.5 05/15/25NATIONAL VISION HLDGS INC	29,750,000	$49.9M	0.08%
186	LTHM 4.125 07/15/25LIVENT CORP	16,973,000	$49.8M	0.08%
187	REGNREGENERON PHARMACEUTICALS	78,800	$49.8M	0.08%	Put
188	NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC	30,878,000	$49.6M	0.08%
189	GDGENERAL DYNAMICS CORP	237,400	$49.5M	0.08%	Put
190	CNCCENTENE CORP DEL	599,790	$49.4M	0.08%	Put
191	MRNAMODERNA INC	189,729	$48.2M	0.08%	Put
192	PGRPROGRESSIVE CORP	469,000	$48.1M	0.08%	Put
193	MCKMCKESSON CORP	192,197	$47.8M	0.08%	Put
194	EMREMERSON ELEC CO	512,862	$47.7M	0.08%	Put
195	AIGAMERICAN INTL GROUP INC	835,100	$47.5M	0.08%	Put
196	SLBSCHLUMBERGER LTD	1,580,400	$47.3M	0.08%	Put
197	WBAWALGREENS BOOTS ALLIANCE INC	896,400	$46.8M	0.08%	Put
198	PRUPRUDENTIAL FINL INC	431,800	$46.7M	0.08%	Put
199	PAYXPAYCHEX INC	340,400	$46.5M	0.08%	Put
200	RPD 2.25 05/01/25RAPID7 INC	23,042,000	$46.3M	0.08%

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