CAPSTONE INVESTMENT ADVISORS, LLC Q2 2021 Filing
Filed August 16, 2021
Portfolio Value
$44.0T
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 | $35.0B | 0.08% | Put |
| 202 | DUKDUKE ENERGY CORP NEW | 349,258 | $34.5B | 0.08% | Put |
| 203 | CDNSCADENCE DESIGN SYSTEM INC | 249,500 | $34.1B | 0.08% | Put |
| 204 | DHID R HORTON INC | 375,800 | $34.0B | 0.08% | Put |
| 205 | TXNMPNM RES INC | 687,493 | $33.5B | 0.08% | |
| 206 | CALY 2.75 05/01/26CALLAWAY GOLF CO | 16,067,000 | $32.8B | 0.07% | |
| 207 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 25,014,000 | $32.8B | 0.07% | |
| 208 | —ALTAIR ENGR INC | 21,000,000 | $32.8B | 0.07% | |
| 209 | LUVSOUTHWEST AIRLS CO | 612,154 | $32.5B | 0.07% | Put |
| 210 | MPCMARATHON PETE CORP | 537,511 | $32.5B | 0.07% | Put |
| 211 | PRUPRUDENTIAL FINL INC | 316,600 | $32.4B | 0.07% | Put |
| 212 | APTVAPTIV PLC | 204,800 | $32.2B | 0.07% | Put |
| 213 | KBR 2.5 11/01/23KBR INC | 20,408,000 | $32.1B | 0.07% | |
| 214 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 20,672,000 | $31.6B | 0.07% | |
| 215 | IFFINTERNATIONAL FLAVORS&FRAGRA | 210,700 | $31.5B | 0.07% | Put |
| 216 | DALDELTA AIR LINES INC DEL | 723,348 | $31.3B | 0.07% | Put |
| 217 | BKBANK NEW YORK MELLON CORP | 607,500 | $31.1B | 0.07% | Put |
| 218 | —ISTAR INC | 20,429,000 | $31.1B | 0.07% | |
| 219 | EQIXEQUINIX INC | 38,200 | $30.7B | 0.07% | Put |
| 220 | 0VVBVIACOMCBS INC | 677,795 | $30.6B | 0.07% | Put |
| 221 | LVSLAS VEGAS SANDS CORP | 576,991 | $30.4B | 0.07% | Put |
| 222 | X 5 11/01/26UNITED STATES STL CORP NEW | 15,000,000 | $30.3B | 0.07% | |
| 223 | BIIBBIOGEN INC | 86,166 | $29.8B | 0.07% | Put |
| 224 | WBAWALGREENS BOOTS ALLIANCE INC | 563,400 | $29.6B | 0.07% | Put |
| 225 | HSYHERSHEY CO | 168,100 | $29.3B | 0.07% | Put |
| 226 | IQVIQVIA HLDGS INC | 120,700 | $29.2B | 0.07% | Put |
| 227 | WTWWILLIS TOWERS WATSON PLC LTD | 125,605 | $28.9B | 0.07% | Put |
| 228 | OXYOCCIDENTAL PETE CORP | 918,600 | $28.7B | 0.07% | Put |
| 229 | —UNDER ARMOUR INC | 14,500,000 | $28.5B | 0.06% | |
| 230 | RCLROYAL CARIBBEAN GROUP | 334,277 | $28.5B | 0.06% | Put |
| 231 | NEO 1.25 05/01/25NEOGENOMICS INC | 20,000,000 | $28.4B | 0.06% | |
| 232 | ETSYETSY INC | 137,700 | $28.3B | 0.06% | Put |
| 233 | PSXPHILLIPS 66 | 329,800 | $28.3B | 0.06% | Put |
| 234 | AFWALIGN TECHNOLOGY INC | 46,000 | $28.1B | 0.06% | Put |
| 235 | CYTK 4 11/15/26CYTOKINETICS INC | 13,500,000 | $28.0B | 0.06% | |
| 236 | ETNEATON CORP PLC | 187,100 | $27.7B | 0.06% | Put |
| 237 | PANW 0.375 06/01/25PALO ALTO NETWORKS INC | 20,000,000 | $27.3B | 0.06% | |
| 238 | BAXBAXTER INTL INC | 337,989 | $27.2B | 0.06% | Put |
| 239 | WOLF 1.75 05/01/26CREE INC | 12,500,000 | $27.2B | 0.06% | |
| 240 | VMCVULCAN MATLS CO | 155,665 | $27.1B | 0.06% | Put |
| 241 | SBACSBA COMMUNICATIONS CORP NEW | 84,600 | $27.0B | 0.06% | Put |
| 242 | KMBKIMBERLY-CLARK CORP | 200,592 | $26.8B | 0.06% | Put |
| 243 | SYYSYSCO CORP | 344,648 | $26.8B | 0.06% | Put |
| 244 | AEPAMERICAN ELEC PWR CO INC | 314,900 | $26.6B | 0.06% | Put |
| 245 | EXPEEXPEDIA GROUP INC | 162,708 | $26.6B | 0.06% | Put |
| 246 | —ZENDESK INC | 18,093,000 | $26.4B | 0.06% | |
| 247 | KEYSKEYSIGHT TECHNOLOGIES INC | 169,800 | $26.2B | 0.06% | Put |
| 248 | HLTHILTON WORLDWIDE HLDGS INC | 216,600 | $26.1B | 0.06% | Put |
| 249 | PAYXPAYCHEX INC | 242,700 | $26.0B | 0.06% | Put |
| 250 | AONAON PLC | 108,771 | $26.0B | 0.06% | Put |
| 251 | LYFTLYFT INC | 15,000,000 | $25.7B | 0.06% | |
| 252 | XBISPDR SER TR | 188,700 | $25.5B | 0.06% | Put |
| 253 | TROWPRICE T ROWE GROUP INC | 126,000 | $24.9B | 0.06% | Put |
| 254 | HIGHARTFORD FINL SVCS GROUP INC | 402,478 | $24.9B | 0.06% | Put |
| 255 | CPRTCOPART INC | 188,300 | $24.8B | 0.06% | Put |
| 256 | DLTRDOLLAR TREE INC | 248,807 | $24.8B | 0.06% | Put |
| 257 | 7HPHP INC | 816,600 | $24.7B | 0.06% | Put |
| 258 | UALUNITED AIRLS HLDGS INC | 469,778 | $24.6B | 0.06% | Put |
| 259 | VIAV 1 03/01/24VIAVI SOLUTIONS INC | 17,000,000 | $24.0B | 0.05% | |
| 260 | ADMARCHER DANIELS MIDLAND CO | 381,600 | $23.1B | 0.05% | Put |
| 261 | MSCIMSCI INC | 42,500 | $22.7B | 0.05% | Put |
| 262 | WDCWESTERN DIGITAL CORP. | 318,201 | $22.6B | 0.05% | Put |
| 263 | —LABORATORY CORP AMER HLDGS | 81,700 | $22.5B | 0.05% | Put |
| 264 | SYFSYNCHRONY FINANCIAL | 464,500 | $22.5B | 0.05% | Put |
| 265 | KRKROGER CO | 585,000 | $22.4B | 0.05% | Put |
| 266 | KHCKRAFT HEINZ CO | 549,100 | $22.4B | 0.05% | Put |
| 267 | ATMPBARCLAYS BANK PLC | 755,100 | $22.2B | 0.05% | Call |
| 268 | FLT1EURFLEETCOR TECHNOLOGIES INC | 86,756 | $22.2B | 0.05% | Put |
| 269 | CARRCARRIER GLOBAL CORPORATION | 454,000 | $22.1B | 0.05% | Put |
| 270 | —CANTEL MED CORP | 10,153,000 | $22.0B | 0.05% | |
| 271 | QRVOQORVO INC | 112,100 | $21.9B | 0.05% | Put |
| 272 | KMIKINDER MORGAN INC DEL | 1,197,300 | $21.8B | 0.05% | Put |
| 273 | GISGENERAL MLS INC | 355,500 | $21.7B | 0.05% | Put |
| 274 | MSIMOTOROLA SOLUTIONS INC | 99,800 | $21.6B | 0.05% | Put |
| 275 | LBEURL BRANDS INC | 298,400 | $21.5B | 0.05% | Put |
| 276 | FCN 2 08/15/23FTI CONSULTING INC | 15,000,000 | $21.5B | 0.05% | |
| 277 | NTAPNETAPP INC | 262,300 | $21.5B | 0.05% | Put |
| 278 | HESHESS CORP | 243,800 | $21.3B | 0.05% | Put |
| 279 | TRVTRAVELERS COMPANIES INC | 141,600 | $21.2B | 0.05% | Put |
| 280 | CTVACORTEVA INC | 472,241 | $20.9B | 0.05% | Put |
| 281 | DFSEURDISCOVER FINL SVCS | 176,000 | $20.8B | 0.05% | Put |
| 282 | JCIJOHNSON CTLS INTL PLC | 300,200 | $20.6B | 0.05% | Put |
| 283 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 16,500,000 | $20.5B | 0.05% | |
| 284 | LTHM 4.125 07/15/25LIVENT CORP | 8,500,000 | $20.4B | 0.05% | |
| 285 | WELLWELLTOWER INC | 244,500 | $20.3B | 0.05% | Put |
| 286 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 114,608 | $20.3B | 0.05% | Put |
| 287 | SWKSTANLEY BLACK & DECKER INC | 98,100 | $20.1B | 0.05% | Put |
| 288 | TTTRANE TECHNOLOGIES PLC | 108,900 | $20.1B | 0.05% | Put |
| 289 | MGMMGM RESORTS INTERNATIONAL | 469,100 | $20.0B | 0.05% | Put |
| 290 | QTWO 0.75 06/01/26Q2 HLDGS INC | 15,000,000 | $19.7B | 0.04% | |
| 291 | ALSALLSTATE CORP | 149,900 | $19.6B | 0.04% | Put |
| 292 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 281,672 | $19.5B | 0.04% | Put |
| 293 | WYNNWYNN RESORTS LTD | 158,338 | $19.4B | 0.04% | Put |
| 294 | HLF 2.625 03/15/24HERBALIFE LTD | 17,649,000 | $19.2B | 0.04% | |
| 295 | ALBALBEMARLE CORP | 113,914 | $19.2B | 0.04% | Put |
| 296 | NUENUCOR CORP | 199,300 | $19.1B | 0.04% | Put |
| 297 | NXPINXP SEMICONDUCTORS N V | 92,900 | $19.1B | 0.04% | Put |
| 298 | —LUMINEX CORP DEL | 19,000,000 | $19.1B | 0.04% | |
| 299 | CCLCARNIVAL CORP | 720,610 | $19.0B | 0.04% | Put |
| 300 | LENLENNAR CORP | 190,087 | $18.9B | 0.04% | Put |