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
201	EXAS 0.375 03/01/28EXACT SCIENCES CORP	16,500,000	$21.5M	0.07%
202	AEPAMERICAN ELEC PWR CO INC	258,397	$21.5M	0.07%	Put
203	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	260,000	$21.3M	0.07%	Put
204	SPGIS&P GLOBAL INC	64,422	$21.2M	0.07%	Put
205	PPGPPG INDS INC	145,000	$20.9M	0.07%	Put
206	7HPHP INC	837,412	$20.6M	0.07%	Put
207	DALDELTA AIR LINES INC DEL	510,647	$20.5M	0.07%	Put
208	FFORD MTR CO DEL	2,331,600	$20.5M	0.07%	Put
209	DLTRDOLLAR TREE INC	189,400	$20.5M	0.07%	Put
210	AWMSKYWORKS SOLUTIONS INC	132,000	$20.2M	0.07%	Put
211	ECLECOLAB INC	91,988	$19.9M	0.07%	Put
212	KMBKIMBERLY-CLARK CORP	145,988	$19.7M	0.07%	Put
213	WMWASTE MGMT INC DEL	166,900	$19.7M	0.07%	Put
214	MPCMARATHON PETE CORP	475,391	$19.7M	0.07%	Put
215	AFLAFLAC INC	440,078	$19.6M	0.07%	Put
216	CNCCENTENE CORP DEL	324,230	$19.5M	0.07%	Put
217	ADMARCHER DANIELS MIDLAND CO	384,107	$19.4M	0.06%	Put
218	KEYSKEYSIGHT TECHNOLOGIES INC	146,400	$19.3M	0.06%	Put
219	SRESEMPRA ENERGY	151,374	$19.3M	0.06%	Put
220	FTVFORTIVE CORP	270,700	$19.2M	0.06%	Put
221	DOWDOW INC	341,000	$18.9M	0.06%	Put
222	MCHPMICROCHIP TECHNOLOGY INC.	135,200	$18.7M	0.06%	Put
223	GISGENERAL MLS INC	316,662	$18.6M	0.06%	Put
224	ETNEATON CORP PLC	154,100	$18.5M	0.06%	Put
225	CYTK 4 11/15/26CYTOKINETICS INC	8,500,000	$18.3M	0.06%
226	KRKROGER CO	575,950	$18.3M	0.06%	Put
227	—AEROJET ROCKETDYNE HLDGS INC	8,863,000	$18.0M	0.06%
228	WMBWILLIAMS COS INC	896,620	$18.0M	0.06%	Put
229	VTVVANGUARD INDEX FDS	150,856	$17.9M	0.06%
230	AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC	14,420,000	$17.9M	0.06%
231	HSYHERSHEY CO	117,500	$17.9M	0.06%	Put
232	PAYXPAYCHEX INC	189,400	$17.6M	0.06%	Put
233	DUKDUKE ENERGY CORP NEW	190,771	$17.5M	0.06%	Put
234	PXDEURPIONEER NAT RES CO	153,199	$17.4M	0.06%	Put
235	HLTHILTON WORLDWIDE HLDGS INC	156,400	$17.4M	0.06%	Put
236	BALLBALL CORP	184,000	$17.1M	0.06%	Put
237	GDGENERAL DYNAMICS CORP	114,574	$17.1M	0.06%	Put
238	PENN 2.75 05/15/26PENN NATL GAMING INC	4,500,000	$17.0M	0.06%
239	APDAIR PRODS & CHEMS INC	62,150	$17.0M	0.06%	Put
240	MCOMOODYS CORP	58,481	$17.0M	0.06%	Put
241	WELLWELLTOWER INC	258,996	$16.7M	0.06%	Put
242	SYYSYSCO CORP	222,000	$16.5M	0.06%	Put
243	STZCONSTELLATION BRANDS INC	74,700	$16.4M	0.05%	Put
244	FTNTFORTINET INC	109,000	$16.2M	0.05%	Put
245	DC4DEXCOM INC	43,442	$16.1M	0.05%	Put
246	—INVITAE CORP	10,000,000	$16.0M	0.05%
247	KEYKEYCORP	971,767	$15.9M	0.05%	Put
248	TTWOTAKE-TWO INTERACTIVE SOFTWAR	76,585	$15.9M	0.05%	Put
249	URIUNITED RENTALS INC	68,400	$15.9M	0.05%	Put
250	QRVOQORVO INC	95,200	$15.8M	0.05%	Put
251	LUVSOUTHWEST AIRLS CO	338,100	$15.8M	0.05%	Put
252	—PLURALSIGHT INC	15,777,000	$15.7M	0.05%
253	LYBLYONDELLBASELL INDUSTRIES N	169,200	$15.5M	0.05%	Put
254	HPEHEWLETT PACKARD ENTERPRISE C	1,306,859	$15.5M	0.05%	Put
255	EXPEEXPEDIA GROUP INC	116,647	$15.4M	0.05%	Put
256	LVSLAS VEGAS SANDS CORP	258,500	$15.4M	0.05%	Put
257	W 1.125 11/01/24WAYFAIR INC	7,500,000	$15.3M	0.05%
258	TRVTRAVELERS COMPANIES INC	108,100	$15.2M	0.05%	Put
259	LENLENNAR CORP	198,400	$15.1M	0.05%	Put
260	RFREGIONS FINANCIAL CORP NEW	938,120	$15.1M	0.05%	Put
261	RCLROYAL CARIBBEAN GROUP	198,717	$14.8M	0.05%	Put
262	APHAMPHENOL CORP NEW	111,500	$14.6M	0.05%	Put
263	0VVBVIACOMCBS INC	389,973	$14.5M	0.05%	Put
264	OKEONEOK INC NEW	376,257	$14.4M	0.05%	Put
265	PSAPUBLIC STORAGE	62,400	$14.4M	0.05%	Put
266	STTSTATE STR CORP	197,417	$14.4M	0.05%	Put
267	KHCKRAFT HEINZ CO	408,842	$14.2M	0.05%	Put
268	TTTRANE TECHNOLOGIES PLC	97,600	$14.2M	0.05%	Put
269	ZBRAZEBRA TECHNOLOGIES CORPORATI	36,800	$14.1M	0.05%	Put
270	—PROOFPOINT INC	12,243,000	$13.8M	0.05%
271	PPLPPL CORP	487,345	$13.7M	0.05%	Put
272	PEOEXELON CORP	321,667	$13.6M	0.05%	Put
273	XLESELECT SECTOR SPDR TR	355,666	$13.5M	0.05%	Put
274	TELTE CONNECTIVITY LTD	111,200	$13.5M	0.05%	Put
275	NTAPNETAPP INC	202,306	$13.4M	0.04%	Put
276	PMT 5.5 11/01/24PENNYMAC CORP	13,500,000	$13.3M	0.04%
277	—INTREXON CORP	15,500,000	$13.3M	0.04%
278	KBR 2.5 11/01/23KBR INC	9,575,000	$13.1M	0.04%
279	WBAWALGREENS BOOTS ALLIANCE INC	327,103	$13.0M	0.04%	Put
280	DFSEURDISCOVER FINL SVCS	143,100	$13.0M	0.04%	Put
281	GENNORTONLIFELOCK INC	620,000	$12.9M	0.04%	Put
282	AALAMERICAN AIRLS GROUP INC	815,100	$12.9M	0.04%	Put
283	EDCONSOLIDATED EDISON INC	173,859	$12.6M	0.04%	Put
284	WDCWESTERN DIGITAL CORP.	225,900	$12.5M	0.04%	Put
285	DDOMINION ENERGY INC	166,269	$12.5M	0.04%	Put
286	PDD 0 12/01/25PINDUODUO INC	10,000,000	$12.4M	0.04%
287	—ISTAR INC	10,429,000	$12.4M	0.04%
288	ALBALBEMARLE CORP	83,400	$12.3M	0.04%	Put
289	KSUEURKANSAS CITY SOUTHERN	59,800	$12.2M	0.04%	Put
290	SWKSTANLEY BLACK & DECKER INC	68,300	$12.2M	0.04%	Put
291	VFCV F CORP	142,557	$12.2M	0.04%	Put
292	TLTISHARES TR	77,100	$12.2M	0.04%	Put
293	X 5 11/01/26UNITED STATES STL CORP NEW	8,000,000	$12.0M	0.04%
294	VMCVULCAN MATLS CO	80,100	$11.9M	0.04%	Put
295	MGMMGM RESORTS INTERNATIONAL	373,900	$11.8M	0.04%	Put
296	—IHS MARKIT LTD	130,200	$11.7M	0.04%	Put
297	TROWPRICE T ROWE GROUP INC	77,200	$11.7M	0.04%	Put
298	IDXXIDEXX LABS INC	23,100	$11.5M	0.04%	Put
299	JDJD.COM INC	130,200	$11.4M	0.04%	Put
300	PAYCPAYCOM SOFTWARE INC	24,800	$11.2M	0.04%	Put

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