Stocks/Funds/CIK 1426196

CAPSTONE INVESTMENT ADVISORS, LLC

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1426196
Assets
$9.00B
-1.8% YoY
Holdings
785
Lifetime alpha vs market
+0.23% annual
Average hold time
2.9 yr
median 1.8 yr

Quarterly history

Cum return +244% vs S&P +237% · α +7% lifetimeAUM $9.0B · peak $10.3BFlow $-762M (-7%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
+2.30%
adds when stocks drop
when a holding falls −10%+
Middle response
-15.95%
baseline attrition
Rally response
-40.30%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
AMZNAmazon.com, Inc.$1.20B13.4%+9.5%9.3 yr
MSFTMicrosoft Corporation$1.03B11.4%-0.6%9.8 yr
IVViShares Core S&P 500 ETF$1.02B11.3%2.3 yr
NVDANVIDIA Corporation$700M7.8%+60.9%8.5 yr
TSLATesla, Inc.$541M6.0%+43.4%7.8 yr
VOOVanguard S&P 500 ETF$511M5.7%1.8 yr
SPYState Street SPDR S&P 50$386M4.3%+17.6%8.5 yr
WBDWarner Bros. Discovery, $280M3.1%+155.9%3.8 yr
AAPLApple Inc.$250M2.8%+14.7%10.3 yr
GOOGAlphabet Inc.$241M2.7%+84.3%8.5 yr
GOOGLAlphabet Inc.$197M2.2%9.8 yr
METAMeta Platforms, Inc.$194M2.2%-0.4%10.0 yr
AMDAdvanced Micro Devices, $146M1.6%+98.0%6.8 yr
ORCLOracle Corporation$130M1.4%+5.9%7.0 yr
AVGOBroadcom Inc.$117M1.3%+86.0%6.8 yr

Portfolio composition (YoY)

Industry mix
Asset Management25.1%+11.3pp$2.26B
Software - Infrastructure13.9%+3.2pp$1.25B
Specialty Retail13.6%-0.0pp$1.22B
Semiconductors11.6%-3.6pp$1.04B
Internet Content & Information7.1%-1.3pp$641M
Auto - Manufacturers6.1%-9.5pp$545M
Entertainment3.5%+3.2pp$312M
Consumer Electronics2.8%-0.8pp$251M
Software - Application1.4%+0.6pp$122M
Engineering & Construction1.1%+0.7pp$98M
Country
US98.4%+6.2pp
CA0.6%+0.4pp
TW0.2%+0.0pp
Unknown0.2%-5.5pp
BM0.1%+0.0pp
GB0.1%-0.1pp
CN0.1%+0.1pp
BE0.1%
Top 5: 49.9% · Top 10: 68.4% · Top 25: 82.3%

Winners

TickerPrev $PnLYoY %
NVDA$1.07B+0.65B60.9%
TSLA$1.40B+0.61B43.4%
GOOG$204M+0.17B84.3%
AMD$151M+0.15B98.0%
AMZN$1.24B+0.12B9.5%

Losers

TickerPrev $PnLYoY %
MSFT$927M-0.01B-0.6%
META$15M-0.00B-0.4%
IBM$4M-0.00B-0.1%

Top buys this quarter · 15

MSFT Microsoft Corporation+$759M
AMZN Amazon.com, Inc.+$646M
SPY State Street SPDR S&P 500 ETF +$274M
TSLA Tesla, Inc.+$201M
WBD Warner Bros. Discovery, Inc.+$177M
WBS Webster Financial Corporation+$59M
ORCL Oracle Corporation+$56M
EA Electronic Arts Inc.+$47M
PLTR Palantir Technologies Inc.+$39M
IBM International Business Machine+$36M

Top sells this quarter · 15

NVDA NVIDIA Corporation$796M
AMD Advanced Micro Devices, Inc.$356M
META Meta Platforms, Inc.$86M
FCX Freeport-McMoRan Inc.$52M
TSM Taiwan Semiconductor Manufactu$51M
FOX Fox Corporation$48M
KVUE Kenvue Inc.$42M
BTSG BrightSpring Health Services, $38M
NFLX Netflix, Inc.$37M
FLS Flowserve Corporation$36M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$9.00B785+39.76%+17.59%+22.17%-0.76B
2025-12-31$10.34B734+35.04%+17.72%+17.33%+0.21B
2025-09-30$9.81B1020+34.49%+17.52%+16.97%-2.11B
2025-06-30$10.24B758+24.77%+14.94%+9.83%-1.05B
2025-03-31$9.17B453+3.33%+8.30%-4.98%+1.96B
2024-12-31$7.90B652+25.95%+24.89%+1.06%+4.96B
2024-09-30$2.86B741+35.24%+36.04%-0.79%+0.47B
2024-06-30$2.22B908+22.33%+24.49%-2.16%-0.74B
2024-03-31$2.89B1187+32.75%+29.62%+3.12%-0.48B
2023-12-31$3.03B914+28.77%+26.18%+2.60%+1.06B
2023-09-30$1.78B955+23.02%+21.57%+1.46%+0.68B
2023-06-30$1.12B720+14.54%+19.42%-4.88%+0.22B
2023-03-31$817M478-12.31%-7.82%-4.49%-0.80B
2022-12-31$1.50B485-20.59%-18.17%-2.42%-0.87B
2022-09-30$2.25B560-16.34%-15.51%-0.84%+0.54B
2022-06-30$1.88B740-7.50%-10.62%+3.12%+0.24B