CAPSTONE INVESTMENT ADVISORS, LLC

Quant stat arb Low signal CIK 1426196
League rank
#76
in Quant stat arb · #1898 overall
Long book
$9.00B
Q1 2026
Positions
786
Top-10 weight
68%
concentration
Last quarter
+14.3%
SPY +14.8%
Turnover
55%
of book per quarter

Strategy in plain words

auto-generated from filings

CAPSTONE INVESTMENT ADVISORS, LLC is a quantitative fund whose holdings reflect models, not opinions, running a $9.00B US long book across 786 positions.

The portfolio is concentrated: the top 10 names carry 68% of the portfolio. Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: AMAZON.COM INC, MICROSOFT CORP, ISHARES CORE S&P 500 ETF, NVIDIA CORP, TESLA INC.

Over the last 9 quarters its long book ran on average 1.6pp per quarter ahead of the S&P 500, beating the index in 4 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
+2.6%
Q2 2024
+7.3%
Q3 2024
+2.0%
Q4 2024
-6.8%
Q1 2025
+21.2%
Q2 2025
+16.5%
Q3 2025
+3.7%
Q4 2025
-6.0%
Q1 2026
+14.3%

Sector allocation

Technology
50%
Consumer discretionary
19%
Industrials
14%
Communications
5%
Financials
4%
Other
3%
Services media
2%
Healthcare
1%

Long book by quarter

$2.89B
Q1 2024
$2.22B
Q2 2024
$2.86B
Q3 2024
$7.90B
Q4 2024
$8.69B
Q1 2025
$9.65B
Q2 2025
$9.36B
Q3 2025
$9.85B
Q4 2025
$9.00B
Q1 2026

What does CAPSTONE INVESTMENT own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
AMZN AMAZON.COM INCConsumer discretionary5.8M$1.20B13.4%+116.1%
MSFT MICROSOFT CORPTechnology2.8M$1.03B11.4%+284.0%
NVDA NVIDIA CORPTechnology4.0M$700.3M7.8%-53.2%
TSLA TESLA INCIndustrials1.5M$540.6M6.0%+59.1%
WBD WARNER BROS DISCOVERY INCCommunications10.2M$280.2M3.1%+172.1%
AAPL APPLE INCTechnology986.4K$250.3M2.8%-3.8%
GOOG ALPHABET INC-CL CTechnology838.6K$240.6M2.7%-9.9%
GOOGL ALPHABET INC-CL ATechnology684.2K$196.7M2.2%-75.2%
META META PLATFORMS INC-CLASS ATechnology339.1K$194.0M2.2%-30.7%
AMD ADVANCED MICRO DEVICESTechnology715.9K$145.6M1.6%-71.0%
ORCL ORACLE CORPTechnology884.2K$130.1M1.4%+76.6%
AVGO BROADCOM INCTechnology377.9K$117.0M1.3%-7.0%
WBS WEBSTER FINANCIAL CORPFinancials849.5K$59.0M0.7%New
GXO GXO LOGISTICS INCIndustrials964.5K$50.0M0.6%-1.1%
EA ELECTRONIC ARTS INCTechnology235.0K$47.9M0.5%New
PLTR PALANTIR TECHNOLOGIES INC-ATechnology320.8K$46.9M0.5%+472.3%
KVUE KENVUE INCOther2.7M$45.9M0.5%-47.6%
IBM INTL BUSINESS MACHINES CORPTechnology151.7K$36.8M0.4%+3520.1%
AA ALCOA CORPIndustrials543.7K$36.1M0.4%New
KEX KIRBY CORPIndustrials263.6K$35.0M0.4%-26.4%
GTLS CHART INDUSTRIES INCIndustrials163.0K$33.7M0.4%New
J JACOBS SOLUTIONS INCIndustrials250.0K$31.8M0.4%-0.3%
KBR KBR INCIndustrials719.4K$26.5M0.3%-8.2%
UBER UBER TECHNOLOGIES INCServices media310.0K$22.3M0.2%+74.3%
LULU LULULEMON ATHLETICA INCOther144.3K$22.1M0.2%+113.0%
FLR FLUOR CORPIndustrials471.9K$22.0M0.2%-21.3%
ADBE ADOBE INCTechnology84.7K$20.6M0.2%+141.7%
MA MASTERCARD INC - AServices media40.3K$20.2M0.2%+95.2%
RS RELIANCE INCConsumer discretionary61.6K$18.7M0.2%New
MU MICRON TECHNOLOGY INCTechnology53.4K$18.0M0.2%+600.9%
CME CME GROUP INCFinancials60.6K$17.9M0.2%+1.0%
HOOD ROBINHOOD MARKETS INC - AFinancials256.1K$17.7M0.2%+535.1%
CRWV COREWEAVE INC-CL ATechnology227.1K$17.6M0.2%+28.7%
CEG CONSTELLATION ENERGYUtilities60.5K$16.9M0.2%+628.3%
PANW PALO ALTO NETWORKS INCTechnology103.8K$16.6M0.2%+300.0%
EXPD EXPEDITORS INTL WASH INCIndustrials111.2K$15.9M0.2%New
WLK WESTLAKE CORPOther135.8K$15.9M0.2%+4254.2%
VST VISTRA CORPUtilities104.5K$15.7M0.2%+75.5%
JPM JPMORGAN CHASE & COFinancials50.4K$14.8M0.2%+6408.9%
QCOM QUALCOMM INCTechnology115.1K$14.8M0.2%+309.9%
BX BLACKSTONE INCFinancials125.9K$14.5M0.2%+143.3%
FLS FLOWSERVE CORPIndustrials196.1K$14.4M0.2%-71.6%
BA BOEING CO/THEIndustrials71.0K$14.1M0.2%+530.4%
CL COLGATE-PALMOLIVE COOther165.1K$14.1M0.2%+318.4%
CTRA COTERRA ENERGY INC389.8K$13.7M0.2%New
BRK/B BERKSHIRE HATHAWAY INC-CL BFinancials27.1K$13.0M0.1%New
KKR KKR & CO INCFinancials138.3K$12.8M0.1%+267.0%
V VISA INC-CLASS A SHARESServices media41.2K$12.4M0.1%New
BAC BANK OF AMERICA CORPFinancials242.9K$11.8M0.1%+866.9%
FOX FOX CORP - CLASS BCommunications200.0K$10.6M0.1%-81.8%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 15, 20261558$57.41B canonicalSEC ↗
Q4 202513F-HRFeb 17, 20261530$51.09B canonicalSEC ↗
Q3 202513F-HRNov 14, 20251889$53.72B canonicalSEC ↗
Q2 202513F-HRAug 14, 20251556$40.39B canonicalSEC ↗
Q1 202513F-HRMay 15, 20251317$37.83B canonicalSEC ↗
Q4 202413F-HRFeb 14, 20251824$41.41B canonicalSEC ↗
Q3 202413F-HRNov 14, 20241886$32.86B canonicalSEC ↗
Q2 202413F-HRAug 14, 20242031$31.92B canonicalSEC ↗
Q1 202413F-HRMay 1, 20242306$23.47B canonicalSEC ↗