Kapitalo Investimentos Ltda

Quant stat arb Low signal CIK 1798686
League rank
#147
in Quant stat arb · #7039 overall
Long book
$530.9M
Q1 2026
Positions
48
Top-10 weight
64%
concentration
Last quarter
+4.9%
SPY +14.8%
Turnover
62%
of book per quarter

Strategy in plain words

auto-generated from filings

Kapitalo Investimentos Ltda is a quantitative fund whose holdings reflect models, not opinions, running a $530.9M US long book across 48 positions.

The portfolio is concentrated: the top 10 names carry 64% of the portfolio. Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: AMAZON.COM INC, ISHARES CORE S&P 500 ETF, ELECTRONIC ARTS INC, NVIDIA CORP, VISTRA CORP.

Over the last 9 quarters its long book ran on average 0.3pp per quarter behind the S&P 500, beating the index in 5 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
-0.7%
Q2 2024
+10.4%
Q3 2024
-6.5%
Q4 2024
-1.6%
Q1 2025
+22.9%
Q2 2025
+8.8%
Q3 2025
+5.9%
Q4 2025
-6.5%
Q1 2026
+4.9%

Sector allocation

Technology
33%
Utilities
14%
Consumer discretionary
13%
Materials
12%
Industrials
9%
Financials
8%
Other
6%
Communications
3%

Long book by quarter

$453.9M
Q1 2024
$333.1M
Q2 2024
$409.4M
Q3 2024
$149.5M
Q4 2024
$492.8M
Q1 2025
$458.6M
Q2 2025
$533.5M
Q3 2025
$522.4M
Q4 2025
$530.9M
Q1 2026

What does Kapitalo Investimentos own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
AMZN AMAZON.COM INCConsumer discretionary245.1K$51.0M9.6%-56.6%
EA ELECTRONIC ARTS INCTechnology213.2K$43.5M8.2%+122.0%
NVDA NVIDIA CORPTechnology229.4K$40.0M7.5%New
VST VISTRA CORPUtilities217.8K$32.7M6.2%+107.5%
GTLS CHART INDUSTRIES INCIndustrials143.4K$29.6M5.6%New
ERO ERO COPPER CORPMaterials1.1M$28.7M5.4%Held
META META PLATFORMS INC-CLASS ATechnology44.0K$25.2M4.7%-22.3%
HO1 HOLOGIC INC283.6K$21.4M4.0%New
AES AES CORPUtilities1.4M$19.9M3.8%New
TECK TECK RESOURCES LTD-CLS BMaterials352.9K$18.3M3.4%+16.5%
MSFT MICROSOFT CORPTechnology38.8K$14.3M2.7%-45.7%
WBD WARNER BROS DISCOVERY INCCommunications432.9K$11.9M2.2%New
NU NU HOLDINGS LTD/CAYMAN ISL-AFinancials696.0K$10.0M1.9%New
DBRG DIGITALBRIDGE GROUP INCFinancials450.3K$6.9M1.3%New
VICI Vici properties incReal estate77.1K$6.2M1.2%New
XP XP INC - CLASS AFinancials225.7K$4.3M0.8%Held
BHF BRIGHTHOUSE FINANCIAL INCFinancials67.4K$4.0M0.8%New
WBS WEBSTER FINANCIAL CORPFinancials51.9K$3.6M0.7%New
EVEX EVE HOLDING INCIndustrials1.1M$2.7M0.5%Held
SLAB SILICON LABORATORIES INCTechnology6.9K$1.4M0.3%New
AAPL APPLE INCTechnology4.5K$1.1M0.2%New
DELL DELL TECHNOLOGIES -CTechnology6.2K$1.0M0.2%New
KVUE KENVUE INCOther56.0K$965K0.2%-97.2%
ACLXGBX ARCELLX INC8.0K$916K0.2%New
BKNG BOOKING HOLDINGS INCIndustrials82$345K0.1%New
V VISA INC-CLASS A SHARESServices media1.1K$323K0.1%-90.0%
SPGI S&P GLOBAL INCServices media745$317K0.1%New
MA MASTERCARD INC - AServices media625$312K0.1%-89.9%
DIS WALT DISNEY CO/THEServices media3.2K$310K0.1%-90.2%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 7, 202657$531.5M canonicalSEC ↗
Q4 202513F-HRJan 28, 202637$522.5M canonicalSEC ↗
Q3 202513F-HRNov 3, 202564$537.1M canonicalSEC ↗
Q2 202513F-HRJul 14, 2025119$461.4M canonicalSEC ↗
Q1 202513F-HRMay 7, 202584$493.2M canonicalSEC ↗
Q4 202413F-HRFeb 14, 2025274$149.5M canonicalSEC ↗
Q3 202413F-HROct 15, 2024160$410.2M canonicalSEC ↗
Q2 202413F-HRAug 14, 2024164$333.6M canonicalSEC ↗
Q1 202413F-HRMay 15, 2024259$455.7M canonicalSEC ↗