Taproot Management LP

Quant stat arb Low signal CIK 2074098
League rank
#37
in Quant stat arb · #994 overall
Long book
$529.7M
Q1 2026
Positions
180
Top-10 weight
16%
concentration
Last quarter
+17.1%
SPY +14.8%
Turnover
65%
of book per quarter

Strategy in plain words

auto-generated from filings

Taproot Management LP is a quantitative fund whose holdings reflect models, not opinions, running a $529.7M US long book across 180 positions.

The portfolio is broadly diversified across 180 positions (top 10 only 16%). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: PERFORMANCE FOOD GROUP CO, WEST PHARMACEUTICAL SERVICES, ELEVANCE HEALTH INC, THERMO FISHER SCIENTIFIC INC, AVALONBAY COMMUNITIES INC.

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
Q4 2025
-1.3%
Q1 2026
+17.1%

Sector allocation

Industrials
23%
Healthcare
21%
Consumer discretionary
17%
Other
10%
Services media
8%
Technology
8%
Consumer staples
7%
Financials
3%

Long book by quarter

$617.3M
Q4 2025
$529.7M
Q1 2026

What does Taproot Management own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
PFGC PERFORMANCE FOOD GROUP COConsumer discretionary127.8K$11.0M2.1%-7.6%
WST WEST PHARMACEUTICAL SERVICESHealthcare43.7K$10.9M2.1%-2.4%
ELV ELEVANCE HEALTH INCFinancials32.1K$9.4M1.8%+242.3%
TMO THERMO FISHER SCIENTIFIC INCOther19.1K$9.4M1.8%-3.2%
ABBV ABBVIE INCHealthcare36.1K$7.8M1.5%New
KO COCA-COLA CO/THEConsumer staples102.5K$7.8M1.5%New
FAST FASTENAL COConsumer discretionary161.7K$7.5M1.4%+345.5%
RRX REGAL REXNORD CORPIndustrials39.4K$7.4M1.4%New
ABT ABBOTT LABORATORIESHealthcare70.4K$7.2M1.4%New
ITT ITT INCIndustrials37.4K$7.1M1.3%-47.6%
CVS CVS HEALTH CORPHealthcare93.0K$6.7M1.3%-40.9%
CLX CLOROX COMPANYOther60.0K$6.2M1.2%New
RPRX ROYALTY PHARMA PLC- CL AHealthcare129.6K$6.2M1.2%-54.5%
OLLI OLLIE'S BARGAIN OUTLET HOLDIConsumer discretionary67.5K$6.2M1.2%+290.4%
FERG FERGUSON ENTERPRISES INCConsumer discretionary26.1K$6.1M1.1%+129.0%
CHD CHURCH & DWIGHT CO INCOther61.8K$5.8M1.1%New
EAT BRINKER INTERNATIONAL INCConsumer discretionary39.9K$5.7M1.1%New
MTD METTLER-TOLEDO INTERNATIONALHealthcare4.5K$5.7M1.1%-43.2%
STZ CONSTELLATION BRANDS INC-AConsumer staples37.5K$5.6M1.1%-21.4%
ASML ASML HOLDING NV-NY REG SHSIndustrials4.1K$5.4M1.0%+355.9%
PFE PFIZER INCHealthcare192.9K$5.4M1.0%New
IEX IDEX CORPIndustrials28.4K$5.4M1.0%New
MAR MARRIOTT INTERNATIONAL -CL AServices media15.8K$5.2M1.0%New
ETN EATON CORP PLCIndustrials14.4K$5.1M1.0%New
MDLZ MONDELEZ INTERNATIONAL INC-AConsumer staples87.7K$5.1M1.0%New
CSX CSX CORPIndustrials121.8K$5.0M0.9%New
PRMB PRIMO BRANDS CORPConsumer staples265.5K$5.0M0.9%New
PRIM PRIMORIS SERVICES CORPIndustrials34.5K$4.9M0.9%New
GLW CORNING INCIndustrials35.3K$4.8M0.9%New
ALC ALCON INCHealthcare62.0K$4.7M0.9%New
ZBH ZIMMER BIOMET HOLDINGS INCHealthcare51.6K$4.7M0.9%+137.7%
SYK STRYKER CORPHealthcare14.1K$4.6M0.9%New
H HYATT HOTELS CORP - CL AServices media31.7K$4.6M0.9%-45.2%
TXN TEXAS INSTRUMENTS INCTechnology22.8K$4.4M0.8%+61.1%
WAB WABTEC CORPIndustrials17.5K$4.4M0.8%-68.4%
HSIC HENRY SCHEIN INCConsumer discretionary59.4K$4.4M0.8%+35.1%
PWR QUANTA SERVICES INCIndustrials8.0K$4.4M0.8%New
ROST ROSS STORES INCConsumer discretionary19.7K$4.3M0.8%New
KEX KIRBY CORPIndustrials30.9K$4.1M0.8%New
HPQ HP INCTechnology209.8K$4.0M0.8%New
YUM YUM! BRANDS INCConsumer discretionary25.1K$3.9M0.7%+200.8%
NKE NIKE INC -CL BOther73.3K$3.9M0.7%+88.0%
BROS DUTCH BROS INC-CLASS AConsumer discretionary75.8K$3.8M0.7%+1080.4%
CNI CANADIAN NATL RAILWAY COIndustrials37.2K$3.8M0.7%-70.7%
KLAC KLA CORPOther2.6K$3.8M0.7%New
MEDP MEDPACE HOLDINGS INCHealthcare7.8K$3.8M0.7%New
IMAX IMAX CORPOther97.0K$3.7M0.7%New
COCO VITA COCO CO INC/THEConsumer staples76.9K$3.7M0.7%New
JCI JOHNSON CONTROLS INTERNATIONIndustrials28.0K$3.7M0.7%-42.6%
ADI ANALOG DEVICES INCTechnology11.5K$3.7M0.7%-17.0%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 13, 2026180$529.7M canonicalSEC ↗
Q4 202513F-HRFeb 13, 2026147$617.3M canonicalSEC ↗