Versor Investments LP

Quant stat arb Low signal CIK 1650301
League rank
#114
in Quant stat arb · #5901 overall
Long book
$40.8M
Q1 2026
Positions
31
Top-10 weight
52%
concentration
Last quarter
+2.7%
SPY +14.8%
Turnover
98%
of book per quarter

Strategy in plain words

auto-generated from filings

Versor Investments LP is a quantitative fund whose holdings reflect models, not opinions, running a $40.8M US long book across 31 positions.

The portfolio is concentrated: the top 10 names carry 52% of the portfolio. Turnover is high — positions rotate quickly, so individual names matter less than the process.

Over the last 9 quarters its long book ran on average 2.5pp per quarter behind the S&P 500, beating the index in 3 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
-3.1%
Q2 2024
+9.0%
Q3 2024
-0.2%
Q4 2024
-4.2%
Q1 2025
+7.0%
Q2 2025
+5.1%
Q3 2025
+0.8%
Q4 2025
+0.8%
Q1 2026
+2.7%

Sector allocation

No sector data

Long book by quarter

$494.6M
Q1 2024
$542.3M
Q2 2024
$631.8M
Q3 2024
$580.1M
Q4 2024
$613.4M
Q1 2025
$567.5M
Q2 2025
$543.3M
Q3 2025
$641.8M
Q4 2025
$40.8M
Q1 2026

What does Versor Investments own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 12, 202631$40.8M canonicalSEC ↗
Q4 202513F-HRFeb 4, 2026590$641.8M canonicalSEC ↗
Q3 202513F-HRNov 6, 2025606$543.3M canonicalSEC ↗
Q2 202513F-HRAug 5, 2025683$567.5M canonicalSEC ↗
Q1 202513F-HRMay 13, 2025681$613.4M canonicalSEC ↗
Q4 202413F-HRFeb 5, 2025725$580.1M canonicalSEC ↗
Q3 202413F-HRNov 4, 2024743$631.8M canonicalSEC ↗
Q2 202413F-HRAug 1, 2024699$542.3M canonicalSEC ↗
Q1 202413F-HRMay 13, 2024661$494.6M canonicalSEC ↗