Versor Investments LP

Quant stat arb Low signal CIK 1650301
League rank
#115
in Quant stat arb · #5920 overall
Long book
$40.8M
Q1 2026
Positions
31
Top-10 weight
52%
concentration
Last quarter
+0.8%
SPY -4.4%
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. Current anchor positions: Janus Hendersongroup Pl, DAY ONE BIOPHARMACEUTICALS I, SELECT MEDICAL HOLDINGS CORP, NORFOLK SOUTHERN CORP, TALKSPACE INC.

Over the last 8 quarters its long book ran on average 1.3pp per quarter behind the S&P 500, beating the index in 3 of 8 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%

Sector allocation

Other
43%
Healthcare
17%
Technology
14%
Industrials
9%
Financials
7%
Communications
4%
Energy
3%
Utilities
3%

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
DAWNGBX DAY ONE BIOPHARMACEUTICALS I123.7K$2.7M6.5%New
SEM SELECT MEDICAL HOLDINGS CORPHealthcare144.7K$2.4M5.8%New
NSC NORFOLK SOUTHERN CORPIndustrials8.1K$2.3M5.7%-85.0%
TALK TALKSPACE INCHealthcare404.0K$2.1M5.1%New
APLSUSD APELLIS PHARMACEUTICALS INC51.1K$2.1M5.0%New
AM6 AMICUS THERAPEUTICS INC136.1K$2.0M4.8%-84.4%
EA ELECTRONIC ARTS INCTechnology9.3K$1.9M4.6%-85.3%
GLDD GREAT LAKES DREDGE & DOCK CO101.6K$1.7M4.2%New
8TG THERMON GROUP HOLDINGS INC32.1K$1.6M4.0%New
QRVO QORVO INCTechnology20.5K$1.6M3.9%-70.1%
CTRA COTERRA ENERGY INC44.7K$1.6M3.8%New
STEL STELLAR BANCORP INCFinancials42.1K$1.5M3.8%New
PEN PENUMBRA INCHealthcare4.5K$1.5M3.6%New
XHC HERITAGE COMMERCE CORP113.0K$1.4M3.5%-84.7%
WBD WARNER BROS DISCOVERY INCCommunications50.1K$1.4M3.4%-85.0%
SLAB SILICON LABORATORIES INCTechnology5.5K$1.1M2.8%New
MASI* MASIMO CORP6.1K$1.1M2.6%+70.0%
VAL VALARIS LTDEnergy9.4K$918K2.2%New
GTLS CHART INDUSTRIES INCIndustrials4.4K$902K2.2%-85.4%
K4F ONESTREAM INC33.8K$812K2.0%New
DBRG DIGITALBRIDGE GROUP INCFinancials41.4K$638K1.6%+219.2%
NATL NCR ATLEOS CORPTechnology12.6K$547K1.3%-4.2%
UNF UNIFIRST CORP/MAServices media2.0K$513K1.3%New
WTRG ESSENTIAL UTILITIES INCUtilities12.4K$500K1.2%-66.7%
AES AES CORPUtilities28.1K$396K1.0%New
PRA PROASSURANCE CORPFinancials13.6K$337K0.8%-85.6%
AHQ AMERICAN WOODMARK CORP7.9K$313K0.8%-87.4%

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 ↗