SIG BROKERAGE, LP

Quant stat arb Low signal CIK 1094429
League rank
#50
in Quant stat arb · #1198 overall
Long book
$353.7M
Q1 2026
Positions
229
Top-10 weight
28%
concentration
Last quarter
+16.2%
SPY +14.8%
Turnover
62%
of book per quarter

Strategy in plain words

auto-generated from filings

SIG BROKERAGE, LP is a quantitative fund whose holdings reflect models, not opinions, running a $353.7M US long book across 229 positions.

The portfolio is moderately concentrated (top 10 ≈ 28% of the book). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: ISHARES MSCI EUROPE FINANCIA, ISHARES CHINA LARGE-CAP ETF, SS MATERIALS SELECT SECTOR, SCHWAB (CHARLES) CORP, ISHARES MSCI BRAZIL ETF.

Over the last 6 quarters its long book ran on average 3.2pp per quarter ahead of the S&P 500, beating the index in 3 of 6 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
Q4 2024
-7.4%
Q1 2025
+33.1%
Q2 2025
+5.0%
Q3 2025
+1.4%
Q4 2025
-1.5%
Q1 2026
+16.2%

Sector allocation

Financials
20%
Healthcare
18%
Technology
18%
Industrials
10%
Services media
10%
Consumer discretionary
8%
Energy
5%
Consumer staples
4%

Long book by quarter

$213.6M
Q4 2024
$343.1M
Q1 2025
$364.3M
Q2 2025
$396.8M
Q3 2025
$297.4M
Q4 2025
$353.7M
Q1 2026

What does SIG BROKERAGE, own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
SCHW SCHWAB (CHARLES) CORPFinancials107.6K$10.1M2.9%-5.3%
HD HOME DEPOT INCConsumer discretionary25.4K$8.4M2.4%+4.0%
BAC BANK OF AMERICA CORPFinancials169.0K$8.2M2.3%-11.4%
META META PLATFORMS INC-CLASS ATechnology14.1K$8.1M2.3%New
VRTX VERTEX PHARMACEUTICALS INCHealthcare17.6K$7.9M2.2%-15.6%
MRK MERCK & CO. INC.Healthcare59.6K$7.2M2.0%+43.9%
GILD GILEAD SCIENCES INCHealthcare51.3K$7.2M2.0%-1.2%
MU MICRON TECHNOLOGY INCTechnology18.6K$6.3M1.8%New
CB CHUBB LTDFinancials18.0K$5.9M1.7%+4.2%
UNH UNITEDHEALTH GROUP INCFinancials20.4K$5.5M1.6%+1176.8%
NFLX NETFLIX INCServices media53.8K$5.2M1.5%New
PEP PEPSICO INCConsumer staples27.6K$4.3M1.2%New
SCCO SOUTHERN COPPER CORPMaterials23.8K$4.1M1.2%New
SPGI S&P GLOBAL INCServices media8.8K$3.7M1.1%-25.7%
WSM WILLIAMS-SONOMA INCConsumer discretionary20.0K$3.7M1.0%New
UAL UNITED AIRLINES HOLDINGS INCIndustrials35.0K$3.2M0.9%+8.7%
LLY ELI LILLY & COHealthcare3.5K$3.2M0.9%+56.7%
VTRS VIATRIS INCHealthcare225.9K$3.1M0.9%+24.3%
CSX CSX CORPIndustrials70.0K$2.9M0.8%+159.3%
LRCX LAM RESEARCH CORPIndustrials13.3K$2.8M0.8%-26.1%
V VISA INC-CLASS A SHARESServices media8.7K$2.6M0.7%+20.8%
AMZN AMAZON.COM INCConsumer discretionary12.5K$2.6M0.7%+22.7%
IREN IREN LTDFinancials75.8K$2.6M0.7%-13.3%
ORCL ORACLE CORPTechnology17.3K$2.6M0.7%New
KO COCA-COLA CO/THEConsumer staples33.2K$2.5M0.7%-3.5%
GOOGL ALPHABET INC-CL ATechnology8.3K$2.4M0.7%-72.2%
GLW CORNING INCIndustrials16.9K$2.3M0.6%+245.9%
NEE NEXTERA ENERGY INCUtilities24.0K$2.2M0.6%+25.1%
ESLT ELBIT SYSTEMS LTDIndustrials2.6K$2.2M0.6%New
CVX CHEVRON CORPEnergy10.0K$2.1M0.6%+42.8%
PLTR PALANTIR TECHNOLOGIES INC-ATechnology13.7K$2.0M0.6%New
FANG DIAMONDBACK ENERGY INCEnergy10.0K$2.0M0.6%+129.3%
SPHR SPHERE ENTERTAINMENT COServices media16.3K$1.9M0.5%-30.5%
ALGN ALIGN TECHNOLOGY INCHealthcare11.0K$1.9M0.5%-6.0%
MAR MARRIOTT INTERNATIONAL -CL AServices media5.6K$1.8M0.5%-18.8%
TER TERADYNE INCTechnology6.2K$1.8M0.5%+312.9%
PGR PROGRESSIVE CORPFinancials8.9K$1.8M0.5%-44.6%
APA APA CORPEnergy40.9K$1.7M0.5%-5.8%
QCOM QUALCOMM INCTechnology13.3K$1.7M0.5%+28.2%
DNTH DIANTHUS THERAPEUTICS INCHealthcare20.3K$1.7M0.5%New
DIS WALT DISNEY CO/THEServices media16.3K$1.6M0.4%-16.2%
MS MORGAN STANLEYFinancials9.3K$1.5M0.4%+320.6%
CRWV COREWEAVE INC-CL ATechnology19.6K$1.5M0.4%-24.5%
TSLA TESLA INCIndustrials3.8K$1.4M0.4%New
APP APPLOVIN CORP-CLASS ATechnology3.5K$1.4M0.4%-66.9%
AMD ADVANCED MICRO DEVICESTechnology6.7K$1.4M0.4%+29.2%
XPO XPO INCIndustrials6.8K$1.3M0.4%New
MDB MONGODB INCTechnology5.3K$1.3M0.4%New
RRX REGAL REXNORD CORPIndustrials6.8K$1.3M0.4%New
CRWD CROWDSTRIKE HOLDINGS INC - ATechnology3.0K$1.2M0.3%New

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 15, 2026769$3.79B canonicalSEC ↗
Q4 202513F-HRFeb 17, 2026656$3.22B canonicalSEC ↗
Q3 202513F-HRNov 14, 2025728$3.47B canonicalSEC ↗
Q2 202513F-HRAug 14, 2025675$3.83B canonicalSEC ↗
Q1 202513F-HRMay 14, 2025526$1.99B canonicalSEC ↗
Q4 202413F-HRFeb 14, 2025462$1.87B canonicalSEC ↗