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Jeff Yass Susquehanna International Group
AUM
$1.28T
Turnover
24.66%
1-Year Est. Return
58.89%
Jeff Yass is a co-founder of Susquehanna International Group (SIG), a major global trading and market-making firm. SIG is known for options expertise, quantitative trading, and a training culture grounded in probabilistic decision-making. Yass’s firm is influential across derivatives markets even though it is less of a traditional long-only stock-picking franchise.
This Fund
S&P 500
This Quarter Est. Return
+0.82%
1 Year Est. Return
+58.89%
3 Year Est. Return
+161.44%
5 Year Est. Return
+153.95%
10 Year Est. Return
+545.54%
AUM
$187B
AUM Growth
-$1.41B
(-0.75%)
Cap. Flow
-$15.2B
Cap. Flow % of AUM
Cap. Flow %
-8.15%
Top 10 Holdings %
Top 10 Hldgs %
24.38%
Holding
10,185
New
1,269
Increased
3,519
Reduced
3,507
Closed
1,718
Avg Time Held
Equity + Options
1.7
years
Top 10 Avg Time Held
Equity + Options
1.6
years
Top 20 Avg Time Held
Equity + Options
1.6
years
Avg Time Held Equity only
1.4
years
Top 10 Avg Time Held Equity only
1
year
Top 20 Avg Time Held Equity only
0.7
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$940M |
| 2 |
SPDR Gold Trust
GLD
|
+$375M |
| 3 |
Citigroup
C
|
+$202M |
| 4 |
Gilead Sciences
GILD
|
+$150M |
| 5 |
Macy's
M
|
+$81.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$7.28B |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$700M |
| 3 |
Alphabet (Google) Class A
GOOGL
|
+$500M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$396M |
| 5 |
iShares Russell 2000 ETF
IWM
|
+$336M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 92.93% |
| 2 | Technology | 1.75% |
| 3 | Financials | 1.43% |
| 4 | Consumer Discretionary | 0.87% |
| 5 | Healthcare | 0.87% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$777B
| $16.1B | 8.62% |
76,734,340
+25,608,030
| +50% | +$5.31B |
2013 Q2
12 quarters
|
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$777B
| $8.46B | 4.54% |
40,383,790
+2,322,230
| +6% | +$482M |
2013 Q2
12 quarters
|
|
|
3
PUT
iShares Russell 2000 ETF
IWM
$74.2B
| $3.82B | 2.05% |
33,263,000
+7,442,300
| +29% | +$840M |
2013 Q2
12 quarters
|
|
|
4
PUT
Apple
AAPL
$4.98T
| $3.59B | 1.92% |
150,055,480
+713,600
| +0.5% | +$17.7M |
2013 Q2
12 quarters
|
|
|
5
CALL
Apple
AAPL
$4.98T
| $2.98B | 1.6% |
124,804,960
-32,474,400
| -21% | -$807M |
2013 Q2
12 quarters
|
|
6
CALL
Amazon
AMZN
$2.8T
| $2.62B | 1.4% |
73,102,800
-5,740,000
| -7% | -$194M |
2013 Q2
12 quarters
|
|
|
7
PUT
Amazon
AMZN
$2.8T
| $2.05B | 1.1% |
57,424,200
+7,748,000
| +16% | +$262M |
2013 Q2
12 quarters
|
|
8
CALL
Meta Platforms (Facebook)
META
$1.56T
| $1.99B | 1.06% |
17,381,400
+1,788,200
| +11% | +$206M |
2013 Q2
12 quarters
|
|
9
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$47.7B
| $1.95B | 1.05% |
14,064,800
+4,844,300
| +53% | +$639M |
2013 Q2
12 quarters
|
|
|
10
Apple
AAPL
$4.98T
| $1.92B | 1.03% |
80,504,864
+37,815,552
| +89% | +$940M |
2013 Q2
12 quarters
|
|
11
PUT
Booking.com
BKNG
$119B
| $1.87B | 1% |
37,467,500
+11,207,500
| +43% | +$582M |
2013 Q2
12 quarters
|
|
|
12
CALL
Alphabet (Google) Class C
GOOG
$3.49T
| $1.76B | 0.95% |
50,966,000
+5,556,000
| +12% | +$200M |
2013 Q2
12 quarters
|
|
|
13
CALL
Booking.com
BKNG
$119B
| $1.66B | 0.89% |
33,237,500
+13,980,000
| +73% | +$726M |
2013 Q2
12 quarters
|
|
|
14
CALL
iShares Russell 2000 ETF
IWM
$74.2B
| $1.64B | 0.88% |
14,239,700
+477,800
| +3% | +$53.9M |
2013 Q2
12 quarters
|
|
|
15
PUT
Alphabet (Google) Class C
GOOG
$3.49T
| $1.52B | 0.82% |
43,992,000
-4,978,000
| -10% | -$179M |
2013 Q2
12 quarters
|
|
|
16
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$47.7B
| $1.49B | 0.8% |
10,757,400
+5,623,600
| +110% | +$742M |
2013 Q2
12 quarters
|
|
17
PUT
Tesla
TSLA
$1.42T
| $1.32B | 0.71% |
93,208,500
-20,923,500
| -18% | -$317M |
2013 Q2
12 quarters
|
|
18
PUT
Invesco QQQ Trust
QQQ
$443B
| $1.28B | 0.68% |
11,862,000
+1,832,300
| +18% | +$198M |
2013 Q2
12 quarters
|
|
|
19
CALL
Alphabet (Google) Class A
GOOGL
$3.5T
| $1.21B | 0.65% |
34,432,000
-378,000
| -1% | -$13.9M |
2015 Q4
2 quarters
|
|
20
PUT
Bank of America
BAC
$341B
| $1.1B | 0.59% |
83,124,700
+7,852,100
| +10% | +$110M |
2013 Q2
12 quarters
|
|
|
21
PUT
Meta Platforms (Facebook)
META
$1.56T
| $1.1B | 0.59% |
9,642,700
+801,100
| +9% | +$92.3M |
2013 Q2
12 quarters
|
|
|
22
CALL
SPDR Gold Trust
GLD
$136B
| $1.1B | 0.59% |
8,665,500
-3,243,300
| -27% | -$390M |
2013 Q2
12 quarters
|
|
|
23
CALL
Tesla
TSLA
$1.42T
| $1.05B | 0.56% |
74,176,500
-30,541,500
| -29% | -$463M |
2013 Q2
12 quarters
|
|
|
24
PUT
Alphabet (Google) Class A
GOOGL
$3.5T
| $1.02B | 0.55% |
29,000,000
-10,020,000
| -26% | -$368M |
2015 Q4
2 quarters
|
|
|
25
CALL
Invesco QQQ Trust
QQQ
$443B
| $1.01B | 0.54% |
9,429,000
-1,483,200
| -14% | -$160M |
2013 Q2
12 quarters
|
|
Similar funds
Jeff Yass's Q2 2016 Portfolio in Review
As of Q2 2016, Jeff Yass held 10,185 positions worth $187B, down 0.75% from $188B the previous quarter. Its ten largest holdings account for 24% of the portfolio.
Jeff Yass withdrew a net $15.2B in Q2 2016, closing 1,718 positions and reducing 3,507 holdings. Its most notable exit was iShares MSCI Emerging Markets ETF, an estimated $700M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 93% of assets, up from 90% a quarter earlier, followed by Technology and Financials.
Against the trend, Jeff Yass opened a new position in Vanguard Long-Term Bond ETF worth $47.5M.
- Jeff Yass's largest Q2 2016 buy was Vanguard Long-Term Bond ETF: 484,542 shares worth $47.5M.
- Jeff Yass added most to Apple in Q2 2016, an estimated $940M increase.
- Jeff Yass's biggest Q2 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $7.28B.
- Jeff Yass fully exited iShares MSCI Emerging Markets ETF in Q2 2016, selling an estimated $700M.
- Jeff Yass's ten largest holdings make up 24% of its $187B portfolio in Q2 2016.
- Jeff Yass opened 1,269 new positions and closed 1,718 in Q2 2016.
- Jeff Yass's portfolio value fell 0.75% quarter-over-quarter to $187B.
Based on Susquehanna International Group's 13F filing for Q2 2016, filed 15 Aug 2016.