Susquehanna International Group Portfolio holdings
Susquehanna International Group (SIG), founded in 1987 by Jeff Yass and a group of friends, is a privately held global quantitative trading and technology firm headquartered in Bala Cynwyd, Pennsylvania. Specializing in trading equities, fixed income, commodities, derivatives, and ETFs, SIG has grown into a major market maker, handling around 600 equity options and 45 index options across exchanges like the CBOE, while employing over 3,000 people worldwide. The firm leverages a data-driven, probabilistic approach—rooted in the founders’ poker-playing days—to provide liquidity and competitive pricing in financial markets, with additional ventures in private equity, venture capital (notably an early investment in ByteDance, TikTok’s parent company), and sports betting analytics. Known for its innovative culture and use of game theory, SIG operates offices across North America, Europe, Asia, and Australia, maintaining a low-profile yet influential presence in global finance.
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 | Technology | 1.73% |
| 2 | Financials | 1.41% |
| 3 | Consumer Discretionary | 0.85% |
| 4 | Healthcare | 0.84% |
| 5 | Energy | 0.52% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
326
PUT
Perrigo
PRGO
$1.74B
| $92.2M | 0.05% |
1,017,400
+722,000
| +244% | +$74.8M |
|
327
CALL
Phillips 66
PSX
$82.4B
| $91.6M | 0.05% |
1,154,700
-285,900
| -20% | -$23.3M |
|
328
CALL
EOG Resources
EOG
$71.4B
| $91M | 0.05% |
1,090,500
-755,800
| -41% | -$60.5M |
|
329
PUT
Kinder Morgan
KMI
$69.7B
| $90.5M | 0.05% |
4,835,000
-416,300
| -8% | -$7.42M |
|
330
PUT
Comcast
CMCSA
$89.3B
| $90.4M | 0.05% |
2,772,800
-992,000
| -26% | -$30.8M |
|
331
CALL
Agnico Eagle Mines
AEM
$85B
| $90.1M | 0.05% |
1,683,700
-51,600
| -3% | -$2.35M |
|
332
American Airlines Group
AAL
$10.6B
| $89.6M | 0.05% |
3,166,350
+891,410
| +39% | +$30.1M |
|
|
VMW
333
PUT
DELISTED
VMware, Inc
VMW
| $89.5M | 0.05% |
1,564,300
+450,600
| +40% | +$26M |
|
334
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$314M
| $89.3M | 0.05% |
2,818,800
+342,900
| +14% | +$12.2M |
|
335
PUT
Skyworks Solutions
SWKS
$10.1B
| $89.3M | 0.05% |
1,410,400
-89,600
| -6% | -$6.09M |
|
336
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
| $88.8M | 0.05% |
326,100
-250,800
| -43% | -$67M |
|
337
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $87.6M | 0.05% |
809,500
+78,000
| +11% | +$8.6M |
|
338
CALL
GSK
GSK
$104B
| $86.9M | 0.05% |
1,604,560
+36,080
| +2% | +$1.9M |
|
|
VIAB
339
CALL
DELISTED
Viacom Inc. Class B
VIAB
| $86.8M | 0.05% |
2,092,600
+1,465,200
| +234% | +$60.6M |
|
340
Ford
F
$55B
| $86.6M | 0.05% |
6,887,550
-3,055,053
| -31% | -$40.3M |
|
341
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.41B
| $86.3M | 0.05% |
2,740,400
-119,400
| -4% | -$3.63M |
|
342
CALL
Simon Property Group
SPG
$71.9B
| $86.2M | 0.05% |
397,400
+39,500
| +11% | +$8.06M |
|
343
Delta Air Lines
DAL
$60.5B
| $86.1M | 0.05% |
2,363,392
+1,188,749
| +101% | +$50.5M |
|
344
PUT
Honeywell
HON
$76.3B
| $86M | 0.05% |
822,429
+375,713
| +84% | +$38.6M |
|
|
IOC
345
CALL
DELISTED
Interoil Corporation
IOC
| $85.7M | 0.05% |
1,904,900
+644,600
| +51% | +$23.7M |
|
346
CALL
Expedia Group
EXPE
$36.8B
| $85.1M | 0.05% |
800,500
+233,600
| +41% | +$25.4M |
|
347
CALL
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.6M
| $84.5M | 0.05% |
649,400
+568,900
| +707% | +$79.8M |
|
348
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $84.2M | 0.05% |
1,557,100
-620,400
| -28% | -$34M |
|
349
PUT
MetLife
MET
$64.3B
| $84M | 0.05% |
2,364,952
-36,128
| -2% | -$1.41M |
|
350
PUT
Las Vegas Sands
LVS
$29.9B
| $83.6M | 0.04% |
1,922,000
+106,900
| +6% | +$4.99M |
|
Similar funds
Susquehanna International Group's Q2 2016 Portfolio in Review
As of Q2 2016, Susquehanna International Group held 10,185 positions worth $187B, down 0.75% from $188B the previous quarter. Its ten largest holdings account for 24% of the portfolio.
Susquehanna International Group's Q2 2016 filing shows 1,269 new, 3,519 increased, 3,507 reduced and 1,718 closed positions. Its largest new stake was Vanguard Long-Term Bond ETF: 484,542 shares worth $47.5M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $7.28B.
By sector, the portfolio is most concentrated in Technology at 1.7% of assets, up from 1.6% a quarter earlier, followed by Financials and Consumer Discretionary.
- Susquehanna International Group's largest Q2 2016 buy was Vanguard Long-Term Bond ETF: 484,542 shares worth $47.5M.
- Susquehanna International Group added most to Apple in Q2 2016, an estimated $940M increase.
- Susquehanna International Group's biggest Q2 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $7.28B.
- Susquehanna International Group fully exited iShares MSCI Emerging Markets ETF in Q2 2016, selling an estimated $700M.
- Susquehanna International Group's ten largest holdings make up 24% of its $187B portfolio in Q2 2016.
- Susquehanna International Group opened 1,269 new positions and closed 1,718 in Q2 2016.
- Susquehanna International Group'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.