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 |
Procter & Gamble
PG
|
+$4.12B |
| 2 |
Gilead Sciences
GILD
|
+$379M |
| 3 |
Bristol-Myers Squibb
BMY
|
+$286M |
| 4 |
Amazon
AMZN
|
+$271M |
| 5 |
Meta Platforms (Facebook)
META
|
+$266M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$762M |
| 2 |
SPDR Gold Trust
GLD
|
+$410M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$400M |
| 4 |
QIHU
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
|
+$227M |
| 5 |
Synchrony
SYF
|
+$195M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Staples | 2.31% |
| 2 | Technology | 1.22% |
| 3 | Financials | 1.11% |
| 4 | Healthcare | 1% |
| 5 | Consumer Discretionary | 0.96% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
VXX
501
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $56.3M | 0.03% |
413,419
+381,219
| +1,184% | +$60.9M |
|
|
ALXN
502
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $56.2M | 0.03% |
458,400
-66,400
| -13% | -$8.55M |
|
|
RSX
503
PUT
DELISTED
VanEck Russia ETF
RSX
| $56.1M | 0.03% |
2,990,000
-738,000
| -20% | -$13.5M |
|
504
PUT
Royal Caribbean
RCL
$85.6B
| $56M | 0.03% |
747,500
+221,200
| +42% | +$15.6M |
|
505
CALL
Marriott International
MAR
$92.3B
| $55.9M | 0.03% |
830,500
+172,800
| +26% | +$12.2M |
|
506
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$451M
| $55.9M | 0.03% |
587,000
+398,400
| +211% | +$37.6M |
|
|
POT
507
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $55.9M | 0.03% |
3,424,400
+105,200
| +3% | +$1.74M |
|
508
PUT
Energy Transfer Partners
ET
$69.3B
| $55.9M | 0.03% |
3,327,800
-1,324,000
| -28% | -$22.4M |
|
509
PUT
Gen Digital
GEN
$17.5B
| $55.7M | 0.03% |
2,219,200
+68,100
| +3% | +$1.55M |
|
510
CALL
ProShares Ultra QQQ
QLD
$14.1B
| $55.5M | 0.03% |
10,259,200
+7,355,200
| +253% | +$37.6M |
|
|
IOC
511
CALL
DELISTED
Interoil Corporation
IOC
| $55.5M | 0.03% |
1,089,400
-815,500
| -43% | -$40M |
|
512
PUT
Vanguard Real Estate ETF
VNQ
$39B
| $55.4M | 0.03% |
638,700
+218,100
| +52% | +$19.5M |
|
|
VMW
513
CALL
DELISTED
VMware, Inc
VMW
| $55.4M | 0.03% |
755,100
-586,500
| -44% | -$41.3M |
|
|
514
SPDR Gold Trust
GLD
$141B
| $55.1M | 0.03% |
438,477
-3,218,245
| -88% | -$410M |
|
515
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $54.9M | 0.03% |
2,540,300
+848,900
| +50% | +$18.2M |
|
516
PUT
GSK
GSK
$106B
| $54.7M | 0.03% |
1,013,920
+189,120
| +23% | +$10.4M |
|
517
CALL
Aflac
AFL
$62.6B
| $54.6M | 0.03% |
1,520,800
-1,956,800
| -56% | -$71.2M |
|
518
PUT
NetEase
NTES
$84.7B
| $54.4M | 0.03% |
1,130,000
+44,000
| +4% | +$1.87M |
|
519
CALL
D.R. Horton
DHI
$42.3B
| $54.2M | 0.03% |
1,793,600
-84,500
| -4% | -$2.71M |
|
520
Visteon
VC
$2.78B
| $53.9M | 0.03% |
751,958
-119,432
| -14% | -$8.35M |
|
521
PUT
Lowe's Companies
LOW
$125B
| $53.8M | 0.03% |
744,800
+285,200
| +62% | +$22.2M |
|
522
PUT
Hershey
HSY
$36.6B
| $53.7M | 0.03% |
561,900
+211,100
| +60% | +$22.3M |
|
523
CALL
Cheniere Energy
LNG
$52.9B
| $53.6M | 0.03% |
1,229,800
+182,800
| +17% | +$7.71M |
|
524
CALL
International Paper
IP
$22B
| $53.3M | 0.03% |
1,174,166
-351,226
| -23% | -$15.5M |
|
525
PUT
The Mosaic Company
MOS
$7.33B
| $53.3M | 0.03% |
2,179,300
+218,000
| +11% | +$5.94M |
|
Similar funds
Susquehanna International Group's Q3 2016 Portfolio in Review
As of Q3 2016, Susquehanna International Group held 9,816 positions worth $207B, up 11% from $187B the previous quarter. Its ten largest holdings account for 27% of the portfolio.
Susquehanna International Group deployed $7.57B of net new capital in Q3 2016, opening 1,347 new positions and adding to 3,275 existing holdings. Its largest new stake was Bristol-Myers Squibb: 4,459,411 shares worth $240M.
By sector, the portfolio is most concentrated in Consumer Staples at 2.3% of assets, up from 0.27% a quarter earlier, followed by Technology and Financials.
On the sell side, the largest reduction was Apple, an estimated $762M trimmed.
- Susquehanna International Group's largest Q3 2016 buy was Bristol-Myers Squibb: 4,459,411 shares worth $240M.
- Susquehanna International Group added most to Procter & Gamble in Q3 2016, an estimated $4.12B increase.
- Susquehanna International Group's biggest Q3 2016 reduction was Apple, cutting an estimated $762M.
- Susquehanna International Group fully exited QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS in Q3 2016, selling an estimated $227M.
- Susquehanna International Group's ten largest holdings make up 27% of its $207B portfolio in Q3 2016.
- Susquehanna International Group opened 1,347 new positions and closed 1,488 in Q3 2016.
- Susquehanna International Group's portfolio value rose 11% quarter-over-quarter to $207B.
Based on Susquehanna International Group's 13F filing for Q3 2016, filed 14 Nov 2016.