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 | |
|---|---|---|---|---|---|---|
51
CALL
Walt Disney
DIS
$170B
| $548M | 0.29% |
5,607,200
-984,800
| -15% | -$98.5M |
|
|
52
PUT
Walt Disney
DIS
$170B
| $523M | 0.28% |
5,350,300
-714,100
| -12% | -$71.4M |
|
53
PUT
McDonald's
MCD
$188B
| $522M | 0.28% |
4,335,800
+1,441,500
| +50% | +$181M |
|
54
PUT
Goldman Sachs
GS
$303B
| $510M | 0.27% |
3,431,000
+661,000
| +24% | +$103M |
|
55
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
| $509M | 0.27% |
2,840,700
-1,588,200
| -36% | -$282M |
|
56
CALL
United Parcel Service
UPS
$90.8B
| $503M | 0.27% |
4,665,800
-1,240,200
| -21% | -$129M |
|
57
PUT
Alibaba
BABA
$305B
| $497M | 0.27% |
6,245,600
-2,099,300
| -25% | -$164M |
|
58
CALL
JPMorgan Chase
JPM
$937B
| $492M | 0.26% |
7,915,800
-1,128,700
| -12% | -$70.5M |
|
|
59
PUT
SPDR Gold Trust
GLD
$131B
| $464M | 0.25% |
3,671,000
+650,700
| +22% | +$78.3M |
|
|
60
Citigroup
C
$224B
| $464M | 0.25% |
10,940,938
+4,566,104
| +72% | +$202M |
|
|
61
SPDR Gold Trust
GLD
$131B
| $463M | 0.25% |
3,656,722
+3,113,382
| +573% | +$375M |
|
62
CALL
Procter & Gamble
PG
$338B
| $457M | 0.25% |
5,399,500
-1,190,100
| -18% | -$97.7M |
|
63
CALL
iShares MSCI EAFE ETF
EFA
$78.4B
| $440M | 0.24% |
7,880,900
+4,025,700
| +104% | +$232M |
|
64
CALL
Verizon
VZ
$197B
| $439M | 0.24% |
7,867,200
-908,000
| -10% | -$47.1M |
|
|
65
CALL
Gilead Sciences
GILD
$163B
| $438M | 0.23% |
5,248,800
-1,047,900
| -17% | -$93M |
|
66
CALL
Johnson & Johnson
JNJ
$613B
| $437M | 0.23% |
3,599,100
+331,500
| +10% | +$37.7M |
|
|
67
PUT
Johnson & Johnson
JNJ
$613B
| $426M | 0.23% |
3,515,000
-180,100
| -5% | -$20.5M |
|
68
CALL
T-Mobile US
TMUS
$190B
| $422M | 0.23% |
9,760,500
+8,918,200
| +1,059% | +$366M |
|
|
CELG
69
CALL
DELISTED
Celgene Corp
CELG
| $402M | 0.22% |
4,075,500
+784,300
| +24% | +$81.1M |
|
70
CALL
Bank of America
BAC
$437B
| $389M | 0.21% |
29,308,200
+14,059,300
| +92% | +$198M |
|
71
CALL
IBM
IBM
$213B
| $383M | 0.21% |
2,642,614
-572,372
| -18% | -$81.9M |
|
72
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $383M | 0.21% |
4,522,800
+343,100
| +8% | +$28.5M |
|
73
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $378M | 0.2% |
3,497,700
+2,905,600
| +491% | +$320M |
|
|
74
PUT
Procter & Gamble
PG
$338B
| $374M | 0.2% |
4,418,100
-385,900
| -8% | -$31.7M |
|
75
PUT
Biogen
BIIB
$29.8B
| $374M | 0.2% |
1,546,600
+28,200
| +2% | +$7.43M |
|
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.