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 | |
|---|---|---|---|---|---|---|
|
MJN
926
CALL
DELISTED
Mead Johnson Nutrition Company
MJN
| $21.4M | 0.01% |
235,700
-64,700
| -22% | -$5.48M |
|
927
CALL
iShares MSCI Japan ETF
EWJ
$23B
| $21.4M | 0.01% |
460,575
-116,450
| -20% | -$5.42M |
|
928
Nike
NKE
$61.9B
| $21.3M | 0.01% |
385,670
-250,554
| -39% | -$14.3M |
|
929
CALL
Zoetis
ZTS
$30.5B
| $21.2M | 0.01% |
447,600
-145,100
| -24% | -$6.85M |
|
930
PUT
T-Mobile US
TMUS
$190B
| $21.2M | 0.01% |
489,900
-73,700
| -13% | -$3.02M |
|
931
PUT
Bank of Montreal
BMO
$127B
| $21.2M | 0.01% |
333,900
+236,100
| +241% | +$15M |
|
932
CALL
United States Natural Gas Fund
UNG
$455M
| $21.1M | 0.01% |
152,963
+41,213
| +37% | +$4.71M |
|
933
iShares Russell 3000 ETF
IWV
$20.3B
| $21.1M | 0.01% |
170,391
+83,862
| +97% | +$10.3M |
|
934
PUT
Avis
CAR
$5.02B
| $21.1M | 0.01% |
653,500
+350,500
| +116% | +$9.68M |
|
935
PUT
Autodesk
ADSK
$52.6B
| $21.1M | 0.01% |
388,800
+44,200
| +13% | +$2.56M |
|
936
PUT
Zillow
ZG
$7.63B
| $21M | 0.01% |
574,000
+137,600
| +32% | +$3.91M |
|
|
BNY
937
PUT
Bank of New York Mellon
BNY
$107B
| $21M | 0.01% |
540,200
+258,200
| +92% | +$10.3M |
|
|
PXD
938
DELISTED
Pioneer Natural Resource Co.
PXD
| $21M | 0.01% |
138,632
+35,459
| +34% | +$5.56M |
|
|
CERN
939
CALL
DELISTED
Cerner Corp
CERN
| $21M | 0.01% |
357,600
+57,600
| +19% | +$3.21M |
|
|
CBI
940
DELISTED
Chicago Bridge & Iron Nv
CBI
| $20.8M | 0.01% |
600,316
-79,353
| -12% | -$2.93M |
|
941
CALL
Northrop Grumman
NOC
$81.2B
| $20.8M | 0.01% |
93,500
-2,400
| -3% | -$505K |
|
942
CALL
Kohl's
KSS
$2.19B
| $20.8M | 0.01% |
547,700
+291,900
| +114% | +$11.6M |
|
943
PUT
Cal-Maine
CALM
$3.99B
| $20.7M | 0.01% |
467,700
-284,000
| -38% | -$13.4M |
|
944
PUT
W.W. Grainger
GWW
$60.2B
| $20.7M | 0.01% |
91,100
+10,300
| +13% | +$2.35M |
|
945
PUT
Clorox
CLX
$12.7B
| $20.7M | 0.01% |
149,500
+37,800
| +34% | +$4.9M |
|
|
CXO
946
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $20.7M | 0.01% |
173,400
-94,700
| -35% | -$11M |
|
947
PUT
Incyte
INCY
$24.4B
| $20.6M | 0.01% |
257,800
+12,800
| +5% | +$994K |
|
948
PUT
Targa Resources
TRGP
$55.1B
| $20.6M | 0.01% |
488,600
-63,900
| -12% | -$2.5M |
|
949
CALL
Rio Tinto
RIO
$164B
| $20.5M | 0.01% |
656,500
-121,300
| -16% | -$3.62M |
|
950
PUT
Abercrombie & Fitch
ANF
$5B
| $20.5M | 0.01% |
1,153,500
+320,400
| +38% | +$7.64M |
|
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.