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 | |
|---|---|---|---|---|---|---|
76
CALL
Chevron
CVX
$371B
| $391M | 0.19% |
3,801,300
+414,200
| +12% | +$42.3M |
|
77
CALL
Intel
INTC
$503B
| $379M | 0.18% |
10,036,400
+950,600
| +10% | +$33.7M |
|
78
PUT
AT&T
T
$162B
| $376M | 0.18% |
12,272,686
+2,072,193
| +20% | +$65.5M |
|
79
PUT
Boeing
BA
$184B
| $376M | 0.18% |
2,852,900
+226,800
| +9% | +$29.9M |
|
|
80
PUT
Chevron
CVX
$371B
| $374M | 0.18% |
3,630,400
+275,100
| +8% | +$28.1M |
|
81
CALL
Comcast
CMCSA
$89.3B
| $374M | 0.18% |
11,263,400
+247,200
| +2% | +$8.23M |
|
82
CALL
Johnson & Johnson
JNJ
$619B
| $373M | 0.18% |
3,160,900
-438,200
| -12% | -$53.2M |
|
83
PUT
GE Aerospace
GE
$389B
| $373M | 0.18% |
2,625,178
+1,231,065
| +88% | +$184M |
|
84
CALL
Amgen
AMGN
$219B
| $366M | 0.18% |
2,192,200
-28,900
| -1% | -$4.89M |
|
85
CALL
Biogen
BIIB
$30.5B
| $365M | 0.18% |
1,164,500
+373,800
| +47% | +$111M |
|
86
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.52B
| $358M | 0.17% |
2,326,000
+639,025
| +38% | +$91.7M |
|
|
87
PUT
SPDR Gold Trust
GLD
$138B
| $356M | 0.17% |
2,836,500
-834,500
| -23% | -$106M |
|
88
PUT
Morgan Stanley
MS
$336B
| $349M | 0.17% |
10,891,500
-405,100
| -4% | -$12.1M |
|
89
CALL
Baidu
BIDU
$37.1B
| $345M | 0.17% |
1,895,000
+193,000
| +11% | +$33.4M |
|
90
CALL
Bank of America
BAC
$441B
| $342M | 0.17% |
21,830,200
-7,478,000
| -26% | -$111M |
|
91
CALL
United States Oil Fund
USO
$1.86B
| $341M | 0.16% |
3,897,250
+1,564,400
| +67% | +$131M |
|
|
TWTR
92
PUT
DELISTED
Twitter, Inc.
TWTR
| $338M | 0.16% |
14,669,400
+2,173,800
| +17% | +$40.9M |
|
|
MON
93
PUT
DELISTED
Monsanto Co
MON
| $338M | 0.16% |
3,303,500
+484,200
| +17% | +$50.8M |
|
94
Citigroup
C
$224B
| $328M | 0.16% |
6,940,581
-4,000,357
| -37% | -$182M |
|
95
PUT
Pfizer
PFE
$149B
| $327M | 0.16% |
10,191,231
+2,069,002
| +25% | +$69.2M |
|
96
PUT
Merck
MRK
$317B
| $319M | 0.15% |
5,359,891
+3,342,701
| +166% | +$195M |
|
97
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.1B
| $319M | 0.15% |
9,031,000
+2,771,200
| +44% | +$95M |
|
98
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
| $318M | 0.15% |
1,125,900
+199,100
| +21% | +$56.1M |
|
99
CALL
Berkshire Hathaway Class B
BRK.B
$1.13T
| $314M | 0.15% |
2,171,200
-273,300
| -11% | -$40M |
|
100
CALL
Coca-Cola
KO
$374B
| $313M | 0.15% |
7,406,200
+1,071,900
| +17% | +$47M |
|
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.