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 |
Invesco QQQ Trust
QQQ
|
+$2.33B |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$1.22B |
| 3 |
JPMorgan Chase
JPM
|
+$761M |
| 4 |
Bank of America
BAC
|
+$427M |
| 5 |
Alibaba
BABA
|
+$327M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$2.49B |
| 2 |
Apple
AAPL
|
+$1.26B |
| 3 |
Microsoft
MSFT
|
+$685M |
| 4 |
Tesla
TSLA
|
+$478M |
| 5 |
Netflix
NFLX
|
+$297M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.59% |
| 2 | Communication Services | 1.34% |
| 3 | Financials | 1.25% |
| 4 | Consumer Discretionary | 1.12% |
| 5 | Healthcare | 0.89% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1226
PUT
Annaly Capital Management
NLY
$17.4B
| $25.1M | 0.01% |
958,425
+711,150
| +288% | +$17.6M |
|
1227
CALL
Vanguard Dividend Appreciation ETF
VIG
$114B
| $25.1M | 0.01% |
214,600
+122,100
| +132% | +$13.9M |
|
1228
PUT
Tandem Diabetes Care
TNDM
$1.63B
| $25.1M | 0.01% |
254,100
+22,300
| +10% | +$1.78M |
|
1229
CALL
W.W. Grainger
GWW
$61.3B
| $25.1M | 0.01% |
80,000
-26,500
| -25% | -$7.66M |
|
1230
PUT
Keysight
KEYS
$58.7B
| $25.1M | 0.01% |
249,100
-52,900
| -18% | -$5.19M |
|
1231
PUT
CRISPR Therapeutics
CRSP
$5.23B
| $25.1M | 0.01% |
341,300
+124,900
| +58% | +$7.3M |
|
1232
CALL
PG&E
PCG
$38.1B
| $25.1M | 0.01% |
2,827,000
-542,300
| -16% | -$5.91M |
|
1233
CALL
Ubiquiti
UI
$34.7B
| $25.1M | 0.01% |
143,500
+42,400
| +42% | +$7.11M |
|
1234
CALL
Equity Residential
EQR
$24.4B
| $25M | 0.01% |
424,900
+132,500
| +45% | +$8.21M |
|
1235
PUT
AGNC Investment
AGNC
$12.9B
| $25M | 0.01% |
1,936,800
+1,081,500
| +126% | +$13.6M |
|
1236
Linde
LIN
$226B
| $24.8M | 0.01% |
116,699
+110,722
| +1,852% | +$21.4M |
|
1237
CALL
Fair Isaac
FICO
$22.4B
| $24.7M | 0.01% |
59,200
+7,500
| +15% | +$2.74M |
|
1238
CALL
First Solar
FSLR
$25.9B
| $24.7M | 0.01% |
499,500
-422,000
| -46% | -$18.8M |
|
1239
PUT
Sysco
SYY
$40.3B
| $24.7M | 0.01% |
451,800
+213,600
| +90% | +$11.2M |
|
1240
PUT
Markel Group
MKL
$22.8B
| $24.6M | 0.01% |
26,700
+6,400
| +32% | +$5.82M |
|
|
FL
1241
CALL
DELISTED
Foot Locker
FL
| $24.6M | 0.01% |
844,200
-484,300
| -36% | -$12.8M |
|
1242
CALL
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$50.3M
| $24.6M | 0.01% |
9,872
+9,179
| +1,325% | +$31.5M |
|
|
CLDR
1243
PUT
DELISTED
Cloudera, Inc.
CLDR
| $24.5M | 0.01% |
1,929,900
+730,200
| +61% | +$7.02M |
|
1244
Humana
HUM
$44.8B
| $24.5M | 0.01% |
63,168
+4,533
| +8% | +$1.7M |
|
|
XIFR
1245
PUT
XPLR Infrastructure LP
XIFR
$1.08B
| $24.5M | 0.01% |
477,000
+21,600
| +5% | +$1.05M |
|
1246
PUT
Royal Gold
RGLD
$19.8B
| $24.5M | 0.01% |
196,700
-11,000
| -5% | -$1.33M |
|
1247
CALL
Rockwell Automation
ROK
$49.6B
| $24.4M | 0.01% |
114,600
-7,200
| -6% | -$1.39M |
|
1248
CALL
Cheniere Energy
LNG
$54.8B
| $24.4M | 0.01% |
505,100
-348,600
| -41% | -$15.2M |
|
1249
PUT
Alcoa
AA
$14.3B
| $24.4M | 0.01% |
2,170,600
-659,100
| -23% | -$5.89M |
|
1250
CALL
Martin Marietta Materials
MLM
$33.3B
| $24.3M | 0.01% |
117,700
-17,200
| -13% | -$3.31M |
|
Similar funds
Susquehanna International Group's Q2 2020 Portfolio in Review
As of Q2 2020, Susquehanna International Group held 11,586 positions worth $415B, up 32% from $314B the previous quarter. Its ten largest holdings account for 30% of the portfolio.
Susquehanna International Group's Q2 2020 filing shows 1,443 new, 4,471 increased, 4,026 reduced and 1,558 closed positions. Its largest new stake was VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2: 1,220,649 shares worth $12.4M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $2.49B.
By sector, the portfolio is most concentrated in Technology at 1.6% of assets, down from 2% a quarter earlier, followed by Communication Services and Financials.
- Susquehanna International Group's largest Q2 2020 buy was VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2: 1,220,649 shares worth $12.4M.
- Susquehanna International Group added most to Invesco QQQ Trust in Q2 2020, an estimated $2.33B increase.
- Susquehanna International Group's biggest Q2 2020 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $2.49B.
- Susquehanna International Group fully exited iPath Series B S&P 500 VIX Short-Term Futures ETN in Q2 2020, selling an estimated $119M.
- Susquehanna International Group's ten largest holdings make up 30% of its $415B portfolio in Q2 2020.
- Susquehanna International Group opened 1,443 new positions and closed 1,558 in Q2 2020.
- Susquehanna International Group's portfolio value rose 32% quarter-over-quarter to $415B.
Based on Susquehanna International Group's 13F filing for Q2 2020, filed 14 Aug 2020.