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 |
Amazon
AMZN
|
+$685M |
| 2 |
BAS
Basis Energy Services, Inc.
BAS
|
+$459M |
| 3 |
WFT
Weatherford International plc
WFT
|
+$354M |
| 4 |
Air Products & Chemicals
APD
|
+$216M |
| 5 |
Mondelez International
MDLZ
|
+$209M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Procter & Gamble
PG
|
+$3.97B |
| 2 |
Bank of America
BAC
|
+$1.16B |
| 3 |
VanEck Gold Miners ETF
GDX
|
+$192M |
| 4 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$174M |
| 5 |
Bristol-Myers Squibb
BMY
|
+$141M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.73% |
| 2 | Consumer Discretionary | 1.44% |
| 3 | Healthcare | 1.18% |
| 4 | Financials | 1.13% |
| 5 | Energy | 0.78% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
126
CALL
AbbVie
ABBV
$431B
| $253M | 0.13% |
4,040,100
+872,900
| +28% | +$53.3M |
|
127
CALL
FedEx
FDX
$74.7B
| $253M | 0.13% |
1,357,200
+481,200
| +55% | +$88.3M |
|
128
PUT
General Motors
GM
$76.3B
| $253M | 0.13% |
7,250,200
+1,298,400
| +22% | +$43.6M |
|
129
PUT
Amgen
AMGN
$219B
| $252M | 0.13% |
1,722,600
+576,700
| +50% | +$86.8M |
|
130
CALL
Merck
MRK
$317B
| $250M | 0.13% |
4,457,878
-421,610
| -9% | -$24.7M |
|
131
CALL
Micron Technology
MU
$996B
| $250M | 0.13% |
11,401,200
+1,536,600
| +16% | +$28.9M |
|
132
PUT
Costco
COST
$421B
| $250M | 0.13% |
1,560,600
-447,300
| -22% | -$68.3M |
|
|
133
PUT
FedEx
FDX
$74.7B
| $248M | 0.13% |
1,331,800
-339,000
| -20% | -$62.2M |
|
134
PUT
Baidu
BIDU
$37.1B
| $248M | 0.13% |
1,508,200
-154,600
| -9% | -$26.3M |
|
135
PUT
Herbalife
HLF
$1.21B
| $246M | 0.12% |
10,219,400
+4,478,400
| +78% | +$122M |
|
136
CALL
Coca-Cola
KO
$374B
| $243M | 0.12% |
5,850,800
-1,555,400
| -21% | -$64.7M |
|
137
CALL
Eli Lilly
LLY
$1.06T
| $241M | 0.12% |
3,276,700
+869,600
| +36% | +$64.8M |
|
138
PUT
Lockheed Martin
LMT
$135B
| $241M | 0.12% |
963,200
-70,000
| -7% | -$17.5M |
|
139
PUT
Union Pacific
UNP
$175B
| $240M | 0.12% |
2,315,300
+689,300
| +42% | +$67.8M |
|
140
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58.4B
| $237M | 0.12% |
10,180,900
+2,841,900
| +39% | +$61M |
|
141
CALL
McDonald's
MCD
$196B
| $237M | 0.12% |
1,943,500
+309,800
| +19% | +$36.3M |
|
142
PUT
Berkshire Hathaway Class B
BRK.B
$1.13T
| $232M | 0.12% |
1,421,800
-528,500
| -27% | -$81.4M |
|
143
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.52B
| $230M | 0.12% |
1,389,175
-936,825
| -40% | -$147M |
|
144
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $229M | 0.12% |
2,242,100
+1,451,800
| +184% | +$152M |
|
145
PUT
3M
MMM
$93.2B
| $229M | 0.12% |
1,535,066
+67,335
| +5% | +$9.72M |
|
146
PUT
Regeneron Pharmaceuticals
REGN
$79.5B
| $226M | 0.11% |
616,700
-23,000
| -4% | -$8.75M |
|
|
147
CALL
Regeneron Pharmaceuticals
REGN
$79.5B
| $225M | 0.11% |
614,200
+214,200
| +54% | +$81.5M |
|
148
PUT
Intel
INTC
$503B
| $225M | 0.11% |
6,214,700
+1,006,600
| +19% | +$36M |
|
149
CALL
iShares China Large-Cap ETF
FXI
$4.29B
| $225M | 0.11% |
6,462,500
+305,400
| +5% | +$11.2M |
|
150
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$206M
| $224M | 0.11% |
2,462,400
-11,300
| -0.5% | -$917K |
|
Similar funds
Susquehanna International Group's Q4 2016 Portfolio in Review
As of Q4 2016, Susquehanna International Group held 10,783 positions worth $197B, down 4.9% from $207B the previous quarter. Its ten largest holdings account for 21% of the portfolio.
Susquehanna International Group withdrew a net $12.7B in Q4 2016, closing 1,274 positions and reducing 3,383 holdings. Its most notable exit was Synchrony, an estimated $104M position sold in full.
By sector, the portfolio is most concentrated in Technology at 1.7% of assets, up from 1.2% a quarter earlier, followed by Consumer Discretionary and Healthcare.
Against the trend, Susquehanna International Group opened a new position in Basis Energy Services, Inc. worth $59.7M.
- Susquehanna International Group's largest Q4 2016 buy was Basis Energy Services, Inc.: 1,689,160 shares worth $59.7M.
- Susquehanna International Group added most to Amazon in Q4 2016, an estimated $685M increase.
- Susquehanna International Group's biggest Q4 2016 reduction was Procter & Gamble, cutting an estimated $3.97B.
- Susquehanna International Group fully exited Synchrony in Q4 2016, selling an estimated $104M.
- Susquehanna International Group's ten largest holdings make up 21% of its $197B portfolio in Q4 2016.
- Susquehanna International Group opened 2,442 new positions and closed 1,274 in Q4 2016.
- Susquehanna International Group's portfolio value fell 4.9% quarter-over-quarter to $197B.
Based on Susquehanna International Group's 13F filing for Q4 2016, filed 14 Feb 2017.