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 | |
|---|---|---|---|---|---|---|
|
151
Air Products & Chemicals
APD
$66.8B
| $223M | 0.11% |
1,550,160
+1,541,944
| +18,768% | +$216M |
|
152
PUT
Merck
MRK
$317B
| $223M | 0.11% |
3,965,318
-1,394,573
| -26% | -$81.6M |
|
|
X
153
CALL
DELISTED
US Steel
X
| $223M | 0.11% |
6,745,000
+451,600
| +7% | +$12.1M |
|
154
CALL
Morgan Stanley
MS
$336B
| $219M | 0.11% |
5,179,000
+522,000
| +11% | +$19.7M |
|
|
155
Mondelez International
MDLZ
$80.1B
| $218M | 0.11% |
4,928,586
+4,856,346
| +6,723% | +$209M |
|
|
MON
156
PUT
DELISTED
Monsanto Co
MON
| $217M | 0.11% |
2,061,400
-1,242,100
| -38% | -$127M |
|
157
PUT
iShares Biotechnology ETF
IBB
$9.53B
| $215M | 0.11% |
2,436,000
-137,700
| -5% | -$12.5M |
|
158
CALL
Pfizer
PFE
$149B
| $212M | 0.11% |
6,894,003
-1,369,357
| -17% | -$41.8M |
|
159
CALL
Baidu
BIDU
$37.1B
| $211M | 0.11% |
1,284,000
-611,000
| -32% | -$104M |
|
160
CALL
Home Depot
HD
$349B
| $211M | 0.11% |
1,572,500
-249,300
| -14% | -$32.1M |
|
161
CALL
Mastercard
MA
$505B
| $208M | 0.11% |
2,018,400
-56,700
| -3% | -$5.87M |
|
162
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$206M
| $208M | 0.11% |
2,289,500
+225,800
| +11% | +$18.3M |
|
163
CALL
AutoZone
AZO
$50.1B
| $208M | 0.11% |
263,600
-76,700
| -23% | -$59M |
|
164
PUT
Teva Pharmaceuticals
TEVA
$40.6B
| $208M | 0.11% |
5,733,300
+968,500
| +20% | +$38.7M |
|
|
AET
165
PUT
DELISTED
Aetna Inc
AET
| $208M | 0.11% |
1,674,900
+1,000,400
| +148% | +$120M |
|
|
166
PUT
Home Depot
HD
$349B
| $206M | 0.1% |
1,534,500
+84,300
| +6% | +$10.9M |
|
167
CALL
iShares MSCI Brazil ETF
EWZ
$9.07B
| $205M | 0.1% |
6,137,200
+1,399,900
| +30% | +$48.1M |
|
168
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.6B
| $204M | 0.1% |
3,286,300
+1,342,200
| +69% | +$80.9M |
|
169
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.4B
| $202M | 0.1% |
8,315,800
-87,600
| -1% | -$2.09M |
|
170
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
| $202M | 0.1% |
668,800
+317,000
| +90% | +$91.6M |
|
171
PUT
Caterpillar
CAT
$394B
| $200M | 0.1% |
2,154,700
+55,600
| +3% | +$5.04M |
|
172
PUT
Eli Lilly
LLY
$1.06T
| $200M | 0.1% |
2,713,500
+447,500
| +20% | +$33.3M |
|
173
PUT
Western Digital
WDC
$156B
| $197M | 0.1% |
3,844,506
-364,354
| -9% | -$16.8M |
|
174
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $196M | 0.1% |
2,269,900
+585,200
| +35% | +$50.4M |
|
|
175
CALL
Bristol-Myers Squibb
BMY
$131B
| $196M | 0.1% |
3,348,600
+712,400
| +27% | +$38.9M |
|
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.