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JO

John Overdeck Two Sigma Investments

AUM $138B
1-Year Est. Return 41.87%
 

John Overdeck is a co-founder of Two Sigma Investments, one of the world’s leading quantitative and technology-driven investment firms. Two Sigma applies data science, machine learning, and large-scale computing to markets across asset classes. Overdeck’s firm is a central reference point in discussions of modern systematic investing.

This Fund
S&P 500
This Quarter Est. Return
+5.41%
1 Year Est. Return
+41.87%
3 Year Est. Return
+122.61%
5 Year Est. Return
+129.48%
10 Year Est. Return
+649.67%
AUM
$20.9B
AUM Growth
+$1.33B
Cap. Flow
+$631M
Cap. Flow %
3.03%
Top 10 Hldgs %
7.97%
Holding
3,233
New
1,109
Increased
884
Reduced
620
Closed
598

Top Buys

Rank Stock Value
1
AGN
Allergan plc
AGN
+$153M
2
LNKD
LinkedIn Corporation
LNKD
+$130M
3
CMI icon
Cummins
CMI
+$121M
4
LOW icon
Lowe's Companies
LOW
+$104M
5
AXP icon
American Express
AXP
+$101M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$445M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$200M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$165M
4
GILD icon
Gilead Sciences
GILD
+$158M
5
MSFT icon
Microsoft
MSFT
+$153M

Sector Composition

Rank Sector Weight
1 Technology 14.25%
2 Healthcare 12.59%
3 Industrials 11.99%
4 Financials 10.09%
5 Consumer Discretionary 9.93%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DGX icon
2726
CALL
Quest Diagnostics
DGX
$27.1B
– –
-17,000
Closed -$1.04M
DHR icon
2727
Danaher
DHR
$153B
– –
-306,718
Closed -$19.2M
DIA icon
2728
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.9B
– –
-199,142
Closed -$34.8M
DIA icon
2729
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.9B
– –
-4,700
Closed -$764K
DIS icon
2730
Walt Disney
DIS
$191B
– –
-57,569
Closed -$6.42M
DLX icon
2731
Deluxe
DLX
$1.1B
– –
-6,612
Closed -$369K
DNN icon
2732
Denison Mines
DNN
$3.13B
– –
-13,946
Closed -$5K
DOC icon
2733
Healthpeak Properties
DOC
$14.9B
– –
-18,908
Closed -$633K
DRI icon
2734
CALL
Darden Restaurants
DRI
$25.6B
– –
-3,356
Closed -$206K
DSGX icon
2735
Descartes Systems
DSGX
$6.77B
– –
-11,400
Closed -$202K
DTE icon
2736
PUT
DTE Energy
DTE
$28.2B
– –
-3,525
Closed -$241K
DUK icon
2737
Duke Energy
DUK
$94.4B
– –
-3,430
Closed -$241K
DXLG icon
2738
Destination XL Group
DXLG
$32.1M
– –
-66,680
Closed -$387K
DY icon
2739
Dycom Industries
DY
$11.6B
– –
-170,310
Closed -$12.3M
EA
2740
CALL
DELISTED
Electronic Arts
EA
– –
-4,000
Closed -$271K
EA
2741
DELISTED
Electronic Arts
EA
– –
-662,993
Closed -$44.9M
EA
2742
PUT
DELISTED
Electronic Arts
EA
– –
-3,000
Closed -$203K
ECL icon
2743
Ecolab
ECL
$80B
– –
-23,571
Closed -$2.77M
ED icon
2744
Consolidated Edison
ED
$39.5B
– –
-24,190
Closed -$1.55M
EEM icon
2745
CALL
iShares MSCI Emerging Markets ETF
EEM
$30.6B
– –
-20,500
Closed -$672K
EEM icon
2746
PUT
iShares MSCI Emerging Markets ETF
EEM
$30.6B
– –
-18,300
Closed -$600K
EL icon
2747
CALL
Estee Lauder
EL
$37.3B
– –
-3,000
Closed -$242K
ELS icon
2748
Equity Lifestyle Properties
ELS
$12.8B
– –
-199,912
Closed -$5.85M
EPC icon
2749
Edgewell Personal Care
EPC
$1.35B
– –
-29,676
Closed -$2.42M
EQIX icon
2750
CALL
Equinix
EQIX
$104B
– –
-1,000
Closed -$273K
108 109
110
111 112

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John Overdeck's Q4 2015 Portfolio in Review

As of Q4 2015, John Overdeck held 3,233 positions worth $20.9B, up 6.8% from $19.5B the previous quarter. Its ten largest holdings account for 8% of the portfolio.

John Overdeck deployed $631M of net new capital in Q4 2015, opening 1,109 new positions and adding to 884 existing holdings. Its largest new stake was American Express: 1,381,273 shares worth $96.1M.

By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 13% a quarter earlier, followed by Healthcare and Industrials.

On the sell side, the largest reduction was Gilead Sciences, an estimated $158M trimmed.

  • John Overdeck's largest Q4 2015 buy was American Express: 1,381,273 shares worth $96.1M.
  • John Overdeck added most to Allergan plc in Q4 2015, an estimated $153M increase.
  • John Overdeck's biggest Q4 2015 reduction was Gilead Sciences, cutting an estimated $158M.
  • John Overdeck fully exited State Street SPDR S&P 500 ETF Trust in Q4 2015, selling an estimated $445M.
  • John Overdeck's ten largest holdings make up 8% of its $20.9B portfolio in Q4 2015.
  • John Overdeck opened 1,109 new positions and closed 598 in Q4 2015.
  • John Overdeck's portfolio value rose 6.8% quarter-over-quarter to $20.9B.

Based on Two Sigma Investments's 13F filing for Q4 2015, filed 16 Feb 2016.