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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
+8.8%
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
$33.2B
AUM Growth
+$3.52B
Cap. Flow
+$1.15B
Cap. Flow %
3.45%
Top 10 Hldgs %
7.55%
Holding
4,208
New
818
Increased
1,341
Reduced
1,420
Closed
612

Top Buys

Rank Stock Value
1
XOM icon
ExxonMobil
XOM
+$161M
2
SHW icon
Sherwin-Williams
SHW
+$149M
3
CHTR icon
Charter Communications
CHTR
+$148M
4
HON icon
Honeywell
HON
+$139M
5
BA icon
Boeing
BA
+$138M

Sector Composition

Rank Sector Weight
1 Technology 14.37%
2 Consumer Discretionary 13.51%
3 Healthcare 11.7%
4 Industrials 10.07%
5 Financials 6.83%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
ERII icon
3426
Energy Recovery
ERII
$398M
$198K ﹤0.01%
+20,187
New +$186K
DBI icon
3427
PUT
Designer Brands
DBI
$297M
$197K ﹤0.01%
12,500
-13,100
-51% -$217K
LE icon
3428
CALL
Lands' End
LE
$377M
$195K ﹤0.01%
11,600
+100
+0.9% +$1.31K
NWHM
3429
DELISTED
THE NEW HOME COMPANY INC.
NWHM
$194K ﹤0.01%
41,624
-1,585
-4% -$7.22K
AVH
3430
DELISTED
AVIANCA HOLDINGS S.A.
AVH
$194K ﹤0.01%
+43,486
New +$185K
SCM icon
3431
Stellus Capital Investment Corp
SCM
$250M
$193K ﹤0.01%
+13,563
New +$190K
GFN
3432
DELISTED
General Finance Corporation
GFN
$193K ﹤0.01%
17,456
-5,400
-24% -$53.2K
STLA icon
3433
CALL
Stellantis
STLA
$19.7B
$192K ﹤0.01%
+13,100
New +$189K
AOSL icon
3434
Alpha and Omega Semiconductor
AOSL
$783M
$191K ﹤0.01%
+13,991
New +$177K
BGFV
3435
DELISTED
Big 5 Sporting Goods
BGFV
$191K ﹤0.01%
63,763
-27,225
-30% -$74.4K
EVC icon
3436
Entravision Communication
EVC
$748M
$189K ﹤0.01%
72,082
-51,696
-42% -$141K
NNA
3437
DELISTED
Navios Maritime Acquisition Corporation
NNA
$188K ﹤0.01%
+22,100
New +$176K
DAN icon
3438
PUT
Dana Inc
DAN
$3.24B
$187K ﹤0.01%
10,300
-16,200
-61% -$270K
USO icon
3439
United States Oil Fund
USO
$2.07B
$187K ﹤0.01%
+1,820
New +$173K
VOXX
3440
DELISTED
VOXX International Corporation Class A
VOXX
$187K ﹤0.01%
42,726
-7,940
-16% -$36.7K
NOK icon
3441
Nokia
NOK
$55.6B
$186K ﹤0.01%
+50,114
New +$197K
PRQR icon
3442
ProQR Therapeutics
PRQR
$343M
$182K ﹤0.01%
18,415
-2,493
-12% -$19.4K
SPRO icon
3443
Spero Therapeutics
SPRO
$71M
$181K ﹤0.01%
+18,828
New +$203K
VEDL
3444
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$179K ﹤0.01%
20,752
-13,808
-40% -$115K
TROX icon
3445
PUT
Tronox
TROX
$861M
$178K ﹤0.01%
15,600
+4,200
+37% +$42K
AIRG icon
3446
Airgain
AIRG
$68.4M
$177K ﹤0.01%
+16,600
New +$174K
XERS icon
3447
Xeris Biopharma Holdings
XERS
$1.59B
$177K ﹤0.01%
+25,152
New +$208K
COTY icon
3448
PUT
Coty
COTY
$2.46B
$176K ﹤0.01%
15,600
-12,600
-45% -$143K
FRHC icon
3449
Freedom Holding
FRHC
$10B
$176K ﹤0.01%
+12,126
New +$173K
MRSN
3450
DELISTED
Mersana Therapeutics
MRSN
$176K ﹤0.01%
1,228
-3,438
-74% -$251K

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John Overdeck's Q4 2019 Portfolio in Review

As of Q4 2019, John Overdeck held 4,208 positions worth $33.2B, up 12% from $29.7B the previous quarter. Its ten largest holdings account for 7.6% of the portfolio.

John Overdeck deployed $1.15B of net new capital in Q4 2019, opening 818 new positions and adding to 1,341 existing holdings. Its largest new stake was Sherwin-Williams: 780,252 shares worth $152M.

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

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $193M trimmed.

  • John Overdeck's largest Q4 2019 buy was Sherwin-Williams: 780,252 shares worth $152M.
  • John Overdeck added most to ExxonMobil in Q4 2019, an estimated $161M increase.
  • John Overdeck's biggest Q4 2019 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $193M.
  • John Overdeck fully exited Walmart Inc in Q4 2019, selling an estimated $150M.
  • John Overdeck's ten largest holdings make up 7.6% of its $33.2B portfolio in Q4 2019.
  • John Overdeck opened 818 new positions and closed 612 in Q4 2019.
  • John Overdeck's portfolio value rose 12% quarter-over-quarter to $33.2B.

Based on Two Sigma Investments's 13F filing for Q4 2019, filed 14 Feb 2020.