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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
ACN icon
3601
Accenture
ACN
$114B
-162,264
Closed -$31.6M
ADEA icon
3602
Adeia
ADEA
$2.9B
-339,864
Closed -$1.86M
ADVM
3603
DELISTED
Adverum Biotechnologies
ADVM
-11,363
Closed -$619K
AEE icon
3604
CALL
Ameren
AEE
$29.6B
-4,000
Closed -$320K
AES icon
3605
CALL
AES
AES
$10.5B
-36,300
Closed -$593K
AES icon
3606
PUT
AES
AES
$10.5B
-28,600
Closed -$467K
AGIO icon
3607
Agios Pharmaceuticals
AGIO
$1.96B
-113,306
Closed -$3.67M
AIZ icon
3608
PUT
Assurant
AIZ
$14.1B
-6,000
Closed -$755K
AKAM icon
3609
Akamai
AKAM
$15.2B
-350,601
Closed -$30.7M
ALGN icon
3610
Align Technology
ALGN
$11.3B
-67,910
Closed -$16.9M
ALK icon
3611
Alaska Air
ALK
$4.6B
-7,590
Closed -$518K
ALSN icon
3612
Allison Transmission
ALSN
$10.8B
-78,588
Closed -$3.7M
AMED
3613
CALL
DELISTED
Amedisys
AMED
-2,000
Closed -$262K
AMED
3614
PUT
DELISTED
Amedisys
AMED
-2,600
Closed -$341K
AMP icon
3615
CALL
Ameriprise Financial
AMP
$49.4B
-3,800
Closed -$559K
AMP icon
3616
Ameriprise Financial
AMP
$49.4B
-10,802
Closed -$1.67M
AMRN
3617
CALL
Amarin Corp
AMRN
$295M
-13,495
Closed -$4.09M
AMRN
3618
PUT
Amarin Corp
AMRN
$295M
-3,920
Closed -$1.19M
AMWD
3619
DELISTED
American Woodmark
AMWD
-6,847
Closed -$609K
APLE icon
3620
Apple Hospitality REIT
APLE
$3.9B
-582,616
Closed -$9.66M
APO icon
3621
Apollo Global Management
APO
$78B
-325,294
Closed -$13.9M
AR icon
3622
PUT
Antero Resources
AR
$11.7B
-42,700
Closed -$129K
ARCB icon
3623
ArcBest
ARCB
$2.95B
-28,860
Closed -$879K
ARI
3624
Apollo Commercial Real Estate
ARI
$881M
-299,739
Closed -$5.75M
ASIX icon
3625
AdvanSix
ASIX
$450M
-21,448
Closed -$552K

Similar funds

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.