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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
UNM icon
4001
CALL
Unum
UNM
$13.9B
-12,900
Closed -$383K
UNM icon
4002
PUT
Unum
UNM
$13.9B
-11,000
Closed -$327K
VALE icon
4003
CALL
Vale
VALE
$62.1B
-143,800
Closed -$1.65M
VALE icon
4004
PUT
Vale
VALE
$62.1B
-93,600
Closed -$1.08M
VC icon
4005
CALL
Visteon
VC
$2.83B
-3,000
Closed -$248K
VCYT icon
4006
Veracyte
VCYT
$3.4B
-55,763
Closed -$1.34M
VDE icon
4007
Vanguard Energy ETF
VDE
$10.9B
-7,561
Closed -$590K
VFC icon
4008
PUT
VF Corp
VFC
$5.65B
-7,400
Closed -$659K
VICR icon
4009
CALL
Vicor
VICR
$9.25B
-7,400
Closed -$218K
VICR icon
4010
PUT
Vicor
VICR
$9.25B
-9,700
Closed -$286K
VLGEA icon
4011
Village Super Market
VLGEA
$653M
-31,422
Closed -$831K
VNQ icon
4012
CALL
Vanguard Real Estate ETF
VNQ
$39.1B
-3,000
Closed -$280K
VOYA icon
4013
PUT
Voya Financial
VOYA
$8.86B
-5,000
Closed -$272K
VRNT
4014
DELISTED
Verint Systems
VRNT
-19,866
Closed -$433K
VTI icon
4015
Vanguard Morningstar Total Stock Market ETF
VTI
$685B
-105,300
Closed -$15.9M
VUG icon
4016
Vanguard Morningstar Growth ETF
VUG
$225B
-817,200
Closed -$22.6M
VYX icon
4017
PUT
NCR Voyix
VYX
$1.09B
-10,921
Closed -$211K
WAB icon
4018
CALL
Wabtec
WAB
$50.3B
-28,000
Closed -$2.01M
WBS
4019
DELISTED
Webster Financial
WBS
-27,704
Closed -$1.3M
WDFC icon
4020
WD-40
WDFC
$2.91B
-1,407
Closed -$258K
WHG icon
4021
Westwood Holdings Group
WHG
$188M
-55,025
Closed -$1.52M
WMT icon
4022
Walmart Inc
WMT
$825B
-3,771,021
Closed -$150M
WNC icon
4023
Wabash National
WNC
$490M
-28,983
Closed -$421K
WSR
4024
DELISTED
Whitestone REIT
WSR
-48,081
Closed -$662K
WU icon
4025
Western Union
WU
$2.28B
-88,578
Closed -$2.3M

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.