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John Overdeck Two Sigma Investments
AUM
$138B
Turnover
29.02%
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
+4.61%
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
$18.1B
AUM Growth
-$4.31B
(-19%)
Cap. Flow
-$4.66B
Cap. Flow % of AUM
Cap. Flow %
-25.79%
Top 10 Holdings %
Top 10 Hldgs %
8.28%
Holding
2,566
New
857
Increased
746
Reduced
582
Closed
373
Avg Time Held
0.6
years
Top 10 Avg Time Held
0.2
years
Top 20 Avg Time Held
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Halliburton
HAL
|
+$136M |
| 2 |
AbbVie
ABBV
|
+$114M |
| 3 |
Transocean
RIG
|
+$105M |
| 4 |
Freeport-McMoran
FCX
|
+$102M |
| 5 |
YHOO
Yahoo Inc
YHOO
|
+$101M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$198M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$196M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$189M |
| 4 |
Johnson & Johnson
JNJ
|
+$158M |
| 5 |
Verizon
VZ
|
+$153M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 14.24% |
| 2 | Healthcare | 12.65% |
| 3 | Energy | 11.41% |
| 4 | Financials | 10.8% |
| 5 | Consumer Discretionary | 9.96% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
COV
1
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $172M | 0.95% |
1,681,779
+74,148
| +5% | +$7.11M |
2013 Q2
6 quarters
|
|
|
TWC
2
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $166M | 0.92% |
1,089,703
-59,979
| -5% | -$8.65M |
2013 Q2
6 quarters
|
|
3
Philip Morris
PM
$320B
| $153M | 0.85% |
1,882,850
-8,474
| -0.4% | -$728K |
2013 Q2
6 quarters
|
|
4
General Dynamics
GD
$93.1B
| $153M | 0.85% |
1,113,280
+216,074
| +24% | +$29.4M |
2013 Q2
6 quarters
|
|
5
Valero Energy
VLO
$128B
| $153M | 0.85% |
3,085,976
+741,482
| +32% | +$35.9M |
2013 Q3
5 quarters
|
|
|
DTV
6
DELISTED
DIRECTV COM STK (DE)
DTV
| $146M | 0.81% |
1,689,601
-66,310
| -4% | -$5.71M |
2014 Q1
3 quarters
|
|
7
Marathon Petroleum
MPC
$134B
| $143M | 0.79% |
3,171,462
-489,594
| -13% | -$21.6M |
2013 Q2
6 quarters
|
|
|
AGN
8
DELISTED
Allergan Inc
AGN
| $139M | 0.77% |
655,510
+353,407
| +117% | +$70.3M |
2014 Q1
3 quarters
|
|
9
Microsoft
MSFT
$3.93T
| $139M | 0.77% |
2,988,540
-487,279
| -14% | -$22.9M |
2014 Q2
2 quarters
|
|
10
Alphabet (Google) Class C
GOOG
$4.12T
| $131M | 0.73% |
4,957,333
-580,008
| -10% | -$15.6M |
2014 Q1
3 quarters
|
|
|
BHI
11
DELISTED
Baker Hughes
BHI
| $131M | 0.73% |
2,337,725
+1,243,488
| +114% | +$70.1M |
2013 Q4
4 quarters
|
|
12
Western Digital
WDC
$124B
| $129M | 0.72% |
1,546,606
+242,783
| +19% | +$18.3M |
2014 Q2
2 quarters
|
|
|
13
AbbVie
ABBV
$504B
| $125M | 0.69% |
1,905,679
+1,801,332
| +1,726% | +$114M |
2013 Q2
6 quarters
|
|
|
YHOO
14
DELISTED
Yahoo Inc
YHOO
| $123M | 0.68% |
2,442,848
+2,148,701
| +730% | +$101M |
2014 Q1
3 quarters
|
|
|
15
Halliburton
HAL
$27.9B
| $120M | 0.67% |
3,056,688
+2,787,684
| +1,036% | +$136M |
2013 Q2
6 quarters
|
|
16
Boston Scientific
BSX
$64.3B
| $113M | 0.62% |
8,518,014
+739,325
| +10% | +$9.45M |
2013 Q2
6 quarters
|
|
17
Wynn Resorts
WYNN
$7.78B
| $111M | 0.61% |
745,708
+566,546
| +316% | +$97.3M |
2013 Q2
6 quarters
|
|
18
Zoetis
ZTS
$32.8B
| $109M | 0.6% |
2,532,744
+2,421,544
| +2,178% | +$98.3M |
2014 Q3
1 quarter
|
|
19
Micron Technology
MU
$994B
| $107M | 0.59% |
3,059,436
-284,971
| -9% | -$9.43M |
2013 Q2
6 quarters
|
|
20
The Mosaic Company
MOS
$5.98B
| $107M | 0.59% |
2,344,676
+2,204,604
| +1,574% | +$97.7M |
2013 Q4
4 quarters
|
|
21
Teva Pharmaceutical Industries Limited
TEVA
$48.4B
| $104M | 0.58% |
1,809,025
+38,869
| +2% | +$2.17M |
2013 Q2
6 quarters
|
|
22
Vodafone
VOD
$37.3B
| $103M | 0.57% |
3,003,114
+811,828
| +37% | +$27.4M |
2013 Q2
6 quarters
|
|
23
Liberty Global Class A
LBTYA
$2.66B
| $103M | 0.57% |
+2,476,123
| New | +$95M |
2014 Q4
0 quarters
|
|
24
LyondellBasell Industries
LYB
$20.7B
| $98M | 0.54% |
1,234,822
+491,049
| +66% | +$42.6M |
2013 Q2
6 quarters
|
|
25
BP
BP
$129B
| $95M | 0.53% |
3,004,558
+691,262
| +30% | +$23.2M |
2013 Q2
6 quarters
|
|
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John Overdeck's Q4 2014 Portfolio in Review
As of Q4 2014, John Overdeck held 2,566 positions worth $18.1B, down 19% from $22.4B the previous quarter. Its ten largest holdings account for 8.3% of the portfolio.
John Overdeck withdrew a net $4.66B in Q4 2014, closing 373 positions and reducing 582 holdings. Its most notable exit was Verizon, an estimated $153M position sold in full.
By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 13% a quarter earlier, followed by Healthcare and Energy.
Against the trend, John Overdeck opened a new position in Transocean worth $77.2M.
- John Overdeck's largest Q4 2014 buy was Transocean: 4,210,720 shares worth $77.2M.
- John Overdeck added most to Halliburton in Q4 2014, an estimated $136M increase.
- John Overdeck's biggest Q4 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $198M.
- John Overdeck fully exited Verizon in Q4 2014, selling an estimated $153M.
- John Overdeck's ten largest holdings make up 8.3% of its $18.1B portfolio in Q4 2014.
- John Overdeck opened 857 new positions and closed 373 in Q4 2014.
- John Overdeck's portfolio value fell 19% quarter-over-quarter to $18.1B.
Based on Two Sigma Investments's 13F filing for Q4 2014, filed 17 Feb 2015.