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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
+34.26%
1 Year Est. Return
+41.87%
3 Year Est. Return
+122.61%
5 Year Est. Return
+129.48%
10 Year Est. Return
+649.66%
AUM
$20.2B
AUM Growth
+$7.91B
(+64%)
Cap. Flow
+$5.48B
Cap. Flow % of AUM
Cap. Flow %
27.15%
Top 10 Holdings %
Top 10 Hldgs %
11.54%
Holding
3,794
New
797
Increased
974
Reduced
1,096
Closed
913
Avg Time Held
Equity + Options
1.2
years
Top 10 Avg Time Held
Equity + Options
0.3
years
Top 20 Avg Time Held
Equity + Options
0.3
years
Avg Time Held Equity only
1.1
years
Top 10 Avg Time Held Equity only
0.3
years
Top 20 Avg Time Held Equity only
0.3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Lowe's Companies
LOW
|
+$191M |
| 2 |
Intel
INTC
|
+$190M |
| 3 |
Qualcomm
QCOM
|
+$188M |
| 4 |
Procter & Gamble
PG
|
+$158M |
| 5 |
PepsiCo
PEP
|
+$156M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Starbucks
SBUX
|
+$120M |
| 2 |
Costco
COST
|
+$107M |
| 3 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$104M |
| 4 |
Vertex Pharmaceuticals
VRTX
|
+$98.4M |
| 5 |
Eli Lilly
LLY
|
+$75.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 17.22% |
| 2 | Healthcare | 14.46% |
| 3 | Consumer Discretionary | 14.28% |
| 4 | Technology | 13.9% |
| 5 | Consumer Staples | 9.5% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
Home Depot
HD
$324B
| $253M | 1.26% |
1,011,446
+206,462
| +26% | +$47.3M |
2014 Q3
23 quarters
|
|
|
2
Lowe's Companies
LOW
$114B
| $250M | 1.24% |
1,851,583
+1,670,899
| +925% | +$191M |
2019 Q2
4 quarters
|
|
3
Amazon
AMZN
$2.72T
| $249M | 1.23% |
1,804,480
-39,800
| -2% | -$4.81M |
2019 Q1
5 quarters
|
|
4
Target
TGT
$70B
| $247M | 1.22% |
2,057,687
+916,930
| +80% | +$105M |
2016 Q3
15 quarters
|
|
5
Pfizer
PFE
$172B
| $237M | 1.17% |
7,641,387
+3,480,570
| +84% | +$118M |
2018 Q3
7 quarters
|
|
|
6
Procter & Gamble
PG
$387B
| $225M | 1.11% |
1,878,085
+1,355,860
| +260% | +$158M |
2020 Q1
1 quarter
|
|
7
Etsy
ETSY
$8.2B
| $223M | 1.1% |
2,096,800
+1,419,984
| +210% | +$105M |
2017 Q2
12 quarters
|
|
8
Charter Communications
CHTR
$12.7B
| $221M | 1.1% |
433,614
+147,796
| +52% | +$75M |
2018 Q4
6 quarters
|
|
|
9
Qualcomm
QCOM
$185B
| $219M | 1.08% |
2,401,003
+2,346,153
| +4,277% | +$188M |
2017 Q3
11 quarters
|
|
|
10
Intel
INTC
$456B
| $205M | 1.02% |
3,430,214
+3,184,535
| +1,296% | +$190M |
2017 Q1
13 quarters
|
|
11
Tesla
TSLA
$1.5T
| $203M | 1.01% |
2,826,075
-868,110
| -23% | -$47M |
2018 Q4
6 quarters
|
|
12
Verizon
VZ
$186B
| $194M | 0.96% |
3,512,570
+1,962,169
| +127% | +$110M |
2019 Q3
3 quarters
|
|
13
CrowdStrike
CRWD
$245B
| $187M | 0.93% |
7,466,152
+7,288,612
| +4,105% | +$146M |
2020 Q1
1 quarter
|
|
|
14
PepsiCo
PEP
$189B
| $186M | 0.92% |
1,404,741
+1,186,767
| +544% | +$156M |
2017 Q4
10 quarters
|
|
15
State Street SPDR S&P 500 ETF Trust
SPY
$814B
| $180M | 0.89% |
582,991
+266,814
| +84% | +$78.1M |
2016 Q1
17 quarters
|
|
16
AbbVie
ABBV
$501B
| $176M | 0.87% |
1,789,255
+551,553
| +45% | +$48.6M |
2017 Q3
11 quarters
|
|
17
Meta Platforms (Facebook)
META
$1.65T
| $161M | 0.8% |
710,095
+644,626
| +985% | +$135M |
2018 Q2
8 quarters
|
|
18
Merck
MRK
$358B
| $157M | 0.78% |
2,121,754
+232,394
| +12% | +$17.5M |
2019 Q2
4 quarters
|
|
19
Visa
V
$776B
| $154M | 0.76% |
798,072
-26,618
| -3% | -$4.86M |
2019 Q2
4 quarters
|
|
20
Wayfair
W
$15.4B
| $139M | 0.69% |
+705,775
| New | +$106M |
2020 Q2
0 quarters
|
|
21
Lockheed Martin
LMT
$135B
| $135M | 0.67% |
370,327
+360,599
| +3,707% | +$136M |
2016 Q1
17 quarters
|
|
22
Kroger
KR
$39.5B
| $132M | 0.65% |
+3,903,595
| New | +$127M |
2020 Q2
0 quarters
|
|
23
Nike
NKE
$56.9B
| $131M | 0.65% |
1,332,589
+1,322,535
| +13,154% | +$122M |
2019 Q2
4 quarters
|
|
24
O'Reilly Automotive
ORLY
$73.8B
| $130M | 0.64% |
4,607,325
+4,551,675
| +8,179% | +$119M |
2019 Q4
2 quarters
|
|
|
25
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$814B
| $126M | 0.62% |
408,500
+128,700
| +46% | +$37.7M |
2015 Q1
21 quarters
|
|
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John Overdeck's Q2 2020 Portfolio in Review
As of Q2 2020, John Overdeck held 3,794 positions worth $20.2B, up 64% from $12.3B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
John Overdeck deployed $5.48B of net new capital in Q2 2020, opening 797 new positions and adding to 974 existing holdings. Its largest new stake was Kroger: 3,903,595 shares worth $132M.
By sector, the portfolio is most concentrated in Miscellaneous at 17% of assets, down from 26% a quarter earlier, followed by Healthcare and Consumer Discretionary.
On the sell side, the largest reduction was iShares iBoxx $ Investment Grade Corporate Bond ETF, an estimated $104M trimmed.
- John Overdeck's largest Q2 2020 buy was Kroger: 3,903,595 shares worth $132M.
- John Overdeck added most to Lowe's Companies in Q2 2020, an estimated $191M increase.
- John Overdeck's biggest Q2 2020 reduction was iShares iBoxx $ Investment Grade Corporate Bond ETF, cutting an estimated $104M.
- John Overdeck fully exited Starbucks in Q2 2020, selling an estimated $120M.
- John Overdeck's ten largest holdings make up 12% of its $20.2B portfolio in Q2 2020.
- John Overdeck opened 797 new positions and closed 913 in Q2 2020.
- John Overdeck's portfolio value rose 64% quarter-over-quarter to $20.2B.
Based on Two Sigma Investments's 13F filing for Q2 2020, filed 14 Aug 2020.