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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
+9.48%
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
$28.2B
AUM Growth
+$7.98B
(+40%)
Cap. Flow
+$5.36B
Cap. Flow % of AUM
Cap. Flow %
19.04%
Top 10 Holdings %
Top 10 Hldgs %
9.24%
Holding
3,787
New
904
Increased
1,229
Reduced
870
Closed
772
Avg Time Held
Equity + Options
1.1
years
Top 10 Avg Time Held
Equity + Options
0.2
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
0.2
years
Top 20 Avg Time Held Equity only
0.3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Costco
COST
|
+$241M |
| 2 |
PayPal
PYPL
|
+$229M |
| 3 |
McDonald's
MCD
|
+$220M |
| 4 |
Cisco
CSCO
|
+$216M |
| 5 |
Walmart Inc
WMT
|
+$216M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$284M |
| 2 |
Tesla
TSLA
|
+$252M |
| 3 |
Procter & Gamble
PG
|
+$215M |
| 4 |
Charter Communications
CHTR
|
+$202M |
| 5 |
Qualcomm
QCOM
|
+$183M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 19.22% |
| 2 | Technology | 15.44% |
| 3 | Consumer Discretionary | 14.72% |
| 4 | Healthcare | 10.53% |
| 5 | Financials | 9.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
Home Depot
HD
$319B
| $288M | 1.02% |
1,035,720
+24,274
| +2% | +$6.58M |
2014 Q3
24 quarters
|
|
2
Target
TGT
$69.4B
| $284M | 1.01% |
1,803,905
-253,782
| -12% | -$34.8M |
2016 Q3
16 quarters
|
|
3
Merck
MRK
$358B
| $267M | 0.95% |
3,374,523
+1,252,769
| +59% | +$98.1M |
2019 Q2
5 quarters
|
|
4
Lowe's Companies
LOW
$111B
| $265M | 0.94% |
1,595,461
-256,122
| -14% | -$39.4M |
2019 Q2
5 quarters
|
|
5
CrowdStrike
CRWD
$264B
| $261M | 0.93% |
7,608,148
+141,996
| +2% | +$4.14M |
2020 Q1
2 quarters
|
|
|
6
Costco
COST
$445B
| $254M | 0.9% |
+716,888
| New | +$241M |
2020 Q3
0 quarters
|
|
7
Pfizer
PFE
$171B
| $252M | 0.89% |
7,225,711
-415,676
| -5% | -$14.6M |
2018 Q3
8 quarters
|
|
8
AbbVie
ABBV
$505B
| $250M | 0.89% |
2,858,955
+1,069,700
| +60% | +$101M |
2017 Q3
12 quarters
|
|
|
9
Cisco
CSCO
$420B
| $241M | 0.85% |
6,110,079
+4,950,737
| +427% | +$216M |
2016 Q1
18 quarters
|
|
10
Verizon
VZ
$186B
| $240M | 0.85% |
4,036,029
+523,459
| +15% | +$30.4M |
2019 Q3
4 quarters
|
|
|
11
PayPal
PYPL
$48.8B
| $239M | 0.85% |
+1,213,851
| New | +$229M |
2020 Q3
0 quarters
|
|
|
12
McDonald's
MCD
$176B
| $235M | 0.84% |
+1,072,939
| New | +$220M |
2020 Q3
0 quarters
|
|
|
13
Walmart Inc
WMT
$951B
| $226M | 0.8% |
+4,851,267
| New | +$216M |
2020 Q3
0 quarters
|
|
14
PepsiCo
PEP
$185B
| $222M | 0.79% |
1,604,565
+199,824
| +14% | +$27.2M |
2017 Q4
11 quarters
|
|
15
Chevron
CVX
$457B
| $221M | 0.78% |
3,067,292
+2,397,500
| +358% | +$202M |
2016 Q2
17 quarters
|
|
16
Microsoft
MSFT
$3.89T
| $219M | 0.78% |
1,039,026
+881,343
| +559% | +$185M |
2019 Q2
5 quarters
|
|
17
Oracle
ORCL
$382B
| $208M | 0.74% |
3,483,719
+3,208,218
| +1,165% | +$182M |
2018 Q3
8 quarters
|
|
18
Wayfair
W
$15.4B
| $208M | 0.74% |
714,177
+8,402
| +1% | +$2.3M |
2020 Q2
1 quarter
|
|
19
Wells Fargo
WFC
$247B
| $197M | 0.7% |
8,377,671
+8,335,005
| +19,535% | +$205M |
2019 Q3
4 quarters
|
|
20
State Street SPDR S&P 500 ETF Trust
SPY
$810B
| $196M | 0.7% |
584,886
+1,895
| +0.3% | +$628K |
2016 Q1
18 quarters
|
|
21
Best Buy
BBY
$20.9B
| $194M | 0.69% |
1,745,599
+1,236,731
| +243% | +$126M |
2019 Q1
6 quarters
|
|
22
Zoom
ZM
$27.9B
| $193M | 0.69% |
+411,285
| New | +$132M |
2020 Q3
0 quarters
|
|
23
Walt Disney
DIS
$194B
| $188M | 0.67% |
1,513,473
+1,474,861
| +3,820% | +$184M |
2020 Q1
2 quarters
|
|
24
Danaher
DHR
$162B
| $187M | 0.66% |
978,813
+948,690
| +3,149% | +$169M |
2020 Q2
1 quarter
|
|
25
Clorox
CLX
$10.4B
| $185M | 0.66% |
880,369
+822,716
| +1,427% | +$183M |
2019 Q3
4 quarters
|
|
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John Overdeck's Q3 2020 Portfolio in Review
As of Q3 2020, John Overdeck held 3,787 positions worth $28.2B, up 40% from $20.2B the previous quarter. Its ten largest holdings account for 9.2% of the portfolio.
John Overdeck deployed $5.36B of net new capital in Q3 2020, opening 904 new positions and adding to 1,229 existing holdings. Its largest new stake was Costco: 716,888 shares worth $254M.
By sector, the portfolio is most concentrated in Miscellaneous at 19% of assets, up from 17% a quarter earlier, followed by Technology and Consumer Discretionary.
On the sell side, the largest reduction was Tesla, an estimated $252M trimmed.
- John Overdeck's largest Q3 2020 buy was Costco: 716,888 shares worth $254M.
- John Overdeck added most to Cisco in Q3 2020, an estimated $216M increase.
- John Overdeck's biggest Q3 2020 reduction was Tesla, cutting an estimated $252M.
- John Overdeck fully exited Amazon in Q3 2020, selling an estimated $284M.
- John Overdeck's ten largest holdings make up 9.2% of its $28.2B portfolio in Q3 2020.
- John Overdeck opened 904 new positions and closed 772 in Q3 2020.
- John Overdeck's portfolio value rose 40% quarter-over-quarter to $28.2B.
Based on Two Sigma Investments's 13F filing for Q3 2020, filed 16 Nov 2020.