Voleon Capital Management LP Quant / Systematic

CIK: 0001479847 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 15, 2019

Total Value ($000): $620,879 (100.0% shares, 0.0% debt)

Holdings (21)

BA BOEING CO 11.7%

Value ($000) $72,851 Shares 191,000 Est. Cost $338.34 Unrealized +10.9%

MSFT MICROSOFT CORP 10.4%

Value ($000) $64,867 Shares 550,000 Est. Cost $100.00 Unrealized +2.3%

GOOG ALPHABET INC 9.4%

Value ($000) $58,666 Shares 50,000 Est. Cost $53.13 Unrealized +4.8%

AAPL APPLE INC 8.4%

Value ($000) $52,426 Shares 276,000 Est. Cost $46.01 Unrealized -12.1%

AMZN AMAZON COM INC 7.2%

Value ($000) $44,519 Shares 25,000 Est. Cost $83.14 Unrealized +0.1%

BRK/B BERKSHIRE HATHAWAY INC DEL 6.5%

Value ($000) $40,178 Shares 200,000 Est. Cost $205.36 Unrealized -1.7%

WFC WELLS FARGO CO NEW 6.2%

Value ($000) $38,656 Shares 800,000 Est. Cost $40.76 Unrealized 0.0%

META FACEBOOK INC 5.4%

Value ($000) $33,338 Shares 200,000 Est. Cost $143.86 Unrealized +9.8%

C CITIGROUP INC 5.0%

Value ($000) $31,110 Shares 500,000 Est. Cost $48.78 Unrealized 0.0%

PG PROCTER AND GAMBLE CO 4.2%

Value ($000) $26,013 Shares 250,000 Est. Cost $82.07 Unrealized 0.0%

GOOGL ALPHABET INC 3.8%

Value ($000) $23,538 Shares 20,000 Est. Cost $54.84 Unrealized +2.2%

LOW LOWES COS INC 3.5%

Value ($000) $21,894 Shares 200,000 Est. Cost $88.06 Unrealized 0.0%

IBM INTERNATIONAL BUSINESS MACHS 3.4%

Value ($000) $21,165 Shares 150,000 Est. Cost $94.64 Unrealized 0.0%

— RAYTHEON CO 2.8%

Value ($000) $17,480 Shares 96,000 Est. Cost $182.08 Unrealized —

AMGN AMGEN INC 2.3%

Value ($000) $14,249 Shares 75,000 Est. Cost $156.83 Unrealized -1.4%

ACN ACCENTURE PLC IRELAND 2.3%

Value ($000) $14,082 Shares 80,000 Est. Cost $142.15 Unrealized 0.0%

JNJ JOHNSON & JOHNSON 2.0%

Value ($000) $12,581 Shares 90,000 Est. Cost $110.34 Unrealized 0.0%

PNC PNC FINL SVCS GROUP INC 1.6%

Value ($000) $9,813 Shares 80,000 Est. Cost $96.81 Unrealized 0.0%

CL COLGATE PALMOLIVE CO 1.3%

Value ($000) $8,225 Shares 120,000 Est. Cost $54.99 Unrealized 0.0%

CVS CVS HEALTH CORP 1.3%

Value ($000) $8,090 Shares 150,000 Est. Cost $59.39 Unrealized -16.7%

PSX PHILLIPS 66 1.1%

Value ($000) $7,138 Shares 75,000 Est. Cost $73.27 Unrealized -1.8%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BA	BOEING CO	191,000	$72,851	11.7%	$338.34	+10.9%	COM	097023105
MSFT	MICROSOFT CORP	550,000	$64,867	10.4%	$100.00	+2.3%	COM	594918104
GOOG	ALPHABET INC	50,000	$58,666	9.4%	$53.13	+4.8%	CAP STK CL C	02079K107
AAPL	APPLE INC	276,000	$52,426	8.4%	$46.01	-12.1%	COM	037833100
AMZN	AMAZON COM INC	25,000	$44,519	7.2%	$83.14	+0.1%	COM	023135106
BRK/B	BERKSHIRE HATHAWAY INC DEL	200,000	$40,178	6.5%	$205.36	-1.7%	CL B NEW	084670702
WFC	WELLS FARGO CO NEW	800,000	$38,656	6.2%	$40.76	0.0%	COM	949746101
META	FACEBOOK INC	200,000	$33,338	5.4%	$143.86	+9.8%	CL A	30303M102
C	CITIGROUP INC	500,000	$31,110	5.0%	$48.78	0.0%	COM NEW	172967424
PG	PROCTER AND GAMBLE CO	250,000	$26,013	4.2%	$82.07	0.0%	COM	742718109
GOOGL	ALPHABET INC	20,000	$23,538	3.8%	$54.84	+2.2%	CAP STK CL A	02079K305
LOW	LOWES COS INC	200,000	$21,894	3.5%	$88.06	0.0%	COM	548661107
IBM	INTERNATIONAL BUSINESS MACHS	150,000	$21,165	3.4%	$94.64	0.0%	COM	459200101
—	RAYTHEON CO	96,000	$17,480	2.8%	$182.08	—	COM NEW	755111507
AMGN	AMGEN INC	75,000	$14,249	2.3%	$156.83	-1.4%	COM	031162100
ACN	ACCENTURE PLC IRELAND	80,000	$14,082	2.3%	$142.15	0.0%	SHS CLASS A	G1151C101
JNJ	JOHNSON & JOHNSON	90,000	$12,581	2.0%	$110.34	0.0%	COM	478160104
PNC	PNC FINL SVCS GROUP INC	80,000	$9,813	1.6%	$96.81	0.0%	COM	693475105
CL	COLGATE PALMOLIVE CO	120,000	$8,225	1.3%	$54.99	0.0%	COM	194162103
CVS	CVS HEALTH CORP	150,000	$8,090	1.3%	$59.39	-16.7%	COM	126650100
PSX	PHILLIPS 66	75,000	$7,138	1.1%	$73.27	-1.8%	COM	718546104