Voleon Capital Management LP Quant / Systematic

CIK: 0001479847 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $1,298,170 (100.0% shares, 0.0% debt)

Holdings (148)

AMZN AMAZON COM INC 6.0%
Value ($000) $78,116 Shares 45,000 Est. Cost $88.14 Unrealized +5.2%
AAPL APPLE INC 6.0%
Value ($000) $77,942 Shares 348,000 Est. Cost $46.16 Unrealized +8.8%
ALLERGAN PLC 5.8%
Value ($000) $75,394 Shares 448,000 Est. Cost $168.29 Unrealized
BAC BANK AMER CORP 5.8%
Value ($000) $74,675 Shares 2,560,000 Est. Cost $24.54 Unrealized +0.1%
PG PROCTER & GAMBLE CO 5.5%
Value ($000) $71,394 Shares 574,000 Est. Cost $90.90 Unrealized +11.1%
C CITIGROUP INC 4.8%
Value ($000) $62,794 Shares 909,000 Est. Cost $51.08 Unrealized +6.0%
CRM SALESFORCE COM INC 3.4%
Value ($000) $44,384 Shares 299,000 Est. Cost $150.15 Unrealized 0.0%
ACN ACCENTURE PLC IRELAND 2.8%
Value ($000) $36,162 Shares 188,000 Est. Cost $161.34 Unrealized +9.4%
MSFT MICROSOFT CORP 2.8%
Value ($000) $36,148 Shares 260,000 Est. Cost $111.85 Unrealized +16.1%
DIS DISNEY WALT CO 2.5%
Value ($000) $32,580 Shares 250,000 Est. Cost $134.25 Unrealized 0.0%
IAC INTERACTIVECORP 2.2%
Value ($000) $28,336 Shares 130,000 Est. Cost $217.79 Unrealized
IBM INTERNATIONAL BUSINESS MACHS 1.6%
Value ($000) $20,795 Shares 143,000 Est. Cost $96.01 Unrealized +6.7%
NOC NORTHROP GRUMMAN CORP 1.5%
Value ($000) $19,489 Shares 52,000 Est. Cost $318.69 Unrealized 0.0%
ADBE ADOBE INC 1.5%
Value ($000) $19,338 Shares 70,000 Est. Cost $291.94 Unrealized 0.0%
AMGN AMGEN INC 1.4%
Value ($000) $17,803 Shares 92,000 Est. Cost $156.53 Unrealized +0.9%
CSCO CISCO SYS INC 1.3%
Value ($000) $17,392 Shares 352,000 Est. Cost $42.79 Unrealized 0.0%
CAESARS ENTMT CORP 1.3%
Value ($000) $17,362 Shares 1,489,000 Est. Cost $11.73 Unrealized
CAT CATERPILLAR INC DEL 1.3%
Value ($000) $17,304 Shares 137,000 Est. Cost $111.09 Unrealized 0.0%
META FACEBOOK INC 1.3%
Value ($000) $16,561 Shares 93,000 Est. Cost $162.89 Unrealized +15.9%
MET METLIFE INC 1.3%
Value ($000) $16,317 Shares 346,000 Est. Cost $38.26 Unrealized +0.6%
COP CONOCOPHILLIPS 1.2%
Value ($000) $15,556 Shares 273,000 Est. Cost $45.84 Unrealized -1.2%
ADP AUTOMATIC DATA PROCESSING IN 1.2%
Value ($000) $15,012 Shares 93,000 Est. Cost $143.97 Unrealized 0.0%
FRCB FIRST REP BK SAN FRANCISCO C 1.1%
Value ($000) $13,635 Shares 141,000 Est. Cost $92.66 Unrealized 0.0%
ELV ANTHEM INC 1.0%
Value ($000) $12,965 Shares 54,000 Est. Cost $251.29 Unrealized 0.0%
MEDIDATA SOLUTIONS INC 1.0%
Value ($000) $12,719 Shares 139,000 Est. Cost $91.50 Unrealized
VZ VERIZON COMMUNICATIONS INC 1.0%
Value ($000) $12,555 Shares 208,000 Est. Cost $40.33 Unrealized +0.3%
BK BANK NEW YORK MELLON CORP 0.9%
Value ($000) $11,981 Shares 265,000 Est. Cost $38.53 Unrealized -4.0%
COST COSTCO WHSL CORP NEW 0.9%
Value ($000) $11,524 Shares 40,000 Est. Cost $256.34 Unrealized 0.0%
SUNTRUST BKS INC 0.8%
Value ($000) $10,389 Shares 151,000 Est. Cost $67.11 Unrealized
MYLAN N V 0.8%
Value ($000) $10,365 Shares 524,000 Est. Cost $19.70 Unrealized
PNC PNC FINL SVCS GROUP INC 0.8%
Value ($000) $9,951 Shares 71,000 Est. Cost $105.67 Unrealized +1.9%
ADI ANALOG DEVICES INC 0.7%
Value ($000) $9,721 Shares 87,000 Est. Cost $100.85 Unrealized 0.0%
EA ELECTRONIC ARTS INC 0.7%
Value ($000) $9,684 Shares 99,000 Est. Cost $91.34 Unrealized 0.0%
CELGENE CORP 0.7%
Value ($000) $9,533 Shares 96,000 Est. Cost $99.30 Unrealized
BA BOEING CO 0.7%
Value ($000) $9,512 Shares 25,000 Est. Cost $338.34 Unrealized +4.1%
WELLCARE HEALTH PLANS INC 0.7%
Value ($000) $9,071 Shares 35,000 Est. Cost $285.06 Unrealized
ICE INTERCONTINENTAL EXCHANGE IN 0.7%
Value ($000) $9,042 Shares 98,000 Est. Cost $84.08 Unrealized 0.0%
EW EDWARDS LIFESCIENCES CORP 0.7%
Value ($000) $9,016 Shares 41,000 Est. Cost $69.05 Unrealized +1.7%
BLACKROCK INC 0.6%
Value ($000) $7,576 Shares 17,000 Est. Cost $445.65 Unrealized
VRTX VERTEX PHARMACEUTICALS INC 0.6%
Value ($000) $7,454 Shares 44,000 Est. Cost $176.91 Unrealized 0.0%
BRK/B BERKSHIRE HATHAWAY INC DEL 0.6%
Value ($000) $7,281 Shares 35,000 Est. Cost $205.36 Unrealized +0.3%
ADSK AUTODESK INC 0.6%
Value ($000) $7,237 Shares 49,000 Est. Cost $160.72 Unrealized -3.2%
WABCO HLDGS INC 0.6%
Value ($000) $7,223 Shares 54,000 Est. Cost $132.60 Unrealized
BSX BOSTON SCIENTIFIC CORP 0.5%
Value ($000) $7,080 Shares 174,000 Est. Cost $38.46 Unrealized +10.2%
AKAM AKAMAI TECHNOLOGIES INC 0.5%
Value ($000) $6,762 Shares 74,000 Est. Cost $79.26 Unrealized +9.5%
BKR BAKER HUGHES A GE CO 0.5%
Value ($000) $6,635 Shares 286,000 Est. Cost $19.55 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC INC 0.5%
Value ($000) $6,408 Shares 22,000 Est. Cost $281.62 Unrealized 0.0%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.5%
Value ($000) $6,328 Shares 105,000 Est. Cost $57.43 Unrealized 0.0%
ADVANCED DISP SVCS INC DEL 0.5%
Value ($000) $6,286 Shares 193,000 Est. Cost $32.26 Unrealized
LMT LOCKHEED MARTIN CORP 0.5%
Value ($000) $6,241 Shares 16,000 Est. Cost $279.77 Unrealized +13.1%
ATHENE HLDG LTD 0.5%
Value ($000) $6,183 Shares 147,000 Est. Cost $42.75 Unrealized
AMP AMERIPRISE FINL INC 0.5%
Value ($000) $5,884 Shares 40,000 Est. Cost $125.23 Unrealized 0.0%
DECK DECKERS OUTDOOR CORP 0.4%
Value ($000) $5,747 Shares 39,000 Est. Cost $25.77 Unrealized -0.7%
GENERAL ELECTRIC CO 0.4%
Value ($000) $5,453 Shares 610,000 Est. Cost $8.94 Unrealized
AMD ADVANCED MICRO DEVICES INC 0.4%
Value ($000) $5,334 Shares 184,000 Est. Cost $28.53 Unrealized +9.9%
DLTR DOLLAR TREE INC 0.4%
Value ($000) $5,251 Shares 46,000 Est. Cost $104.62 Unrealized 0.0%
ACGL ARCH CAP GROUP LTD 0.4%
Value ($000) $5,164 Shares 123,000 Est. Cost $34.90 Unrealized +7.4%
MCO MOODYS CORP 0.4%
Value ($000) $5,121 Shares 25,000 Est. Cost $192.54 Unrealized +3.2%
APH AMPHENOL CORP NEW 0.4%
Value ($000) $5,115 Shares 53,000 Est. Cost $21.68 Unrealized 0.0%
CTAS CINTAS CORP 0.4%
Value ($000) $4,826 Shares 18,000 Est. Cost $59.93 Unrealized 0.0%
AIG AMERICAN INTL GROUP INC 0.4%
Value ($000) $4,790 Shares 86,000 Est. Cost $46.77 Unrealized 0.0%
NRG NRG ENERGY INC 0.4%
Value ($000) $4,752 Shares 120,000 Est. Cost $31.27 Unrealized -3.7%
MCD MCDONALDS CORP 0.4%
Value ($000) $4,724 Shares 22,000 Est. Cost $184.76 Unrealized 0.0%
CPRT COPART INC 0.3%
Value ($000) $4,177 Shares 52,000 Est. Cost $18.54 Unrealized +4.7%
MEDICINES CO 0.3%
Value ($000) $4,150 Shares 83,000 Est. Cost $50.00 Unrealized
INTELSAT S A 0.3%
Value ($000) $4,127 Shares 181,000 Est. Cost $20.82 Unrealized
ACTIVISION BLIZZARD INC 0.3%
Value ($000) $3,704 Shares 70,000 Est. Cost $47.20 Unrealized
SKECHERS U S A INC 0.3%
Value ($000) $3,586 Shares 96,000 Est. Cost $31.49 Unrealized
AFG AMERICAN FINL GROUP INC OHIO 0.3%
Value ($000) $3,559 Shares 33,000 Est. Cost $57.06 Unrealized 0.0%
ABT ABBOTT LABS 0.3%
Value ($000) $3,347 Shares 40,000 Est. Cost $70.22 Unrealized +8.4%
FANG DIAMONDBACK ENERGY INC 0.3%
Value ($000) $3,327 Shares 37,000 Est. Cost $77.41 Unrealized 0.0%
BIO BIO RAD LABS INC 0.3%
Value ($000) $3,327 Shares 10,000 Est. Cost $326.21 Unrealized 0.0%
ANSYS INC 0.3%
Value ($000) $3,320 Shares 15,000 Est. Cost $214.73 Unrealized
CTVA CORTEVA INC 0.2%
Value ($000) $3,108 Shares 111,000 Est. Cost $26.67 Unrealized 0.0%
NCLH NORWEGIAN CRUISE LINE HLDG L 0.2%
Value ($000) $3,106 Shares 60,000 Est. Cost $55.58 Unrealized -8.7%
GENESEE & WYO INC 0.2%
Value ($000) $3,094 Shares 28,000 Est. Cost $110.50 Unrealized
MKTX MARKETAXESS HLDGS INC 0.2%
Value ($000) $2,948 Shares 9,000 Est. Cost $335.01 Unrealized 0.0%
CVNA CARVANA CO 0.2%
Value ($000) $2,904 Shares 44,000 Est. Cost $71.84 Unrealized 0.0%
QRVO QORVO INC 0.2%
Value ($000) $2,743 Shares 37,000 Est. Cost $69.49 Unrealized +4.6%
TECH DATA CORP 0.2%
Value ($000) $2,710 Shares 26,000 Est. Cost $104.23 Unrealized
LPLA LPL FINL HLDGS INC 0.2%
Value ($000) $2,703 Shares 33,000 Est. Cost $80.03 Unrealized 0.0%
FTNT FORTINET INC 0.2%
Value ($000) $2,687 Shares 35,000 Est. Cost $16.47 Unrealized -1.5%
EVRG EVERGY INC 0.2%
Value ($000) $2,596 Shares 39,000 Est. Cost $49.36 Unrealized 0.0%
OC OWENS CORNING NEW 0.2%
Value ($000) $2,528 Shares 40,000 Est. Cost $57.24 Unrealized 0.0%
F FORD MTR CO DEL 0.2%
Value ($000) $2,519 Shares 275,000 Est. Cost $6.95 Unrealized 0.0%
BUNGE LIMITED 0.2%
Value ($000) $2,514 Shares 44,400 Est. Cost $56.62 Unrealized
ALEXION PHARMACEUTICALS INC 0.2%
Value ($000) $2,449 Shares 25,000 Est. Cost $131.00 Unrealized
HERTZ GLOBAL HLDGS INC 0.2%
Value ($000) $2,353 Shares 170,000 Est. Cost $15.96 Unrealized
FAF FIRST AMERN FINL CORP 0.2%
Value ($000) $2,301 Shares 39,000 Est. Cost $46.05 Unrealized 0.0%
MDB MONGODB INC 0.2%
Value ($000) $2,289 Shares 19,000 Est. Cost $144.33 Unrealized 0.0%
AGO ASSURED GUARANTY LTD 0.2%
Value ($000) $2,276 Shares 51,200 Est. Cost $39.38 Unrealized 0.0%
FNF FIDELITY NATIONAL FINANCIAL 0.2%
Value ($000) $2,265 Shares 51,000 Est. Cost $31.32 Unrealized 0.0%
DTE DTE ENERGY CO 0.2%
Value ($000) $2,260 Shares 17,000 Est. Cost $88.96 Unrealized 0.0%
NOBLE ENERGY INC 0.2%
Value ($000) $2,246 Shares 100,000 Est. Cost $22.46 Unrealized
ETSY ETSY INC 0.2%
Value ($000) $2,147 Shares 38,000 Est. Cost $58.80 Unrealized 0.0%
AIZ ASSURANT INC 0.2%
Value ($000) $2,139 Shares 17,000 Est. Cost $87.61 Unrealized +20.8%
ZENDESK INC 0.2%
Value ($000) $2,114 Shares 29,000 Est. Cost $72.90 Unrealized
LW LAMB WESTON HLDGS INC 0.2%
Value ($000) $2,036 Shares 28,000 Est. Cost $62.10 Unrealized 0.0%
ACACIA COMMUNICATIONS INC 0.2%
Value ($000) $2,027 Shares 31,000 Est. Cost $65.39 Unrealized
CIEN CIENA CORP 0.2%
Value ($000) $2,001 Shares 51,000 Est. Cost $41.92 Unrealized 0.0%
DPZ DOMINOS PIZZA INC 0.2%
Value ($000) $1,957 Shares 8,000 Est. Cost $229.54 Unrealized 0.0%
FIREEYE INC 0.1%
Value ($000) $1,908 Shares 143,000 Est. Cost $14.28 Unrealized
SRPT SAREPTA THERAPEUTICS INC 0.1%
Value ($000) $1,883 Shares 25,000 Est. Cost $121.54 Unrealized -2.8%
AXA EQUITABLE HLDGS INC 0.1%
Value ($000) $1,861 Shares 84,000 Est. Cost $20.90 Unrealized
ARW ARROW ELECTRS INC 0.1%
Value ($000) $1,715 Shares 23,000 Est. Cost $70.71 Unrealized 0.0%
AVY AVERY DENNISON CORP 0.1%
Value ($000) $1,704 Shares 15,000 Est. Cost $97.43 Unrealized +4.8%
ACAD ACADIA PHARMACEUTICALS INC 0.1%
Value ($000) $1,656 Shares 46,000 Est. Cost $30.32 Unrealized 0.0%
CRL CHARLES RIV LABS INTL INC 0.1%
Value ($000) $1,588 Shares 12,000 Est. Cost $134.08 Unrealized 0.0%
ECL ECOLAB INC 0.1%
Value ($000) $1,584 Shares 8,000 Est. Cost $187.16 Unrealized 0.0%
EBS EMERGENT BIOSOLUTIONS INC 0.1%
Value ($000) $1,568 Shares 30,000 Est. Cost $46.58 Unrealized 0.0%
DK DELEK US HLDGS INC NEW 0.1%
Value ($000) $1,561 Shares 43,000 Est. Cost $29.55 Unrealized 0.0%
ZD J2 GLOBAL INC 0.1%
Value ($000) $1,544 Shares 17,000 Est. Cost $75.77 Unrealized 0.0%
MMS MAXIMUS INC 0.1%
Value ($000) $1,468 Shares 19,000 Est. Cost $75.91 Unrealized 0.0%
AGCO AGCO CORP 0.1%
Value ($000) $1,438 Shares 19,000 Est. Cost $60.90 Unrealized 0.0%
ZYNGA INC 0.1%
Value ($000) $1,432 Shares 246,000 Est. Cost $6.13 Unrealized
CARS CARS COM INC 0.1%
Value ($000) $1,428 Shares 159,000 Est. Cost $13.49 Unrealized 0.0%
MOH MOLINA HEALTHCARE INC 0.1%
Value ($000) $1,426 Shares 13,000 Est. Cost $129.53 Unrealized 0.0%
JAZZ JAZZ PHARMACEUTICALS PLC 0.1%
Value ($000) $1,410 Shares 11,000 Est. Cost $134.05 Unrealized 0.0%
EOG EOG RES INC 0.1%
Value ($000) $1,410 Shares 19,000 Est. Cost $70.34 Unrealized -12.6%
BFAM BRIGHT HORIZONS FAM SOL IN D 0.1%
Value ($000) $1,373 Shares 9,000 Est. Cost $156.40 Unrealized 0.0%
ZS ZSCALER INC 0.1%
Value ($000) $1,371 Shares 29,000 Est. Cost $72.02 Unrealized 0.0%
LABORATORY CORP AMER HLDGS 0.1%
Value ($000) $1,344 Shares 8,000 Est. Cost $168.00 Unrealized
WW INTL INC 0.1%
Value ($000) $1,286 Shares 34,000 Est. Cost $37.82 Unrealized
SCHW THE CHARLES SCHWAB CORPORATI 0.1%
Value ($000) $1,255 Shares 30,000 Est. Cost $36.91 Unrealized 0.0%
ALLE ALLEGION PUB LTD CO 0.1%
Value ($000) $1,244 Shares 12,000 Est. Cost $93.98 Unrealized 0.0%
TGNA TEGNA INC 0.1%
Value ($000) $1,211 Shares 78,000 Est. Cost $15.11 Unrealized 0.0%
ALL ALLSTATE CORP 0.1%
Value ($000) $1,195 Shares 11,000 Est. Cost $89.63 Unrealized 0.0%
AME AMETEK INC NEW 0.1%
Value ($000) $1,194 Shares 13,000 Est. Cost $84.54 Unrealized 0.0%
KBH KB HOME 0.1%
Value ($000) $1,190 Shares 35,000 Est. Cost $25.37 Unrealized 0.0%
EXEL EXELIXIS INC 0.1%
Value ($000) $1,185 Shares 67,000 Est. Cost $20.24 Unrealized 0.0%
AJG GALLAGHER ARTHUR J & CO 0.1%
Value ($000) $1,164 Shares 13,000 Est. Cost $83.14 Unrealized 0.0%
MLKN MILLER HERMAN INC 0.1%
Value ($000) $1,152 Shares 25,000 Est. Cost $37.09 Unrealized 0.0%
MSCI MSCI INC 0.1%
Value ($000) $1,089 Shares 5,000 Est. Cost $209.74 Unrealized +3.6%
UNH UNITEDHEALTH GROUP INC 0.1%
Value ($000) $1,087 Shares 5,000 Est. Cost $215.47 Unrealized +0.8%
PRKS SEAWORLD ENTMT INC 0.1%
Value ($000) $1,079 Shares 41,000 Est. Cost $30.43 Unrealized 0.0%
CRUS CIRRUS LOGIC INC 0.1%
Value ($000) $1,018 Shares 19,000 Est. Cost $43.45 Unrealized +17.6%
MRSH MARSH & MCLENNAN COS INC 0.1%
Value ($000) $1,001 Shares 10,000 Est. Cost $86.29 Unrealized +4.9%
FIBROGEN INC 0.1%
Value ($000) $925 Shares 25,000 Est. Cost $37.00 Unrealized
DAR DARLING INGREDIENTS INC 0.1%
Value ($000) $899 Shares 47,000 Est. Cost $19.54 Unrealized 0.0%
MASI MASIMO CORP 0.1%
Value ($000) $893 Shares 6,000 Est. Cost $137.22 Unrealized +10.7%
FTDR FRONTDOOR INC 0.1%
Value ($000) $874 Shares 18,000 Est. Cost $48.28 Unrealized 0.0%
ALLETE INC 0.1%
Value ($000) $874 Shares 10,000 Est. Cost $87.40 Unrealized
FLEETCOR TECHNOLOGIES INC 0.1%
Value ($000) $860 Shares 3,000 Est. Cost $280.85 Unrealized
EQT EQT CORP 0.1%
Value ($000) $851 Shares 80,000 Est. Cost $11.99 Unrealized 0.0%
NUVASIVE INC 0.1%
Value ($000) $824 Shares 13,000 Est. Cost $63.38 Unrealized
ALLEGHANY CORP DEL 0.1%
Value ($000) $798 Shares 1,000 Est. Cost $798.00 Unrealized
OASIS PETE INC NEW 0.1%
Value ($000) $740 Shares 214,000 Est. Cost $5.68 Unrealized
GNW GENWORTH FINL INC 0.0%
Value ($000) $594 Shares 135,000 Est. Cost $3.54 Unrealized +17.7%