ALETHEA CAPITAL MANAGEMENT, LLC Quant / Systematic

CIK: 0001549408 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Jul 24, 2015

Total Value ($000): $65,099 (100.0% shares, 0.0% debt)

Holdings (70)

COF CAPITAL ONE FINL CORP 24.5%
Value ($000) $15,943 Shares 181,229 Est. Cost $66.87 Unrealized +3.6%
NEURALSTEM INC 6.4%
Value ($000) $4,146 Shares 2,137,061 Est. Cost $2.72 Unrealized
CME CME GROUP INC 4.1%
Value ($000) $2,694 Shares 28,950 Est. Cost $61.61 Unrealized 0.0%
HAS HASBRO INC 3.9%
Value ($000) $2,515 Shares 33,626 Est. Cost $41.19 Unrealized +22.2%
KSS KOHLS CORP 3.6%
Value ($000) $2,372 Shares 37,885 Est. Cost $69.43 Unrealized 0.0%
SJM SMUCKER J M CO 3.6%
Value ($000) $2,336 Shares 21,546 Est. Cost $84.30 Unrealized 0.0%
VLO VALERO ENERGY CORP NEW 3.5%
Value ($000) $2,293 Shares 36,627 Est. Cost $38.94 Unrealized 0.0%
OKE ONEOK INC NEW 3.0%
Value ($000) $1,973 Shares 49,965 Est. Cost $22.90 Unrealized 0.0%
DELAWARE ENHANCED GBL DIV & 3.0%
Value ($000) $1,928 Shares 178,334 Est. Cost $11.26 Unrealized
COACH INC 2.6%
Value ($000) $1,689 Shares 48,806 Est. Cost $34.61 Unrealized
IWM ISHARES TR 2.3%
Value ($000) $1,509 Shares 12,086 Est. Cost $124.86 Unrealized
MO ALTRIA GROUP INC 1.6%
Value ($000) $1,012 Shares 20,696 Est. Cost $25.70 Unrealized -1.7%
POWERSHS DB US DOLLAR INDEX 1.5%
Value ($000) $993 Shares 39,669 Est. Cost $25.03 Unrealized
EATON VANCE LTD DUR INCOME F 1.5%
Value ($000) $950 Shares 70,527 Est. Cost $14.12 Unrealized
XEVMX EATON VANCE CALIF MUN BD FD 1.4%
Value ($000) $938 Shares 83,097 Est. Cost $11.77 Unrealized
DOUBLELINE OPPORTUNISTIC CR 1.4%
Value ($000) $935 Shares 40,336 Est. Cost $24.57 Unrealized
DU PONT E I DE NEMOURS & CO 1.4%
Value ($000) $902 Shares 14,105 Est. Cost $63.95 Unrealized
WESTERN ASSET HIGH INCM OPP 1.1%
Value ($000) $704 Shares 136,609 Est. Cost $5.36 Unrealized
DXJ WISDOMTREE TR 1.1%
Value ($000) $697 Shares 12,182 Est. Cost $56.93 Unrealized
BMY BRISTOL MYERS SQUIBB CO 1.0%
Value ($000) $680 Shares 10,215 Est. Cost $46.01 Unrealized 0.0%
FLOT ISHARES TR 1.0%
Value ($000) $640 Shares 12,630 Est. Cost $50.51 Unrealized
HARRIS CORP DEL 1.0%
Value ($000) $624 Shares 8,119 Est. Cost $76.86 Unrealized
FRONTIER COMMUNICATIONS CORP 0.9%
Value ($000) $564 Shares 113,902 Est. Cost $4.95 Unrealized
XLV SELECT SECTOR SPDR TR 0.8%
Value ($000) $529 Shares 7,117 Est. Cost $68.58 Unrealized
XTL SPDR SERIES TRUST 0.8%
Value ($000) $503 Shares 8,743 Est. Cost $57.71 Unrealized
PFE PFIZER INC 0.8%
Value ($000) $496 Shares 14,803 Est. Cost $20.78 Unrealized 0.0%
INTERPUBLIC GROUP COS INC 0.8%
Value ($000) $491 Shares 25,475 Est. Cost $14.04 Unrealized 0.0%
XLK SELECT SECTOR SPDR TR 0.7%
Value ($000) $485 Shares 11,707 Est. Cost $41.33 Unrealized
XLY SELECT SECTOR SPDR TR 0.7%
Value ($000) $485 Shares 6,339 Est. Cost $72.18 Unrealized
XLF SELECT SECTOR SPDR TR 0.7%
Value ($000) $477 Shares 19,585 Est. Cost $24.72 Unrealized
XLP SELECT SECTOR SPDR TR 0.7%
Value ($000) $474 Shares 9,959 Est. Cost $48.48 Unrealized
XLB SELECT SECTOR SPDR TR 0.7%
Value ($000) $472 Shares 9,745 Est. Cost $48.53 Unrealized
BLACKROCK LTD DURATION INC T 0.7%
Value ($000) $468 Shares 30,859 Est. Cost $15.72 Unrealized
XLE SELECT SECTOR SPDR TR 0.7%
Value ($000) $458 Shares 6,093 Est. Cost $79.08 Unrealized
XLI SELECT SECTOR SPDR TR 0.7%
Value ($000) $457 Shares 8,448 Est. Cost $56.50 Unrealized
MAC MACERICH CO 0.7%
Value ($000) $449 Shares 6,020 Est. Cost $74.58 Unrealized
MCD MCDONALDS CORP 0.7%
Value ($000) $448 Shares 4,712 Est. Cost $74.17 Unrealized 0.0%
NUVEEN AMT-FREE MUN INCOME F 0.7%
Value ($000) $436 Shares 34,200 Est. Cost $13.79 Unrealized
MSFT MICROSOFT CORP 0.7%
Value ($000) $435 Shares 9,842 Est. Cost $39.88 Unrealized -1.5%
CNQ CANADIAN NAT RES LTD 0.7%
Value ($000) $434 Shares 15,991 Est. Cost $9.60 Unrealized 0.0%
XLU SELECT SECTOR SPDR TR 0.7%
Value ($000) $428 Shares 10,317 Est. Cost $47.05 Unrealized
PFF ISHARES 0.6%
Value ($000) $401 Shares 10,233 Est. Cost $40.07 Unrealized
MRK MERCK & CO INC NEW 0.6%
Value ($000) $400 Shares 7,030 Est. Cost $39.38 Unrealized +2.2%
MOS MOSAIC CO NEW 0.6%
Value ($000) $359 Shares 7,656 Est. Cost $36.67 Unrealized 0.0%
AIRGAS INC 0.5%
Value ($000) $354 Shares 3,345 Est. Cost $105.83 Unrealized
HEWLETT PACKARD CO 0.5%
Value ($000) $336 Shares 11,182 Est. Cost $30.05 Unrealized
ALLIANZGI NFJ DIVID INT & PR 0.5%
Value ($000) $331 Shares 21,881 Est. Cost $16.00 Unrealized
BA BOEING CO 0.5%
Value ($000) $330 Shares 2,380 Est. Cost $128.84 Unrealized 0.0%
STAPLES INC 0.5%
Value ($000) $329 Shares 21,481 Est. Cost $15.32 Unrealized
WESTERN ASSET HIGH INCM FD I 0.5%
Value ($000) $327 Shares 43,327 Est. Cost $8.19 Unrealized
DR PEPPER SNAPPLE GROUP INC 0.5%
Value ($000) $327 Shares 4,492 Est. Cost $78.49 Unrealized
HRB BLOCK H & R INC 0.5%
Value ($000) $325 Shares 10,952 Est. Cost $21.07 Unrealized 0.0%
PCG PG&E CORP 0.5%
Value ($000) $324 Shares 6,594 Est. Cost $47.42 Unrealized 0.0%
SCANA CORP NEW 0.5%
Value ($000) $324 Shares 6,399 Est. Cost $50.63 Unrealized
NAVI NAVIENT CORP 0.5%
Value ($000) $316 Shares 17,362 Est. Cost $20.55 Unrealized -4.7%
HSY HERSHEY CO 0.5%
Value ($000) $312 Shares 3,509 Est. Cost $73.07 Unrealized 0.0%
GENERAL GROWTH PPTYS INC NEW 0.5%
Value ($000) $307 Shares 11,966 Est. Cost $25.66 Unrealized
IRM IRON MTN INC NEW 0.5%
Value ($000) $302 Shares 9,730 Est. Cost $19.10 Unrealized 0.0%
VTR VENTAS INC 0.5%
Value ($000) $299 Shares 4,815 Est. Cost $53.43 Unrealized -8.4%
WU WESTERN UN CO 0.4%
Value ($000) $292 Shares 14,365 Est. Cost $20.33 Unrealized
HEALTH CARE REIT INC 0.4%
Value ($000) $284 Shares 4,321 Est. Cost $65.73 Unrealized
SPY SPDR S&P 500 ETF TR 0.4%
Value ($000) $263 Shares 1,278 Est. Cost $205.06 Unrealized
CLX CLOROX CO DEL 0.4%
Value ($000) $239 Shares 2,299 Est. Cost $79.95 Unrealized +0.1%
NUVEEN CAL AMT-FREE MUN INC 0.3%
Value ($000) $191 Shares 13,500 Est. Cost $14.96 Unrealized
POWERSHS DB US DOLLAR INDEX 0.3%
Value ($000) $184 Shares 165,900 Est. Cost $25.03 Unrealized
GLD SPDR GOLD TRUST 0.1%
Value ($000) $92 Shares 22,100 Est. Cost Unrealized
OCATA THERAPEUTICS INC 0.1%
Value ($000) $58 Shares 11,000 Est. Cost $6.18 Unrealized
EWG ISHARES 0.0%
Value ($000) $15 Shares 156,000 Est. Cost $29.85 Unrealized
EFA ISHARES TR 0.0%
Value ($000) $15 Shares 236 Est. Cost $63.56 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.0%
Value ($000) $1 Shares 18,700 Est. Cost Unrealized