ALETHEA CAPITAL MANAGEMENT, LLC Quant / Systematic

CIK: 0001549408 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value ($000): $86,384 (100.0% shares, 0.0% debt)

Holdings (67)

COF CAPITAL ONE FINL CORP 13.4%
Value ($000) $11,606 Shares 160,790 Est. Cost $66.87 Unrealized -4.6%
WYNN WYNN RESORTS LTD 3.5%
Value ($000) $3,046 Shares 44,025 Est. Cost $58.64 Unrealized 0.0%
ABT ABBOTT LABS 3.0%
Value ($000) $2,588 Shares 57,620 Est. Cost $36.55 Unrealized 0.0%
DE DEERE & CO 2.9%
Value ($000) $2,535 Shares 33,239 Est. Cost $65.04 Unrealized 0.0%
ABBV ABBVIE INC 2.9%
Value ($000) $2,523 Shares 42,583 Est. Cost $37.96 Unrealized 0.0%
VLO VALERO ENERGY CORP NEW 2.9%
Value ($000) $2,478 Shares 35,040 Est. Cost $45.50 Unrealized 0.0%
CAG CONAGRA FOODS INC 2.8%
Value ($000) $2,436 Shares 57,775 Est. Cost $22.44 Unrealized 0.0%
LEG LEGGETT & PLATT INC 2.7%
Value ($000) $2,369 Shares 56,377 Est. Cost $44.37 Unrealized 0.0%
COCA COLA ENTERPRISES INC NE 2.7%
Value ($000) $2,358 Shares 47,878 Est. Cost $49.25 Unrealized
IBB ISHARES TR 2.7%
Value ($000) $2,317 Shares 6,847 Est. Cost $303.29 Unrealized
NEURALSTEM INC 2.5%
Value ($000) $2,201 Shares 2,137,061 Est. Cost $2.72 Unrealized
DRI DARDEN RESTAURANTS INC 2.5%
Value ($000) $2,173 Shares 34,138 Est. Cost $43.56 Unrealized 0.0%
AES AES CORP 2.4%
Value ($000) $2,094 Shares 218,798 Est. Cost $7.92 Unrealized -13.2%
HAS HASBRO INC 2.4%
Value ($000) $2,050 Shares 30,432 Est. Cost $41.32 Unrealized +26.7%
CF CF INDS HLDGS INC 2.3%
Value ($000) $1,998 Shares 48,954 Est. Cost $35.35 Unrealized 0.0%
MOS MOSAIC CO NEW 2.3%
Value ($000) $1,997 Shares 72,382 Est. Cost $26.16 Unrealized 0.0%
NEE NEXTERA ENERGY INC 2.3%
Value ($000) $1,954 Shares 18,807 Est. Cost $19.50 Unrealized 0.0%
PGR PROGRESSIVE CORP OHIO 2.2%
Value ($000) $1,940 Shares 61,018 Est. Cost $23.41 Unrealized 0.0%
GAP GAP INC DEL 2.2%
Value ($000) $1,939 Shares 78,495 Est. Cost $18.60 Unrealized 0.0%
IEF ISHARES TR 2.2%
Value ($000) $1,914 Shares 18,126 Est. Cost $105.59 Unrealized
DXJ WISDOMTREE TR 2.0%
Value ($000) $1,768 Shares 35,309 Est. Cost $52.30 Unrealized
DELAWARE ENHANCED GBL DIV & 1.8%
Value ($000) $1,590 Shares 170,094 Est. Cost $11.26 Unrealized
GME GAMESTOP CORP NEW 1.8%
Value ($000) $1,535 Shares 54,760 Est. Cost $7.39 Unrealized 0.0%
M MACYS INC 1.7%
Value ($000) $1,504 Shares 42,987 Est. Cost $43.33 Unrealized 0.0%
TEVA TEVA PHARMACEUTICAL INDS LTD 1.5%
Value ($000) $1,255 Shares 19,123 Est. Cost $65.63 Unrealized
TIFFANY & CO NEW 1.4%
Value ($000) $1,229 Shares 16,105 Est. Cost $76.31 Unrealized
VOD VODAFONE GROUP PLC NEW 1.3%
Value ($000) $1,145 Shares 35,502 Est. Cost $32.25 Unrealized
XEVMX EATON VANCE CALIF MUN BD FD 1.2%
Value ($000) $999 Shares 82,263 Est. Cost $11.77 Unrealized
CREDIT SUISSE GROUP 1.1%
Value ($000) $991 Shares 45,702 Est. Cost $21.68 Unrealized
DOUBLELINE OPPORTUNISTIC CR 1.1%
Value ($000) $980 Shares 38,703 Est. Cost $24.57 Unrealized
DIS DISNEY WALT CO 1.1%
Value ($000) $949 Shares 9,028 Est. Cost $102.22 Unrealized 0.0%
XLE SELECT SECTOR SPDR TR 1.1%
Value ($000) $932 Shares 15,451 Est. Cost $64.09 Unrealized
EATON VANCE LTD DUR INCOME F 1.0%
Value ($000) $900 Shares 70,527 Est. Cost $14.12 Unrealized
MMM 3M CO 1.0%
Value ($000) $859 Shares 5,700 Est. Cost $92.11 Unrealized 0.0%
MO ALTRIA GROUP INC 1.0%
Value ($000) $853 Shares 14,656 Est. Cost $25.87 Unrealized +13.9%
GENERAL ELECTRIC CO 1.0%
Value ($000) $841 Shares 27,000 Est. Cost $31.15 Unrealized
CHICAGO BRIDGE & IRON CO N V 1.0%
Value ($000) $823 Shares 21,100 Est. Cost $39.00 Unrealized
REYNOLDS AMERICAN INC 0.9%
Value ($000) $817 Shares 17,697 Est. Cost $46.17 Unrealized
HON HONEYWELL INTL INC 0.9%
Value ($000) $777 Shares 7,500 Est. Cost $74.28 Unrealized 0.0%
KMB KIMBERLY CLARK CORP 0.9%
Value ($000) $777 Shares 6,100 Est. Cost $85.00 Unrealized 0.0%
MSFT MICROSOFT CORP 0.8%
Value ($000) $732 Shares 13,200 Est. Cost $41.26 Unrealized +11.3%
SPY SPDR S&P 500 ETF TR 0.8%
Value ($000) $702 Shares 3,442 Est. Cost $201.52 Unrealized
FLOT ISHARES TR 0.8%
Value ($000) $664 Shares 13,174 Est. Cost $50.51 Unrealized
WM WASTE MGMT INC DEL 0.7%
Value ($000) $624 Shares 11,700 Est. Cost $43.91 Unrealized 0.0%
WESTERN ASSET HIGH INCM OPP 0.7%
Value ($000) $567 Shares 120,860 Est. Cost $5.36 Unrealized
MDT MEDTRONIC PLC 0.6%
Value ($000) $508 Shares 6,600 Est. Cost $58.56 Unrealized 0.0%
PFE PFIZER INC 0.6%
Value ($000) $494 Shares 15,297 Est. Cost $20.71 Unrealized -1.6%
BAC BANK AMER CORP 0.5%
Value ($000) $446 Shares 26,500 Est. Cost $13.56 Unrealized 0.0%
NUVEEN AMT-FREE MUN INCOME F 0.5%
Value ($000) $442 Shares 31,897 Est. Cost $13.79 Unrealized
ETN EATON CORP PLC 0.5%
Value ($000) $442 Shares 8,500 Est. Cost $43.05 Unrealized 0.0%
PFF ISHARES TR 0.5%
Value ($000) $414 Shares 10,655 Est. Cost $40.02 Unrealized
LLY LILLY ELI & CO 0.5%
Value ($000) $411 Shares 4,878 Est. Cost $69.71 Unrealized 0.0%
BLACKROCK LTD DURATION INC T 0.5%
Value ($000) $401 Shares 27,500 Est. Cost $15.72 Unrealized
MRK MERCK & CO INC NEW 0.4%
Value ($000) $388 Shares 7,338 Est. Cost $39.34 Unrealized -6.6%
MET METLIFE INC 0.4%
Value ($000) $386 Shares 8,000 Est. Cost $31.20 Unrealized 0.0%
JOHNSON CTLS INC 0.3%
Value ($000) $296 Shares 7,500 Est. Cost $39.47 Unrealized
ALLIANZGI NFJ DIVID INT & PR 0.3%
Value ($000) $286 Shares 23,117 Est. Cost $15.82 Unrealized
FCPT FOUR CORNERS PPTY TR INC 0.3%
Value ($000) $275 Shares 11,371 Est. Cost $24.18 Unrealized
JPM JPMORGAN CHASE & CO 0.3%
Value ($000) $266 Shares 4,026 Est. Cost $49.68 Unrealized 0.0%
CMI CUMMINS INC 0.3%
Value ($000) $264 Shares 3,000 Est. Cost $75.80 Unrealized 0.0%
KELLOGG CO 0.3%
Value ($000) $253 Shares 3,500 Est. Cost $45.70 Unrealized 0.0%
NUVEEN CAL AMT-FREE MUN INC 0.3%
Value ($000) $216 Shares 14,067 Est. Cost $14.95 Unrealized
CSX CSX CORP 0.2%
Value ($000) $208 Shares 8,000 Est. Cost $7.79 Unrealized 0.0%
WESTERN ASSET HIGH INCM FD I 0.2%
Value ($000) $187 Shares 29,702 Est. Cost $8.19 Unrealized
GLD SPDR GOLD TRUST 0.2%
Value ($000) $177 Shares 20,700 Est. Cost Unrealized
POWERSHS DB US DOLLAR INDEX 0.2%
Value ($000) $160 Shares 246,300 Est. Cost Unrealized
ARCELORMITTAL SA LUXEMBOURG 0.2%
Value ($000) $135 Shares 32,073 Est. Cost $4.21 Unrealized