ALETHEA CAPITAL MANAGEMENT, LLC Quant / Systematic

CIK: 0001549408 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 10, 2016

Total Value ($000): $89,956 (100.0% shares, 0.0% debt)

Holdings (59)

COF CAPITAL ONE FINL CORP 12.4%
Value ($000) $11,144 Shares 160,790 Est. Cost $66.87 Unrealized -17.2%
GENERAL ELECTRIC CO 3.6%
Value ($000) $3,265 Shares 102,712 Est. Cost $31.62 Unrealized
TLT ISHARES TR 3.4%
Value ($000) $3,049 Shares 23,344 Est. Cost $130.61 Unrealized
NI NISOURCE INC 3.1%
Value ($000) $2,800 Shares 118,836 Est. Cost $15.66 Unrealized 0.0%
AEE AMEREN CORP 3.0%
Value ($000) $2,716 Shares 54,217 Est. Cost $34.49 Unrealized 0.0%
KMI KINDER MORGAN INC DEL 3.0%
Value ($000) $2,690 Shares 150,603 Est. Cost $9.95 Unrealized 0.0%
SYY SYSCO CORP 3.0%
Value ($000) $2,679 Shares 57,328 Est. Cost $33.38 Unrealized 0.0%
PSA PUBLIC STORAGE 2.9%
Value ($000) $2,623 Shares 9,510 Est. Cost $170.08 Unrealized 0.0%
MSI MOTOROLA SOLUTIONS INC 2.9%
Value ($000) $2,612 Shares 34,507 Est. Cost $57.96 Unrealized 0.0%
REYNOLDS AMERICAN INC 2.9%
Value ($000) $2,582 Shares 51,330 Est. Cost $48.88 Unrealized
UPS UNITED PARCEL SERVICE INC 2.9%
Value ($000) $2,579 Shares 24,452 Est. Cost $67.69 Unrealized 0.0%
PSX PHILLIPS 66 2.8%
Value ($000) $2,486 Shares 28,707 Est. Cost $56.03 Unrealized 0.0%
TXN TEXAS INSTRS INC 2.8%
Value ($000) $2,478 Shares 43,164 Est. Cost $40.51 Unrealized 0.0%
NTAP NETAPP INC 2.7%
Value ($000) $2,432 Shares 89,133 Est. Cost $18.81 Unrealized 0.0%
PAYX PAYCHEX INC 2.7%
Value ($000) $2,424 Shares 44,884 Est. Cost $37.48 Unrealized 0.0%
XILINX INC 2.7%
Value ($000) $2,398 Shares 50,559 Est. Cost $47.43 Unrealized
RAYTHEON CO 2.6%
Value ($000) $2,322 Shares 18,939 Est. Cost $122.60 Unrealized
INTC INTEL CORP 2.5%
Value ($000) $2,222 Shares 68,700 Est. Cost $24.39 Unrealized 0.0%
GM GENERAL MTRS CO 2.4%
Value ($000) $2,199 Shares 69,979 Est. Cost $24.28 Unrealized 0.0%
L BRANDS INC 2.4%
Value ($000) $2,155 Shares 24,540 Est. Cost $87.82 Unrealized
HRB BLOCK H & R INC 2.1%
Value ($000) $1,883 Shares 71,275 Est. Cost $21.47 Unrealized 0.0%
NEURALSTEM INC 1.8%
Value ($000) $1,603 Shares 2,137,061 Est. Cost $2.72 Unrealized
EEM ISHARES TR 1.8%
Value ($000) $1,601 Shares 46,731 Est. Cost $34.26 Unrealized
ACWI ISHARES TR 1.8%
Value ($000) $1,597 Shares 28,481 Est. Cost $56.07 Unrealized
SLV ISHARES SILVER TRUST 1.7%
Value ($000) $1,570 Shares 106,949 Est. Cost $14.68 Unrealized
DELAWARE ENHANCED GBL DIV & 1.7%
Value ($000) $1,512 Shares 165,271 Est. Cost $11.26 Unrealized
IBB ISHARES TR 1.5%
Value ($000) $1,342 Shares 5,147 Est. Cost $303.29 Unrealized
MSFT MICROSOFT CORP 1.2%
Value ($000) $1,095 Shares 19,820 Est. Cost $42.87 Unrealized +7.5%
MMM 3M CO 1.2%
Value ($000) $1,050 Shares 6,300 Est. Cost $92.17 Unrealized +0.6%
HON HONEYWELL INTL INC 1.1%
Value ($000) $1,008 Shares 9,000 Est. Cost $74.62 Unrealized +2.3%
DOUBLELINE OPPORTUNISTIC CR 1.1%
Value ($000) $1,005 Shares 37,766 Est. Cost $24.57 Unrealized
XEVMX EATON VANCE CALIF MUN BD FD 1.1%
Value ($000) $997 Shares 79,263 Est. Cost $11.77 Unrealized
DIS DISNEY WALT CO 1.0%
Value ($000) $941 Shares 9,471 Est. Cost $101.61 Unrealized -12.4%
MO ALTRIA GROUP INC 1.0%
Value ($000) $910 Shares 14,519 Est. Cost $25.87 Unrealized +20.1%
EATON VANCE LTD DUR INCOME F 1.0%
Value ($000) $896 Shares 68,002 Est. Cost $14.12 Unrealized
NOK NOKIA CORP 1.0%
Value ($000) $888 Shares 150,254 Est. Cost $5.91 Unrealized
KMB KIMBERLY CLARK CORP 0.9%
Value ($000) $834 Shares 6,200 Est. Cost $85.12 Unrealized +9.0%
CHICAGO BRIDGE & IRON CO N V 0.9%
Value ($000) $783 Shares 21,400 Est. Cost $38.97 Unrealized
WM WASTE MGMT INC DEL 0.8%
Value ($000) $749 Shares 12,700 Est. Cost $44.07 Unrealized +4.3%
XLE SELECT SECTOR SPDR TR 0.8%
Value ($000) $705 Shares 11,384 Est. Cost $64.09 Unrealized
FLOT ISHARES TR 0.7%
Value ($000) $656 Shares 13,003 Est. Cost $50.51 Unrealized
WESTERN ASSET HIGH INCM OPP 0.6%
Value ($000) $551 Shares 117,454 Est. Cost $5.36 Unrealized
MDT MEDTRONIC PLC 0.6%
Value ($000) $540 Shares 7,200 Est. Cost $58.59 Unrealized +0.5%
ETN EATON CORP PLC 0.6%
Value ($000) $532 Shares 8,500 Est. Cost $43.05 Unrealized +2.8%
EQIX EQUINIX INC 0.6%
Value ($000) $521 Shares 1,575 Est. Cost $251.06 Unrealized 0.0%
PFE PFIZER INC 0.5%
Value ($000) $449 Shares 15,137 Est. Cost $20.71 Unrealized -9.8%
BLACKROCK LTD DURATION INC T 0.4%
Value ($000) $390 Shares 26,363 Est. Cost $15.72 Unrealized
MRK MERCK & CO INC NEW 0.4%
Value ($000) $384 Shares 7,258 Est. Cost $39.34 Unrealized -8.4%
MET METLIFE INC 0.4%
Value ($000) $352 Shares 8,000 Est. Cost $31.20 Unrealized -14.3%
GOOG ALPHABET INC 0.4%
Value ($000) $340 Shares 456 Est. Cost $35.55 Unrealized 0.0%
CMI CUMMINS INC 0.4%
Value ($000) $330 Shares 3,000 Est. Cost $75.80 Unrealized -2.1%
ITW ILLINOIS TOOL WKS INC 0.3%
Value ($000) $307 Shares 3,000 Est. Cost $73.25 Unrealized 0.0%
GME GAMESTOP CORP NEW 0.3%
Value ($000) $293 Shares 9,248 Est. Cost $7.39 Unrealized -24.7%
JOHNSON CTLS INC 0.3%
Value ($000) $292 Shares 7,500 Est. Cost $39.47 Unrealized
ALLIANZGI NFJ DIVID INT & PR 0.3%
Value ($000) $280 Shares 22,822 Est. Cost $15.82 Unrealized
KELLOGG CO 0.3%
Value ($000) $268 Shares 3,500 Est. Cost $45.70 Unrealized +6.5%
JPM JPMORGAN CHASE & CO 0.3%
Value ($000) $237 Shares 4,000 Est. Cost $49.68 Unrealized -9.7%
NUVEEN CAL AMT-FREE MUN INC 0.2%
Value ($000) $222 Shares 13,888 Est. Cost $14.95 Unrealized
WESTERN ASSET HIGH INCM FD I 0.2%
Value ($000) $188 Shares 28,426 Est. Cost $8.19 Unrealized