ALETHEA CAPITAL MANAGEMENT, LLC Quant / Systematic

CIK: 0001549408 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 4, 2017

Total Value ($000): $83,310 (100.0% shares, 0.0% debt)

Holdings (70)

COF CAPITAL ONE FINL CORP 15.7%
Value ($000) $13,102 Shares 151,194 Est. Cost $66.87 Unrealized +14.2%
CSX CSX CORP 3.4%
Value ($000) $2,868 Shares 61,602 Est. Cost $13.50 Unrealized 0.0%
TIFFANY & CO NEW 3.3%
Value ($000) $2,748 Shares 28,831 Est. Cost $95.31 Unrealized
BBY BEST BUY INC 3.1%
Value ($000) $2,560 Shares 52,084 Est. Cost $32.53 Unrealized 0.0%
HAS HASBRO INC 2.9%
Value ($000) $2,437 Shares 24,416 Est. Cost $68.31 Unrealized 0.0%
HARRIS CORP DEL 2.9%
Value ($000) $2,418 Shares 21,732 Est. Cost $111.26 Unrealized
PFG PRINCIPAL FINL GROUP INC 2.9%
Value ($000) $2,407 Shares 38,136 Est. Cost $43.60 Unrealized 0.0%
SYMANTEC CORP 2.8%
Value ($000) $2,308 Shares 75,219 Est. Cost $30.68 Unrealized
PRU PRUDENTIAL FINL INC 2.7%
Value ($000) $2,271 Shares 21,284 Est. Cost $71.74 Unrealized 0.0%
NORDSTROM INC 2.6%
Value ($000) $2,177 Shares 46,749 Est. Cost $46.57 Unrealized
MET METLIFE INC 2.6%
Value ($000) $2,168 Shares 41,053 Est. Cost $35.32 Unrealized 0.0%
TSM TAIWAN SEMICONDUCTOR MFG LTD 2.5%
Value ($000) $2,065 Shares 62,884 Est. Cost $32.84 Unrealized
FE FIRSTENERGY CORP 2.5%
Value ($000) $2,046 Shares 64,306 Est. Cost $21.37 Unrealized 0.0%
ITUB ITAU UNIBANCO HLDG SA 2.4%
Value ($000) $2,038 Shares 168,835 Est. Cost $12.07 Unrealized
BBD BANCO BRADESCO S A 2.4%
Value ($000) $2,017 Shares 197,005 Est. Cost $10.24 Unrealized
RL RALPH LAUREN CORP 2.4%
Value ($000) $2,007 Shares 24,593 Est. Cost $69.03 Unrealized 0.0%
QCOM QUALCOMM INC 2.3%
Value ($000) $1,952 Shares 34,039 Est. Cost $45.58 Unrealized -0.2%
MRK MERCK & CO INC 2.3%
Value ($000) $1,915 Shares 30,135 Est. Cost $44.22 Unrealized +4.2%
JCI JOHNSON CTLS INTL PLC 2.1%
Value ($000) $1,782 Shares 42,309 Est. Cost $34.49 Unrealized 0.0%
WESTROCK CO 1.8%
Value ($000) $1,467 Shares 28,189 Est. Cost $52.04 Unrealized
DELAWARE ENHANCED GBL DIV & 1.7%
Value ($000) $1,375 Shares 125,075 Est. Cost $11.26 Unrealized
WMB WILLIAMS COS INC DEL 1.6%
Value ($000) $1,353 Shares 45,733 Est. Cost $17.93 Unrealized 0.0%
SPY SPDR S&P 500 ETF TR 1.5%
Value ($000) $1,290 Shares 5,472 Est. Cost $219.74 Unrealized
DE DEERE & CO 1.5%
Value ($000) $1,286 Shares 11,811 Est. Cost $94.37 Unrealized 0.0%
REM ISHARES TR 1.5%
Value ($000) $1,258 Shares 27,785 Est. Cost $42.07 Unrealized
ADM ARCHER DANIELS MIDLAND CO 1.3%
Value ($000) $1,094 Shares 23,760 Est. Cost $34.43 Unrealized 0.0%
DIS DISNEY WALT CO 1.3%
Value ($000) $1,060 Shares 9,351 Est. Cost $101.47 Unrealized +1.5%
IBB ISHARES TR 1.1%
Value ($000) $957 Shares 3,264 Est. Cost $301.56 Unrealized
MMM 3M CO 1.1%
Value ($000) $957 Shares 5,000 Est. Cost $92.17 Unrealized +23.3%
MDT MEDTRONIC PLC 1.1%
Value ($000) $883 Shares 10,956 Est. Cost $59.96 Unrealized +4.0%
NEURALSTEM INC 1.0%
Value ($000) $868 Shares 164,394 Est. Cost $5.28 Unrealized
POWERSHARES ETF TRUST II 0.9%
Value ($000) $752 Shares 32,325 Est. Cost $23.00 Unrealized
KURA KURA ONCOLOGY INC 0.9%
Value ($000) $746 Shares 84,769 Est. Cost $4.18 Unrealized +75.3%
GAP GAP INC DEL 0.8%
Value ($000) $692 Shares 28,470 Est. Cost $18.66 Unrealized -6.3%
DOUBLELINE OPPORTUNISTIC CR 0.8%
Value ($000) $662 Shares 27,751 Est. Cost $24.57 Unrealized
FLOT ISHARES TR 0.8%
Value ($000) $661 Shares 13,003 Est. Cost $50.51 Unrealized
KMB KIMBERLY CLARK CORP 0.8%
Value ($000) $658 Shares 5,000 Est. Cost $91.32 Unrealized +1.4%
HON HONEYWELL INTL INC 0.7%
Value ($000) $587 Shares 4,700 Est. Cost $74.62 Unrealized +23.2%
WESTERN ASSET HIGH INCM OPP 0.7%
Value ($000) $578 Shares 114,755 Est. Cost $5.36 Unrealized
DOW CHEM CO 0.6%
Value ($000) $540 Shares 8,500 Est. Cost $49.26 Unrealized
CMI CUMMINS INC 0.6%
Value ($000) $529 Shares 3,500 Est. Cost $78.51 Unrealized +49.4%
ETN EATON CORP PLC 0.6%
Value ($000) $519 Shares 7,000 Est. Cost $43.05 Unrealized +37.1%
PFE PFIZER INC 0.6%
Value ($000) $518 Shares 15,137 Est. Cost $21.94 Unrealized -2.4%
AMT AMERICAN TOWER CORP NEW 0.6%
Value ($000) $517 Shares 4,257 Est. Cost $87.85 Unrealized 0.0%
WM WASTE MGMT INC DEL 0.6%
Value ($000) $510 Shares 7,000 Est. Cost $53.86 Unrealized +13.1%
PG PROCTER AND GAMBLE CO 0.6%
Value ($000) $508 Shares 5,650 Est. Cost $70.03 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.6%
Value ($000) $466 Shares 5,300 Est. Cost $56.37 Unrealized +23.6%
EATON VANCE LTD DUR INCOME F 0.5%
Value ($000) $444 Shares 32,097 Est. Cost $14.12 Unrealized
XEVMX EATON VANCE CALIF MUN BD FD 0.5%
Value ($000) $430 Shares 37,840 Est. Cost $11.77 Unrealized
DUK DUKE ENERGY CORP NEW 0.5%
Value ($000) $410 Shares 5,000 Est. Cost $55.30 Unrealized 0.0%
ITW ILLINOIS TOOL WKS INC 0.5%
Value ($000) $384 Shares 2,900 Est. Cost $73.88 Unrealized +41.6%
WDC WESTERN DIGITAL CORP 0.5%
Value ($000) $382 Shares 4,623 Est. Cost $51.29 Unrealized 0.0%
BAC BANK AMER CORP 0.4%
Value ($000) $342 Shares 14,500 Est. Cost $16.57 Unrealized +17.0%
GOOG ALPHABET INC 0.4%
Value ($000) $337 Shares 406 Est. Cost $35.55 Unrealized +14.5%
NTAP NETAPP INC 0.4%
Value ($000) $336 Shares 8,034 Est. Cost $31.40 Unrealized 0.0%
HD HOME DEPOT INC 0.4%
Value ($000) $323 Shares 2,200 Est. Cost $114.37 Unrealized 0.0%
PATTERSON COMPANIES INC 0.4%
Value ($000) $303 Shares 6,697 Est. Cost $45.24 Unrealized
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.4%
Value ($000) $300 Shares 500 Est. Cost Unrealized
ALLIANZGI NFJ DIVID INT & PR 0.4%
Value ($000) $294 Shares 22,822 Est. Cost $15.82 Unrealized
BLACKSTONE GROUP L P 0.3%
Value ($000) $289 Shares 9,739 Est. Cost $29.67 Unrealized
ACH OWENS & MINOR INC NEW 0.3%
Value ($000) $234 Shares 6,750 Est. Cost $32.40 Unrealized 0.0%
MSFT MICROSOFT CORP 0.3%
Value ($000) $231 Shares 3,500 Est. Cost $42.87 Unrealized +34.9%
INTC INTEL CORP 0.3%
Value ($000) $231 Shares 6,400 Est. Cost $29.68 Unrealized 0.0%
BLACKROCK LTD DURATION INC T 0.3%
Value ($000) $227 Shares 14,561 Est. Cost $15.72 Unrealized
CSCO CISCO SYS INC 0.3%
Value ($000) $223 Shares 6,612 Est. Cost $24.73 Unrealized 0.0%
BAX BAXTER INTL INC 0.2%
Value ($000) $207 Shares 4,000 Est. Cost $42.39 Unrealized 0.0%
M MACYS INC 0.2%
Value ($000) $206 Shares 6,950 Est. Cost $30.90 Unrealized 0.0%
NUVEEN CALIFORNIA AMT QLT MU 0.2%
Value ($000) $205 Shares 13,888 Est. Cost $14.95 Unrealized
META FACEBOOK INC 0.2%
Value ($000) $203 Shares 1,430 Est. Cost $132.71 Unrealized 0.0%
WESTERN ASSET HIGH INCM FD I 0.2%
Value ($000) $192 Shares 26,585 Est. Cost $8.19 Unrealized