ALETHEA CAPITAL MANAGEMENT, LLC Quant / Systematic

CIK: 0001549408 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $157,933 (100.0% shares, 0.0% debt)

Holdings (81)

BIL SPDR SERIES TRUST 47.9%
Value ($000) $75,728 Shares 826,812 Est. Cost $91.57 Unrealized
AXSM AXSOME THERAPEUTICS INC 16.7%
Value ($000) $26,359 Shares 1,302,346 Est. Cost $6.51 Unrealized +294.9%
COF CAPITAL ONE FINL CORP 6.7%
Value ($000) $10,524 Shares 115,676 Est. Cost $66.87 Unrealized +20.6%
KURA KURA ONCOLOGY INC 2.6%
Value ($000) $4,043 Shares 266,527 Est. Cost $13.73 Unrealized +29.6%
HSY HERSHEY CO 0.7%
Value ($000) $1,166 Shares 7,521 Est. Cost $130.18 Unrealized 0.0%
PEP PEPSICO INC 0.7%
Value ($000) $1,156 Shares 8,431 Est. Cost $101.63 Unrealized +7.6%
CIDARA THERAPEUTICS INC 0.7%
Value ($000) $1,126 Shares 564,313 Est. Cost $4.23 Unrealized
AMT AMERICAN TOWER CORP NEW 0.7%
Value ($000) $1,090 Shares 4,931 Est. Cost $183.38 Unrealized 0.0%
AAPL APPLE INC 0.7%
Value ($000) $1,062 Shares 4,741 Est. Cost $41.73 Unrealized +20.3%
MKC MCCORMICK & CO INC 0.6%
Value ($000) $1,016 Shares 6,502 Est. Cost $70.91 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC 0.6%
Value ($000) $958 Shares 4,623 Est. Cost $164.67 Unrealized +9.8%
QCOM QUALCOMM INC 0.6%
Value ($000) $939 Shares 12,311 Est. Cost $64.99 Unrealized 0.0%
KMB KIMBERLY CLARK CORP 0.6%
Value ($000) $925 Shares 6,513 Est. Cost $95.99 Unrealized +14.3%
DHI D R HORTON INC 0.6%
Value ($000) $870 Shares 16,511 Est. Cost $44.66 Unrealized 0.0%
SYY SYSCO CORP 0.5%
Value ($000) $849 Shares 10,690 Est. Cost $61.77 Unrealized 0.0%
CMG CHIPOTLE MEXICAN GRILL INC 0.5%
Value ($000) $816 Shares 971 Est. Cost $15.95 Unrealized 0.0%
XRAY DENTSPLY SIRONA INC 0.5%
Value ($000) $808 Shares 15,161 Est. Cost $53.72 Unrealized 0.0%
EXR EXTRA SPACE STORAGE INC 0.5%
Value ($000) $784 Shares 6,713 Est. Cost $90.80 Unrealized 0.0%
ED CONSOLIDATED EDISON INC 0.5%
Value ($000) $767 Shares 8,122 Est. Cost $70.54 Unrealized 0.0%
TSN TYSON FOODS INC 0.5%
Value ($000) $760 Shares 8,819 Est. Cost $70.68 Unrealized 0.0%
CMCSA COMCAST CORP NEW 0.5%
Value ($000) $759 Shares 16,844 Est. Cost $37.51 Unrealized 0.0%
AEP AMERICAN ELEC PWR CO INC 0.5%
Value ($000) $758 Shares 8,093 Est. Cost $72.44 Unrealized 0.0%
ACN ACCENTURE PLC IRELAND 0.5%
Value ($000) $741 Shares 3,854 Est. Cost $176.52 Unrealized 0.0%
RA MED SYS INC 0.5%
Value ($000) $736 Shares 525,680 Est. Cost $4.30 Unrealized
PAYX PAYCHEX INC 0.5%
Value ($000) $716 Shares 8,655 Est. Cost $69.13 Unrealized 0.0%
HON HONEYWELL INTL INC 0.4%
Value ($000) $702 Shares 4,150 Est. Cost $81.58 Unrealized +70.8%
GOOG ALPHABET INC 0.4%
Value ($000) $698 Shares 573 Est. Cost $42.10 Unrealized +39.5%
ROP ROPER TECHNOLOGIES INC 0.4%
Value ($000) $694 Shares 1,945 Est. Cost $349.71 Unrealized 0.0%
KMX CARMAX INC 0.4%
Value ($000) $639 Shares 7,257 Est. Cost $85.82 Unrealized 0.0%
WM WASTE MGMT INC DEL 0.4%
Value ($000) $610 Shares 5,300 Est. Cost $59.19 Unrealized +77.6%
ITW ILLINOIS TOOL WKS INC 0.4%
Value ($000) $595 Shares 3,800 Est. Cost $86.60 Unrealized +50.3%
ETN EATON CORP PLC 0.4%
Value ($000) $582 Shares 7,000 Est. Cost $48.13 Unrealized +49.8%
CMI CUMMINS INC 0.4%
Value ($000) $569 Shares 3,500 Est. Cost $88.81 Unrealized +53.3%
MMM 3M CO 0.4%
Value ($000) $559 Shares 3,400 Est. Cost $94.76 Unrealized +16.7%
SO SOUTHERN CO 0.4%
Value ($000) $554 Shares 8,974 Est. Cost $45.27 Unrealized 0.0%
MSFT MICROSOFT CORP 0.3%
Value ($000) $542 Shares 3,900 Est. Cost $46.85 Unrealized +177.3%
HAS HASBRO INC 0.3%
Value ($000) $520 Shares 4,383 Est. Cost $69.56 Unrealized +28.6%
PG PROCTER & GAMBLE CO 0.3%
Value ($000) $516 Shares 4,150 Est. Cost $68.89 Unrealized +46.6%
CAG CONAGRA BRANDS INC 0.3%
Value ($000) $511 Shares 16,672 Est. Cost $17.39 Unrealized +27.5%
AMGN AMGEN INC 0.3%
Value ($000) $503 Shares 2,600 Est. Cost $146.23 Unrealized +8.1%
DOV DOVER CORP 0.3%
Value ($000) $500 Shares 5,018 Est. Cost $78.16 Unrealized +12.1%
BAC BANK AMER CORP 0.3%
Value ($000) $499 Shares 17,090 Est. Cost $18.21 Unrealized +34.9%
JPM JPMORGAN CHASE & CO 0.3%
Value ($000) $483 Shares 4,100 Est. Cost $66.09 Unrealized +43.9%
DUK DUKE ENERGY CORP NEW 0.3%
Value ($000) $479 Shares 5,000 Est. Cost $65.50 Unrealized +7.7%
HD HOME DEPOT INC 0.3%
Value ($000) $464 Shares 2,000 Est. Cost $142.55 Unrealized +31.2%
ALLERGAN PLC 0.3%
Value ($000) $448 Shares 2,664 Est. Cost $146.40 Unrealized
TWITTER INC 0.3%
Value ($000) $435 Shares 10,558 Est. Cost $41.20 Unrealized
DIS DISNEY WALT CO 0.3%
Value ($000) $430 Shares 3,301 Est. Cost $100.71 Unrealized +33.3%
PEG PUBLIC SVC ENTERPRISE GRP IN 0.3%
Value ($000) $425 Shares 6,842 Est. Cost $44.28 Unrealized +8.5%
SJM SMUCKER J M CO 0.3%
Value ($000) $419 Shares 3,809 Est. Cost $83.62 Unrealized +8.2%
PM PHILIP MORRIS INTL INC 0.3%
Value ($000) $405 Shares 5,334 Est. Cost $56.07 Unrealized +1.2%
VZ VERIZON COMMUNICATIONS INC 0.3%
Value ($000) $400 Shares 6,634 Est. Cost $39.02 Unrealized +3.6%
DISCOVERY INC 0.2%
Value ($000) $383 Shares 14,394 Est. Cost $27.03 Unrealized
MSI MOTOROLA SOLUTIONS INC 0.2%
Value ($000) $382 Shares 2,241 Est. Cost $118.34 Unrealized +33.3%
MDT MEDTRONIC PLC 0.2%
Value ($000) $380 Shares 3,500 Est. Cost $63.68 Unrealized +37.5%
DISCOVERY INC 0.2%
Value ($000) $380 Shares 15,429 Est. Cost $25.41 Unrealized
REM ISHARES TR 0.2%
Value ($000) $369 Shares 8,763 Est. Cost $43.58 Unrealized
SLB SCHLUMBERGER LTD 0.2%
Value ($000) $368 Shares 10,770 Est. Cost $35.74 Unrealized -13.4%
ULTA ULTA BEAUTY INC 0.2%
Value ($000) $364 Shares 1,454 Est. Cost $302.42 Unrealized +1.5%
JNJ JOHNSON & JOHNSON 0.2%
Value ($000) $357 Shares 2,759 Est. Cost $110.34 Unrealized -0.3%
VIACOM INC NEW 0.2%
Value ($000) $333 Shares 13,857 Est. Cost $28.06 Unrealized
XOM EXXON MOBIL CORP 0.2%
Value ($000) $318 Shares 4,500 Est. Cost $56.14 Unrealized -4.2%
JKHY HENRY JACK & ASSOC INC 0.2%
Value ($000) $316 Shares 2,167 Est. Cost $121.76 Unrealized +7.8%
JCI JOHNSON CTLS INTL PLC 0.2%
Value ($000) $314 Shares 7,164 Est. Cost $37.01 Unrealized 0.0%
BLACKROCK INC 0.2%
Value ($000) $312 Shares 700 Est. Cost $392.86 Unrealized
TGT TARGET CORP 0.2%
Value ($000) $300 Shares 2,805 Est. Cost $80.37 Unrealized 0.0%
MO ALTRIA GROUP INC 0.2%
Value ($000) $295 Shares 7,210 Est. Cost $29.72 Unrealized -7.1%
USB US BANCORP DEL 0.2%
Value ($000) $294 Shares 5,308 Est. Cost $37.60 Unrealized +9.4%
BX BLACKSTONE GROUP INC 0.2%
Value ($000) $293 Shares 6,000 Est. Cost $39.22 Unrealized 0.0%
UNILEVER PLC 0.2%
Value ($000) $287 Shares 4,776 Est. Cost $60.09 Unrealized
ALB ALBEMARLE CORP 0.2%
Value ($000) $281 Shares 4,041 Est. Cost $74.32 Unrealized -15.9%
NORDSTROM INC 0.2%
Value ($000) $257 Shares 7,640 Est. Cost $44.39 Unrealized
MRK MERCK & CO INC 0.2%
Value ($000) $253 Shares 3,000 Est. Cost $44.14 Unrealized +48.3%
TRP TC ENERGY CORP 0.2%
Value ($000) $253 Shares 4,886 Est. Cost $36.04 Unrealized 0.0%
KO COCA COLA CO 0.2%
Value ($000) $245 Shares 4,502 Est. Cost $43.96 Unrealized 0.0%
EMN EASTMAN CHEMICAL CO 0.1%
Value ($000) $221 Shares 3,000 Est. Cost $59.82 Unrealized -4.7%
IBM INTERNATIONAL BUSINESS MACHS 0.1%
Value ($000) $218 Shares 1,500 Est. Cost $94.64 Unrealized +8.3%
BGC PARTNERS INC 0.1%
Value ($000) $188 Shares 34,177 Est. Cost $11.82 Unrealized
BLACKROCK LTD DURATION INC T 0.1%
Value ($000) $180 Shares 11,516 Est. Cost $15.72 Unrealized
XEVMX EATON VANCE CALIF MUN BD FD 0.1%
Value ($000) $154 Shares 13,579 Est. Cost $11.77 Unrealized
DIS DISNEY WALT CO 0.0%
Value ($000) $1 Shares 200 Est. Cost $100.71 Unrealized +33.3%