ALETHEA CAPITAL MANAGEMENT, LLC Quant / Systematic

CIK: 0001549408 · Show all filings

Period: Q3 2024 (← Previous) (Next →)

Filing Date: Nov 14, 2024

Total Value ($000): $138,456 (100.0% shares, 0.0% debt)

Holdings (30)

AXSM AXSOME THERAPEUTICS INC 47.9%

Value ($000) $66,369 Shares 738,503 Est. Cost $11.04 Unrealized +690.7%

BIL SPDR SER TR 21.5%

Value ($000) $29,756 Shares 324,107 Est. Cost $91.79 Unrealized —

RNAM AVIDITY BIOSCIENCES INC 14.2%

Value ($000) $19,633 Shares 427,454 Est. Cost $28.96 Unrealized +49.9%

KURA KURA ONCOLOGY INC 7.8%

Value ($000) $10,816 Shares 553,542 Est. Cost $17.62 Unrealized +15.0%

TLT ISHARES TR 1.6%

Value ($000) $2,268 Shares 23,123 Est. Cost $147.26 Unrealized —

— CIDARA THERAPEUTICS INC 0.6%

Value ($000) $859 Shares 79,908 Est. Cost $11.94 Unrealized —

HAS HASBRO INC 0.3%

Value ($000) $457 Shares 6,324 Est. Cost $61.36 Unrealized 0.0%

WY WEYERHAEUSER CO MTN BE 0.3%

Value ($000) $447 Shares 13,191 Est. Cost $29.43 Unrealized 0.0%

MCD MCDONALDS CORP 0.3%

Value ($000) $444 Shares 1,457 Est. Cost $255.04 Unrealized +4.6%

EXC EXELON CORP 0.3%

Value ($000) $429 Shares 10,575 Est. Cost $35.76 Unrealized 0.0%

JCI JOHNSON CTLS INTL PLC 0.3%

Value ($000) $428 Shares 5,518 Est. Cost $68.96 Unrealized 0.0%

OMC OMNICOM GROUP INC 0.3%

Value ($000) $426 Shares 4,120 Est. Cost $91.35 Unrealized 0.0%

MDT MEDTRONIC PLC 0.3%

Value ($000) $424 Shares 4,714 Est. Cost $80.83 Unrealized 0.0%

FAST FASTENAL CO 0.3%

Value ($000) $418 Shares 5,854 Est. Cost $32.92 Unrealized 0.0%

KR KROGER CO 0.3%

Value ($000) $417 Shares 7,284 Est. Cost $52.14 Unrealized 0.0%

BAX BAXTER INTL INC 0.3%

Value ($000) $415 Shares 10,940 Est. Cost $35.72 Unrealized 0.0%

CME CME GROUP INC 0.3%

Value ($000) $412 Shares 1,868 Est. Cost $196.43 Unrealized 0.0%

— INTERPUBLIC GROUP COS INC 0.3%

Value ($000) $406 Shares 12,847 Est. Cost $29.01 Unrealized 0.0%

SNA SNAP ON INC 0.3%

Value ($000) $400 Shares 1,381 Est. Cost $265.72 Unrealized 0.0%

DOW DOW INC 0.3%

Value ($000) $379 Shares 6,934 Est. Cost $47.92 Unrealized 0.0%

HRL HORMEL FOODS CORP 0.3%

Value ($000) $379 Shares 11,949 Est. Cost $30.16 Unrealized 0.0%

GPC GENUINE PARTS CO 0.3%

Value ($000) $377 Shares 2,700 Est. Cost $132.76 Unrealized 0.0%

SWK STANLEY BLACK & DECKER INC 0.3%

Value ($000) $364 Shares 3,305 Est. Cost $90.38 Unrealized 0.0%

HEDJ WISDOMTREE TR 0.3%

Value ($000) $360 Shares 8,020 Est. Cost $45.38 Unrealized —

LKQ LKQ CORP 0.3%

Value ($000) $351 Shares 8,785 Est. Cost $39.37 Unrealized 0.0%

MKC MCCORMICK & CO INC 0.3%

Value ($000) $347 Shares 4,220 Est. Cost $75.10 Unrealized 0.0%

EL LAUDER ESTEE COS INC 0.2%

Value ($000) $345 Shares 3,462 Est. Cost $92.25 Unrealized 0.0%

— ASSERTIO HOLDINGS INC 0.1%

Value ($000) $152 Shares 128,448 Est. Cost $2.56 Unrealized —

XEVMX EATON VANCE CALIF MUN BD FD 0.1%

Value ($000) $103 Shares 10,658 Est. Cost $11.77 Unrealized —

LPRO OPEN LENDING CORP 0.1%

Value ($000) $73 Shares 12,000 Est. Cost $37.71 Unrealized -84.7%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AXSM	AXSOME THERAPEUTICS INC	738,503	$66,369	47.9%	$11.04	+690.7%	COM	05464T104
BIL	SPDR SER TR	324,107	$29,756	21.5%	$91.79	—	BLOOMBERG 1-3 MO	78468R663
RNAM	AVIDITY BIOSCIENCES INC	427,454	$19,633	14.2%	$28.96	+49.9%	COM	05370A108
KURA	KURA ONCOLOGY INC	553,542	$10,816	7.8%	$17.62	+15.0%	COM	50127T109
TLT	ISHARES TR	23,123	$2,268	1.6%	$147.26	—	20 YR TR BD ETF	464287432
—	CIDARA THERAPEUTICS INC	79,908	$859	0.6%	$11.94	—	COM NEW	171757206
HAS	HASBRO INC	6,324	$457	0.3%	$61.36	0.0%	COM	418056107
WY	WEYERHAEUSER CO MTN BE	13,191	$447	0.3%	$29.43	0.0%	COM NEW	962166104
MCD	MCDONALDS CORP	1,457	$444	0.3%	$255.04	+4.6%	COM	580135101
EXC	EXELON CORP	10,575	$429	0.3%	$35.76	0.0%	COM	30161N101
JCI	JOHNSON CTLS INTL PLC	5,518	$428	0.3%	$68.96	0.0%	SHS	G51502105
OMC	OMNICOM GROUP INC	4,120	$426	0.3%	$91.35	0.0%	COM	681919106
MDT	MEDTRONIC PLC	4,714	$424	0.3%	$80.83	0.0%	SHS	G5960L103
FAST	FASTENAL CO	5,854	$418	0.3%	$32.92	0.0%	COM	311900104
KR	KROGER CO	7,284	$417	0.3%	$52.14	0.0%	COM	501044101
BAX	BAXTER INTL INC	10,940	$415	0.3%	$35.72	0.0%	COM	071813109
CME	CME GROUP INC	1,868	$412	0.3%	$196.43	0.0%	COM	12572Q105
—	INTERPUBLIC GROUP COS INC	12,847	$406	0.3%	$29.01	0.0%	COM	460690100
SNA	SNAP ON INC	1,381	$400	0.3%	$265.72	0.0%	COM	833034101
DOW	DOW INC	6,934	$379	0.3%	$47.92	0.0%	COM	260557103
HRL	HORMEL FOODS CORP	11,949	$379	0.3%	$30.16	0.0%	COM	440452100
GPC	GENUINE PARTS CO	2,700	$377	0.3%	$132.76	0.0%	COM	372460105
SWK	STANLEY BLACK & DECKER INC	3,305	$364	0.3%	$90.38	0.0%	COM	854502101
HEDJ	WISDOMTREE TR	8,020	$360	0.3%	$45.38	—	EUROPE HEDGED EQ	97717X701
LKQ	LKQ CORP	8,785	$351	0.3%	$39.37	0.0%	COM	501889208
MKC	MCCORMICK & CO INC	4,220	$347	0.3%	$75.10	0.0%	COM NON VTG	579780206
EL	LAUDER ESTEE COS INC	3,462	$345	0.2%	$92.25	0.0%	CL A	518439104
—	ASSERTIO HOLDINGS INC	128,448	$152	0.1%	$2.56	—	COM NEW	04546C205
XEVMX	EATON VANCE CALIF MUN BD FD	10,658	$103	0.1%	$11.77	—	COM	27828A100
LPRO	OPEN LENDING CORP	12,000	$73	0.1%	$37.71	-84.7%	COM	68373J104