Tuttle Capital Management, LLC Quant / Systematic

CIK: 0001581641 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 13, 2020

Total Value ($000): $145,096 (100.0% shares, 0.0% debt)

Holdings (121)

IEI ISHARES TR 14.4%
Value ($000) $20,954 Shares 156,856 Est. Cost $133.59 Unrealized
TAIL CAMBRIA ETF TR 13.3%
Value ($000) $19,241 Shares 890,775 Est. Cost $21.60 Unrealized
SHY ISHARES TR 12.0%
Value ($000) $17,474 Shares 201,988 Est. Cost $85.20 Unrealized
DIA SPDR DOW JONES INDL AVERAGE 3.1%
Value ($000) $4,551 Shares 16,399 Est. Cost $277.52 Unrealized
USMV ISHARES TR 2.3%
Value ($000) $3,288 Shares 51,600 Est. Cost $63.72 Unrealized
SVXY PROSHARES TR II 2.2%
Value ($000) $3,218 Shares 90,659 Est. Cost $35.50 Unrealized
JHEM JOHN HANCOCK EXCHANGE TRADED 2.0%
Value ($000) $2,926 Shares 119,147 Est. Cost $24.56 Unrealized
IVOL KRANESHARES TR 1.8%
Value ($000) $2,627 Shares 95,797 Est. Cost $27.42 Unrealized
TIP ISHARES TR 1.8%
Value ($000) $2,621 Shares 20,722 Est. Cost $126.48 Unrealized
CVS CVS HEALTH CORP 1.5%
Value ($000) $2,185 Shares 37,411 Est. Cost $52.38 Unrealized 0.0%
CI CIGNA CORP NEW 1.2%
Value ($000) $1,730 Shares 10,211 Est. Cost $161.03 Unrealized 0.0%
ABBV ABBVIE INC 1.1%
Value ($000) $1,658 Shares 18,926 Est. Cost $72.27 Unrealized +5.6%
CLX CLOROX CO DEL 1.1%
Value ($000) $1,602 Shares 7,622 Est. Cost $188.92 Unrealized 0.0%
KELLOGG CO 1.0%
Value ($000) $1,479 Shares 22,901 Est. Cost $52.29 Unrealized 0.0%
MCK MCKESSON CORP 0.9%
Value ($000) $1,372 Shares 9,211 Est. Cost $146.77 Unrealized 0.0%
COR AMERISOURCEBERGEN CORP 0.9%
Value ($000) $1,370 Shares 14,132 Est. Cost $87.31 Unrealized 0.0%
COST COSTCO WHSL CORP NEW 0.9%
Value ($000) $1,280 Shares 3,605 Est. Cost $278.38 Unrealized +11.0%
CAG CONAGRA BRANDS INC 0.8%
Value ($000) $1,226 Shares 34,330 Est. Cost $28.95 Unrealized 0.0%
WALGREENS BOOTS ALLIANCE INC 0.8%
Value ($000) $1,139 Shares 31,712 Est. Cost $35.92 Unrealized
GRMN GARMIN LTD 0.7%
Value ($000) $1,039 Shares 10,949 Est. Cost $78.16 Unrealized +13.6%
KR KROGER CO 0.7%
Value ($000) $1,033 Shares 30,469 Est. Cost $30.06 Unrealized +2.5%
AIZ ASSURANT INC 0.7%
Value ($000) $1,008 Shares 8,311 Est. Cost $104.47 Unrealized 0.0%
AAP ADVANCE AUTO PARTS INC 0.7%
Value ($000) $1,006 Shares 6,553 Est. Cost $133.39 Unrealized 0.0%
PEP PEPSICO INC 0.7%
Value ($000) $1,006 Shares 7,256 Est. Cost $107.95 Unrealized +6.7%
JNJ JOHNSON & JOHNSON 0.7%
Value ($000) $996 Shares 6,693 Est. Cost $120.14 Unrealized +5.7%
EA ELECTRONIC ARTS INC 0.7%
Value ($000) $979 Shares 7,505 Est. Cost $127.23 Unrealized +4.2%
REGN REGENERON PHARMACEUTICALS 0.7%
Value ($000) $960 Shares 1,715 Est. Cost $587.54 Unrealized +2.6%
TAP MOLSON COORS BEVERAGE CO 0.7%
Value ($000) $957 Shares 28,504 Est. Cost $31.40 Unrealized 0.0%
WHR WHIRLPOOL CORP 0.7%
Value ($000) $946 Shares 5,142 Est. Cost $166.16 Unrealized 0.0%
KHC KRAFT HEINZ CO 0.6%
Value ($000) $931 Shares 31,098 Est. Cost $25.88 Unrealized 0.0%
TRV TRAVELERS COMPANIES INC 0.6%
Value ($000) $917 Shares 8,473 Est. Cost $102.46 Unrealized 0.0%
CHRW C H ROBINSON WORLDWIDE INC 0.6%
Value ($000) $914 Shares 8,949 Est. Cost $82.63 Unrealized 0.0%
EG EVEREST RE GROUP LTD 0.6%
Value ($000) $911 Shares 4,611 Est. Cost $192.22 Unrealized 0.0%
GIS GENERAL MLS INC 0.6%
Value ($000) $907 Shares 14,706 Est. Cost $49.89 Unrealized +4.5%
HRL HORMEL FOODS CORP 0.6%
Value ($000) $857 Shares 17,519 Est. Cost $40.81 Unrealized +5.5%
STT STATE STR CORP 0.6%
Value ($000) $813 Shares 13,697 Est. Cost $54.51 Unrealized 0.0%
EBAY EBAY INC. 0.6%
Value ($000) $808 Shares 15,504 Est. Cost $50.23 Unrealized 0.0%
WMT WALMART INC 0.6%
Value ($000) $804 Shares 5,743 Est. Cost $38.07 Unrealized +8.5%
TGT TARGET CORP 0.5%
Value ($000) $782 Shares 4,969 Est. Cost $118.66 Unrealized 0.0%
CSCO CISCO SYS INC 0.5%
Value ($000) $767 Shares 19,462 Est. Cost $37.06 Unrealized 0.0%
TIFFANY & CO NEW 0.5%
Value ($000) $733 Shares 6,328 Est. Cost $115.83 Unrealized
LLY LILLY ELI & CO 0.5%
Value ($000) $721 Shares 4,870 Est. Cost $145.78 Unrealized 0.0%
PDD PINDUODUO INC 0.5%
Value ($000) $702 Shares 9,463 Est. Cost $85.86 Unrealized
E TRADE FINANCIAL CORP 0.5%
Value ($000) $698 Shares 13,949 Est. Cost $50.04 Unrealized
CPB CAMPBELL SOUP CO 0.5%
Value ($000) $690 Shares 14,263 Est. Cost $41.25 Unrealized 0.0%
CITRIX SYS INC 0.5%
Value ($000) $676 Shares 4,907 Est. Cost $137.76 Unrealized
KMB KIMBERLY CLARK CORP 0.4%
Value ($000) $642 Shares 4,349 Est. Cost $123.49 Unrealized 0.0%
T AT&T INC 0.4%
Value ($000) $612 Shares 21,466 Est. Cost $15.56 Unrealized 0.0%
EFAV ISHARES TR 0.4%
Value ($000) $611 Shares 8,972 Est. Cost $68.10 Unrealized
GD GENERAL DYNAMICS CORP 0.4%
Value ($000) $592 Shares 4,275 Est. Cost $131.04 Unrealized 0.0%
XOM EXXON MOBIL CORP 0.4%
Value ($000) $586 Shares 17,057 Est. Cost $32.32 Unrealized 0.0%
CAH CARDINAL HEALTH INC 0.4%
Value ($000) $585 Shares 12,457 Est. Cost $44.60 Unrealized 0.0%
NYT NEW YORK TIMES CO 0.4%
Value ($000) $585 Shares 13,678 Est. Cost $34.45 Unrealized +20.6%
HSY HERSHEY CO 0.4%
Value ($000) $582 Shares 4,063 Est. Cost $124.86 Unrealized 0.0%
CDW CDW CORP 0.4%
Value ($000) $565 Shares 4,725 Est. Cost $107.20 Unrealized 0.0%
CNC CENTENE CORP DEL 0.4%
Value ($000) $561 Shares 9,613 Est. Cost $62.12 Unrealized 0.0%
BBY BEST BUY INC 0.4%
Value ($000) $559 Shares 5,026 Est. Cost $71.53 Unrealized +14.4%
HPQ HP INC 0.4%
Value ($000) $553 Shares 29,109 Est. Cost $15.17 Unrealized 0.0%
KLAC KLA CORP 0.4%
Value ($000) $549 Shares 2,834 Est. Cost $186.13 Unrealized 0.0%
HPE HEWLETT PACKARD ENTERPRISE C 0.4%
Value ($000) $548 Shares 58,474 Est. Cost $8.08 Unrealized 0.0%
DLTR DOLLAR TREE INC 0.4%
Value ($000) $544 Shares 5,957 Est. Cost $94.09 Unrealized 0.0%
SPLUNK INC 0.4%
Value ($000) $542 Shares 2,881 Est. Cost $188.13 Unrealized
VRTX VERTEX PHARMACEUTICALS INC 0.4%
Value ($000) $540 Shares 1,986 Est. Cost $273.39 Unrealized +0.9%
ADSK AUTODESK INC 0.4%
Value ($000) $540 Shares 2,338 Est. Cost $196.57 Unrealized +20.9%
TYL TYLER TECHNOLOGIES INC 0.4%
Value ($000) $537 Shares 1,542 Est. Cost $345.80 Unrealized 0.0%
FTNT FORTINET INC 0.4%
Value ($000) $537 Shares 4,560 Est. Cost $25.83 Unrealized 0.0%
HSIC HENRY SCHEIN INC 0.4%
Value ($000) $527 Shares 8,968 Est. Cost $64.14 Unrealized 0.0%
BMRN BIOMARIN PHARMACEUTICAL INC 0.4%
Value ($000) $524 Shares 6,883 Est. Cost $101.18 Unrealized 0.0%
ATO ATMOS ENERGY CORP 0.3%
Value ($000) $499 Shares 5,217 Est. Cost $87.17 Unrealized 0.0%
BDX BECTON DICKINSON & CO 0.3%
Value ($000) $495 Shares 2,126 Est. Cost $225.34 Unrealized 0.0%
ACN ACCENTURE PLC IRELAND 0.3%
Value ($000) $481 Shares 2,130 Est. Cost $177.30 Unrealized +19.7%
ELV ANTHEM INC 0.3%
Value ($000) $481 Shares 1,791 Est. Cost $250.01 Unrealized 0.0%
AMGN AMGEN INC 0.3%
Value ($000) $477 Shares 1,875 Est. Cost $209.54 Unrealized 0.0%
V VISA INC 0.3%
Value ($000) $469 Shares 2,346 Est. Cost $128.36 Unrealized +49.7%
UNH UNITEDHEALTH GROUP INC 0.3%
Value ($000) $460 Shares 1,476 Est. Cost $281.21 Unrealized 0.0%
BAX BAXTER INTL INC 0.3%
Value ($000) $460 Shares 5,714 Est. Cost $75.21 Unrealized 0.0%
VZ VERIZON COMMUNICATIONS INC 0.3%
Value ($000) $456 Shares 7,666 Est. Cost $42.57 Unrealized 0.0%
MRK MERCK & CO. INC 0.3%
Value ($000) $455 Shares 5,490 Est. Cost $65.93 Unrealized 0.0%
TROW PRICE T ROWE GROUP INC 0.3%
Value ($000) $443 Shares 3,457 Est. Cost $104.97 Unrealized 0.0%
MDLZ MONDELEZ INTL INC 0.3%
Value ($000) $415 Shares 7,226 Est. Cost $44.56 Unrealized +9.0%
HIG HARTFORD FINL SVCS GROUP INC 0.3%
Value ($000) $410 Shares 11,117 Est. Cost $35.51 Unrealized 0.0%
ALL ALLSTATE CORP 0.3%
Value ($000) $395 Shares 4,200 Est. Cost $81.77 Unrealized 0.0%
VLUE ISHARES TR 0.3%
Value ($000) $368 Shares 4,984 Est. Cost $73.84 Unrealized
DGX QUEST DIAGNOSTICS INC 0.3%
Value ($000) $365 Shares 3,190 Est. Cost $106.55 Unrealized 0.0%
MCO MOODYS CORP 0.3%
Value ($000) $364 Shares 1,255 Est. Cost $242.42 Unrealized +12.6%
UUP INVESCO DB US DLR INDEX TR 0.2%
Value ($000) $362 Shares 14,298 Est. Cost $25.32 Unrealized
SJM SMUCKER J M CO 0.2%
Value ($000) $356 Shares 3,084 Est. Cost $93.44 Unrealized 0.0%
BRK/B BERKSHIRE HATHAWAY INC DEL 0.2%
Value ($000) $355 Shares 1,665 Est. Cost $182.62 Unrealized +12.0%
LINDE PLC 0.2%
Value ($000) $354 Shares 1,486 Est. Cost $238.22 Unrealized
DUKE REALTY CORP 0.2%
Value ($000) $352 Shares 9,549 Est. Cost $36.86 Unrealized
IRM IRON MTN INC NEW 0.2%
Value ($000) $349 Shares 13,042 Est. Cost $22.21 Unrealized 0.0%
PG PROCTER AND GAMBLE CO 0.2%
Value ($000) $341 Shares 2,456 Est. Cost $84.15 Unrealized +38.3%
GILD GILEAD SCIENCES INC 0.2%
Value ($000) $337 Shares 5,338 Est. Cost $56.12 Unrealized 0.0%
KDP KEURIG DR PEPPER INC 0.2%
Value ($000) $317 Shares 11,471 Est. Cost $25.60 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC INC 0.2%
Value ($000) $311 Shares 705 Est. Cost $331.19 Unrealized +23.0%
PFE PFIZER INC 0.2%
Value ($000) $310 Shares 8,439 Est. Cost $27.11 Unrealized 0.0%
ROP ROPER TECHNOLOGIES INC 0.2%
Value ($000) $283 Shares 716 Est. Cost $344.66 Unrealized +16.8%
CB CHUBB LIMITED 0.2%
Value ($000) $283 Shares 2,436 Est. Cost $115.80 Unrealized 0.0%
META FACEBOOK INC 0.2%
Value ($000) $280 Shares 1,068 Est. Cost $207.33 Unrealized +23.5%
CVX CHEVRON CORP NEW 0.2%
Value ($000) $278 Shares 3,861 Est. Cost $66.50 Unrealized 0.0%
PRGO PERRIGO CO PLC 0.2%
Value ($000) $272 Shares 5,932 Est. Cost $52.37 Unrealized 0.0%
LII LENNOX INTL INC 0.2%
Value ($000) $264 Shares 969 Est. Cost $250.12 Unrealized 0.0%
WTRG ESSENTIAL UTILS INC 0.2%
Value ($000) $260 Shares 6,464 Est. Cost $42.96 Unrealized 0.0%
INTC INTEL CORP 0.2%
Value ($000) $243 Shares 4,691 Est. Cost $46.53 Unrealized 0.0%
LBRDK LIBERTY BROADBAND CORP 0.2%
Value ($000) $239 Shares 1,670 Est. Cost $117.53 Unrealized +9.5%
BMY BRISTOL-MYERS SQUIBB CO 0.2%
Value ($000) $237 Shares 3,938 Est. Cost $48.59 Unrealized 0.0%
DDOG DATADOG INC 0.2%
Value ($000) $237 Shares 2,320 Est. Cost $87.05 Unrealized 0.0%
CMCSA COMCAST CORP NEW 0.2%
Value ($000) $235 Shares 5,077 Est. Cost $37.62 Unrealized 0.0%
AMAT APPLIED MATLS INC 0.2%
Value ($000) $226 Shares 3,795 Est. Cost $58.88 Unrealized 0.0%
CL COLGATE PALMOLIVE CO 0.2%
Value ($000) $225 Shares 2,910 Est. Cost $62.36 Unrealized +8.0%
MKC MCCORMICK & CO INC 0.2%
Value ($000) $224 Shares 1,153 Est. Cost $73.49 Unrealized +19.3%
MCD MCDONALDS CORP 0.2%
Value ($000) $222 Shares 1,012 Est. Cost $181.40 Unrealized 0.0%
DG DOLLAR GEN CORP NEW 0.2%
Value ($000) $222 Shares 1,060 Est. Cost $167.17 Unrealized +8.9%
WEC WEC ENERGY GROUP INC 0.2%
Value ($000) $222 Shares 2,294 Est. Cost $78.10 Unrealized 0.0%
AWK AMERICAN WTR WKS CO INC NEW 0.2%
Value ($000) $222 Shares 1,532 Est. Cost $127.84 Unrealized 0.0%
CMS CMS ENERGY CORP 0.2%
Value ($000) $221 Shares 3,603 Est. Cost $52.06 Unrealized 0.0%
RSG REPUBLIC SVCS INC 0.2%
Value ($000) $219 Shares 2,349 Est. Cost $83.05 Unrealized 0.0%
PEOPLES UNITED FINANCIAL INC 0.1%
Value ($000) $215 Shares 20,894 Est. Cost $10.29 Unrealized
BEN FRANKLIN RESOURCES INC 0.1%
Value ($000) $215 Shares 10,564 Est. Cost $16.08 Unrealized 0.0%
ESS ESSEX PPTY TR INC 0.1%
Value ($000) $204 Shares 1,016 Est. Cost $179.34 Unrealized 0.0%
REALOGY HLDGS CORP 0.1%
Value ($000) $188 Shares 19,922 Est. Cost $9.44 Unrealized