Tuttle Capital Management, LLC Quant / Systematic

Location: Riverside, CT

CIK: 0001581641 · Show all filings

Period: Q1 2014 (Next →)

Filing Date: May 12, 2014

Total Value: $118M (100.0% shares, 0.0% debt)

Holdings (24)

IWM Ishares Tr Russell 2000 Index 15.8%

Value $18.59M Shares 159,821 Share Price $116.34 Est. Cost/Share $115.36 Unrealized @ Report Date +0.9%

MDY SPDR S&P MIDCAP 400 ETF TRUST 10.5%

Value $12.38M Shares 49,417 Share Price $250.56 Est. Cost/Share $245.17 Unrealized @ Report Date +2.2%

SSO PROSHARES ULTRA S&P 500 10.0%

Value $11.79M Shares 111,924 Share Price $105.30 * Est. Cost/Share $6.31 Unrealized @ Report Date +4.3%

UWM PROSHARES ULTRA RUSELL 2000 8.7%

Value $10.28M Shares 119,179 Share Price $86.25 * Est. Cost/Share $21.21 Unrealized @ Report Date +1.6%

IJH Ishares Core S&P Mid-Cap Etf 7.7%

Value $9.033M Shares 65,710 Share Price $137.47 * Est. Cost/Share $26.91 Unrealized @ Report Date +2.2%

DVY Ishares Tr Dow Jones Select Di 7.4%

Value $8.705M Shares 118,729 Share Price $73.32 Est. Cost/Share $70.94 Unrealized @ Report Date +3.3%

TLT Ishares Barclays 20+ Year Trea 5.9%

Value $6.978M Shares 63,961 Share Price $109.10 Est. Cost/Share $106.70 Unrealized @ Report Date +2.2%

SCHA Schwab US Small Cap ETF 5.3%

Value $6.26M Shares 116,803 Share Price $53.59 * Est. Cost/Share $13.22 Unrealized @ Report Date +1.4%

LQD Ishares Iboxx $ Investop Inves 4.3%

Value $5.087M Shares 43,503 Share Price $116.93 Est. Cost/Share $115.97 Unrealized @ Report Date +0.8%

IJR Ishares Core S&P Small-Cap Etf 4.2%

Value $4.96M Shares 45,034 Share Price $110.14 * Est. Cost/Share $54.06 Unrealized @ Report Date +1.9%

— Rydex Etf TRUST Guggenheim S&P 3.6%

Value $4.229M Shares 57,940 Share Price $72.99 Est. Cost/Share $72.99 Unrealized @ Report Date —

SCHM Schwab Mid Cap 3.5%

Value $4.07M Shares 105,435 Share Price $38.60 * Est. Cost/Share $12.62 Unrealized @ Report Date +2.0%

HYG Ishares Tr Iboxx $ High Yield 3.2%

Value $3.788M Shares 40,134 Share Price $94.38 Est. Cost/Share $93.77 Unrealized @ Report Date +0.7%

SCHD Sch US Div Equity Etf 1.8%

Value $2.133M Shares 57,887 Share Price $36.85 * Est. Cost/Share $12.00 Unrealized @ Report Date +2.4%

— Powershares Global Etf 1.7%

Value $1.994M Shares 102,715 Share Price $19.41 Est. Cost/Share $19.41 Unrealized @ Report Date —

PFF Ishares Tr S&P U S Pfd Stk Ind 1.6%

Value $1.895M Shares 48,555 Share Price $39.03 Est. Cost/Share $38.18 Unrealized @ Report Date +2.2%

SPTL Spdr Barclays Etf 1.5%

Value $1.754M Shares 27,507 Share Price $63.77 * Est. Cost/Share $31.29 Unrealized @ Report Date +2.0%

IVV Ishares Core S&P 500 Etf 1.3%

Value $1.589M Shares 8,447 Share Price $188.11 Est. Cost/Share $184.65 Unrealized @ Report Date +1.9%

VIG VANGUARD DIVIDEND APPRECIATION 0.5%

Value $593K Shares 7,883 Share Price $75.23 Est. Cost/Share $73.81 Unrealized @ Report Date +1.9%

SCHZ Sch US Agg Bnd Etf 0.4%

Value $464K Shares 9,085 Share Price $51.07 * Est. Cost/Share $25.49 Unrealized @ Report Date +0.3%

— Spdr Ser Tr Barclays High Yiel 0.4%

Value $450K Shares 10,908 Share Price $41.25 Est. Cost/Share $41.25 Unrealized @ Report Date —

SPY Spdr S&P 500 Etf TRUST Unit Se 0.3%

Value $359K Shares 1,924 Share Price $186.59 Est. Cost/Share $183.53 Unrealized @ Report Date +1.9%

— Guggenheim S&P 500 Pure Value 0.3%

Value $302K Shares 5,887 Share Price $51.30 Est. Cost/Share $51.30 Unrealized @ Report Date —

— Powershares Dwa Momentum Portf 0.2%

Value $278K Shares 7,489 Share Price $37.12 Est. Cost/Share $37.12 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IWM	Ishares Tr Russell 2000 Index	159,821	$18.59M	15.8%	$116.34	$115.36	+0.9%	Common Stock	464287655
MDY	SPDR S&P MIDCAP 400 ETF TRUST	49,417	$12.38M	10.5%	$250.56	$245.17	+2.2%	Common Stock	78467Y107
SSO	PROSHARES ULTRA S&P 500	111,924	$11.79M	10.0%	$105.30 *	$6.31	+4.3%	Common Stock	74347R107
UWM	PROSHARES ULTRA RUSELL 2000	119,179	$10.28M	8.7%	$86.25 *	$21.21	+1.6%	Common Stock	74347R842
IJH	Ishares Core S&P Mid-Cap Etf	65,710	$9.033M	7.7%	$137.47 *	$26.91	+2.2%	Common Stock	464287507
DVY	Ishares Tr Dow Jones Select Di	118,729	$8.705M	7.4%	$73.32	$70.94	+3.3%	Common Stock	464287168
TLT	Ishares Barclays 20+ Year Trea	63,961	$6.978M	5.9%	$109.10	$106.70	+2.2%	Common Stock	464287432
SCHA	Schwab US Small Cap ETF	116,803	$6.26M	5.3%	$53.59 *	$13.22	+1.4%	Common Stock	808524607
LQD	Ishares Iboxx $ Investop Inves	43,503	$5.087M	4.3%	$116.93	$115.97	+0.8%	Common Stock	464287242
IJR	Ishares Core S&P Small-Cap Etf	45,034	$4.96M	4.2%	$110.14 *	$54.06	+1.9%	Common Stock	464287804
—	Rydex Etf TRUST Guggenheim S&P	57,940	$4.229M	3.6%	$72.99	$72.99	—	Common Stock	78355W106
SCHM	Schwab Mid Cap	105,435	$4.07M	3.5%	$38.60 *	$12.62	+2.0%	Common Stock	808524508
HYG	Ishares Tr Iboxx $ High Yield	40,134	$3.788M	3.2%	$94.38	$93.77	+0.7%	Common Stock	464288513
SCHD	Sch US Div Equity Etf	57,887	$2.133M	1.8%	$36.85 *	$12.00	+2.4%	Common Stock	808524797
—	Powershares Global Etf	102,715	$1.994M	1.7%	$19.41	$19.41	—	Common Stock	73936T557
PFF	Ishares Tr S&P U S Pfd Stk Ind	48,555	$1.895M	1.6%	$39.03	$38.18	+2.2%	Common Stock	464288687
SPTL	Spdr Barclays Etf	27,507	$1.754M	1.5%	$63.77 *	$31.29	+2.0%	Common Stock	78464A664
IVV	Ishares Core S&P 500 Etf	8,447	$1.589M	1.3%	$188.11	$184.65	+1.9%	Common Stock	464287200
VIG	VANGUARD DIVIDEND APPRECIATION	7,883	$593K	0.5%	$75.23	$73.81	+1.9%	Common Stock	921908844
SCHZ	Sch US Agg Bnd Etf	9,085	$464K	0.4%	$51.07 *	$25.49	+0.3%	Common Stock	808524839
—	Spdr Ser Tr Barclays High Yiel	10,908	$450K	0.4%	$41.25	$41.25	—	Common Stock	78464A417
SPY	Spdr S&P 500 Etf TRUST Unit Se	1,924	$359K	0.3%	$186.59	$183.53	+1.9%	Common Stock	78462F103
—	Guggenheim S&P 500 Pure Value	5,887	$302K	0.3%	$51.30	$51.30	—	Common Stock	78355W304
—	Powershares Dwa Momentum Portf	7,489	$278K	0.2%	$37.12	$37.12	—	Common Stock	73935X153