Tuttle Capital Management, LLC Quant / Systematic

Location: Riverside, CT

CIK: 0001581641 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 12, 2014

Total Value: $124M (100.0% shares, 0.0% debt)

Holdings (26)

MVV PROSHARES ULTRA MIDCAP400 24.9%

Value $30.98M Shares 429,262 Share Price $72.16 * Est. Cost/Share $22.05 Unrealized @ Report Date +8.8%

SSO PROSHARES ULTRA S&P 500 18.5%

Value $22.96M Shares 195,370 Share Price $117.53 * Est. Cost/Share $6.52 Unrealized @ Report Date +11.0%

DVY Ishares Tr Dow Jones Select Di 8.0%

Value $9.972M Shares 130,720 Share Price $76.29 Est. Cost/Share $71.29 Unrealized @ Report Date +8.0%

— Rydex Etf TRUST Guggenheim S&P 6.2%

Value $7.753M Shares 100,613 Share Price $77.06 Est. Cost/Share $74.71 Unrealized @ Report Date —

PFF Ishares Tr S&P U S Pfd Stk Ind 5.8%

Value $7.247M Shares 182,064 Share Price $39.80 Est. Cost/Share $39.08 Unrealized @ Report Date +2.1%

EMB Ishares Tr Jpmorgan Usd Emergi 4.6%

Value $5.662M Shares 49,419 Share Price $114.57 Est. Cost/Share $113.50 Unrealized @ Report Date +1.6%

IVV Ishares Core S&P 500 Etf 4.1%

Value $5.042M Shares 25,404 Share Price $198.47 Est. Cost/Share $189.12 Unrealized @ Report Date +4.2%

TLT Ishares Barclays 20+ Year Trea 4.0%

Value $4.918M Shares 44,280 Share Price $111.07 * Est. Cost/Share $106.70 Unrealized @ Report Date +6.4%

— Guggenheim S&P 500 Pure Value 3.2%

Value $4.034M Shares 74,201 Share Price $54.37 Est. Cost/Share $54.12 Unrealized @ Report Date —

IVE Ishares Tr S&P 500/ Value Inde 3.0%

Value $3.738M Shares 41,177 Share Price $90.78 Est. Cost/Share $88.33 Unrealized @ Report Date +2.2%

IWM Ishares Tr Russell 2000 Index 2.5%

Value $3.135M Shares 26,327 Share Price $119.08 Est. Cost/Share $115.36 Unrealized @ Report Date +3.0%

MDY SPDR S&P MIDCAP 400 ETF TRUST 2.5%

Value $3.088M Shares 11,816 Share Price $261.34 Est. Cost/Share $245.17 Unrealized @ Report Date +6.3%

SCHD Sch US Div Equity Etf 2.3%

Value $2.811M Shares 72,997 Share Price $38.51 * Est. Cost/Share $12.11 Unrealized @ Report Date +5.3%

— POWERSHARES EMERGING MARKETS S 1.7%

Value $2.078M Shares 71,608 Share Price $29.02 Est. Cost/Share $29.02 Unrealized @ Report Date —

IJR Ishares Core S&P Small-Cap Etf 1.5%

Value $1.918M Shares 17,003 Share Price $112.80 * Est. Cost/Share $54.06 Unrealized @ Report Date +3.7%

IJH Ishares Core S&P Mid-Cap Etf 1.5%

Value $1.876M Shares 13,082 Share Price $143.40 * Est. Cost/Share $26.91 Unrealized @ Report Date +6.4%

SCHA Schwab US Small Cap ETF 1.2%

Value $1.457M Shares 26,430 Share Price $55.13 * Est. Cost/Share $13.22 Unrealized @ Report Date +3.6%

SCHM Schwab Mid Cap 1.1%

Value $1.405M Shares 34,861 Share Price $40.30 * Est. Cost/Share $12.62 Unrealized @ Report Date +6.3%

SPTL Spdr Barclays Etf 1.1%

Value $1.32M Shares 20,360 Share Price $64.83 * Est. Cost/Share $31.29 Unrealized @ Report Date +6.0%

VIG VANGUARD DIVIDEND APPRECIATION 0.7%

Value $922K Shares 11,766 Share Price $78.36 Est. Cost/Share $74.69 Unrealized @ Report Date +4.4%

LQD Ishares Iboxx $ Investop Inves 0.4%

Value $504K Shares 4,274 Share Price $117.92 Est. Cost/Share $115.97 Unrealized @ Report Date +2.8%

— Powershares Global Etf 0.3%

Value $351K Shares 17,940 Share Price $19.57 Est. Cost/Share $19.41 Unrealized @ Report Date —

SCHZ Sch US Agg Bnd Etf 0.3%

Value $349K Shares 6,766 Share Price $51.58 * Est. Cost/Share $25.49 Unrealized @ Report Date +1.8%

SCHV Schw US Lcap Val Etf 0.3%

Value $336K Shares 7,802 Share Price $43.07 * Est. Cost/Share $13.94 Unrealized @ Report Date +2.4%

EEM Ishares Tr Msci Emerging Mkts 0.2%

Value $288K Shares 6,576 Share Price $43.80 Est. Cost/Share $42.45 Unrealized @ Report Date +1.8%

IEMG Ishares Inc Core Msci Emerging 0.2%

Value $208K Shares 3,985 Share Price $52.20 Est. Cost/Share $50.77 Unrealized @ Report Date +1.8%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
MVV	PROSHARES ULTRA MIDCAP400	429,262	$30.98M	24.9%	$72.16 *	$22.05	+8.8%	Common Stock	74347R404
SSO	PROSHARES ULTRA S&P 500	195,370	$22.96M	18.5%	$117.53 *	$6.52	+11.0%	Common Stock	74347R107
DVY	Ishares Tr Dow Jones Select Di	130,720	$9.972M	8.0%	$76.29	$71.29	+8.0%	Common Stock	464287168
—	Rydex Etf TRUST Guggenheim S&P	100,613	$7.753M	6.2%	$77.06	$74.71	—	Common Stock	78355W106
PFF	Ishares Tr S&P U S Pfd Stk Ind	182,064	$7.247M	5.8%	$39.80	$39.08	+2.1%	Common Stock	464288687
EMB	Ishares Tr Jpmorgan Usd Emergi	49,419	$5.662M	4.6%	$114.57	$113.50	+1.6%	Common Stock	464288281
IVV	Ishares Core S&P 500 Etf	25,404	$5.042M	4.1%	$198.47	$189.12	+4.2%	Common Stock	464287200
TLT	Ishares Barclays 20+ Year Trea	44,280	$4.918M	4.0%	$111.07 *	$106.70	+6.4%	Common Stock	464287432
—	Guggenheim S&P 500 Pure Value	74,201	$4.034M	3.2%	$54.37	$54.12	—	Common Stock	78355W304
IVE	Ishares Tr S&P 500/ Value Inde	41,177	$3.738M	3.0%	$90.78	$88.33	+2.2%	Common Stock	464287408
IWM	Ishares Tr Russell 2000 Index	26,327	$3.135M	2.5%	$119.08	$115.36	+3.0%	Common Stock	464287655
MDY	SPDR S&P MIDCAP 400 ETF TRUST	11,816	$3.088M	2.5%	$261.34	$245.17	+6.3%	Common Stock	78467Y107
SCHD	Sch US Div Equity Etf	72,997	$2.811M	2.3%	$38.51 *	$12.11	+5.3%	Common Stock	808524797
—	POWERSHARES EMERGING MARKETS S	71,608	$2.078M	1.7%	$29.02	$29.02	—	Common Stock	73936T573
IJR	Ishares Core S&P Small-Cap Etf	17,003	$1.918M	1.5%	$112.80 *	$54.06	+3.7%	Common Stock	464287804
IJH	Ishares Core S&P Mid-Cap Etf	13,082	$1.876M	1.5%	$143.40 *	$26.91	+6.4%	Common Stock	464287507
SCHA	Schwab US Small Cap ETF	26,430	$1.457M	1.2%	$55.13 *	$13.22	+3.6%	Common Stock	808524607
SCHM	Schwab Mid Cap	34,861	$1.405M	1.1%	$40.30 *	$12.62	+6.3%	Common Stock	808524508
SPTL	Spdr Barclays Etf	20,360	$1.32M	1.1%	$64.83 *	$31.29	+6.0%	Common Stock	78464A664
VIG	VANGUARD DIVIDEND APPRECIATION	11,766	$922K	0.7%	$78.36	$74.69	+4.4%	Common Stock	921908844
LQD	Ishares Iboxx $ Investop Inves	4,274	$504K	0.4%	$117.92	$115.97	+2.8%	Common Stock	464287242
—	Powershares Global Etf	17,940	$351K	0.3%	$19.57	$19.41	—	Common Stock	73936T557
SCHZ	Sch US Agg Bnd Etf	6,766	$349K	0.3%	$51.58 *	$25.49	+1.8%	Common Stock	808524839
SCHV	Schw US Lcap Val Etf	7,802	$336K	0.3%	$43.07 *	$13.94	+2.4%	Common Stock	808524409
EEM	Ishares Tr Msci Emerging Mkts	6,576	$288K	0.2%	$43.80	$42.45	+1.8%	Common Stock	464287234
IEMG	Ishares Inc Core Msci Emerging	3,985	$208K	0.2%	$52.20	$50.77	+1.8%	Common Stock	46434G103