Tuttle Capital Management, LLC Quant / Systematic

Location: Riverside, CT

CIK: 0001581641 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Oct 28, 2014

Total Value: $171M (100.0% shares, 0.0% debt)

Holdings (27)

SSO PROSHARES ULTRA S&P 500 32.6%

Value $55.68M Shares 473,113 Share Price $117.69 * Est. Cost/Share $7.02 Unrealized @ Report Date +4.8%

SPY Spdr S&P 500 Etf TRUST Unit Se 12.4%

Value $21.24M Shares 107,831 Share Price $197.01 Est. Cost/Share $197.68 Unrealized @ Report Date -0.3%

IVV Ishares Core S&P 500 Etf 7.9%

Value $13.47M Shares 67,968 Share Price $198.26 Est. Cost/Share $195.31 Unrealized @ Report Date +1.5%

IJJ Ishares Tr S&P Midcap 400/ Val 7.2%

Value $12.35M Shares 102,659 Share Price $120.30 * Est. Cost/Share $62.46 Unrealized @ Report Date -3.7%

DVY Ishares Tr Dow Jones Select Di 6.1%

Value $10.48M Shares 141,906 Share Price $73.86 Est. Cost/Share $71.61 Unrealized @ Report Date +3.1%

SCHX Schw US Lcap Etf 4.7%

Value $7.956M Shares 169,330 Share Price $46.99 * Est. Cost/Share $7.87 Unrealized @ Report Date -0.5%

TLT Ishares Barclays 20+ Year Trea 4.6%

Value $7.81M Shares 67,174 Share Price $116.27 Est. Cost/Share $109.55 Unrealized @ Report Date +6.1%

IEF Ishares Barclays 7-10 Year Tre 3.4%

Value $5.864M Shares 56,599 Share Price $103.61 Est. Cost/Share $103.68 Unrealized @ Report Date -0.1%

EMB Ishares Tr Jpmorgan Usd Emergi 3.4%

Value $5.727M Shares 50,751 Share Price $112.85 Est. Cost/Share $113.53 Unrealized @ Report Date -0.6%

— Rydex Etf TRUST Guggenheim S&P 2.8%

Value $4.786M Shares 63,157 Share Price $75.78 Est. Cost/Share $74.71 Unrealized @ Report Date —

IJR Ishares Core S&P Small-Cap Etf 2.8%

Value $4.771M Shares 45,744 Share Price $104.30 * Est. Cost/Share $54.28 Unrealized @ Report Date -3.9%

SCHD Sch US Div Equity Etf 1.7%

Value $2.944M Shares 76,362 Share Price $38.55 * Est. Cost/Share $12.14 Unrealized @ Report Date +5.9%

MDY SPDR S&P MIDCAP 400 ETF TRUST 1.7%

Value $2.937M Shares 11,782 Share Price $249.28 Est. Cost/Share $245.17 Unrealized @ Report Date +1.7%

— POWERSHARES EMERGING MARKETS S 1.2%

Value $2.097M Shares 73,690 Share Price $28.46 Est. Cost/Share $29.00 Unrealized @ Report Date —

SPTL Spdr Barclays Etf 1.2%

Value $2.077M Shares 30,721 Share Price $67.61 * Est. Cost/Share $32.03 Unrealized @ Report Date +5.6%

IJH Ishares Core S&P Mid-Cap Etf 1.0%

Value $1.788M Shares 13,082 Share Price $136.68 * Est. Cost/Share $26.91 Unrealized @ Report Date +1.6%

SCHA Schwab US Small Cap ETF 0.8%

Value $1.372M Shares 26,707 Share Price $51.37 * Est. Cost/Share $13.22 Unrealized @ Report Date -2.8%

SCHM Schwab Mid Cap 0.8%

Value $1.325M Shares 34,244 Share Price $38.69 * Est. Cost/Share $12.62 Unrealized @ Report Date +2.3%

SCHR Sch Intm US Trsr Etf 0.7%

Value $1.268M Shares 23,953 Share Price $52.94 * Est. Cost/Share $26.50 Unrealized @ Report Date -0.1%

VIG VANGUARD DIVIDEND APPRECIATION 0.5%

Value $916K Shares 11,907 Share Price $76.93 Est. Cost/Share $74.73 Unrealized @ Report Date +3.0%

LQD Ishares Iboxx $ Investop Inves 0.5%

Value $812K Shares 6,871 Share Price $118.18 Est. Cost/Share $117.07 Unrealized @ Report Date +1.0%

IWS iShares Russell Mid Cap 0.4%

Value $728K Shares 10,393 Share Price $70.05 Est. Cost/Share $71.71 Unrealized @ Report Date -2.4%

VGIT VANGUARD ITERM TERM GOVT BOND 0.3%

Value $511K Shares 8,019 Share Price $63.72 Est. Cost/Share $63.83 Unrealized @ Report Date -0.1%

MDYV Spdr S&P 400 Mid Cap 0.3%

Value $505K Shares 6,154 Share Price $82.06 * Est. Cost/Share $42.47 Unrealized @ Report Date -3.3%

— Powershares Dwa Momentum Portf 0.3%

Value $473K Shares 12,030 Share Price $39.32 Est. Cost/Share $39.32 Unrealized @ Report Date —

— Powershares Dwa Emerging Marke 0.3%

Value $465K Shares 24,981 Share Price $18.61 Est. Cost/Share $18.61 Unrealized @ Report Date —

SCHZ Sch US Agg Bnd Etf 0.2%

Value $368K Shares 7,121 Share Price $51.68 * Est. Cost/Share $25.51 Unrealized @ Report Date +1.5%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SSO	PROSHARES ULTRA S&P 500	473,113	$55.68M	32.6%	$117.69 *	$7.02	+4.8%	Common Stock	74347R107
SPY	Spdr S&P 500 Etf TRUST Unit Se	107,831	$21.24M	12.4%	$197.01	$197.68	-0.3%	Common Stock	78462F103
IVV	Ishares Core S&P 500 Etf	67,968	$13.47M	7.9%	$198.26	$195.31	+1.5%	Common Stock	464287200
IJJ	Ishares Tr S&P Midcap 400/ Val	102,659	$12.35M	7.2%	$120.30 *	$62.46	-3.7%	Common Stock	464287705
DVY	Ishares Tr Dow Jones Select Di	141,906	$10.48M	6.1%	$73.86	$71.61	+3.1%	Common Stock	464287168
SCHX	Schw US Lcap Etf	169,330	$7.956M	4.7%	$46.99 *	$7.87	-0.5%	Common Stock	808524201
TLT	Ishares Barclays 20+ Year Trea	67,174	$7.81M	4.6%	$116.27	$109.55	+6.1%	Common Stock	464287432
IEF	Ishares Barclays 7-10 Year Tre	56,599	$5.864M	3.4%	$103.61	$103.68	-0.1%	Common Stock	464287440
EMB	Ishares Tr Jpmorgan Usd Emergi	50,751	$5.727M	3.4%	$112.85	$113.53	-0.6%	Common Stock	464288281
—	Rydex Etf TRUST Guggenheim S&P	63,157	$4.786M	2.8%	$75.78	$74.71	—	Common Stock	78355W106
IJR	Ishares Core S&P Small-Cap Etf	45,744	$4.771M	2.8%	$104.30 *	$54.28	-3.9%	Common Stock	464287804
SCHD	Sch US Div Equity Etf	76,362	$2.944M	1.7%	$38.55 *	$12.14	+5.9%	Common Stock	808524797
MDY	SPDR S&P MIDCAP 400 ETF TRUST	11,782	$2.937M	1.7%	$249.28	$245.17	+1.7%	Common Stock	78467Y107
—	POWERSHARES EMERGING MARKETS S	73,690	$2.097M	1.2%	$28.46	$29.00	—	Common Stock	73936T573
SPTL	Spdr Barclays Etf	30,721	$2.077M	1.2%	$67.61 *	$32.03	+5.6%	Common Stock	78464A664
IJH	Ishares Core S&P Mid-Cap Etf	13,082	$1.788M	1.0%	$136.68 *	$26.91	+1.6%	Common Stock	464287507
SCHA	Schwab US Small Cap ETF	26,707	$1.372M	0.8%	$51.37 *	$13.22	-2.8%	Common Stock	808524607
SCHM	Schwab Mid Cap	34,244	$1.325M	0.8%	$38.69 *	$12.62	+2.3%	Common Stock	808524508
SCHR	Sch Intm US Trsr Etf	23,953	$1.268M	0.7%	$52.94 *	$26.50	-0.1%	Common Stock	808524854
VIG	VANGUARD DIVIDEND APPRECIATION	11,907	$916K	0.5%	$76.93	$74.73	+3.0%	Common Stock	921908844
LQD	Ishares Iboxx $ Investop Inves	6,871	$812K	0.5%	$118.18	$117.07	+1.0%	Common Stock	464287242
IWS	iShares Russell Mid Cap	10,393	$728K	0.4%	$70.05	$71.71	-2.4%	Common Stock	464287473
VGIT	VANGUARD ITERM TERM GOVT BOND	8,019	$511K	0.3%	$63.72	$63.83	-0.1%	Common Stock	92206C706
MDYV	Spdr S&P 400 Mid Cap	6,154	$505K	0.3%	$82.06 *	$42.47	-3.3%	Common Stock	78464A839
—	Powershares Dwa Momentum Portf	12,030	$473K	0.3%	$39.32	$39.32	—	Common Stock	73935X153
—	Powershares Dwa Emerging Marke	24,981	$465K	0.3%	$18.61	$18.61	—	Common Stock	73936Q207
SCHZ	Sch US Agg Bnd Etf	7,121	$368K	0.2%	$51.68 *	$25.51	+1.5%	Common Stock	808524839