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 Est. Cost $114.73 Unrealized —

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

Value $21.24M Shares 107,831 Est. Cost $197.01 Unrealized —

IVV Ishares Core S&P 500 Etf 7.9%

Value $13.47M Shares 67,968 Est. Cost $197.05 Unrealized —

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

Value $12.35M Shares 102,659 Est. Cost $120.30 Unrealized —

DVY Ishares Tr Dow Jones Select Di 6.1%

Value $10.48M Shares 141,906 Est. Cost $73.61 Unrealized —

SCHX Schw US Lcap Etf 4.7%

Value $7.956M Shares 169,330 Est. Cost $46.99 Unrealized —

TLT Ishares Barclays 20+ Year Trea 4.6%

Value $7.81M Shares 67,174 Est. Cost $111.54 Unrealized —

IEF Ishares Barclays 7-10 Year Tre 3.4%

Value $5.864M Shares 56,599 Est. Cost $103.61 Unrealized —

EMB Ishares Tr Jpmorgan Usd Emergi 3.4%

Value $5.727M Shares 50,751 Est. Cost $114.53 Unrealized —

— Rydex Etf TRUST Guggenheim S&P 2.8%

Value $4.786M Shares 63,157 Est. Cost $74.71 Unrealized —

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

Value $4.771M Shares 45,744 Est. Cost $106.47 Unrealized —

SCHD Sch US Div Equity Etf 1.7%

Value $2.944M Shares 76,362 Est. Cost $37.25 Unrealized —

MDY SPDR S&P MIDCAP 400 ETF TRUST 1.7%

Value $2.937M Shares 11,782 Est. Cost $250.56 Unrealized —

— POWERSHARES EMERGING MARKETS S 1.2%

Value $2.097M Shares 73,690 Est. Cost $29.00 Unrealized —

SPTL Spdr Barclays Etf 1.2%

Value $2.077M Shares 30,721 Est. Cost $65.06 Unrealized —

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

Value $1.788M Shares 13,082 Est. Cost $137.47 Unrealized —

SCHA Schwab US Small Cap ETF 0.8%

Value $1.372M Shares 26,707 Est. Cost $53.57 Unrealized —

SCHM Schwab Mid Cap 0.8%

Value $1.325M Shares 34,244 Est. Cost $38.60 Unrealized —

SCHR Sch Intm US Trsr Etf 0.7%

Value $1.268M Shares 23,953 Est. Cost $52.94 Unrealized —

VIG VANGUARD DIVIDEND APPRECIATION 0.5%

Value $916K Shares 11,907 Est. Cost $76.27 Unrealized —

LQD Ishares Iboxx $ Investop Inves 0.5%

Value $812K Shares 6,871 Est. Cost $117.40 Unrealized —

IWS iShares Russell Mid Cap 0.4%

Value $728K Shares 10,393 Est. Cost $70.05 Unrealized —

VGIT VANGUARD ITERM TERM GOVT BOND 0.3%

Value $511K Shares 8,019 Est. Cost $63.72 Unrealized —

MDYV Spdr S&P 400 Mid Cap 0.3%

Value $505K Shares 6,154 Est. Cost $82.06 Unrealized —

— Powershares Dwa Momentum Portf 0.3%

Value $473K Shares 12,030 Est. Cost $39.32 Unrealized —

— Powershares Dwa Emerging Marke 0.3%

Value $465K Shares 24,981 Est. Cost $18.61 Unrealized —

SCHZ Sch US Agg Bnd Etf 0.2%

Value $368K Shares 7,121 Est. Cost $51.10 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SSO	PROSHARES ULTRA S&P 500	473,113	$55.68M	32.6%	$114.73	—	Common Stock	74347R107
SPY	Spdr S&P 500 Etf TRUST Unit Se	107,831	$21.24M	12.4%	$197.01	—	Common Stock	78462F103
IVV	Ishares Core S&P 500 Etf	67,968	$13.47M	7.9%	$197.05	—	Common Stock	464287200
IJJ	Ishares Tr S&P Midcap 400/ Val	102,659	$12.35M	7.2%	$120.30	—	Common Stock	464287705
DVY	Ishares Tr Dow Jones Select Di	141,906	$10.48M	6.1%	$73.61	—	Common Stock	464287168
SCHX	Schw US Lcap Etf	169,330	$7.956M	4.7%	$46.99	—	Common Stock	808524201
TLT	Ishares Barclays 20+ Year Trea	67,174	$7.81M	4.6%	$111.54	—	Common Stock	464287432
IEF	Ishares Barclays 7-10 Year Tre	56,599	$5.864M	3.4%	$103.61	—	Common Stock	464287440
EMB	Ishares Tr Jpmorgan Usd Emergi	50,751	$5.727M	3.4%	$114.53	—	Common Stock	464288281
—	Rydex Etf TRUST Guggenheim S&P	63,157	$4.786M	2.8%	$74.71	—	Common Stock	78355W106
IJR	Ishares Core S&P Small-Cap Etf	45,744	$4.771M	2.8%	$106.47	—	Common Stock	464287804
SCHD	Sch US Div Equity Etf	76,362	$2.944M	1.7%	$37.25	—	Common Stock	808524797
MDY	SPDR S&P MIDCAP 400 ETF TRUST	11,782	$2.937M	1.7%	$250.56	—	Common Stock	78467Y107
—	POWERSHARES EMERGING MARKETS S	73,690	$2.097M	1.2%	$29.00	—	Common Stock	73936T573
SPTL	Spdr Barclays Etf	30,721	$2.077M	1.2%	$65.06	—	Common Stock	78464A664
IJH	Ishares Core S&P Mid-Cap Etf	13,082	$1.788M	1.0%	$137.47	—	Common Stock	464287507
SCHA	Schwab US Small Cap ETF	26,707	$1.372M	0.8%	$53.57	—	Common Stock	808524607
SCHM	Schwab Mid Cap	34,244	$1.325M	0.8%	$38.60	—	Common Stock	808524508
SCHR	Sch Intm US Trsr Etf	23,953	$1.268M	0.7%	$52.94	—	Common Stock	808524854
VIG	VANGUARD DIVIDEND APPRECIATION	11,907	$916K	0.5%	$76.27	—	Common Stock	921908844
LQD	Ishares Iboxx $ Investop Inves	6,871	$812K	0.5%	$117.40	—	Common Stock	464287242
IWS	iShares Russell Mid Cap	10,393	$728K	0.4%	$70.05	—	Common Stock	464287473
VGIT	VANGUARD ITERM TERM GOVT BOND	8,019	$511K	0.3%	$63.72	—	Common Stock	92206C706
MDYV	Spdr S&P 400 Mid Cap	6,154	$505K	0.3%	$82.06	—	Common Stock	78464A839
—	Powershares Dwa Momentum Portf	12,030	$473K	0.3%	$39.32	—	Common Stock	73935X153
—	Powershares Dwa Emerging Marke	24,981	$465K	0.3%	$18.61	—	Common Stock	73936Q207
SCHZ	Sch US Agg Bnd Etf	7,121	$368K	0.2%	$51.10	—	Common Stock	808524839