Tuttle Capital Management, LLC Quant / Systematic

Location: Riverside, CT

CIK: 0001581641 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Jan 20, 2015

Total Value: $158M (100.0% shares, 0.0% debt)

Holdings (22)

SSO PROSHARES ULTRA S&P 500 39.0%

Value $61.74M Shares 481,166 Est. Cost $114.96 Unrealized —

SPY Spdr S&P 500 Etf TRUST Unit Se 9.8%

Value $15.55M Shares 75,649 Est. Cost $197.01 Unrealized —

AGG Ishares Core Total US Bond Mar 7.7%

Value $12.23M Shares 111,111 Est. Cost $110.12 Unrealized —

IYR Ishares Tr Dow Jones U S Real 7.6%

Value $12.12M Shares 157,676 Est. Cost $76.83 Unrealized —

IEF Ishares Barclays 7-10 Year Tre 7.5%

Value $11.88M Shares 112,070 Est. Cost $104.78 Unrealized —

IVV Ishares Core S&P 500 Etf 6.5%

Value $10.24M Shares 49,522 Est. Cost $197.05 Unrealized —

DVY Ishares Tr Dow Jones Select Di 3.9%

Value $6.105M Shares 76,898 Est. Cost $73.61 Unrealized —

SCHX Schw US Lcap Etf 3.3%

Value $5.189M Shares 105,793 Est. Cost $46.99 Unrealized —

USMV Ishares TRUST Msci Usa Minimum 2.4%

Value $3.821M Shares 94,409 Est. Cost $40.47 Unrealized —

— POWERSHARES S&P 500 LOW VOLITI 2.3%

Value $3.71M Shares 97,754 Est. Cost $37.95 Unrealized —

SCHH Sch US Reit Etf 2.2%

Value $3.547M Shares 91,070 Est. Cost $38.95 Unrealized —

SCHR Sch Intm US Trsr Etf 2.2%

Value $3.429M Shares 63,984 Est. Cost $53.35 Unrealized —

SCHZ Sch US Agg Bnd Etf 2.0%

Value $3.168M Shares 60,513 Est. Cost $52.21 Unrealized —

— Etf Ser Solutions Alphaclone A 0.5%

Value $829K Shares 19,576 Est. Cost $42.35 Unrealized —

SCHD Sch US Div Equity Etf 0.5%

Value $818K Shares 20,552 Est. Cost $37.25 Unrealized —

RWR SPDR DOW JONES REIT EFT 0.5%

Value $767K Shares 8,448 Est. Cost $90.79 Unrealized —

VGIT VANGUARD ITERM TERM GOVT BOND 0.5%

Value $730K Shares 11,332 Est. Cost $63.93 Unrealized —

— Rydex Etf TRUST Guggenheim S&P 0.4%

Value $598K Shares 7,477 Est. Cost $74.71 Unrealized —

— Guggenheim S&P 500 Pure Value 0.4%

Value $590K Shares 10,745 Est. Cost $54.91 Unrealized —

— Guggenheim S&P 500 Pure Growth 0.4%

Value $589K Shares 7,414 Est. Cost $79.44 Unrealized —

VIG VANGUARD DIVIDEND APPRECIATION 0.3%

Value $435K Shares 5,370 Est. Cost $76.27 Unrealized —

LQD Ishares Iboxx $ Investop Inves 0.3%

Value $401K Shares 3,359 Est. Cost $117.40 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SSO	PROSHARES ULTRA S&P 500	481,166	$61.74M	39.0%	$114.96	—	Common Stock	74347R107
SPY	Spdr S&P 500 Etf TRUST Unit Se	75,649	$15.55M	9.8%	$197.01	—	Common Stock	78462F103
AGG	Ishares Core Total US Bond Mar	111,111	$12.23M	7.7%	$110.12	—	Common Stock	464287226
IYR	Ishares Tr Dow Jones U S Real	157,676	$12.12M	7.6%	$76.83	—	Common Stock	464287739
IEF	Ishares Barclays 7-10 Year Tre	112,070	$11.88M	7.5%	$104.78	—	Common Stock	464287440
IVV	Ishares Core S&P 500 Etf	49,522	$10.24M	6.5%	$197.05	—	Common Stock	464287200
DVY	Ishares Tr Dow Jones Select Di	76,898	$6.105M	3.9%	$73.61	—	Common Stock	464287168
SCHX	Schw US Lcap Etf	105,793	$5.189M	3.3%	$46.99	—	Common Stock	808524201
USMV	Ishares TRUST Msci Usa Minimum	94,409	$3.821M	2.4%	$40.47	—	Common Stock	46429B697
—	POWERSHARES S&P 500 LOW VOLITI	97,754	$3.71M	2.3%	$37.95	—	Common Stock	73937B779
SCHH	Sch US Reit Etf	91,070	$3.547M	2.2%	$38.95	—	Common Stock	808524847
SCHR	Sch Intm US Trsr Etf	63,984	$3.429M	2.2%	$53.35	—	Common Stock	808524854
SCHZ	Sch US Agg Bnd Etf	60,513	$3.168M	2.0%	$52.21	—	Common Stock	808524839
—	Etf Ser Solutions Alphaclone A	19,576	$829K	0.5%	$42.35	—	Common Stock	26922A305
SCHD	Sch US Div Equity Etf	20,552	$818K	0.5%	$37.25	—	Common Stock	808524797
RWR	SPDR DOW JONES REIT EFT	8,448	$767K	0.5%	$90.79	—	Common Stock	78464A607
VGIT	VANGUARD ITERM TERM GOVT BOND	11,332	$730K	0.5%	$63.93	—	Common Stock	92206C706
—	Rydex Etf TRUST Guggenheim S&P	7,477	$598K	0.4%	$74.71	—	Common Stock	78355W106
—	Guggenheim S&P 500 Pure Value	10,745	$590K	0.4%	$54.91	—	Common Stock	78355W304
—	Guggenheim S&P 500 Pure Growth	7,414	$589K	0.4%	$79.44	—	Common Stock	78355W403
VIG	VANGUARD DIVIDEND APPRECIATION	5,370	$435K	0.3%	$76.27	—	Common Stock	921908844
LQD	Ishares Iboxx $ Investop Inves	3,359	$401K	0.3%	$117.40	—	Common Stock	464287242