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 Share Price $128.31 * Est. Cost/Share $7.03 Unrealized @ Report Date +14.1%

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

Value $15.55M Shares 75,649 Share Price $205.54 Est. Cost/Share $197.68 Unrealized @ Report Date +4.0%

AGG Ishares Core Total US Bond Mar 7.7%

Value $12.23M Shares 111,111 Share Price $110.12 Est. Cost/Share $110.03 Unrealized @ Report Date +0.1%

IYR Ishares Tr Dow Jones U S Real 7.6%

Value $12.12M Shares 157,676 Share Price $76.83 Est. Cost/Share $74.78 Unrealized @ Report Date +2.8%

IEF Ishares Barclays 7-10 Year Tre 7.5%

Value $11.88M Shares 112,070 Share Price $105.99 Est. Cost/Share $104.56 Unrealized @ Report Date +1.4%

IVV Ishares Core S&P 500 Etf 6.5%

Value $10.24M Shares 49,522 Share Price $206.86 Est. Cost/Share $195.31 Unrealized @ Report Date +5.9%

DVY Ishares Tr Dow Jones Select Di 3.9%

Value $6.105M Shares 76,898 Share Price $79.39 Est. Cost/Share $71.61 Unrealized @ Report Date +10.9%

SCHX Schw US Lcap Etf 3.3%

Value $5.189M Shares 105,793 Share Price $49.05 * Est. Cost/Share $7.87 Unrealized @ Report Date +3.8%

USMV Ishares TRUST Msci Usa Minimum 2.4%

Value $3.821M Shares 94,409 Share Price $40.47 Est. Cost/Share $39.37 Unrealized @ Report Date +2.8%

— POWERSHARES S&P 500 LOW VOLITI 2.3%

Value $3.71M Shares 97,754 Share Price $37.95 Est. Cost/Share $37.95 Unrealized @ Report Date —

SCHH Sch US Reit Etf 2.2%

Value $3.547M Shares 91,070 Share Price $38.95 * Est. Cost/Share $18.73 Unrealized @ Report Date +4.0%

SCHR Sch Intm US Trsr Etf 2.2%

Value $3.429M Shares 63,984 Share Price $53.59 * Est. Cost/Share $26.67 Unrealized @ Report Date +0.5%

SCHZ Sch US Agg Bnd Etf 2.0%

Value $3.168M Shares 60,513 Share Price $52.35 * Est. Cost/Share $26.02 Unrealized @ Report Date +0.6%

— Etf Ser Solutions Alphaclone A 0.5%

Value $829K Shares 19,576 Share Price $42.35 Est. Cost/Share $42.35 Unrealized @ Report Date —

SCHD Sch US Div Equity Etf 0.5%

Value $818K Shares 20,552 Share Price $39.80 * Est. Cost/Share $12.14 Unrealized @ Report Date +9.4%

RWR SPDR DOW JONES REIT EFT 0.5%

Value $767K Shares 8,448 Share Price $90.79 Est. Cost/Share $87.64 Unrealized @ Report Date +3.7%

VGIT VANGUARD ITERM TERM GOVT BOND 0.5%

Value $730K Shares 11,332 Share Price $64.42 Est. Cost/Share $64.00 Unrealized @ Report Date +0.8%

— Rydex Etf TRUST Guggenheim S&P 0.4%

Value $598K Shares 7,477 Share Price $79.98 Est. Cost/Share $74.71 Unrealized @ Report Date —

— Guggenheim S&P 500 Pure Value 0.4%

Value $590K Shares 10,745 Share Price $54.91 Est. Cost/Share $54.91 Unrealized @ Report Date —

— Guggenheim S&P 500 Pure Growth 0.4%

Value $589K Shares 7,414 Share Price $79.44 Est. Cost/Share $79.44 Unrealized @ Report Date —

VIG VANGUARD DIVIDEND APPRECIATION 0.3%

Value $435K Shares 5,370 Share Price $81.01 Est. Cost/Share $74.73 Unrealized @ Report Date +8.6%

LQD Ishares Iboxx $ Investop Inves 0.3%

Value $401K Shares 3,359 Share Price $119.38 Est. Cost/Share $117.07 Unrealized @ Report Date +2.0%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SSO	PROSHARES ULTRA S&P 500	481,166	$61.74M	39.0%	$128.31 *	$7.03	+14.1%	Common Stock	74347R107
SPY	Spdr S&P 500 Etf TRUST Unit Se	75,649	$15.55M	9.8%	$205.54	$197.68	+4.0%	Common Stock	78462F103
AGG	Ishares Core Total US Bond Mar	111,111	$12.23M	7.7%	$110.12	$110.03	+0.1%	Common Stock	464287226
IYR	Ishares Tr Dow Jones U S Real	157,676	$12.12M	7.6%	$76.83	$74.78	+2.8%	Common Stock	464287739
IEF	Ishares Barclays 7-10 Year Tre	112,070	$11.88M	7.5%	$105.99	$104.56	+1.4%	Common Stock	464287440
IVV	Ishares Core S&P 500 Etf	49,522	$10.24M	6.5%	$206.86	$195.31	+5.9%	Common Stock	464287200
DVY	Ishares Tr Dow Jones Select Di	76,898	$6.105M	3.9%	$79.39	$71.61	+10.9%	Common Stock	464287168
SCHX	Schw US Lcap Etf	105,793	$5.189M	3.3%	$49.05 *	$7.87	+3.8%	Common Stock	808524201
USMV	Ishares TRUST Msci Usa Minimum	94,409	$3.821M	2.4%	$40.47	$39.37	+2.8%	Common Stock	46429B697
—	POWERSHARES S&P 500 LOW VOLITI	97,754	$3.71M	2.3%	$37.95	$37.95	—	Common Stock	73937B779
SCHH	Sch US Reit Etf	91,070	$3.547M	2.2%	$38.95 *	$18.73	+4.0%	Common Stock	808524847
SCHR	Sch Intm US Trsr Etf	63,984	$3.429M	2.2%	$53.59 *	$26.67	+0.5%	Common Stock	808524854
SCHZ	Sch US Agg Bnd Etf	60,513	$3.168M	2.0%	$52.35 *	$26.02	+0.6%	Common Stock	808524839
—	Etf Ser Solutions Alphaclone A	19,576	$829K	0.5%	$42.35	$42.35	—	Common Stock	26922A305
SCHD	Sch US Div Equity Etf	20,552	$818K	0.5%	$39.80 *	$12.14	+9.4%	Common Stock	808524797
RWR	SPDR DOW JONES REIT EFT	8,448	$767K	0.5%	$90.79	$87.64	+3.7%	Common Stock	78464A607
VGIT	VANGUARD ITERM TERM GOVT BOND	11,332	$730K	0.5%	$64.42	$64.00	+0.8%	Common Stock	92206C706
—	Rydex Etf TRUST Guggenheim S&P	7,477	$598K	0.4%	$79.98	$74.71	—	Common Stock	78355W106
—	Guggenheim S&P 500 Pure Value	10,745	$590K	0.4%	$54.91	$54.91	—	Common Stock	78355W304
—	Guggenheim S&P 500 Pure Growth	7,414	$589K	0.4%	$79.44	$79.44	—	Common Stock	78355W403
VIG	VANGUARD DIVIDEND APPRECIATION	5,370	$435K	0.3%	$81.01	$74.73	+8.6%	Common Stock	921908844
LQD	Ishares Iboxx $ Investop Inves	3,359	$401K	0.3%	$119.38	$117.07	+2.0%	Common Stock	464287242