Tuttle Capital Management, LLC Quant / Systematic

Location: Riverside, CT

CIK: 0001581641 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 7, 2015

Total Value: $145M (100.0% shares, 0.0% debt)

Holdings (26)

SSO PROSHARES ULTRA S&P 500 30.6%

Value $44.41M Shares 343,428 Share Price $129.30 * Est. Cost/Share $7.03 Unrealized @ Report Date +15.0%

IVV Ishares Core S&P 500 Etf 14.4%

Value $20.85M Shares 100,329 Share Price $207.83 Est. Cost/Share $201.67 Unrealized @ Report Date +3.1%

IEF ISHARES 7-10 YEAR TREASURY B 6.1%

Value $8.808M Shares 81,266 Share Price $108.38 Est. Cost/Share $104.56 Unrealized @ Report Date +3.7%

LQD Ishares Iboxx $ Investop Inves 4.9%

Value $7.062M Shares 58,028 Share Price $121.70 Est. Cost/Share $121.03 Unrealized @ Report Date +0.6%

DVY Ishares Tr Dow Jones Select Di 4.9%

Value $7.04M Shares 90,330 Share Price $77.94 Est. Cost/Share $72.73 Unrealized @ Report Date +7.2%

IYR Ishares REIT 4.5%

Value $6.584M Shares 83,007 Share Price $79.32 Est. Cost/Share $74.78 Unrealized @ Report Date +6.1%

MINT PIMCO ENHANCED SHORT MATURIT 4.4%

Value $6.432M Shares 63,590 Share Price $101.15 Est. Cost/Share $101.10 Unrealized @ Report Date +0.1%

SCHD Sch US Div Equity Etf 3.7%

Value $5.354M Shares 135,874 Share Price $39.40 * Est. Cost/Share $13.12 Unrealized @ Report Date +0.1%

— Guggenheim S&P 500 Pure Growth 2.9%

Value $4.149M Shares 49,948 Share Price $83.07 Est. Cost/Share $82.53 Unrealized @ Report Date —

— Guggenheim S&P 500 Pure Value 2.8%

Value $4.027M Shares 74,619 Share Price $53.97 Est. Cost/Share $54.10 Unrealized @ Report Date —

SCHX Schwab Large Cap 2.6%

Value $3.773M Shares 76,134 Share Price $49.56 * Est. Cost/Share $7.87 Unrealized @ Report Date +4.9%

SPY Spdr S&P 500 Etf TRUST Unit Se 2.6%

Value $3.717M Shares 18,011 Share Price $206.37 Est. Cost/Share $197.68 Unrealized @ Report Date +4.4%

— Rydex Etf TRUST Guggenheim S&P 2.5%

Value $3.594M Shares 44,353 Share Price $81.03 Est. Cost/Share $79.97 Unrealized @ Report Date —

TBF ProShares Short 20 Yr Treasury 1.9%

Value $2.776M Shares 115,721 Share Price $23.99 Est. Cost/Share $24.18 Unrealized @ Report Date -0.8%

— Etf Ser Solutions Alphaclone A 1.7%

Value $2.431M Shares 53,785 Share Price $45.20 Est. Cost/Share $44.16 Unrealized @ Report Date —

SPXL DIREXION DAILY S&P 500 BULL 1.4%

Value $2.054M Shares 23,226 Share Price $88.44 * Est. Cost/Share $22.04 Unrealized @ Report Date +0.3%

SPTL Spdr Barclays Etf 1.3%

Value $1.942M Shares 59,084 Share Price $32.87 * Est. Cost/Share $37.56 Unrealized @ Report Date +0.1%

SCHR Sch Intm US Trsr Etf 1.3%

Value $1.941M Shares 35,721 Share Price $54.34 * Est. Cost/Share $26.67 Unrealized @ Report Date +1.9%

SCHH Sch US Reit Etf 1.3%

Value $1.934M Shares 47,704 Share Price $40.54 * Est. Cost/Share $18.73 Unrealized @ Report Date +8.2%

FPX FIRST TRUST US IPO INDEX FUN 1.2%

Value $1.76M Shares 32,697 Share Price $53.83 Est. Cost/Share $51.43 Unrealized @ Report Date +4.7%

SDOG ALPS SECTOR DIVIDEND DOGS 1.1%

Value $1.658M Shares 44,709 Share Price $37.08 Est. Cost/Share $37.79 Unrealized @ Report Date -1.8%

UPRO PROSHARES ULTRAPRO S&P 500 0.7%

Value $992K Shares 7,435 Share Price $133.42 * Est. Cost/Share $11.09 Unrealized @ Report Date +0.3%

SYLD Cambria Etf TRUST Shareholder 0.5%

Value $724K Shares 22,776 Share Price $31.79 Est. Cost/Share $31.60 Unrealized @ Report Date +0.6%

VIG VANGUARD DIVIDEND APPRECIATION 0.3%

Value $487K Shares 6,061 Share Price $80.35 Est. Cost/Share $75.46 Unrealized @ Report Date +6.6%

RWR SPDR DOW JONES REIT EFT 0.2%

Value $275K Shares 2,915 Share Price $94.34 Est. Cost/Share $87.64 Unrealized @ Report Date +7.9%

VGIT VANGUARD ITERM TERM GOVT BOND 0.2%

Value $248K Shares 3,805 Share Price $65.18 Est. Cost/Share $64.00 Unrealized @ Report Date +2.2%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SSO	PROSHARES ULTRA S&P 500	343,428	$44.41M	30.6%	$129.30 *	$7.03	+15.0%	Common Stock	74347R107
IVV	Ishares Core S&P 500 Etf	100,329	$20.85M	14.4%	$207.83	$201.67	+3.1%	Common Stock	464287200
IEF	ISHARES 7-10 YEAR TREASURY B	81,266	$8.808M	6.1%	$108.38	$104.56	+3.7%	Common Stock	464287440
LQD	Ishares Iboxx $ Investop Inves	58,028	$7.062M	4.9%	$121.70	$121.03	+0.6%	Common Stock	464287242
DVY	Ishares Tr Dow Jones Select Di	90,330	$7.04M	4.9%	$77.94	$72.73	+7.2%	Common Stock	464287168
IYR	Ishares REIT	83,007	$6.584M	4.5%	$79.32	$74.78	+6.1%	Common Stock	464287739
MINT	PIMCO ENHANCED SHORT MATURIT	63,590	$6.432M	4.4%	$101.15	$101.10	+0.1%	Common Stock	72201R833
SCHD	Sch US Div Equity Etf	135,874	$5.354M	3.7%	$39.40 *	$13.12	+0.1%	Common Stock	808524797
—	Guggenheim S&P 500 Pure Growth	49,948	$4.149M	2.9%	$83.07	$82.53	—	Common Stock	78355W403
—	Guggenheim S&P 500 Pure Value	74,619	$4.027M	2.8%	$53.97	$54.10	—	Common Stock	78355W304
SCHX	Schwab Large Cap	76,134	$3.773M	2.6%	$49.56 *	$7.87	+4.9%	Common Stock	808524201
SPY	Spdr S&P 500 Etf TRUST Unit Se	18,011	$3.717M	2.6%	$206.37	$197.68	+4.4%	Common Stock	78462F103
—	Rydex Etf TRUST Guggenheim S&P	44,353	$3.594M	2.5%	$81.03	$79.97	—	Common Stock	78355W106
TBF	ProShares Short 20 Yr Treasury	115,721	$2.776M	1.9%	$23.99	$24.18	-0.8%	Common Stock	74347X849
—	Etf Ser Solutions Alphaclone A	53,785	$2.431M	1.7%	$45.20	$44.16	—	Common Stock	26922A305
SPXL	DIREXION DAILY S&P 500 BULL	23,226	$2.054M	1.4%	$88.44 *	$22.04	+0.3%	Common Stock	25459W862
SPTL	Spdr Barclays Etf	59,084	$1.942M	1.3%	$32.87 *	$37.56	+0.1%	Common Stock	78464A664
SCHR	Sch Intm US Trsr Etf	35,721	$1.941M	1.3%	$54.34 *	$26.67	+1.9%	Common Stock	808524854
SCHH	Sch US Reit Etf	47,704	$1.934M	1.3%	$40.54 *	$18.73	+8.2%	Common Stock	808524847
FPX	FIRST TRUST US IPO INDEX FUN	32,697	$1.76M	1.2%	$53.83	$51.43	+4.7%	Common Stock	336920103
SDOG	ALPS SECTOR DIVIDEND DOGS	44,709	$1.658M	1.1%	$37.08	$37.79	-1.8%	Common Stock	00162Q858
UPRO	PROSHARES ULTRAPRO S&P 500	7,435	$992K	0.7%	$133.42 *	$11.09	+0.3%	Common Stock	74347X864
SYLD	Cambria Etf TRUST Shareholder	22,776	$724K	0.5%	$31.79	$31.60	+0.6%	Common Stock	132061201
VIG	VANGUARD DIVIDEND APPRECIATION	6,061	$487K	0.3%	$80.35	$75.46	+6.6%	Common Stock	921908844
RWR	SPDR DOW JONES REIT EFT	2,915	$275K	0.2%	$94.34	$87.64	+7.9%	Common Stock	78464A607
VGIT	VANGUARD ITERM TERM GOVT BOND	3,805	$248K	0.2%	$65.18	$64.00	+2.2%	Common Stock	92206C706