Tuttle Capital Management, LLC Quant / Systematic

Location: Riverside, CT

CIK: 0001581641 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 10, 2015

Total Value: $135M (100.0% shares, 0.0% debt)

Holdings (19)

IVV Ishares Core S&P 500 Etf 24.4%

Value $32.93M Shares 158,911 Share Price $207.22 Est. Cost/Share $205.37 Unrealized @ Report Date +0.9%

— Powershares QQQ 13.5%

Value $18.22M Shares 170,132 Share Price $107.07 Est. Cost/Share $107.07 Unrealized @ Report Date —

TBF ProShares Short 20 Yr Treasury 13.3%

Value $17.95M Shares 684,167 Share Price $26.23 Est. Cost/Share $25.16 Unrealized @ Report Date +4.2%

SSO PROSHARES ULTRA S&P 500 11.7%

Value $15.8M Shares 244,868 Share Price $64.53 * Est. Cost/Share $7.03 Unrealized @ Report Date +14.8%

SPXL DIREXION DAILY S&P 500 BULL 9.9%

Value $13.38M Shares 152,045 Share Price $87.97 * Est. Cost/Share $23.07 Unrealized @ Report Date -4.7%

FPX FIRST TRUST US IPO INDEX FUN 8.7%

Value $11.66M Shares 213,854 Share Price $54.54 Est. Cost/Share $54.11 Unrealized @ Report Date +0.8%

CWB SPDR Barclays Convert Securities 7.9%

Value $10.65M Shares 223,847 Share Price $47.57 Est. Cost/Share $48.52 Unrealized @ Report Date -2.0%

— Rydex Etf TRUST Guggenheim S&P 1.5%

Value $1.978M Shares 24,794 Share Price $79.78 Est. Cost/Share $79.97 Unrealized @ Report Date —

MINT PIMCO ENHANCED SHORT MATURIT 1.5%

Value $1.959M Shares 19,377 Share Price $101.10 Est. Cost/Share $101.10 Unrealized @ Report Date +0.1%

— Guggenheim S&P 500 Pure Growth 1.4%

Value $1.921M Shares 23,669 Share Price $81.16 Est. Cost/Share $82.53 Unrealized @ Report Date —

— Guggenheim S&P 500 Pure Value 1.4%

Value $1.883M Shares 35,141 Share Price $53.58 Est. Cost/Share $54.10 Unrealized @ Report Date —

SPY Spdr S&P 500 Etf TRUST Unit Se 1.3%

Value $1.795M Shares 8,722 Share Price $205.80 Est. Cost/Share $197.68 Unrealized @ Report Date +4.1%

SCHX Schwab Large Cap 0.7%

Value $995K Shares 20,176 Share Price $49.32 * Est. Cost/Share $7.87 Unrealized @ Report Date +4.4%

— Etf Ser Solutions Alphaclone A 0.7%

Value $911K Shares 20,236 Share Price $45.02 Est. Cost/Share $44.16 Unrealized @ Report Date —

SYLD Cambria Etf TRUST Shareholder 0.7%

Value $888K Shares 28,397 Share Price $31.27 Est. Cost/Share $31.67 Unrealized @ Report Date -1.2%

IBB ISHARES NASDAQ BIOTECHNOLOGY E 0.5%

Value $662K Shares 1,795 Share Price $368.80 * Est. Cost/Share $119.71 Unrealized @ Report Date +2.7%

EFA Ishares Tr Msci Eafe Index Fd 0.5%

Value $615K Shares 9,693 Share Price $63.45 Est. Cost/Share $66.59 Unrealized @ Report Date -4.6%

IEF ISHARES 7-10 YEAR TREASURY B 0.4%

Value $481K Shares 4,588 Share Price $104.84 Est. Cost/Share $104.56 Unrealized @ Report Date +0.4%

LQD Ishares Iboxx $ Investop Inves 0.1%

Value $112K Shares 976 Share Price $114.75 Est. Cost/Share $121.03 Unrealized @ Report Date -4.4%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IVV	Ishares Core S&P 500 Etf	158,911	$32.93M	24.4%	$207.22	$205.37	+0.9%	Common Stock	464287200
—	Powershares QQQ	170,132	$18.22M	13.5%	$107.07	$107.07	—	Common Stock	73935A104
TBF	ProShares Short 20 Yr Treasury	684,167	$17.95M	13.3%	$26.23	$25.16	+4.2%	Common Stock	74347X849
SSO	PROSHARES ULTRA S&P 500	244,868	$15.8M	11.7%	$64.53 *	$7.03	+14.8%	Common Stock	74347R107
SPXL	DIREXION DAILY S&P 500 BULL	152,045	$13.38M	9.9%	$87.97 *	$23.07	-4.7%	Common Stock	25459W862
FPX	FIRST TRUST US IPO INDEX FUN	213,854	$11.66M	8.7%	$54.54	$54.11	+0.8%	Common Stock	336920103
CWB	SPDR Barclays Convert Securities	223,847	$10.65M	7.9%	$47.57	$48.52	-2.0%	Common Stock	78464A359
—	Rydex Etf TRUST Guggenheim S&P	24,794	$1.978M	1.5%	$79.78	$79.97	—	Common Stock	78355W106
MINT	PIMCO ENHANCED SHORT MATURIT	19,377	$1.959M	1.5%	$101.10	$101.10	+0.1%	Common Stock	72201R833
—	Guggenheim S&P 500 Pure Growth	23,669	$1.921M	1.4%	$81.16	$82.53	—	Common Stock	78355W403
—	Guggenheim S&P 500 Pure Value	35,141	$1.883M	1.4%	$53.58	$54.10	—	Common Stock	78355W304
SPY	Spdr S&P 500 Etf TRUST Unit Se	8,722	$1.795M	1.3%	$205.80	$197.68	+4.1%	Common Stock	78462F103
SCHX	Schwab Large Cap	20,176	$995K	0.7%	$49.32 *	$7.87	+4.4%	Common Stock	808524201
—	Etf Ser Solutions Alphaclone A	20,236	$911K	0.7%	$45.02	$44.16	—	Common Stock	26922A305
SYLD	Cambria Etf TRUST Shareholder	28,397	$888K	0.7%	$31.27	$31.67	-1.2%	Common Stock	132061201
IBB	ISHARES NASDAQ BIOTECHNOLOGY E	1,795	$662K	0.5%	$368.80 *	$119.71	+2.7%	Common Stock	464287556
EFA	Ishares Tr Msci Eafe Index Fd	9,693	$615K	0.5%	$63.45	$66.59	-4.6%	Common Stock	464287465
IEF	ISHARES 7-10 YEAR TREASURY B	4,588	$481K	0.4%	$104.84	$104.56	+0.4%	Common Stock	464287440
LQD	Ishares Iboxx $ Investop Inves	976	$112K	0.1%	$114.75	$121.03	-4.4%	Common Stock	464287242