Tuttle Capital Management, LLC Quant / Systematic

CIK: 0001581641 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 10, 2015

Total Value ($000): $134,777 (100.0% shares, 0.0% debt)

Holdings (19)

IVV Ishares Core S&P 500 Etf 24.4%

Value ($000) $32,929 Shares 158,911 Est. Cost $204.24 Unrealized —

— Powershares QQQ 13.5%

Value ($000) $18,216 Shares 170,132 Est. Cost $107.07 Unrealized —

TBF ProShares Short 20 Yr Treasury 13.3%

Value ($000) $17,945 Shares 684,167 Est. Cost $25.85 Unrealized —

SSO PROSHARES ULTRA S&P 500 11.7%

Value ($000) $15,801 Shares 244,868 Est. Cost $114.96 Unrealized —

SPXL DIREXION DAILY S&P 500 BULL 9.9%

Value ($000) $13,375 Shares 152,045 Est. Cost $88.04 Unrealized —

FPX FIRST TRUST US IPO INDEX FUN 8.7%

Value ($000) $11,663 Shares 213,854 Est. Cost $54.43 Unrealized —

CWB SPDR Barclays Convert Securities 7.9%

Value ($000) $10,648 Shares 223,847 Est. Cost $47.57 Unrealized —

— Rydex Etf TRUST Guggenheim S&P 1.5%

Value ($000) $1,978 Shares 24,794 Est. Cost $79.97 Unrealized —

MINT PIMCO ENHANCED SHORT MATURIT 1.5%

Value ($000) $1,959 Shares 19,377 Est. Cost $101.15 Unrealized —

— Guggenheim S&P 500 Pure Growth 1.4%

Value ($000) $1,921 Shares 23,669 Est. Cost $82.53 Unrealized —

— Guggenheim S&P 500 Pure Value 1.4%

Value ($000) $1,883 Shares 35,141 Est. Cost $54.10 Unrealized —

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

Value ($000) $1,795 Shares 8,722 Est. Cost $197.01 Unrealized —

SCHX Schwab Large Cap 0.7%

Value ($000) $995 Shares 20,176 Est. Cost $46.99 Unrealized —

— Etf Ser Solutions Alphaclone A 0.7%

Value ($000) $911 Shares 20,236 Est. Cost $44.16 Unrealized —

SYLD Cambria Etf TRUST Shareholder 0.7%

Value ($000) $888 Shares 28,397 Est. Cost $31.69 Unrealized —

IBB ISHARES NASDAQ BIOTECHNOLOGY E 0.5%

Value ($000) $662 Shares 1,795 Est. Cost $368.80 Unrealized —

EFA Ishares Tr Msci Eafe Index Fd 0.5%

Value ($000) $615 Shares 9,693 Est. Cost $63.45 Unrealized —

IEF ISHARES 7-10 YEAR TREASURY B 0.4%

Value ($000) $481 Shares 4,588 Est. Cost $104.78 Unrealized —

LQD Ishares Iboxx $ Investop Inves 0.1%

Value ($000) $112 Shares 976 Est. Cost $121.45 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IVV	Ishares Core S&P 500 Etf	158,911	$32,929	24.4%	$204.24	—	Common Stock	464287200
—	Powershares QQQ	170,132	$18,216	13.5%	$107.07	—	Common Stock	73935A104
TBF	ProShares Short 20 Yr Treasury	684,167	$17,945	13.3%	$25.85	—	Common Stock	74347X849
SSO	PROSHARES ULTRA S&P 500	244,868	$15,801	11.7%	$114.96	—	Common Stock	74347R107
SPXL	DIREXION DAILY S&P 500 BULL	152,045	$13,375	9.9%	$88.04	—	Common Stock	25459W862
FPX	FIRST TRUST US IPO INDEX FUN	213,854	$11,663	8.7%	$54.43	—	Common Stock	336920103
CWB	SPDR Barclays Convert Securities	223,847	$10,648	7.9%	$47.57	—	Common Stock	78464A359
—	Rydex Etf TRUST Guggenheim S&P	24,794	$1,978	1.5%	$79.97	—	Common Stock	78355W106
MINT	PIMCO ENHANCED SHORT MATURIT	19,377	$1,959	1.5%	$101.15	—	Common Stock	72201R833
—	Guggenheim S&P 500 Pure Growth	23,669	$1,921	1.4%	$82.53	—	Common Stock	78355W403
—	Guggenheim S&P 500 Pure Value	35,141	$1,883	1.4%	$54.10	—	Common Stock	78355W304
SPY	Spdr S&P 500 Etf TRUST Unit Se	8,722	$1,795	1.3%	$197.01	—	Common Stock	78462F103
SCHX	Schwab Large Cap	20,176	$995	0.7%	$46.99	—	Common Stock	808524201
—	Etf Ser Solutions Alphaclone A	20,236	$911	0.7%	$44.16	—	Common Stock	26922A305
SYLD	Cambria Etf TRUST Shareholder	28,397	$888	0.7%	$31.69	—	Common Stock	132061201
IBB	ISHARES NASDAQ BIOTECHNOLOGY E	1,795	$662	0.5%	$368.80	—	Common Stock	464287556
EFA	Ishares Tr Msci Eafe Index Fd	9,693	$615	0.5%	$63.45	—	Common Stock	464287465
IEF	ISHARES 7-10 YEAR TREASURY B	4,588	$481	0.4%	$104.78	—	Common Stock	464287440
LQD	Ishares Iboxx $ Investop Inves	976	$112	0.1%	$121.45	—	Common Stock	464287242