Tuttle Capital Management, LLC Quant / Systematic

CIK: 0001581641 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Oct 28, 2015

Total Value ($000): $139,537 (100.0% shares, 0.0% debt)

Holdings (23)

SPY SPDR S&P 500 ETF TRUST 25.1%

Value ($000) $34,980 Shares 182,542 Est. Cost $191.88 Unrealized —

TLT ISHARES 20+ YEAR TREASURY BOND ETF 22.4%

Value ($000) $31,280 Shares 253,202 Est. Cost $123.54 Unrealized —

SHY ISHARES 1-3 YEAR TREASURY BOND ETF 19.6%

Value ($000) $27,322 Shares 321,481 Est. Cost $84.99 Unrealized —

MINT PIMCO ENHANCED SHORT MATURIT 15.3%

Value ($000) $21,381 Shares 212,224 Est. Cost $100.78 Unrealized —

IVV Ishares Core S&P 500 Etf 7.0%

Value ($000) $9,726 Shares 50,474 Est. Cost $204.24 Unrealized —

EFA Ishares TRUST Msci Usa Minimum 2.4%

Value ($000) $3,317 Shares 83,784 Est. Cost $42.35 Unrealized —

MTUM Ishares Etf 2.3%

Value ($000) $3,236 Shares 47,452 Est. Cost $68.20 Unrealized —

— POWERSHARES EMERGING MARKETS SOVEREIGN DEBT 1.0%

Value ($000) $1,437 Shares 52,394 Est. Cost $27.43 Unrealized —

— Guggenheim S&P 500 Pure Growth 0.9%

Value ($000) $1,297 Shares 16,764 Est. Cost $82.53 Unrealized —

SSO PROSHARES ULTRA S&P 500 0.9%

Value ($000) $1,205 Shares 21,675 Est. Cost $114.96 Unrealized —

TIP Ishares Barclays Treas Inflati 0.7%

Value ($000) $915 Shares 8,267 Est. Cost $110.68 Unrealized —

IYR Ishares Tr Dow Jones U S Real 0.4%

Value ($000) $585 Shares 8,254 Est. Cost $70.87 Unrealized —

SPTL Spdr Barclays Etf 0.4%

Value ($000) $500 Shares 6,995 Est. Cost $71.48 Unrealized —

IEF Ishares Barclays 7-10 Year Tre 0.3%

Value ($000) $482 Shares 4,477 Est. Cost $104.78 Unrealized —

SCHP Sch US Tips Etf 0.3%

Value ($000) $470 Shares 8,773 Est. Cost $53.57 Unrealized —

SCHH Sch US Reit Etf 0.3%

Value ($000) $413 Shares 11,106 Est. Cost $37.19 Unrealized —

SCHX Schw US Lcap Etf 0.1%

Value ($000) $174 Shares 3,804 Est. Cost $46.99 Unrealized —

IBM Intl Business Machines 0.1%

Value ($000) $169 Shares 1,166 Est. Cost $95.35 Unrealized 0.0%

GILD Gilead 0.1%

Value ($000) $166 Shares 1,697 Est. Cost $77.50 Unrealized 0.0%

— Aqua America Inc 0.1%

Value ($000) $149 Shares 5,638 Est. Cost $26.43 Unrealized —

CWB Spdr Ser Tr Barclays Conv Secs 0.1%

Value ($000) $118 Shares 2,640 Est. Cost $47.57 Unrealized —

TBF Proshares Tr Short 20+ Yr Trea 0.1%

Value ($000) $114 Shares 4,679 Est. Cost $25.85 Unrealized —

LQD Ishares Iboxx $ Investop Inves 0.1%

Value ($000) $101 Shares 877 Est. Cost $121.45 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TRUST	182,542	$34,980	25.1%	$191.88	—	Common Stock	78462F103
TLT	ISHARES 20+ YEAR TREASURY BOND ETF	253,202	$31,280	22.4%	$123.54	—	Common Stock	464287432
SHY	ISHARES 1-3 YEAR TREASURY BOND ETF	321,481	$27,322	19.6%	$84.99	—	Common Stock	464287457
MINT	PIMCO ENHANCED SHORT MATURIT	212,224	$21,381	15.3%	$100.78	—	Common Stock	72201R833
IVV	Ishares Core S&P 500 Etf	50,474	$9,726	7.0%	$204.24	—	Common Stock	464287200
EFA	Ishares TRUST Msci Usa Minimum	83,784	$3,317	2.4%	$42.35	—	Common Stock	464287465
MTUM	Ishares Etf	47,452	$3,236	2.3%	$68.20	—	Common Stock	46432F396
—	POWERSHARES EMERGING MARKETS SOVEREIGN DEBT	52,394	$1,437	1.0%	$27.43	—	Common Stock	73936T573
—	Guggenheim S&P 500 Pure Growth	16,764	$1,297	0.9%	$82.53	—	Common Stock	78355W403
SSO	PROSHARES ULTRA S&P 500	21,675	$1,205	0.9%	$114.96	—	Common Stock	74347R107
TIP	Ishares Barclays Treas Inflati	8,267	$915	0.7%	$110.68	—	Common Stock	464287176
IYR	Ishares Tr Dow Jones U S Real	8,254	$585	0.4%	$70.87	—	Common Stock	464287739
SPTL	Spdr Barclays Etf	6,995	$500	0.4%	$71.48	—	Common Stock	78464A664
IEF	Ishares Barclays 7-10 Year Tre	4,477	$482	0.3%	$104.78	—	Common Stock	464287440
SCHP	Sch US Tips Etf	8,773	$470	0.3%	$53.57	—	Common Stock	808524870
SCHH	Sch US Reit Etf	11,106	$413	0.3%	$37.19	—	Common Stock	808524847
SCHX	Schw US Lcap Etf	3,804	$174	0.1%	$46.99	—	Common Stock	808524201
IBM	Intl Business Machines	1,166	$169	0.1%	$95.35	0.0%	Common Stock	459200101
GILD	Gilead	1,697	$166	0.1%	$77.50	0.0%	Common Stock	375558103
—	Aqua America Inc	5,638	$149	0.1%	$26.43	—	Common Stock	03836W103
CWB	Spdr Ser Tr Barclays Conv Secs	2,640	$118	0.1%	$47.57	—	Common Stock	78464A359
TBF	Proshares Tr Short 20+ Yr Trea	4,679	$114	0.1%	$25.85	—	Common Stock	74347X849
LQD	Ishares Iboxx $ Investop Inves	877	$101	0.1%	$121.45	—	Common Stock	464287242