Tuttle Capital Management, LLC Quant / Systematic

Location: Riverside, CT

CIK: 0001581641 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Oct 28, 2015

Total Value: $140M (100.0% shares, 0.0% debt)

Holdings (23)

SPY SPDR S&P 500 ETF TRUST 25.1%

Value $34.98M Shares 182,542 Share Price $191.63 Est. Cost/Share $202.59 Unrealized @ Report Date -5.4%

TLT ISHARES 20+ YEAR TREASURY BOND ETF 22.4%

Value $31.28M Shares 253,202 Share Price $123.54 Est. Cost/Share $121.35 Unrealized @ Report Date +1.8%

SHY ISHARES 1-3 YEAR TREASURY BOND ETF 19.6%

Value $27.32M Shares 321,481 Share Price $84.99 Est. Cost/Share $84.82 Unrealized @ Report Date +0.2%

MINT PIMCO ENHANCED SHORT MATURIT 15.3%

Value $21.38M Shares 212,224 Share Price $100.75 Est. Cost/Share $101.08 Unrealized @ Report Date -0.3%

IVV Ishares Core S&P 500 Etf 7.0%

Value $9.726M Shares 50,474 Share Price $192.69 Est. Cost/Share $205.37 Unrealized @ Report Date -6.2%

EFA Ishares TRUST Msci Usa Minimum 2.4%

Value $3.317M Shares 83,784 Share Price $39.59 * Est. Cost/Share $62.30 Unrealized @ Report Date -8.0%

MTUM Ishares Etf 2.3%

Value $3.236M Shares 47,452 Share Price $68.20 Est. Cost/Share $71.56 Unrealized @ Report Date -4.7%

— POWERSHARES EMERGING MARKETS SOVEREIGN DEBT 1.0%

Value $1.437M Shares 52,394 Share Price $27.43 Est. Cost/Share $27.43 Unrealized @ Report Date —

— Guggenheim S&P 500 Pure Growth 0.9%

Value $1.297M Shares 16,764 Share Price $77.37 Est. Cost/Share $82.53 Unrealized @ Report Date —

SSO PROSHARES ULTRA S&P 500 0.9%

Value $1.205M Shares 21,675 Share Price $55.59 * Est. Cost/Share $7.03 Unrealized @ Report Date -1.1%

TIP Ishares Barclays Treas Inflati 0.7%

Value $915K Shares 8,267 Share Price $110.68 Est. Cost/Share $111.53 Unrealized @ Report Date -0.8%

IYR Ishares Tr Dow Jones U S Real 0.4%

Value $585K Shares 8,254 Share Price $70.87 Est. Cost/Share $72.85 Unrealized @ Report Date -2.6%

SPTL Spdr Barclays Etf 0.4%

Value $500K Shares 6,995 Share Price $71.48 * Est. Cost/Share $35.17 Unrealized @ Report Date +1.7%

IEF Ishares Barclays 7-10 Year Tre 0.3%

Value $482K Shares 4,477 Share Price $107.66 Est. Cost/Share $104.56 Unrealized @ Report Date +3.2%

SCHP Sch US Tips Etf 0.3%

Value $470K Shares 8,773 Share Price $53.57 * Est. Cost/Share $26.99 Unrealized @ Report Date -0.6%

SCHH Sch US Reit Etf 0.3%

Value $413K Shares 11,106 Share Price $37.19 * Est. Cost/Share $18.75 Unrealized @ Report Date -0.8%

SCHX Schw US Lcap Etf 0.1%

Value $174K Shares 3,804 Share Price $45.74 * Est. Cost/Share $7.87 Unrealized @ Report Date -3.1%

IBM Intl Business Machines 0.1%

Value $169K Shares 1,166 Share Price $144.94 * Est. Cost/Share $95.35 Unrealized @ Report Date -5.8%

GILD Gilead 0.1%

Value $166K Shares 1,697 Share Price $97.82 * Est. Cost/Share $77.50 Unrealized @ Report Date -11.3%

— Aqua America Inc 0.1%

Value $149K Shares 5,638 Share Price $26.43 Est. Cost/Share $26.43 Unrealized @ Report Date —

CWB Spdr Ser Tr Barclays Conv Secs 0.1%

Value $118K Shares 2,640 Share Price $44.70 Est. Cost/Share $48.52 Unrealized @ Report Date -7.8%

TBF Proshares Tr Short 20+ Yr Trea 0.1%

Value $114K Shares 4,679 Share Price $24.36 Est. Cost/Share $25.16 Unrealized @ Report Date -2.6%

LQD Ishares Iboxx $ Investop Inves 0.1%

Value $101K Shares 877 Share Price $115.17 Est. Cost/Share $121.03 Unrealized @ Report Date -4.1%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TRUST	182,542	$34.98M	25.1%	$191.63	$202.59	-5.4%	Common Stock	78462F103
TLT	ISHARES 20+ YEAR TREASURY BOND ETF	253,202	$31.28M	22.4%	$123.54	$121.35	+1.8%	Common Stock	464287432
SHY	ISHARES 1-3 YEAR TREASURY BOND ETF	321,481	$27.32M	19.6%	$84.99	$84.82	+0.2%	Common Stock	464287457
MINT	PIMCO ENHANCED SHORT MATURIT	212,224	$21.38M	15.3%	$100.75	$101.08	-0.3%	Common Stock	72201R833
IVV	Ishares Core S&P 500 Etf	50,474	$9.726M	7.0%	$192.69	$205.37	-6.2%	Common Stock	464287200
EFA	Ishares TRUST Msci Usa Minimum	83,784	$3.317M	2.4%	$39.59 *	$62.30	-8.0%	Common Stock	464287465
MTUM	Ishares Etf	47,452	$3.236M	2.3%	$68.20	$71.56	-4.7%	Common Stock	46432F396
—	POWERSHARES EMERGING MARKETS SOVEREIGN DEBT	52,394	$1.437M	1.0%	$27.43	$27.43	—	Common Stock	73936T573
—	Guggenheim S&P 500 Pure Growth	16,764	$1.297M	0.9%	$77.37	$82.53	—	Common Stock	78355W403
SSO	PROSHARES ULTRA S&P 500	21,675	$1.205M	0.9%	$55.59 *	$7.03	-1.1%	Common Stock	74347R107
TIP	Ishares Barclays Treas Inflati	8,267	$915K	0.7%	$110.68	$111.53	-0.8%	Common Stock	464287176
IYR	Ishares Tr Dow Jones U S Real	8,254	$585K	0.4%	$70.87	$72.85	-2.6%	Common Stock	464287739
SPTL	Spdr Barclays Etf	6,995	$500K	0.4%	$71.48 *	$35.17	+1.7%	Common Stock	78464A664
IEF	Ishares Barclays 7-10 Year Tre	4,477	$482K	0.3%	$107.66	$104.56	+3.2%	Common Stock	464287440
SCHP	Sch US Tips Etf	8,773	$470K	0.3%	$53.57 *	$26.99	-0.6%	Common Stock	808524870
SCHH	Sch US Reit Etf	11,106	$413K	0.3%	$37.19 *	$18.75	-0.8%	Common Stock	808524847
SCHX	Schw US Lcap Etf	3,804	$174K	0.1%	$45.74 *	$7.87	-3.1%	Common Stock	808524201
IBM	Intl Business Machines	1,166	$169K	0.1%	$144.94 *	$95.35	-5.8%	Common Stock	459200101
GILD	Gilead	1,697	$166K	0.1%	$97.82 *	$77.50	-11.3%	Common Stock	375558103
—	Aqua America Inc	5,638	$149K	0.1%	$26.43	$26.43	—	Common Stock	03836W103
CWB	Spdr Ser Tr Barclays Conv Secs	2,640	$118K	0.1%	$44.70	$48.52	-7.8%	Common Stock	78464A359
TBF	Proshares Tr Short 20+ Yr Trea	4,679	$114K	0.1%	$24.36	$25.16	-2.6%	Common Stock	74347X849
LQD	Ishares Iboxx $ Investop Inves	877	$101K	0.1%	$115.17	$121.03	-4.1%	Common Stock	464287242