Tuttle Capital Management, LLC Quant / Systematic

Location: Riverside, CT

CIK: 0001581641 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 12, 2016

Total Value: $143M (100.0% shares, 0.0% debt)

Holdings (26)

SHY ISHARES 1-3 YEAR TREASURY BOND ETF 53.6%

Value $76.5M Shares 906,896 Share Price $84.36 Est. Cost/Share $84.74 Unrealized @ Report Date -0.4%

SPY SPDR S&P 500 ETF TRUST ETF 25.3%

Value $36.14M Shares 177,262 Share Price $203.88 Est. Cost/Share $202.59 Unrealized @ Report Date +0.6%

IVV Ishares Core S&P 500 Etf 4.5%

Value $6.418M Shares 31,331 Share Price $204.85 Est. Cost/Share $205.37 Unrealized @ Report Date -0.2%

USMV Ishares TRUST Msci Usa Minimum 4.2%

Value $5.996M Shares 143,399 Share Price $41.81 Est. Cost/Share $41.66 Unrealized @ Report Date +0.4%

TLT ISHARES 20+ YEAR TREASURY BOND ETF 3.3%

Value $4.665M Shares 38,683 Share Price $120.60 Est. Cost/Share $121.35 Unrealized @ Report Date -0.6%

TIP iShares TIPS Bond ETF 1.7%

Value $2.497M Shares 22,772 Share Price $109.65 Est. Cost/Share $110.88 Unrealized @ Report Date -1.1%

SCHX Schw US Lcap Etf 1.0%

Value $1.408M Shares 28,996 Share Price $48.56 * Est. Cost/Share $8.12 Unrealized @ Report Date -0.3%

SCHF Schw Intl Eq Etf 0.8%

Value $1.174M Shares 42,624 Share Price $27.54 * Est. Cost/Share $14.33 Unrealized @ Report Date -3.8%

— DIREXION ALL CAP INSIDER SEN 0.7%

Value $1.032M Shares 14,552 Share Price $70.92 Est. Cost/Share $70.92 Unrealized @ Report Date —

SCHV Schw US Lcap Val Etf 0.7%

Value $1.017M Shares 23,984 Share Price $42.40 * Est. Cost/Share $14.20 Unrealized @ Report Date -0.4%

HEFA Ishares Currency Hedg 0.7%

Value $978K Shares 38,522 Share Price $25.39 Est. Cost/Share $25.99 Unrealized @ Report Date -2.3%

SCHE Schwab Emerging Markets 0.6%

Value $895K Shares 45,903 Share Price $19.50 Est. Cost/Share $20.95 Unrealized @ Report Date -6.9%

NEAR Ishares Short Maturity 0.5%

Value $664K Shares 13,281 Share Price $50.00 Est. Cost/Share $50.02 Unrealized @ Report Date -0.0%

Value $548K Shares 5,112 Share Price $107.20 * Est. Cost/Share $54.12 Unrealized @ Report Date -0.9%

SCHM Schwab Mid Cap 0.2%

Value $344K Shares 8,586 Share Price $40.07 * Est. Cost/Share $13.58 Unrealized @ Report Date -1.6%

MBB ISHARES MBS ETF 0.2%

Value $326K Shares 3,036 Share Price $107.38 Est. Cost/Share $108.83 Unrealized @ Report Date -1.0%

SCHA Schwab US Small Cap ETF 0.2%

Value $301K Shares 5,786 Share Price $52.02 * Est. Cost/Share $13.35 Unrealized @ Report Date -2.4%

— Credit Suisse Nassau Brh Excha 0.2%

Value $277K Shares 6,724 Share Price $41.20 Est. Cost/Share $41.20 Unrealized @ Report Date —

EMB Ishares Tr Jpmorgan Usd Emergi 0.2%

Value $274K Shares 2,594 Share Price $105.63 Est. Cost/Share $107.72 Unrealized @ Report Date -1.8%

SSO PROSHARES ULTRA S&P 500 0.2%

Value $258K Shares 4,110 Share Price $62.77 * Est. Cost/Share $7.03 Unrealized @ Report Date +12.0%

MTUM Ishares Etf 0.2%

Value $254K Shares 3,468 Share Price $73.24 Est. Cost/Share $71.56 Unrealized @ Report Date +2.4%

— Powershares Global Etf 0.1%

Value $199K Shares 11,438 Share Price $17.40 Est. Cost/Share $17.40 Unrealized @ Report Date —

— Aqua America Inc 0.1%

Value $169K Shares 5,672 Share Price $29.80 Est. Cost/Share $26.43 Unrealized @ Report Date —

Value $168K Shares 1,668 Share Price $100.72 * Est. Cost/Share $77.50 Unrealized @ Report Date -8.2%

IBM Intl Business Machines 0.1%

Value $160K Shares 1,166 Share Price $137.22 * Est. Cost/Share $95.35 Unrealized @ Report Date -9.8%

IEF ISHARES 7-10 YEAR TREASURY BOND ETF 0.1%

Value $130K Shares 1,236 Share Price $105.18 Est. Cost/Share $104.56 Unrealized @ Report Date +1.0%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SHY	ISHARES 1-3 YEAR TREASURY BOND ETF	906,896	$76.5M	53.6%	$84.36	$84.74	-0.4%	Common Stock	464287457
SPY	SPDR S&P 500 ETF TRUST ETF	177,262	$36.14M	25.3%	$203.88	$202.59	+0.6%	Common Stock	78462F103
IVV	Ishares Core S&P 500 Etf	31,331	$6.418M	4.5%	$204.85	$205.37	-0.2%	Common Stock	464287200
USMV	Ishares TRUST Msci Usa Minimum	143,399	$5.996M	4.2%	$41.81	$41.66	+0.4%	Common Stock	46429B697
TLT	ISHARES 20+ YEAR TREASURY BOND ETF	38,683	$4.665M	3.3%	$120.60	$121.35	-0.6%	Common Stock	464287432
TIP	iShares TIPS Bond ETF	22,772	$2.497M	1.7%	$109.65	$110.88	-1.1%	Common Stock	464287176
SCHX	Schw US Lcap Etf	28,996	$1.408M	1.0%	$48.56 *	$8.12	-0.3%	Common Stock	808524201
SCHF	Schw Intl Eq Etf	42,624	$1.174M	0.8%	$27.54 *	$14.33	-3.8%	Common Stock	808524805
—	DIREXION ALL CAP INSIDER SEN	14,552	$1.032M	0.7%	$70.92	$70.92	—	Common Stock	25459Y769
SCHV	Schw US Lcap Val Etf	23,984	$1.017M	0.7%	$42.40 *	$14.20	-0.4%	Common Stock	808524409
HEFA	Ishares Currency Hedg	38,522	$978K	0.7%	$25.39	$25.99	-2.3%	Common Stock	46434V803
SCHE	Schwab Emerging Markets	45,903	$895K	0.6%	$19.50	$20.95	-6.9%	Common Stock	808524706
NEAR	Ishares Short Maturity	13,281	$664K	0.5%	$50.00	$50.02	-0.0%	Common Stock	46431W507
IGIB	CIU	5,112	$548K	0.4%	$107.20 *	$54.12	-0.9%	Common Stock	464288638
SCHM	Schwab Mid Cap	8,586	$344K	0.2%	$40.07 *	$13.58	-1.6%	Common Stock	808524508
MBB	ISHARES MBS ETF	3,036	$326K	0.2%	$107.38	$108.83	-1.0%	Common Stock	464288588
SCHA	Schwab US Small Cap ETF	5,786	$301K	0.2%	$52.02 *	$13.35	-2.4%	Common Stock	808524607
—	Credit Suisse Nassau Brh Excha	6,724	$277K	0.2%	$41.20	$41.20	—	Common Stock	22542D829
EMB	Ishares Tr Jpmorgan Usd Emergi	2,594	$274K	0.2%	$105.63	$107.72	-1.8%	Common Stock	464288281
SSO	PROSHARES ULTRA S&P 500	4,110	$258K	0.2%	$62.77 *	$7.03	+12.0%	Common Stock	74347R107
MTUM	Ishares Etf	3,468	$254K	0.2%	$73.24	$71.56	+2.4%	Common Stock	46432F396
—	Powershares Global Etf	11,438	$199K	0.1%	$17.40	$17.40	—	Common Stock	73936T557
—	Aqua America Inc	5,672	$169K	0.1%	$29.80	$26.43	—	Common Stock	03836W103
GILD	GILD	1,668	$168K	0.1%	$100.72 *	$77.50	-8.2%	Common Stock	375558103
IBM	Intl Business Machines	1,166	$160K	0.1%	$137.22 *	$95.35	-9.8%	Common Stock	459200101
IEF	ISHARES 7-10 YEAR TREASURY BOND ETF	1,236	$130K	0.1%	$105.18	$104.56	+1.0%	Common Stock	464287440