Tuttle Capital Management, LLC Quant / Systematic

CIK: 0001581641 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 12, 2016

Total Value ($000): $142,798 (100.0% shares, 0.0% debt)

Holdings (26)

SHY ISHARES 1-3 YEAR TREASURY BOND ETF 53.6%

Value ($000) $76,505 Shares 906,896 Est. Cost $84.58 Unrealized —

SPY SPDR S&P 500 ETF TRUST ETF 25.3%

Value ($000) $36,141 Shares 177,262 Est. Cost $191.88 Unrealized —

IVV Ishares Core S&P 500 Etf 4.5%

Value ($000) $6,418 Shares 31,331 Est. Cost $204.24 Unrealized —

USMV Ishares TRUST Msci Usa Minimum 4.2%

Value ($000) $5,996 Shares 143,399 Est. Cost $41.81 Unrealized —

TLT ISHARES 20+ YEAR TREASURY BOND ETF 3.3%

Value ($000) $4,665 Shares 38,683 Est. Cost $123.54 Unrealized —

TIP iShares TIPS Bond ETF 1.7%

Value ($000) $2,497 Shares 22,772 Est. Cost $110.03 Unrealized —

SCHX Schw US Lcap Etf 1.0%

Value ($000) $1,408 Shares 28,996 Est. Cost $48.35 Unrealized —

SCHF Schw Intl Eq Etf 0.8%

Value ($000) $1,174 Shares 42,624 Est. Cost $27.54 Unrealized —

— DIREXION ALL CAP INSIDER SEN 0.7%

Value ($000) $1,032 Shares 14,552 Est. Cost $70.92 Unrealized —

SCHV Schw US Lcap Val Etf 0.7%

Value ($000) $1,017 Shares 23,984 Est. Cost $42.40 Unrealized —

HEFA Ishares Currency Hedg 0.7%

Value ($000) $978 Shares 38,522 Est. Cost $25.39 Unrealized —

SCHE Schwab Emerging Markets 0.6%

Value ($000) $895 Shares 45,903 Est. Cost $19.50 Unrealized —

NEAR Ishares Short Maturity 0.5%

Value ($000) $664 Shares 13,281 Est. Cost $50.00 Unrealized —

Value ($000) $548 Shares 5,112 Est. Cost $107.20 Unrealized —

SCHM Schwab Mid Cap 0.2%

Value ($000) $344 Shares 8,586 Est. Cost $40.07 Unrealized —

MBB ISHARES MBS ETF 0.2%

Value ($000) $326 Shares 3,036 Est. Cost $107.38 Unrealized —

SCHA Schwab US Small Cap ETF 0.2%

Value ($000) $301 Shares 5,786 Est. Cost $52.02 Unrealized —

— Credit Suisse Nassau Brh Excha 0.2%

Value ($000) $277 Shares 6,724 Est. Cost $41.20 Unrealized —

EMB Ishares Tr Jpmorgan Usd Emergi 0.2%

Value ($000) $274 Shares 2,594 Est. Cost $105.63 Unrealized —

SSO PROSHARES ULTRA S&P 500 0.2%

Value ($000) $258 Shares 4,110 Est. Cost $114.96 Unrealized —

MTUM Ishares Etf 0.2%

Value ($000) $254 Shares 3,468 Est. Cost $68.20 Unrealized —

— Powershares Global Etf 0.1%

Value ($000) $199 Shares 11,438 Est. Cost $17.40 Unrealized —

— Aqua America Inc 0.1%

Value ($000) $169 Shares 5,672 Est. Cost $26.43 Unrealized —

Value ($000) $168 Shares 1,668 Est. Cost $77.50 Unrealized -5.9%

IBM Intl Business Machines 0.1%

Value ($000) $160 Shares 1,166 Est. Cost $95.35 Unrealized -8.2%

IEF ISHARES 7-10 YEAR TREASURY BOND ETF 0.1%

Value ($000) $130 Shares 1,236 Est. Cost $104.78 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SHY	ISHARES 1-3 YEAR TREASURY BOND ETF	906,896	$76,505	53.6%	$84.58	—	Common Stock	464287457
SPY	SPDR S&P 500 ETF TRUST ETF	177,262	$36,141	25.3%	$191.88	—	Common Stock	78462F103
IVV	Ishares Core S&P 500 Etf	31,331	$6,418	4.5%	$204.24	—	Common Stock	464287200
USMV	Ishares TRUST Msci Usa Minimum	143,399	$5,996	4.2%	$41.81	—	Common Stock	46429B697
TLT	ISHARES 20+ YEAR TREASURY BOND ETF	38,683	$4,665	3.3%	$123.54	—	Common Stock	464287432
TIP	iShares TIPS Bond ETF	22,772	$2,497	1.7%	$110.03	—	Common Stock	464287176
SCHX	Schw US Lcap Etf	28,996	$1,408	1.0%	$48.35	—	Common Stock	808524201
SCHF	Schw Intl Eq Etf	42,624	$1,174	0.8%	$27.54	—	Common Stock	808524805
—	DIREXION ALL CAP INSIDER SEN	14,552	$1,032	0.7%	$70.92	—	Common Stock	25459Y769
SCHV	Schw US Lcap Val Etf	23,984	$1,017	0.7%	$42.40	—	Common Stock	808524409
HEFA	Ishares Currency Hedg	38,522	$978	0.7%	$25.39	—	Common Stock	46434V803
SCHE	Schwab Emerging Markets	45,903	$895	0.6%	$19.50	—	Common Stock	808524706
NEAR	Ishares Short Maturity	13,281	$664	0.5%	$50.00	—	Common Stock	46431W507
IGIB	CIU	5,112	$548	0.4%	$107.20	—	Common Stock	464288638
SCHM	Schwab Mid Cap	8,586	$344	0.2%	$40.07	—	Common Stock	808524508
MBB	ISHARES MBS ETF	3,036	$326	0.2%	$107.38	—	Common Stock	464288588
SCHA	Schwab US Small Cap ETF	5,786	$301	0.2%	$52.02	—	Common Stock	808524607
—	Credit Suisse Nassau Brh Excha	6,724	$277	0.2%	$41.20	—	Common Stock	22542D829
EMB	Ishares Tr Jpmorgan Usd Emergi	2,594	$274	0.2%	$105.63	—	Common Stock	464288281
SSO	PROSHARES ULTRA S&P 500	4,110	$258	0.2%	$114.96	—	Common Stock	74347R107
MTUM	Ishares Etf	3,468	$254	0.2%	$68.20	—	Common Stock	46432F396
—	Powershares Global Etf	11,438	$199	0.1%	$17.40	—	Common Stock	73936T557
—	Aqua America Inc	5,672	$169	0.1%	$26.43	—	Common Stock	03836W103
GILD	GILD	1,668	$168	0.1%	$77.50	-5.9%	Common Stock	375558103
IBM	Intl Business Machines	1,166	$160	0.1%	$95.35	-8.2%	Common Stock	459200101
IEF	ISHARES 7-10 YEAR TREASURY BOND ETF	1,236	$130	0.1%	$104.78	—	Common Stock	464287440