Tuttle Capital Management, LLC Quant / Systematic

Location: Riverside, CT

CIK: 0001581641 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 12, 2016

Total Value: $54.62M (100.0% shares, 0.0% debt)

Holdings (32)

SPY Spdr S&P 500 Etf TRUST Unit Se 26.0%

Value $14.22M Shares 69,121 Share Price $205.80 Est. Cost/Share $202.59 Unrealized @ Report Date +1.4%

DVY ISHARES SELECT DIVIDEND ETF 18.0%

Value $9.835M Shares 120,432 Share Price $81.66 Est. Cost/Share $76.32 Unrealized @ Report Date +7.0%

NEAR ISHARES SHORT MATURITY BOND 15.9%

Value $8.66M Shares 173,005 Share Price $50.06 Est. Cost/Share $50.00 Unrealized @ Report Date +0.1%

USMV Ishares TRUST Msci Usa Minimum 5.2%

Value $2.822M Shares 63,547 Share Price $44.41 Est. Cost/Share $41.66 Unrealized @ Report Date +5.4%

TLT ISHARES 20+ YEAR TREASURY BOND ETF 3.8%

Value $2.061M Shares 15,754 Share Price $130.82 Est. Cost/Share $121.35 Unrealized @ Report Date +7.6%

SCHX Schw US Lcap Etf 3.2%

Value $1.755M Shares 35,905 Share Price $48.88 * Est. Cost/Share $8.04 Unrealized @ Report Date +1.3%

SHY Ishares Barclays 1-3 Year Trea 3.0%

Value $1.639M Shares 19,275 Share Price $85.03 Est. Cost/Share $84.74 Unrealized @ Report Date +0.3%

EMB Ishares Tr Jpmorgan Usd Emergi 2.6%

Value $1.445M Shares 13,045 Share Price $110.77 Est. Cost/Share $106.78 Unrealized @ Report Date +3.3%

— POWERSHARES S&P 500 BUYWRITE 2.4%

Value $1.334M Shares 65,930 Share Price $20.23 Est. Cost/Share $20.23 Unrealized @ Report Date —

SCHF Schw Intl Eq Etf 2.1%

Value $1.156M Shares 42,605 Share Price $27.13 * Est. Cost/Share $14.33 Unrealized @ Report Date -5.4%

SCHV Schw US Lcap Val Etf 1.9%

Value $1.044M Shares 23,959 Share Price $43.57 * Est. Cost/Share $14.20 Unrealized @ Report Date +1.4%

CWB SPDR BARCLAYS CONVERTIBLE SECURITIES ETF 1.8%

Value $980K Shares 22,750 Share Price $43.08 Est. Cost/Share $41.38 Unrealized @ Report Date +4.4%

IDV ISHARES INTERNATIONAL SELECT 1.7%

Value $927K Shares 31,995 Share Price $28.97 Est. Cost/Share $27.52 Unrealized @ Report Date +5.3%

SCHE Schwab Emerging Markets 1.7%

Value $908K Shares 45,806 Share Price $19.82 * Est. Cost/Share $20.95 Unrealized @ Report Date -0.9%

HYG ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1.6%

Value $856K Shares 10,471 Share Price $81.75 Est. Cost/Share $79.39 Unrealized @ Report Date +2.9%

TIP Ishares Barclays Treas Inflati 1.1%

Value $597K Shares 5,205 Share Price $114.70 Est. Cost/Share $110.88 Unrealized @ Report Date +3.4%

SDOG ALPS ETF Trust Sector Dividend 1.0%

Value $530K Shares 13,697 Share Price $38.69 Est. Cost/Share $35.52 Unrealized @ Report Date +9.6%

GLD Spdr Gold Tr Gold Shs 0.9%

Value $510K Shares 4,223 Share Price $120.77 * Est. Cost/Share $113.33 Unrealized @ Report Date +3.8%

VTI VANGUARD TOTAL STOCK MARKET ET 0.8%

Value $439K Shares 4,179 Share Price $105.05 Est. Cost/Share $99.16 Unrealized @ Report Date +5.7%

SCHM Schwab Mid Cap 0.6%

Value $351K Shares 8,573 Share Price $40.94 * Est. Cost/Share $13.58 Unrealized @ Report Date -0.4%

MBB ISHARES MBS ETF 0.6%

Value $341K Shares 3,109 Share Price $109.68 Est. Cost/Share $108.83 Unrealized @ Report Date +0.6%

SCHA Schwab US Small Cap ETF 0.6%

Value $304K Shares 5,784 Share Price $52.56 * Est. Cost/Share $13.35 Unrealized @ Report Date -2.5%

SCHD Sch US Div Equity Etf 0.5%

Value $262K Shares 6,526 Share Price $40.15 * Est. Cost/Share $12.68 Unrealized @ Report Date +5.4%

MTUM Ishares Etf 0.5%

Value $261K Shares 3,528 Share Price $73.98 Est. Cost/Share $71.54 Unrealized @ Report Date +2.2%

SPTL Spdr Barclays Etf 0.4%

Value $219K Shares 2,906 Share Price $75.36 * Est. Cost/Share $36.98 Unrealized @ Report Date +1.9%

— Powershares Global Etf 0.4%

Value $218K Shares 12,030 Share Price $18.12 Est. Cost/Share $17.43 Unrealized @ Report Date —

— Aqua America Inc 0.3%

Value $187K Shares 5,705 Share Price $32.78 Est. Cost/Share $26.43 Unrealized @ Report Date —

IBM Intl Business Machines 0.3%

Value $176K Shares 1,194 Share Price $147.40 * Est. Cost/Share $95.09 Unrealized @ Report Date +0.6%

— STRATEGY SHARES US EQUITY ROTA 0.3%

Value $157K Shares 4,137 Share Price $37.95 Est. Cost/Share $37.95 Unrealized @ Report Date —

Value $143K Shares 1,668 Share Price $85.73 * Est. Cost/Share $77.50 Unrealized @ Report Date -16.3%

— Powershares Qqq Tr Unit Ser 1 0.3%

Value $139K Shares 1,314 Share Price $105.78 Est. Cost/Share $105.78 Unrealized @ Report Date —

— POWERSHARES EMERGING MARKETS S 0.2%

Value $136K Shares 4,757 Share Price $28.59 Est. Cost/Share $28.59 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	Spdr S&P 500 Etf TRUST Unit Se	69,121	$14.22M	26.0%	$205.80	$202.59	+1.4%	Common Stock	78462F103
DVY	ISHARES SELECT DIVIDEND ETF	120,432	$9.835M	18.0%	$81.66	$76.32	+7.0%	Common Stock	464287168
NEAR	ISHARES SHORT MATURITY BOND	173,005	$8.66M	15.9%	$50.06	$50.00	+0.1%	Common Stock	46431W507
USMV	Ishares TRUST Msci Usa Minimum	63,547	$2.822M	5.2%	$44.41	$41.66	+5.4%	Common Stock	46429B697
TLT	ISHARES 20+ YEAR TREASURY BOND ETF	15,754	$2.061M	3.8%	$130.82	$121.35	+7.6%	Common Stock	464287432
SCHX	Schw US Lcap Etf	35,905	$1.755M	3.2%	$48.88 *	$8.04	+1.3%	Common Stock	808524201
SHY	Ishares Barclays 1-3 Year Trea	19,275	$1.639M	3.0%	$85.03	$84.74	+0.3%	Common Stock	464287457
EMB	Ishares Tr Jpmorgan Usd Emergi	13,045	$1.445M	2.6%	$110.77	$106.78	+3.3%	Common Stock	464288281
—	POWERSHARES S&P 500 BUYWRITE	65,930	$1.334M	2.4%	$20.23	$20.23	—	Common Stock	73936G308
SCHF	Schw Intl Eq Etf	42,605	$1.156M	2.1%	$27.13 *	$14.33	-5.4%	Common Stock	808524805
SCHV	Schw US Lcap Val Etf	23,959	$1.044M	1.9%	$43.57 *	$14.20	+1.4%	Common Stock	808524409
CWB	SPDR BARCLAYS CONVERTIBLE SECURITIES ETF	22,750	$980K	1.8%	$43.08	$41.38	+4.4%	Common Stock	78464A359
IDV	ISHARES INTERNATIONAL SELECT	31,995	$927K	1.7%	$28.97	$27.52	+5.3%	Common Stock	464288448
SCHE	Schwab Emerging Markets	45,806	$908K	1.7%	$19.82 *	$20.95	-0.9%	Common Stock	808524706
HYG	ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF	10,471	$856K	1.6%	$81.75	$79.39	+2.9%	Common Stock	464288513
TIP	Ishares Barclays Treas Inflati	5,205	$597K	1.1%	$114.70	$110.88	+3.4%	Common Stock	464287176
SDOG	ALPS ETF Trust Sector Dividend	13,697	$530K	1.0%	$38.69	$35.52	+9.6%	Common Stock	00162Q858
GLD	Spdr Gold Tr Gold Shs	4,223	$510K	0.9%	$120.77 *	$113.33	+3.8%	Common Stock	78463V107
VTI	VANGUARD TOTAL STOCK MARKET ET	4,179	$439K	0.8%	$105.05	$99.16	+5.7%	Common Stock	922908769
SCHM	Schwab Mid Cap	8,573	$351K	0.6%	$40.94 *	$13.58	-0.4%	Common Stock	808524508
MBB	ISHARES MBS ETF	3,109	$341K	0.6%	$109.68	$108.83	+0.6%	Common Stock	464288588
SCHA	Schwab US Small Cap ETF	5,784	$304K	0.6%	$52.56 *	$13.35	-2.5%	Common Stock	808524607
SCHD	Sch US Div Equity Etf	6,526	$262K	0.5%	$40.15 *	$12.68	+5.4%	Common Stock	808524797
MTUM	Ishares Etf	3,528	$261K	0.5%	$73.98	$71.54	+2.2%	Common Stock	46432F396
SPTL	Spdr Barclays Etf	2,906	$219K	0.4%	$75.36 *	$36.98	+1.9%	Common Stock	78464A664
—	Powershares Global Etf	12,030	$218K	0.4%	$18.12	$17.43	—	Common Stock	73936T557
—	Aqua America Inc	5,705	$187K	0.3%	$32.78	$26.43	—	Common Stock	03836W103
IBM	Intl Business Machines	1,194	$176K	0.3%	$147.40 *	$95.09	+0.6%	Common Stock	459200101
—	STRATEGY SHARES US EQUITY ROTA	4,137	$157K	0.3%	$37.95	$37.95	—	Common Stock	446698102
GILD	GILD	1,668	$143K	0.3%	$85.73 *	$77.50	-16.3%	Common Stock	375558103
—	Powershares Qqq Tr Unit Ser 1	1,314	$139K	0.3%	$105.78	$105.78	—	Common Stock	73935A104
—	POWERSHARES EMERGING MARKETS S	4,757	$136K	0.2%	$28.59	$28.59	—	Common Stock	73936T573