Tuttle Capital Management, LLC Quant / Systematic

CIK: 0001581641 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 12, 2016

Total Value ($000): $54,617 (100.0% shares, 0.0% debt)

Holdings (32)

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

Value ($000) $14,225 Shares 69,121 Est. Cost $191.88 Unrealized —

DVY ISHARES SELECT DIVIDEND ETF 18.0%

Value ($000) $9,835 Shares 120,432 Est. Cost $81.66 Unrealized —

NEAR ISHARES SHORT MATURITY BOND 15.9%

Value ($000) $8,660 Shares 173,005 Est. Cost $50.05 Unrealized —

USMV Ishares TRUST Msci Usa Minimum 5.2%

Value ($000) $2,822 Shares 63,547 Est. Cost $41.81 Unrealized —

TLT ISHARES 20+ YEAR TREASURY BOND ETF 3.8%

Value ($000) $2,061 Shares 15,754 Est. Cost $123.54 Unrealized —

SCHX Schw US Lcap Etf 3.2%

Value ($000) $1,755 Shares 35,905 Est. Cost $48.45 Unrealized —

SHY Ishares Barclays 1-3 Year Trea 3.0%

Value ($000) $1,639 Shares 19,275 Est. Cost $84.58 Unrealized —

EMB Ishares Tr Jpmorgan Usd Emergi 2.6%

Value ($000) $1,445 Shares 13,045 Est. Cost $109.75 Unrealized —

— POWERSHARES S&P 500 BUYWRITE 2.4%

Value ($000) $1,334 Shares 65,930 Est. Cost $20.23 Unrealized —

SCHF Schw Intl Eq Etf 2.1%

Value ($000) $1,156 Shares 42,605 Est. Cost $27.54 Unrealized —

SCHV Schw US Lcap Val Etf 1.9%

Value ($000) $1,044 Shares 23,959 Est. Cost $42.40 Unrealized —

CWB SPDR BARCLAYS CONVERTIBLE SECURITIES ETF 1.8%

Value ($000) $980 Shares 22,750 Est. Cost $43.08 Unrealized —

IDV ISHARES INTERNATIONAL SELECT 1.7%

Value ($000) $927 Shares 31,995 Est. Cost $28.97 Unrealized —

SCHE Schwab Emerging Markets 1.7%

Value ($000) $908 Shares 45,806 Est. Cost $19.50 Unrealized —

HYG ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1.6%

Value ($000) $856 Shares 10,471 Est. Cost $81.75 Unrealized —

TIP Ishares Barclays Treas Inflati 1.1%

Value ($000) $597 Shares 5,205 Est. Cost $110.03 Unrealized —

SDOG ALPS ETF Trust Sector Dividend 1.0%

Value ($000) $530 Shares 13,697 Est. Cost $38.69 Unrealized —

GLD Spdr Gold Tr Gold Shs 0.9%

Value ($000) $510 Shares 4,223 Est. Cost $120.77 Unrealized —

VTI VANGUARD TOTAL STOCK MARKET ET 0.8%

Value ($000) $439 Shares 4,179 Est. Cost $105.05 Unrealized —

SCHM Schwab Mid Cap 0.6%

Value ($000) $351 Shares 8,573 Est. Cost $40.07 Unrealized —

MBB ISHARES MBS ETF 0.6%

Value ($000) $341 Shares 3,109 Est. Cost $107.43 Unrealized —

SCHA Schwab US Small Cap ETF 0.6%

Value ($000) $304 Shares 5,784 Est. Cost $52.02 Unrealized —

SCHD Sch US Div Equity Etf 0.5%

Value ($000) $262 Shares 6,526 Est. Cost $40.15 Unrealized —

MTUM Ishares Etf 0.5%

Value ($000) $261 Shares 3,528 Est. Cost $68.29 Unrealized —

SPTL Spdr Barclays Etf 0.4%

Value ($000) $219 Shares 2,906 Est. Cost $75.36 Unrealized —

— Powershares Global Etf 0.4%

Value ($000) $218 Shares 12,030 Est. Cost $17.43 Unrealized —

— Aqua America Inc 0.3%

Value ($000) $187 Shares 5,705 Est. Cost $26.43 Unrealized —

IBM Intl Business Machines 0.3%

Value ($000) $176 Shares 1,194 Est. Cost $95.09 Unrealized -11.6%

— STRATEGY SHARES US EQUITY ROTA 0.3%

Value ($000) $157 Shares 4,137 Est. Cost $37.95 Unrealized —

Value ($000) $143 Shares 1,668 Est. Cost $77.50 Unrealized -18.1%

— Powershares Qqq Tr Unit Ser 1 0.3%

Value ($000) $139 Shares 1,314 Est. Cost $105.78 Unrealized —

— POWERSHARES EMERGING MARKETS S 0.2%

Value ($000) $136 Shares 4,757 Est. Cost $28.59 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	Spdr S&P 500 Etf TRUST Unit Se	69,121	$14,225	26.0%	$191.88	—	Common Stock	78462F103
DVY	ISHARES SELECT DIVIDEND ETF	120,432	$9,835	18.0%	$81.66	—	Common Stock	464287168
NEAR	ISHARES SHORT MATURITY BOND	173,005	$8,660	15.9%	$50.05	—	Common Stock	46431W507
USMV	Ishares TRUST Msci Usa Minimum	63,547	$2,822	5.2%	$41.81	—	Common Stock	46429B697
TLT	ISHARES 20+ YEAR TREASURY BOND ETF	15,754	$2,061	3.8%	$123.54	—	Common Stock	464287432
SCHX	Schw US Lcap Etf	35,905	$1,755	3.2%	$48.45	—	Common Stock	808524201
SHY	Ishares Barclays 1-3 Year Trea	19,275	$1,639	3.0%	$84.58	—	Common Stock	464287457
EMB	Ishares Tr Jpmorgan Usd Emergi	13,045	$1,445	2.6%	$109.75	—	Common Stock	464288281
—	POWERSHARES S&P 500 BUYWRITE	65,930	$1,334	2.4%	$20.23	—	Common Stock	73936G308
SCHF	Schw Intl Eq Etf	42,605	$1,156	2.1%	$27.54	—	Common Stock	808524805
SCHV	Schw US Lcap Val Etf	23,959	$1,044	1.9%	$42.40	—	Common Stock	808524409
CWB	SPDR BARCLAYS CONVERTIBLE SECURITIES ETF	22,750	$980	1.8%	$43.08	—	Common Stock	78464A359
IDV	ISHARES INTERNATIONAL SELECT	31,995	$927	1.7%	$28.97	—	Common Stock	464288448
SCHE	Schwab Emerging Markets	45,806	$908	1.7%	$19.50	—	Common Stock	808524706
HYG	ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF	10,471	$856	1.6%	$81.75	—	Common Stock	464288513
TIP	Ishares Barclays Treas Inflati	5,205	$597	1.1%	$110.03	—	Common Stock	464287176
SDOG	ALPS ETF Trust Sector Dividend	13,697	$530	1.0%	$38.69	—	Common Stock	00162Q858
GLD	Spdr Gold Tr Gold Shs	4,223	$510	0.9%	$120.77	—	Common Stock	78463V107
VTI	VANGUARD TOTAL STOCK MARKET ET	4,179	$439	0.8%	$105.05	—	Common Stock	922908769
SCHM	Schwab Mid Cap	8,573	$351	0.6%	$40.07	—	Common Stock	808524508
MBB	ISHARES MBS ETF	3,109	$341	0.6%	$107.43	—	Common Stock	464288588
SCHA	Schwab US Small Cap ETF	5,784	$304	0.6%	$52.02	—	Common Stock	808524607
SCHD	Sch US Div Equity Etf	6,526	$262	0.5%	$40.15	—	Common Stock	808524797
MTUM	Ishares Etf	3,528	$261	0.5%	$68.29	—	Common Stock	46432F396
SPTL	Spdr Barclays Etf	2,906	$219	0.4%	$75.36	—	Common Stock	78464A664
—	Powershares Global Etf	12,030	$218	0.4%	$17.43	—	Common Stock	73936T557
—	Aqua America Inc	5,705	$187	0.3%	$26.43	—	Common Stock	03836W103
IBM	Intl Business Machines	1,194	$176	0.3%	$95.09	-11.6%	Common Stock	459200101
—	STRATEGY SHARES US EQUITY ROTA	4,137	$157	0.3%	$37.95	—	Common Stock	446698102
GILD	GILD	1,668	$143	0.3%	$77.50	-18.1%	Common Stock	375558103
—	Powershares Qqq Tr Unit Ser 1	1,314	$139	0.3%	$105.78	—	Common Stock	73935A104
—	POWERSHARES EMERGING MARKETS S	4,757	$136	0.2%	$28.59	—	Common Stock	73936T573