Tuttle Capital Management, LLC Quant / Systematic

CIK: 0001581641 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 10, 2016

Total Value ($000): $109,118 (100.0% shares, 0.0% debt)

Holdings (52)

SPY SPDR S&P 500 ETF TRUST 37.3%
Value ($000) $40,687 Shares 192,947 Est. Cost $204.07 Unrealized
SHV ISHARES SHORT TREASURY BOND ETF 14.5%
Value ($000) $15,774 Shares 142,814 Est. Cost $110.45 Unrealized
IWM ISHARES RUSSELL 2000 ETF 4.7%
Value ($000) $5,159 Shares 44,876 Est. Cost $114.96 Unrealized
MTUM ISHARES EDGE MSCI USA MOMENT 4.7%
Value ($000) $5,153 Shares 67,254 Est. Cost $76.18 Unrealized
IYR ISHARES U.S. REAL ESTATE ETF 4.1%
Value ($000) $4,521 Shares 54,932 Est. Cost $82.30 Unrealized
TLT ISHARES 20+ YEAR TREASURY BOND ETF 2.7%
Value ($000) $2,971 Shares 21,057 Est. Cost $127.96 Unrealized
POWERSHARES QQQ TRUST SERIES 2.7%
Value ($000) $2,967 Shares 27,564 Est. Cost $107.55 Unrealized
USMV Ishares TRUST Msci Usa Minimum 2.6%
Value ($000) $2,814 Shares 60,045 Est. Cost $41.81 Unrealized
EMB ISHARES JP MORGAN USD EMERGING MARKETS BOND ETF 2.4%
Value ($000) $2,618 Shares 22,590 Est. Cost $112.34 Unrealized
SCHX Schw US Lcap Etf 2.1%
Value ($000) $2,253 Shares 44,400 Est. Cost $48.89 Unrealized
VELOCITYSHARES INV VIX SH-TM 1.9%
Value ($000) $2,047 Shares 78,476 Est. Cost $26.08 Unrealized
IYF ISHARES US FINANCIALS ETF 1.9%
Value ($000) $2,033 Shares 23,648 Est. Cost $85.97 Unrealized
ITB ISHARES U.S. HOME CONSTRUCTION ETF 1.7%
Value ($000) $1,850 Shares 66,898 Est. Cost $27.65 Unrealized
SHY Ishares Barclays 1-3 Year Trea 1.5%
Value ($000) $1,617 Shares 18,980 Est. Cost $84.58 Unrealized
CWB SPDR BARCLAYS CONVERTIBLE SECURITIES ETF 1.3%
Value ($000) $1,376 Shares 31,379 Est. Cost $43.29 Unrealized
PFF ISHARES US PREFERRED STOCK ETF 1.3%
Value ($000) $1,364 Shares 34,187 Est. Cost $39.90 Unrealized
HYG ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1.2%
Value ($000) $1,308 Shares 15,445 Est. Cost $82.70 Unrealized
SCHF Schw Intl Eq Etf 1.1%
Value ($000) $1,162 Shares 42,605 Est. Cost $27.54 Unrealized
SCHV Schw US Lcap Val Etf 1.0%
Value ($000) $1,090 Shares 23,959 Est. Cost $42.40 Unrealized
TBF PROSHARES SHORT 20+ TREASURY 0.9%
Value ($000) $1,003 Shares 48,668 Est. Cost $20.61 Unrealized
SCHE Schwab Emerging Markets 0.9%
Value ($000) $988 Shares 45,806 Est. Cost $19.50 Unrealized
IBB ISHARES NASDAQ BIOTECHNOLOGY 0.9%
Value ($000) $928 Shares 3,607 Est. Cost $257.28 Unrealized
GDX VANECK VECTORS GOLD MINERS ETF 0.7%
Value ($000) $733 Shares 26,460 Est. Cost $27.70 Unrealized
SDOG ALPS SECTOR DIVIDEND DOGS 0.5%
Value ($000) $563 Shares 14,110 Est. Cost $38.73 Unrealized
DEM WISDOMTREE EMERGING MARKETS 0.5%
Value ($000) $545 Shares 15,392 Est. Cost $35.41 Unrealized
GLD Spdr Gold Tr Gold Shs 0.5%
Value ($000) $510 Shares 3,948 Est. Cost $120.77 Unrealized
VTI VANGUARD TOTAL STOCK MARKET ET 0.4%
Value ($000) $416 Shares 3,805 Est. Cost $105.05 Unrealized
TIP Ishares Barclays Treas Inflati 0.4%
Value ($000) $398 Shares 3,399 Est. Cost $110.03 Unrealized
SCHM Schwab Mid Cap 0.3%
Value ($000) $368 Shares 8,573 Est. Cost $40.07 Unrealized
MBB ISHARES MBS ETF 0.3%
Value ($000) $351 Shares 3,195 Est. Cost $107.50 Unrealized
SCHA Schwab US Small Cap ETF 0.3%
Value ($000) $321 Shares 5,784 Est. Cost $52.02 Unrealized
IVV Ishares Core S&P 500 Etf 0.3%
Value ($000) $321 Shares 1,496 Est. Cost $214.57 Unrealized
POWERSHARES EMERGING MARKETS S 0.2%
Value ($000) $211 Shares 6,989 Est. Cost $29.10 Unrealized
Aqua America Inc 0.2%
Value ($000) $197 Shares 5,736 Est. Cost $26.43 Unrealized
TSN TYSON FOODS INC. CLASS A 0.2%
Value ($000) $189 Shares 2,824 Est. Cost $51.07 Unrealized 0.0%
SUNTRUST BANKS, INC. 0.2%
Value ($000) $188 Shares 4,563 Est. Cost $41.20 Unrealized
IBM Intl Business Machines 0.2%
Value ($000) $184 Shares 1,186 Est. Cost $95.09 Unrealized +0.0%
NOC NORTHROP GRUMMAN CORP. 0.2%
Value ($000) $175 Shares 788 Est. Cost $180.17 Unrealized 0.0%
AIZ ASSURANT, INC. 0.2%
Value ($000) $170 Shares 1,972 Est. Cost $69.47 Unrealized 0.0%
SPTL Spdr Barclays Etf 0.1%
Value ($000) $162 Shares 1,981 Est. Cost $75.36 Unrealized
T AT&T INC. 0.1%
Value ($000) $152 Shares 3,555 Est. Cost $15.11 Unrealized 0.0%
GILD GILD 0.1%
Value ($000) $144 Shares 1,669 Est. Cost $77.50 Unrealized -19.0%
SYY SYSCO CORP. 0.1%
Value ($000) $126 Shares 2,465 Est. Cost $37.68 Unrealized 0.0%
XOM EXXON MOBIL CORP. 0.1%
Value ($000) $125 Shares 1,336 Est. Cost $57.85 Unrealized 0.0%
PFE PFIZER, INC. 0.1%
Value ($000) $117 Shares 3,303 Est. Cost $21.05 Unrealized 0.0%
NUE NUCOR CORP. 0.1%
Value ($000) $116 Shares 2,293 Est. Cost $39.15 Unrealized 0.0%
DY DYCOM INDUSTRIES INC 0.1%
Value ($000) $116 Shares 1,257 Est. Cost $75.52 Unrealized 0.0%
BSV Vanguard Bond Index Fund 0.1%
Value ($000) $113 Shares 1,399 Est. Cost $80.77 Unrealized
BROADCOM LTD 0.1%
Value ($000) $108 Shares 693 Est. Cost $155.84 Unrealized
L-3 COMM HOLDINGS, INC. 0.1%
Value ($000) $107 Shares 723 Est. Cost $147.99 Unrealized
Powershs Exch Trad Fd Tr 0.1%
Value ($000) $106 Shares 3,644 Est. Cost $29.09 Unrealized
JNJ JOHNSON & JOHNSON 0.1%
Value ($000) $103 Shares 842 Est. Cost $87.05 Unrealized 0.0%