Tuttle Capital Management, LLC Quant / Systematic

CIK: 0001581641 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $148,070 (100.0% shares, 0.0% debt)

Holdings (118)

SPY SPDR S&P 500 ETF Trust 13.0%
Value ($000) $19,312 Shares 71,191 Est. Cost $251.08 Unrealized —
SSO Proshares Ultra S&P 500 5.6%
Value ($000) $8,298 Shares 74,570 Est. Cost $111.28 Unrealized —
— IPATH S&P 500 VIX S/T FU 4.2%
Value ($000) $6,146 Shares 166,111 Est. Cost $37.00 Unrealized —
SHV ISHARES SHORT TSRY BOND 3.4%
Value ($000) $5,040 Shares 45,636 Est. Cost $110.42 Unrealized —
DIVO Amplify Yieldshares Cwpdivid & Opt Income Etf 2.7%
Value ($000) $3,981 Shares 140,285 Est. Cost $27.90 Unrealized —
QQQ Invesco QQQ Trust 2.4%
Value ($000) $3,554 Shares 20,707 Est. Cost $171.63 Unrealized —
— Proshares Short S&P 500 2.3%
Value ($000) $3,428 Shares 116,891 Est. Cost $31.07 Unrealized —
MSFT Microsoft Corp 1.9%
Value ($000) $2,805 Shares 28,448 Est. Cost $82.57 Unrealized +8.7%
ROP Roper Technologies Inc 1.6%
Value ($000) $2,311 Shares 8,379 Est. Cost $263.49 Unrealized +0.1%
GOOGL ALPHABET INC - CLASS A 1.5%
Value ($000) $2,207 Shares 1,955 Est. Cost $49.35 Unrealized +9.4%
— ACTIVISION BLIZZARD INC 1.5%
Value ($000) $2,199 Shares 28,818 Est. Cost $65.45 Unrealized —
AFL AFLAC Inc 1.5%
Value ($000) $2,183 Shares 50,749 Est. Cost $37.13 Unrealized +1.1%
AMT AMERICAN TOWER CORP. REIT 1.4%
Value ($000) $2,142 Shares 14,858 Est. Cost $114.61 Unrealized -0.7%
EA ELECTRONIC ARTS, INC. 1.4%
Value ($000) $2,109 Shares 14,958 Est. Cost $126.27 Unrealized 0.0%
MCO MOODY'S CORPORATION 1.4%
Value ($000) $2,077 Shares 12,181 Est. Cost $143.93 Unrealized +10.0%
ELV ANTHEM INC 1.4%
Value ($000) $2,057 Shares 8,645 Est. Cost $203.81 Unrealized +2.8%
ORCL ORACLE CORP. 1.4%
Value ($000) $2,057 Shares 46,698 Est. Cost $42.84 Unrealized -3.9%
TRN TRINITY INDUSTRIES INC 1.4%
Value ($000) $2,053 Shares 59,946 Est. Cost $18.47 Unrealized -1.2%
GLW CORNING, INC. 1.4%
Value ($000) $2,046 Shares 74,404 Est. Cost $22.38 Unrealized 0.0%
CE CELANESE CORP SERIES A 1.4%
Value ($000) $2,018 Shares 18,177 Est. Cost $95.32 Unrealized 0.0%
AMP AMERIPRISE FINANCIAL INC 1.4%
Value ($000) $2,017 Shares 14,422 Est. Cost $122.45 Unrealized 0.0%
BABA ALIBABA GROUP HLD 1.4%
Value ($000) $2,013 Shares 10,852 Est. Cost $183.77 Unrealized —
V VISA INC., CLASS A 1.3%
Value ($000) $1,998 Shares 15,092 Est. Cost $110.41 Unrealized +10.6%
ORLY O'REILLY AUTOMOTIVE, INC. 1.3%
Value ($000) $1,976 Shares 7,225 Est. Cost $16.92 Unrealized +2.9%
RJF RAYMOND JAMES FINANCIAL 1.3%
Value ($000) $1,974 Shares 22,095 Est. Cost $55.11 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC. 1.3%
Value ($000) $1,963 Shares 8,969 Est. Cost $187.27 Unrealized +6.6%
ADSK AUTO DESK 1.3%
Value ($000) $1,961 Shares 14,966 Est. Cost $132.48 Unrealized 0.0%
ARMK ARAMARK 1.3%
Value ($000) $1,926 Shares 51,924 Est. Cost $27.27 Unrealized -7.9%
MKL MARKEL CORP 1.3%
Value ($000) $1,908 Shares 1,760 Est. Cost $1126.93 Unrealized +0.2%
EBAY EBAY, INC. 1.3%
Value ($000) $1,900 Shares 52,419 Est. Cost $35.48 Unrealized -2.4%
SEE SEALED AIR CORP. 1.3%
Value ($000) $1,900 Shares 44,766 Est. Cost $38.26 Unrealized 0.0%
DLTR DOLLAR TREE INC 1.2%
Value ($000) $1,808 Shares 21,276 Est. Cost $98.59 Unrealized -6.5%
WFC Wells Fargo & Co 1.1%
Value ($000) $1,612 Shares 29,088 Est. Cost $43.34 Unrealized 0.0%
USB US Bancorp 1.0%
Value ($000) $1,542 Shares 30,831 Est. Cost $39.92 Unrealized -6.7%
TLT iShares Barclays 20 Yr Treasury Bond 1.0%
Value ($000) $1,502 Shares 12,348 Est. Cost $121.64 Unrealized —
CSCO CISCO SYSTEMS, INC. 0.9%
Value ($000) $1,304 Shares 30,315 Est. Cost $33.49 Unrealized +3.8%
JNJ Johnson & Johnson 0.9%
Value ($000) $1,261 Shares 10,397 Est. Cost $108.36 Unrealized -7.1%
KMX CARMAX INC. 0.8%
Value ($000) $1,255 Shares 17,234 Est. Cost $65.37 Unrealized +2.1%
META FACEBOOK INC 0.7%
Value ($000) $1,099 Shares 5,660 Est. Cost $163.66 Unrealized +9.6%
— ENCANA CORPORATION 0.7%
Value ($000) $1,032 Shares 79,120 Est. Cost $13.10 Unrealized —
— KKR & CO LP 0.7%
Value ($000) $1,022 Shares 41,147 Est. Cost $20.29 Unrealized —
SBAC SBA COMMUNICATIONS CORP 0.7%
Value ($000) $1,016 Shares 6,157 Est. Cost $153.09 Unrealized -2.6%
— Seagate Technology 0.7%
Value ($000) $1,015 Shares 17,986 Est. Cost $58.49 Unrealized —
MA MASTERCARD, INC. 0.7%
Value ($000) $1,014 Shares 5,164 Est. Cost $163.70 Unrealized +10.1%
OLN OLIN CORP 0.7%
Value ($000) $1,013 Shares 35,305 Est. Cost $27.28 Unrealized -8.1%
C CITIGROUP, INC. 0.7%
Value ($000) $1,012 Shares 15,125 Est. Cost $53.03 Unrealized 0.0%
AVGO Broadcom Inc 0.7%
Value ($000) $1,009 Shares 4,162 Est. Cost $19.73 Unrealized 0.0%
SHOP SHOPIFY INC- CLASS A 0.7%
Value ($000) $1,008 Shares 6,916 Est. Cost $12.94 Unrealized +9.3%
— LIBERTY SIRIUSXM GRP CL C 0.7%
Value ($000) $1,006 Shares 22,198 Est. Cost $40.85 Unrealized —
EOG EOG RESOURCES, INC. 0.7%
Value ($000) $1,004 Shares 8,073 Est. Cost $87.22 Unrealized 0.0%
CBRE CBRE GROUP INC 0.7%
Value ($000) $1,003 Shares 21,010 Est. Cost $42.52 Unrealized +11.2%
LNC LINCOLN NATL CORP. 0.7%
Value ($000) $997 Shares 16,017 Est. Cost $49.05 Unrealized 0.0%
— TWITTER INC 0.7%
Value ($000) $991 Shares 22,696 Est. Cost $28.98 Unrealized —
BFH ALLIANCE DATA SYSTEMS 0.7%
Value ($000) $988 Shares 4,237 Est. Cost $170.90 Unrealized -12.3%
EQT EQT CORP 0.7%
Value ($000) $987 Shares 17,889 Est. Cost $25.78 Unrealized 0.0%
— VALEANT PHARMACEUTICALS 0.7%
Value ($000) $984 Shares 42,350 Est. Cost $15.92 Unrealized —
HCA HCA HEALTHCARE INC 0.7%
Value ($000) $983 Shares 9,587 Est. Cost $94.49 Unrealized 0.0%
WDC WESTERN DIGITAL 0.6%
Value ($000) $902 Shares 11,655 Est. Cost $58.47 Unrealized 0.0%
NKE Nike Inc Class B 0.5%
Value ($000) $758 Shares 9,523 Est. Cost $63.84 Unrealized 0.0%
UNH UnitedHealth Group Inc 0.5%
Value ($000) $746 Shares 3,043 Est. Cost $212.11 Unrealized 0.0%
AAPL Apple Inc 0.5%
Value ($000) $722 Shares 3,904 Est. Cost $39.73 Unrealized +7.6%
AMZN AMAZON.COM, INC. 0.5%
Value ($000) $669 Shares 394 Est. Cost $71.51 Unrealized +11.0%
MU Micron Technology Inc 0.4%
Value ($000) $632 Shares 12,062 Est. Cost $52.77 Unrealized 0.0%
CL Colgate-Palmolive Co 0.4%
Value ($000) $626 Shares 9,661 Est. Cost $54.60 Unrealized 0.0%
ACN Accenture Ltd Cl A 0.4%
Value ($000) $599 Shares 3,665 Est. Cost $139.31 Unrealized 0.0%
SPTM SPDR Portfolio Total Stock Market 0.4%
Value ($000) $566 Shares 16,678 Est. Cost $33.94 Unrealized —
NVDA NVIDIA CORP 0.4%
Value ($000) $551 Shares 2,326 Est. Cost $5.81 Unrealized +3.5%
TJX TJX Companies Inc 0.4%
Value ($000) $525 Shares 5,521 Est. Cost $39.56 Unrealized 0.0%
LBRDK LIBERTY BROADBAND CORP 0.3%
Value ($000) $504 Shares 6,661 Est. Cost $84.30 Unrealized -15.9%
COST Costco Wholesale Corp 0.3%
Value ($000) $494 Shares 2,364 Est. Cost $177.76 Unrealized 0.0%
JPM JP Morgan Chase & Co 0.3%
Value ($000) $473 Shares 4,541 Est. Cost $89.02 Unrealized 0.0%
BDX Becton Dickinson & Co 0.3%
Value ($000) $457 Shares 1,909 Est. Cost $198.45 Unrealized 0.0%
UNP Union Pacific Corp 0.3%
Value ($000) $442 Shares 3,123 Est. Cost $117.74 Unrealized 0.0%
CNI Canadian National Railway Co 0.3%
Value ($000) $440 Shares 5,393 Est. Cost $68.93 Unrealized 0.0%
TMO Thermo Fisher Scientific Inc 0.3%
Value ($000) $430 Shares 2,080 Est. Cost $208.02 Unrealized 0.0%
LMT Lockheed Martin Corp 0.3%
Value ($000) $396 Shares 1,341 Est. Cost $262.53 Unrealized 0.0%
BBY Best Buy Inc 0.2%
Value ($000) $360 Shares 4,828 Est. Cost $55.52 Unrealized 0.0%
SPTL SPDR Portfolio Long Term Treasury 0.2%
Value ($000) $343 Shares 9,795 Est. Cost $35.02 Unrealized —
TXN TEXAS INSTRUMENTS, INC. 0.2%
Value ($000) $332 Shares 3,016 Est. Cost $87.28 Unrealized 0.0%
BK BANK OF NEW YORK MELLON 0.2%
Value ($000) $281 Shares 5,227 Est. Cost $44.56 Unrealized 0.0%
MRSH Marsh & McLennan Co Inc 0.2%
Value ($000) $276 Shares 3,369 Est. Cost $72.21 Unrealized 0.0%
ECL ECOLAB INC 0.2%
Value ($000) $269 Shares 1,918 Est. Cost $132.91 Unrealized 0.0%
SPGI S&P GLOBAL INC 0.2%
Value ($000) $265 Shares 1,300 Est. Cost $172.26 Unrealized +7.3%
BAX BAXTER INTERNATIONAL,INC. 0.2%
Value ($000) $251 Shares 3,405 Est. Cost $61.53 Unrealized 0.0%
— UNILEVER NV 0.2%
Value ($000) $245 Shares 4,400 Est. Cost $55.68 Unrealized —
SIEGY SIEMENS AG 0.2%
Value ($000) $240 Shares 3,656 Est. Cost $65.65 Unrealized —
MCD MCDONALD'S CORP. 0.2%
Value ($000) $236 Shares 1,508 Est. Cost $135.53 Unrealized 0.0%
CVS CVS Health Corp 0.2%
Value ($000) $227 Shares 3,538 Est. Cost $51.69 Unrealized 0.0%
MDT MEDTRONIC PLC 0.1%
Value ($000) $222 Shares 2,600 Est. Cost $68.53 Unrealized 0.0%
TIP iShares Barclays TIPS Bond 0.1%
Value ($000) $221 Shares 1,961 Est. Cost $112.70 Unrealized —
WM WASTE MANAGEMENT, INC. 0.1%
Value ($000) $218 Shares 2,688 Est. Cost $72.68 Unrealized 0.0%
TD TORONTO-DOMINION BANK 0.1%
Value ($000) $218 Shares 3,778 Est. Cost $57.22 Unrealized 0.0%
HAS HASBRO INC 0.1%
Value ($000) $210 Shares 2,285 Est. Cost $66.75 Unrealized 0.0%
EMB iShares JP Morgan USD Emerging Markets Bond 0.1%
Value ($000) $210 Shares 1,969 Est. Cost $106.65 Unrealized —
MMM 3M CO. 0.1%
Value ($000) $206 Shares 1,049 Est. Cost $128.47 Unrealized +1.3%
RY ROYAL BANK OF CANADA 0.1%
Value ($000) $203 Shares 2,708 Est. Cost $76.56 Unrealized 0.0%
ROK ROCKWELL AUTOMATION, INC. 0.1%
Value ($000) $182 Shares 1,100 Est. Cost $150.86 Unrealized 0.0%
SLF SUN LIFE FINANCIAL INC 0.1%
Value ($000) $182 Shares 4,538 Est. Cost $41.40 Unrealized 0.0%
TIIAY TELECOM ITALIA 0.1%
Value ($000) $179 Shares 24,434 Est. Cost $7.33 Unrealized —
PG PROCTER & GAMBLE CO. 0.1%
Value ($000) $175 Shares 2,253 Est. Cost $67.87 Unrealized -8.9%
— Icahn Enterprises LP Despositary Unit 0.1%
Value ($000) $175 Shares 2,463 Est. Cost $71.05 Unrealized —
BIIB BIOGEN INC 0.1%
Value ($000) $172 Shares 593 Est. Cost $281.15 Unrealized 0.0%
HSY THE HERSHEY COMPANY 0.1%
Value ($000) $169 Shares 1,817 Est. Cost $77.82 Unrealized 0.0%
UNM UNUM GROUP 0.1%
Value ($000) $166 Shares 4,490 Est. Cost $41.72 Unrealized 0.0%
UPS UPS, INC., CLASS B 0.1%
Value ($000) $165 Shares 1,554 Est. Cost $83.75 Unrealized 0.0%
TGT TARGET CORP. 0.1%
Value ($000) $159 Shares 2,094 Est. Cost $59.64 Unrealized 0.0%
MET METLIFE, INC. 0.1%
Value ($000) $144 Shares 3,325 Est. Cost $35.91 Unrealized 0.0%
SPHD Invesco S&P 500 High Dividend Low Volatility 0.1%
Value ($000) $135 Shares 3,291 Est. Cost $41.02 Unrealized —
— BT GROUP PLC 0.1%
Value ($000) $115 Shares 7,977 Est. Cost $14.42 Unrealized —
FNV Franco Nevada Corp 0.1%
Value ($000) $111 Shares 1,524 Est. Cost $65.75 Unrealized 0.0%
— The Carlyle Group LP 0.1%
Value ($000) $107 Shares 5,054 Est. Cost $21.17 Unrealized —
— Anheuser-Busch InBev 0.1%
Value ($000) $107 Shares 1,068 Est. Cost $100.19 Unrealized —
PSX Phillips 66 0.1%
Value ($000) $107 Shares 958 Est. Cost $83.14 Unrealized 0.0%
— Pargesa I 0.1%
Value ($000) $107 Shares 1,263 Est. Cost $84.72 Unrealized —
JMHLY Jardine Matheson Hldgs Ltd ADR 0.1%
Value ($000) $106 Shares 1,691 Est. Cost $62.68 Unrealized —
CFRUY CIE Financiere Richemont SA 0.1%
Value ($000) $106 Shares 12,659 Est. Cost $8.37 Unrealized —
AXP American Express Co 0.1%
Value ($000) $105 Shares 1,076 Est. Cost $88.59 Unrealized 0.0%
IBM International Business Machines 0.1%
Value ($000) $105 Shares 753 Est. Cost $99.95 Unrealized 0.0%