Tuttle Capital Management, LLC Quant / Systematic

CIK: 0001581641 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 14, 2018

Total Value ($000): $526,323 (100.0% shares, 0.0% debt)

Holdings (127)

SPY SPDR S&P 500 ETF TRUST 9.9%
Value ($000) $52,250 Shares 179,735 Est. Cost $275.01 Unrealized
QQQ INVESCO QQQ TRUST S1 7.6%
Value ($000) $39,792 Shares 214,191 Est. Cost $184.41 Unrealized
SSO ProShares Ultra S&P500 5.4%
Value ($000) $28,160 Shares 220,836 Est. Cost $122.03 Unrealized
SHV iShares Short Treasury Bond ETF 3.7%
Value ($000) $19,423 Shares 175,879 Est. Cost $110.43 Unrealized
MSFT Microsoft Corp 2.6%
Value ($000) $13,870 Shares 121,300 Est. Cost $96.53 Unrealized +4.4%
AAPL Apple Inc 2.4%
Value ($000) $12,861 Shares 105,222 Est. Cost $48.92 Unrealized +0.7%
ROP Roper Technologies Inc 1.8%
Value ($000) $9,566 Shares 32,300 Est. Cost $277.49 Unrealized +1.8%
BRK/B Berkshire Hathaway Inc 1.8%
Value ($000) $9,526 Shares 44,500 Est. Cost $205.18 Unrealized 0.0%
AMZN Amazon.com Inc 1.8%
Value ($000) $9,443 Shares 4,715 Est. Cost $92.15 Unrealized +2.0%
Athene Holding Ltd 1.8%
Value ($000) $9,220 Shares 178,500 Est. Cost $51.65 Unrealized
CWB SPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETF 1.6%
Value ($000) $8,522 Shares 158,003 Est. Cost $53.94 Unrealized
TIP iShares Barclays TIPS Bond 1.6%
Value ($000) $8,317 Shares 75,199 Est. Cost $110.65 Unrealized
UBIQUITI NETWORKS INC 1.5%
Value ($000) $7,790 Shares 78,800 Est. Cost $98.86 Unrealized
AMT AMERICAN TOWER CORP. REIT 1.5%
Value ($000) $7,727 Shares 53,188 Est. Cost $119.06 Unrealized +1.5%
ZBH ZIMMER BIOMET HOLDINGS 1.4%
Value ($000) $7,428 Shares 56,500 Est. Cost $111.94 Unrealized 0.0%
ORLY O'REILLY AUTOMOTIVE, INC. 1.4%
Value ($000) $7,426 Shares 21,383 Est. Cost $19.79 Unrealized +7.4%
TDG TRANSDIGM GROUP INC 1.4%
Value ($000) $7,334 Shares 19,700 Est. Cost $267.24 Unrealized 0.0%
ELV Anthem Inc 1.4%
Value ($000) $7,280 Shares 26,571 Est. Cost $225.20 Unrealized +4.6%
CACC CREDIT ACCEPTANCE CORP 1.4%
Value ($000) $7,204 Shares 16,445 Est. Cost $419.51 Unrealized 0.0%
V VISA INC., CLASS A 1.2%
Value ($000) $6,467 Shares 43,100 Est. Cost $126.44 Unrealized +6.8%
LIBERTY MEDIA CORP 1.2%
Value ($000) $6,369 Shares 171,259 Est. Cost $37.19 Unrealized
HCA HCA Healthcare Inc 1.1%
Value ($000) $5,759 Shares 41,404 Est. Cost $111.49 Unrealized +4.6%
UAL UNITED CONTINENTAL HLDGS 1.0%
Value ($000) $5,494 Shares 61,700 Est. Cost $82.48 Unrealized 0.0%
UNITED TECHNOLOGIES CORP 1.0%
Value ($000) $5,371 Shares 38,423 Est. Cost $139.79 Unrealized
ARCONIC INC 1.0%
Value ($000) $5,005 Shares 227,400 Est. Cost $22.01 Unrealized
MA MASTERCARD, INC. 0.9%
Value ($000) $4,986 Shares 22,400 Est. Cost $191.89 Unrealized +4.4%
A AGILENT TECHNOLOGIES INC 0.9%
Value ($000) $4,949 Shares 70,170 Est. Cost $62.73 Unrealized 0.0%
LBRDK LIBERTY BROADBAND CORP 0.9%
Value ($000) $4,933 Shares 58,527 Est. Cost $75.74 Unrealized -1.5%
TMO THERMO FISHER SCIENTIFIC. 0.9%
Value ($000) $4,904 Shares 20,100 Est. Cost $223.80 Unrealized +0.8%
FIRST DATA CORP 0.9%
Value ($000) $4,888 Shares 199,787 Est. Cost $24.47 Unrealized
MKL MARKEL CORP 0.9%
Value ($000) $4,887 Shares 4,112 Est. Cost $1155.46 Unrealized +1.8%
AER AERCAP HOLDINGS NV 0.9%
Value ($000) $4,883 Shares 84,900 Est. Cost $55.60 Unrealized 0.0%
KKR KKR & CO INC 0.9%
Value ($000) $4,852 Shares 177,950 Est. Cost $24.47 Unrealized 0.0%
WALGREENS BOOTS ALLIANCE 0.9%
Value ($000) $4,827 Shares 66,215 Est. Cost $72.90 Unrealized
GLW CORNING, INC. 0.9%
Value ($000) $4,821 Shares 136,600 Est. Cost $24.25 Unrealized +9.2%
AFL AFLAC INC 0.9%
Value ($000) $4,810 Shares 102,200 Est. Cost $37.81 Unrealized +1.8%
JCI JOHNSON CONTROLS INTL 0.9%
Value ($000) $4,746 Shares 135,605 Est. Cost $31.29 Unrealized 0.0%
PINNACLE FOODS INC 0.9%
Value ($000) $4,737 Shares 73,100 Est. Cost $64.80 Unrealized
EMB iShares JP Morgan USD Emerging Markets Bond 0.8%
Value ($000) $4,304 Shares 39,936 Est. Cost $107.72 Unrealized
XLU SPDR Utilities Select Sector 0.8%
Value ($000) $4,262 Shares 80,984 Est. Cost $52.63 Unrealized
SDY SPDR S&P Dividend 0.8%
Value ($000) $4,216 Shares 43,065 Est. Cost $97.90 Unrealized
LUV Southwest Airlines Co 0.8%
Value ($000) $4,146 Shares 66,400 Est. Cost $53.25 Unrealized 0.0%
JPMORGAN CHASE AND CO ALERIAN 0.8%
Value ($000) $4,062 Shares 147,925 Est. Cost $27.46 Unrealized
NRG NRG Energy Inc 0.7%
Value ($000) $3,563 Shares 95,300 Est. Cost $27.85 Unrealized 0.0%
MOS Mosaic Co/The 0.7%
Value ($000) $3,432 Shares 105,700 Est. Cost $26.55 Unrealized 0.0%
iPATH S&P 500 VIX Short-Term Futures ETN 0.6%
Value ($000) $3,283 Shares 123,148 Est. Cost $37.00 Unrealized
BSX BOSTON SCIENTIFIC CORP. 0.6%
Value ($000) $3,206 Shares 83,300 Est. Cost $34.93 Unrealized 0.0%
Proshares Short S&P 500 0.6%
Value ($000) $3,142 Shares 115,009 Est. Cost $31.07 Unrealized
MIDD MIDDLEBY CORP 0.5%
Value ($000) $2,483 Shares 19,200 Est. Cost $114.10 Unrealized 0.0%
DHR DANAHER CORP. 0.5%
Value ($000) $2,466 Shares 22,700 Est. Cost $88.03 Unrealized 0.0%
TMUS T-Mobile US Inc 0.5%
Value ($000) $2,435 Shares 34,700 Est. Cost $62.08 Unrealized 0.0%
Harris Corp 0.4%
Value ($000) $2,335 Shares 13,800 Est. Cost $169.20 Unrealized
SONY SONY HOLDINGS 0.4%
Value ($000) $2,321 Shares 38,271 Est. Cost $60.65 Unrealized
EnLink Midstream Partners LP 0.4%
Value ($000) $2,309 Shares 123,900 Est. Cost $18.64 Unrealized
AMGN Amgen Inc 0.4%
Value ($000) $2,300 Shares 11,100 Est. Cost $157.37 Unrealized 0.0%
Aon PLC 0.4%
Value ($000) $2,291 Shares 14,900 Est. Cost $153.76 Unrealized
USB US Bancorp 0.4%
Value ($000) $2,276 Shares 43,100 Est. Cost $39.69 Unrealized -1.4%
LDOS LEIDOS HOLDINGS 0.4%
Value ($000) $2,275 Shares 32,900 Est. Cost $61.08 Unrealized 0.0%
NSRGY NESTLE SA 0.4%
Value ($000) $2,271 Shares 27,300 Est. Cost $83.19 Unrealized
YUM YUM! BRANDS, INC. 0.4%
Value ($000) $2,263 Shares 24,900 Est. Cost $72.90 Unrealized 0.0%
ECL Ecolab Inc 0.4%
Value ($000) $2,257 Shares 14,400 Est. Cost $136.46 Unrealized +0.4%
HASI HANNON ARMSTRONG SUSTAINA 0.4%
Value ($000) $2,247 Shares 104,683 Est. Cost $14.22 Unrealized 0.0%
RCL ROYAL CARIBBEAN CRUISES 0.4%
Value ($000) $2,247 Shares 17,300 Est. Cost $110.01 Unrealized 0.0%
QCOM QUALCOMM, INC. 0.4%
Value ($000) $2,247 Shares 31,200 Est. Cost $54.64 Unrealized 0.0%
PH PARKER-HANNIFIN CORP 0.4%
Value ($000) $2,243 Shares 12,200 Est. Cost $153.61 Unrealized 0.0%
BDX BECTON DICKINSON & CO 0.4%
Value ($000) $2,236 Shares 8,568 Est. Cost $215.44 Unrealized +2.3%
DSI ISHARES MSCI KLD 400 0.4%
Value ($000) $2,233 Shares 20,912 Est. Cost $106.78 Unrealized
IQV IQVIA Holdings Inc 0.4%
Value ($000) $2,023 Shares 15,600 Est. Cost $120.08 Unrealized 0.0%
PG Procter & Gamble Co 0.4%
Value ($000) $1,982 Shares 23,833 Est. Cost $67.80 Unrealized -0.0%
CSX CSX Corp 0.4%
Value ($000) $1,962 Shares 26,500 Est. Cost $21.58 Unrealized 0.0%
Allergan PLC 0.4%
Value ($000) $1,961 Shares 10,300 Est. Cost $190.39 Unrealized
TGT TARGET CORP. 0.4%
Value ($000) $1,948 Shares 22,090 Est. Cost $67.17 Unrealized +1.2%
JPM JPMorgan Chase & Co 0.4%
Value ($000) $1,935 Shares 17,162 Est. Cost $91.68 Unrealized +1.0%
CNC Centene Corp 0.4%
Value ($000) $1,911 Shares 13,200 Est. Cost $69.43 Unrealized 0.0%
Cision Ltd 0.4%
Value ($000) $1,905 Shares 113,400 Est. Cost $16.80 Unrealized
SFIX Stitch Fix Inc 0.3%
Value ($000) $1,833 Shares 41,895 Est. Cost $36.45 Unrealized 0.0%
Energy Transfer Partners LP 0.3%
Value ($000) $1,709 Shares 76,800 Est. Cost $22.25 Unrealized
INFY Infosys Ltd 0.3%
Value ($000) $1,592 Shares 156,600 Est. Cost $10.17 Unrealized
CQP Cheniere Energy Partners LP 0.3%
Value ($000) $1,566 Shares 39,700 Est. Cost $39.45 Unrealized
CIGNA CORP 0.3%
Value ($000) $1,561 Shares 7,500 Est. Cost $208.13 Unrealized
KO Coca-Cola Co/The 0.3%
Value ($000) $1,551 Shares 33,600 Est. Cost $36.30 Unrealized 0.0%
ORCL Oracle Corp 0.3%
Value ($000) $1,551 Shares 30,100 Est. Cost $42.84 Unrealized +1.7%
NKE NIKE Inc 0.3%
Value ($000) $1,543 Shares 18,220 Est. Cost $68.20 Unrealized +7.0%
VRSN VeriSign Inc 0.3%
Value ($000) $1,537 Shares 9,600 Est. Cost $151.90 Unrealized 0.0%
ESGE ISHARES MSCI EM ESG 0.3%
Value ($000) $1,535 Shares 46,020 Est. Cost $33.36 Unrealized
MRK Merck & Co Inc 0.3%
Value ($000) $1,532 Shares 21,600 Est. Cost $50.65 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP. 0.3%
Value ($000) $1,522 Shares 4,400 Est. Cost $263.73 Unrealized +0.2%
SFTBY SOFTBANK GROUP CORP 0.3%
Value ($000) $1,520 Shares 30,568 Est. Cost $49.73 Unrealized
JNJ Johnson & Johnson 0.3%
Value ($000) $1,519 Shares 11,000 Est. Cost $108.35 Unrealized -0.3%
LLY ELI LILLY AND COMPANY 0.3%
Value ($000) $1,513 Shares 14,100 Est. Cost $90.28 Unrealized 0.0%
MDT MEDTRONIC PLC 0.3%
Value ($000) $1,513 Shares 15,390 Est. Cost $74.97 Unrealized +1.7%
CRBN ISHARES MSCI ETF 0.3%
Value ($000) $1,511 Shares 12,600 Est. Cost $119.92 Unrealized
PHO INVESCO WATER RESOURCES 0.3%
Value ($000) $1,502 Shares 47,220 Est. Cost $31.81 Unrealized
HUM HUMANA INCORPORATED 0.3%
Value ($000) $1,492 Shares 4,409 Est. Cost $304.86 Unrealized 0.0%
ETN EATON CORP PLC 0.3%
Value ($000) $1,483 Shares 17,100 Est. Cost $71.13 Unrealized 0.0%
FLR FLUOR CORP. 0.3%
Value ($000) $1,481 Shares 25,500 Est. Cost $51.91 Unrealized 0.0%
UNP UNION PAC CORP. 0.3%
Value ($000) $1,481 Shares 9,100 Est. Cost $124.34 Unrealized +2.8%
RHHBY ROCHE HOLDINGS LTD 0.3%
Value ($000) $1,480 Shares 49,100 Est. Cost $30.14 Unrealized
NSC NORFOLK SOUTHERN CORP. 0.3%
Value ($000) $1,480 Shares 8,200 Est. Cost $147.16 Unrealized 0.0%
SBUX STARBUCKS CORP 0.3%
Value ($000) $1,477 Shares 26,000 Est. Cost $45.07 Unrealized 0.0%
BALL BALL CORPORATION 0.3%
Value ($000) $1,467 Shares 33,368 Est. Cost $37.46 Unrealized 0.0%
NVS NOVARTIS AG ADR 0.2%
Value ($000) $1,171 Shares 13,600 Est. Cost $86.10 Unrealized
CNDT CONDUENT INC 0.2%
Value ($000) $1,132 Shares 50,285 Est. Cost $20.52 Unrealized 0.0%
W Wayfair Inc 0.2%
Value ($000) $1,092 Shares 7,400 Est. Cost $127.20 Unrealized 0.0%
IAC/InterActiveCorp 0.2%
Value ($000) $1,060 Shares 4,894 Est. Cost $216.59 Unrealized
RLI RLI Corp 0.2%
Value ($000) $1,048 Shares 13,342 Est. Cost $29.36 Unrealized 0.0%
GrubHub Inc 0.2%
Value ($000) $970 Shares 7,000 Est. Cost $138.57 Unrealized
CHGG Chegg Inc 0.2%
Value ($000) $852 Shares 30,000 Est. Cost $29.79 Unrealized 0.0%
Andeavor Logistics LP 0.2%
Value ($000) $811 Shares 16,712 Est. Cost $48.53 Unrealized
ADP Automatic Data Processing Inc 0.1%
Value ($000) $783 Shares 5,200 Est. Cost $120.81 Unrealized 0.0%
TJX TJX Cos Inc/The 0.1%
Value ($000) $772 Shares 6,900 Est. Cost $40.95 Unrealized +13.5%
USG Corp 0.1%
Value ($000) $770 Shares 17,800 Est. Cost $43.26 Unrealized
XOM Exxon Mobil Corp 0.1%
Value ($000) $756 Shares 8,900 Est. Cost $58.19 Unrealized 0.0%
AXP American Express Co 0.1%
Value ($000) $756 Shares 7,100 Est. Cost $93.27 Unrealized +0.9%
ABT ABBOTT LABORATORIES 0.1%
Value ($000) $748 Shares 10,200 Est. Cost $57.83 Unrealized 0.0%
TSM TAIWAN SEMICONDUCTOR ADR 0.1%
Value ($000) $746 Shares 16,900 Est. Cost $44.14 Unrealized
DOMTAR CORP 0.1%
Value ($000) $730 Shares 14,000 Est. Cost $52.14 Unrealized
WM Waste Management Inc 0.1%
Value ($000) $451 Shares 4,998 Est. Cost $75.26 Unrealized +4.0%
PEP Pepsico Incorporated 0.1%
Value ($000) $451 Shares 4,043 Est. Cost $90.33 Unrealized 0.0%
TXN Texas Instruments Inc 0.1%
Value ($000) $448 Shares 4,179 Est. Cost $88.10 Unrealized +2.4%
STZ Constellation Brands Inc 0.1%
Value ($000) $445 Shares 2,084 Est. Cost $187.27 Unrealized +0.7%
PSX Phillips 66 0.1%
Value ($000) $444 Shares 3,946 Est. Cost $85.35 Unrealized +0.8%
UNH UnitedHealth Group Inc 0.1%
Value ($000) $442 Shares 1,666 Est. Cost $212.11 Unrealized +8.7%
SYY Sysco Corporation 0.1%
Value ($000) $438 Shares 5,983 Est. Cost $59.27 Unrealized 0.0%
COST Costco Wholesale Corp 0.1%
Value ($000) $438 Shares 1,870 Est. Cost $177.76 Unrealized +14.3%
MCO Moody's Corp 0.1%
Value ($000) $411 Shares 2,461 Est. Cost $143.93 Unrealized +14.6%
WFC Wells Fargo & Co 0.1%
Value ($000) $402 Shares 7,681 Est. Cost $43.34 Unrealized +7.3%