Crabel Capital Management, LLC Quant / Systematic

CIK: 0001536557 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 13, 2019

Total Value ($000): $94,450 (100.0% shares, 0.0% debt)

Holdings (30)

WTPI Wisdomtree Tr 54.3%

Value ($000) $51,322 Shares 2,016,583 Est. Cost $29.06 Unrealized —

MAC Macerich Co 27.9%

Value ($000) $26,314 Shares 608,000 Est. Cost $51.00 Unrealized —

SHV Ishares Inc. 2.0%

Value ($000) $1,847 Shares 16,743 Est. Cost $110.24 Unrealized —

BNDX Vanguard Charlotte FDS 1.7%

Value ($000) $1,614 Shares 29,758 Est. Cost $54.43 Unrealized —

HYG Ishares Inc. 1.6%

Value ($000) $1,544 Shares 19,039 Est. Cost $86.47 Unrealized —

EFAV Ishares Inc. 1.1%

Value ($000) $1,085 Shares 16,277 Est. Cost $72.14 Unrealized —

ACWV Ishares Inc. 1.0%

Value ($000) $966 Shares 11,885 Est. Cost $82.26 Unrealized —

MUB Ishares Inc. 1.0%

Value ($000) $907 Shares 8,318 Est. Cost $109.49 Unrealized —

USMV Ishares Tr 0.9%

Value ($000) $838 Shares 15,993 Est. Cost $54.31 Unrealized —

EEMV Ishares Inc. 0.9%

Value ($000) $832 Shares 14,900 Est. Cost $59.80 Unrealized —

TLT Ishares Tr 0.6%

Value ($000) $569 Shares 4,680 Est. Cost $125.12 Unrealized —

SPSB Spdr Series Trust 0.6%

Value ($000) $537 Shares 17,805 Est. Cost $30.16 Unrealized —

TIP Ishares Tr 0.5%

Value ($000) $463 Shares 4,230 Est. Cost $113.43 Unrealized —

IGOV Ishares Inc. 0.5%

Value ($000) $457 Shares 9,430 Est. Cost $49.69 Unrealized —

VWOB Vanguard Whitehall Fd Inc 0.5%

Value ($000) $434 Shares 5,826 Est. Cost $78.33 Unrealized —

VCSH Vanguard Scottsdale Fds 0.5%

Value ($000) $426 Shares 5,472 Est. Cost $78.22 Unrealized —

STIP Ishares Tr 0.4%

Value ($000) $414 Shares 4,227 Est. Cost $99.48 Unrealized —

BWX Spdr Series Trust 0.4%

Value ($000) $413 Shares 14,943 Est. Cost $28.35 Unrealized —

IGSB Ishares Inc. 0.4%

Value ($000) $401 Shares 7,758 Est. Cost $77.73 Unrealized —

SUB Ishares Tr 0.4%

Value ($000) $381 Shares 3,615 Est. Cost $105.12 Unrealized —

UUP Invesco DB US Dlr Index Tr 0.4%

Value ($000) $378 Shares 14,841 Est. Cost $24.93 Unrealized —

PCY Invesco Exchng Traded Fd Tr 0.4%

Value ($000) $376 Shares 14,222 Est. Cost $26.49 Unrealized —

MBB Ishares Inc. 0.4%

Value ($000) $349 Shares 3,332 Est. Cost $105.68 Unrealized —

ICSH Ishares Inc. 0.3%

Value ($000) $269 Shares 5,367 Est. Cost $50.12 Unrealized —

HYEM Vaneck Vectors ETF Tr 0.3%

Value ($000) $268 Shares 11,982 Est. Cost $22.91 Unrealized —

— Invesco Exch Trd Slf Idx Fd 0.3%

Value ($000) $252 Shares 11,955 Est. Cost $21.00 Unrealized —

— Ishares Inc. 0.2%

Value ($000) $222 Shares 8,970 Est. Cost $24.75 Unrealized —

CWB Spdr Series Trust 0.2%

Value ($000) $212 Shares 4,531 Est. Cost $50.63 Unrealized —

IYR Ishares Inc. 0.2%

Value ($000) $203 Shares 2,713 Est. Cost $80.62 Unrealized —

SPY Spdr S&P 500 ETF Tr 0.2%

Value ($000) $157 Shares 630 Est. Cost $290.83 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
WTPI	Wisdomtree Tr	2,016,583	$51,322	54.3%	$29.06	—	Cboe S&P 500	97717X560
MAC	Macerich Co	608,000	$26,314	27.9%	$51.00	—	Com	554382101
SHV	Ishares Inc.	16,743	$1,847	2.0%	$110.24	—	Short Treas Bd	464288679
BNDX	Vanguard Charlotte FDS	29,758	$1,614	1.7%	$54.43	—	Intl BD IDX ETF	92203J407
HYG	Ishares Inc.	19,039	$1,544	1.6%	$86.47	—	Iboxx Hi Yd ETF	464288513
EFAV	Ishares Inc.	16,277	$1,085	1.1%	$72.14	—	Min Vol Eafe ETF	46429B689
ACWV	Ishares Inc.	11,885	$966	1.0%	$82.26	—	Min Vol GBL ETF	464286525
MUB	Ishares Inc.	8,318	$907	1.0%	$109.49	—	National Mun ETF	464288414
USMV	Ishares Tr	15,993	$838	0.9%	$54.31	—	Min Vol USA ETF	46429B697
EEMV	Ishares Inc.	14,900	$832	0.9%	$59.80	—	Min Vol Emgr Mkt	464286533
TLT	Ishares Tr	4,680	$569	0.6%	$125.12	—	20 Yr Tr Bd ETF	464287432
SPSB	Spdr Series Trust	17,805	$537	0.6%	$30.16	—	Portfolio Short	78464A474
TIP	Ishares Tr	4,230	$463	0.5%	$113.43	—	Tips Bd ETF	464287176
IGOV	Ishares Inc.	9,430	$457	0.5%	$49.69	—	Intl Trea Bd ETF	464288117
VWOB	Vanguard Whitehall Fd Inc	5,826	$434	0.5%	$78.33	—	Emerg Mkt Bd ETF	921946885
VCSH	Vanguard Scottsdale Fds	5,472	$426	0.5%	$78.22	—	Shrt Trm Corp Bd	92206C409
STIP	Ishares Tr	4,227	$414	0.4%	$99.48	—	0-5 Yr Tips ETF	46429B747
BWX	Spdr Series Trust	14,943	$413	0.4%	$28.35	—	Blomberg Intl Tr	78464A516
IGSB	Ishares Inc.	7,758	$401	0.4%	$77.73	—	Sh Tr Crport ETF	464288646
SUB	Ishares Tr	3,615	$381	0.4%	$105.12	—	Shrt Nat Mun ETF	464288158
UUP	Invesco DB US Dlr Index Tr	14,841	$378	0.4%	$24.93	—	Bullish Fd	46141D203
PCY	Invesco Exchng Traded Fd Tr	14,222	$376	0.4%	$26.49	—	Emrng Mkt Svrg	46138E784
MBB	Ishares Inc.	3,332	$349	0.4%	$105.68	—	Mbs ETF	464288588
ICSH	Ishares Inc.	5,367	$269	0.3%	$50.12	—	Ultr Sh Trm Bd	46434V878
HYEM	Vaneck Vectors ETF Tr	11,982	$268	0.3%	$22.91	—	Emerging Mkts Hi	92189F353
—	Invesco Exch Trd Slf Idx Fd	11,955	$252	0.3%	$21.00	—	Bulshs 2019 CB	46138J304
—	Ishares Inc.	8,970	$222	0.2%	$24.75	—	Ibonds Dec19 ETF	46434VAU4
CWB	Spdr Series Trust	4,531	$212	0.2%	$50.63	—	Blmbrg Brc Cnvrt	78464A359
IYR	Ishares Inc.	2,713	$203	0.2%	$80.62	—	U.S. Real Es ETF	464287739
SPY	Spdr S&P 500 ETF Tr	630	$157	0.2%	$290.83	—	Tr Unit	78462F103