Crabel Capital Management, LLC Quant / Systematic

CIK: 0001536557 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 13, 2019

Total Value ($000): $177,989 (100.0% shares, 0.0% debt)

Holdings (84)

WTPI WisdomTree CBOE S&P PUTW 31.2%
Value ($000) $55,529 Shares 2,015,430 Est. Cost $29.06 Unrealized
IVZ INVESCO LTD 28.7%
Value ($000) $51,144 Shares 2,499,709 Est. Cost $15.19 Unrealized 0.0%
LQD ISHARES TR 8.8%
Value ($000) $15,691 Shares 126,166 Est. Cost $123.08 Unrealized
HYG ISHARES TR 3.2%
Value ($000) $5,758 Shares 66,048 Est. Cost $86.65 Unrealized
SJNK SPDR SERIES TRUST 2.7%
Value ($000) $4,779 Shares 175,500 Est. Cost $27.23 Unrealized
EMB ISHARES TR 2.4%
Value ($000) $4,344 Shares 38,343 Est. Cost $111.58 Unrealized
JNK SPDR Barclays High Yield BD 1.3%
Value ($000) $2,371 Shares 21,766 Est. Cost $108.93 Unrealized
VanEck Vectors J.P. Morgan EM 1.2%
Value ($000) $2,092 Shares 60,286 Est. Cost $34.70 Unrealized
ACWV ISHARES INC 1.2%
Value ($000) $2,083 Shares 22,617 Est. Cost $86.04 Unrealized
RED HAT INC 0.8%
Value ($000) $1,420 Shares 7,565 Est. Cost $185.04 Unrealized
USMV ISHARES TR 0.8%
Value ($000) $1,409 Shares 22,820 Est. Cost $58.97 Unrealized
PCY INVESCO EXCHNG TRADED FD TR 0.8%
Value ($000) $1,380 Shares 47,522 Est. Cost $29.04 Unrealized
TLT ISHARES TR 0.7%
Value ($000) $1,217 Shares 9,160 Est. Cost $126.93 Unrealized
EFAV ISHARES TR 0.6%
Value ($000) $1,101 Shares 15,154 Est. Cost $72.13 Unrealized
PFF ISHARES TR 0.5%
Value ($000) $868 Shares 23,550 Est. Cost $36.86 Unrealized
PGX INVESCO PREFERRED ETF 0.4%
Value ($000) $794 Shares 54,300 Est. Cost $14.62 Unrealized
EEMV ISHARES INC 0.4%
Value ($000) $776 Shares 13,187 Est. Cost $59.67 Unrealized
PEP Pepsico Inc 0.4%
Value ($000) $625 Shares 4,765 Est. Cost $99.20 Unrealized +5.6%
PG PROCTER & GAMBLE CO/THE 0.3%
Value ($000) $570 Shares 5,196 Est. Cost $85.36 Unrealized +6.0%
BNDX Vanguard Total International Bond ETF 0.3%
Value ($000) $560 Shares 9,774 Est. Cost $54.43 Unrealized
KO COCA-COLA CO/THE 0.3%
Value ($000) $552 Shares 10,843 Est. Cost $39.03 Unrealized +2.3%
SPSB SPDR SERIES TRUST 0.3%
Value ($000) $548 Shares 17,805 Est. Cost $30.16 Unrealized
MCD McDonald's Corp 0.3%
Value ($000) $515 Shares 2,482 Est. Cost $160.53 Unrealized +5.7%
MDY SPDR S&P MIDCAP 400 ETF TR 0.3%
Value ($000) $493 Shares 1,391 Est. Cost $349.02 Unrealized
RSG Republic Services Inc 0.3%
Value ($000) $474 Shares 5,468 Est. Cost $70.99 Unrealized +6.3%
WMT Walmart Inc 0.3%
Value ($000) $458 Shares 4,142 Est. Cost $31.30 Unrealized 0.0%
VTI VANGUARD INDEX FDS 0.3%
Value ($000) $455 Shares 3,031 Est. Cost $147.40 Unrealized
SO Southern Co./The 0.3%
Value ($000) $448 Shares 8,104 Est. Cost $38.86 Unrealized +6.4%
WM WASTE MGMT INC DEL 0.2%
Value ($000) $441 Shares 3,822 Est. Cost $89.13 Unrealized +9.1%
VCSH VANGUARD SCOTTSDALE FDS 0.2%
Value ($000) $441 Shares 5,472 Est. Cost $78.22 Unrealized
ICE INTERCONTINENTALEXCHANGE INC 0.2%
Value ($000) $440 Shares 5,124 Est. Cost $74.98 Unrealized 0.0%
HON Honeywell International 0.2%
Value ($000) $432 Shares 2,474 Est. Cost $138.65 Unrealized 0.0%
HSY HERSHEY CO 0.2%
Value ($000) $431 Shares 3,215 Est. Cost $108.95 Unrealized 0.0%
MDLZ MONDELEZ INTER-A 0.2%
Value ($000) $415 Shares 7,700 Est. Cost $40.16 Unrealized +9.8%
CINF CINCINNATI FINANCIAL CORP 0.2%
Value ($000) $413 Shares 3,980 Est. Cost $80.87 Unrealized 0.0%
YUM Yum Brands Inc 0.2%
Value ($000) $409 Shares 3,700 Est. Cost $91.91 Unrealized 0.0%
XEL Xcel Energy Inc 0.2%
Value ($000) $406 Shares 6,825 Est. Cost $44.44 Unrealized +5.6%
Celgene Corp 0.2%
Value ($000) $399 Shares 4,321 Est. Cost $92.34 Unrealized
CL Colgate Palmolive Co 0.2%
Value ($000) $395 Shares 5,515 Est. Cost $57.17 Unrealized +6.4%
MRSH MARSH & MCLENNAN 0.2%
Value ($000) $394 Shares 3,946 Est. Cost $81.59 Unrealized +5.8%
DTE DTE Energy Co 0.2%
Value ($000) $393 Shares 3,074 Est. Cost $82.16 Unrealized +4.4%
ETR Entergy 0.2%
Value ($000) $391 Shares 3,803 Est. Cost $36.41 Unrealized +5.4%
TRV TRAVELERS COS INC 0.2%
Value ($000) $390 Shares 2,607 Est. Cost $113.72 Unrealized +9.9%
AFL AFLAC INC COM 0.2%
Value ($000) $388 Shares 7,072 Est. Cost $41.95 Unrealized +5.1%
CMS CMS Energy Corp 0.2%
Value ($000) $387 Shares 6,679 Est. Cost $44.24 Unrealized +4.4%
UUP INVESCO DB US DLR INDEX TR 0.2%
Value ($000) $385 Shares 14,841 Est. Cost $24.93 Unrealized
SUB ISHARES TR 0.2%
Value ($000) $385 Shares 3,615 Est. Cost $105.12 Unrealized
AWK AMERICAN WTR WKS CO INC NEW 0.2%
Value ($000) $382 Shares 3,292 Est. Cost $89.82 Unrealized +8.5%
NEE NextEra Energy Inc 0.2%
Value ($000) $379 Shares 1,849 Est. Cost $39.54 Unrealized +5.7%
AEE AMEREN CORP 0.2%
Value ($000) $378 Shares 5,036 Est. Cost $58.76 Unrealized +3.8%
L LOEWS CORP 0.2%
Value ($000) $376 Shares 6,878 Est. Cost $49.88 Unrealized 0.0%
AEP AMERICAN ELECTRI 0.2%
Value ($000) $375 Shares 4,257 Est. Cost $64.36 Unrealized +6.0%
VRSK VERISK ANALYTICS INC-CLASS A 0.2%
Value ($000) $367 Shares 2,509 Est. Cost $120.45 Unrealized +12.2%
AVB AVALONBAY COMMUNITIES INC 0.2%
Value ($000) $367 Shares 1,805 Est. Cost $160.79 Unrealized 0.0%
ES EVERSOURCE ENERGY 0.2%
Value ($000) $365 Shares 4,821 Est. Cost $55.06 Unrealized +5.1%
SRE Sempra Energy 0.2%
Value ($000) $365 Shares 2,656 Est. Cost $48.75 Unrealized +8.4%
ALL ALLSTATE CORP 0.2%
Value ($000) $361 Shares 3,546 Est. Cost $78.64 Unrealized +6.2%
ACN ACCENTURE PLC IRELAND 0.2%
Value ($000) $358 Shares 1,939 Est. Cost $163.68 Unrealized 0.0%
LNT Alliant Energy Corp 0.2%
Value ($000) $356 Shares 7,262 Est. Cost $38.79 Unrealized 0.0%
KMB Kimberly-Clark Corp 0.2%
Value ($000) $352 Shares 2,641 Est. Cost $102.19 Unrealized 0.0%
PSA PUBLIC STORAGE 0.2%
Value ($000) $351 Shares 1,472 Est. Cost $162.06 Unrealized +7.3%
AJG GALLAGHER ARTHUR J & CO 0.2%
Value ($000) $350 Shares 3,991 Est. Cost $72.47 Unrealized +6.0%
WEC Wisconsin Energy Corp 0.2%
Value ($000) $348 Shares 4,178 Est. Cost $60.87 Unrealized +6.7%
IWM ISHARES TR 0.2%
Value ($000) $345 Shares 2,216 Est. Cost $153.47 Unrealized
ATO ATMOS ENERGY CORP 0.2%
Value ($000) $345 Shares 3,271 Est. Cost $87.10 Unrealized 0.0%
ED CONS EDISON INC 0.2%
Value ($000) $342 Shares 3,905 Est. Cost $63.86 Unrealized +6.3%
EVRG Evergy Inc 0.2%
Value ($000) $340 Shares 5,657 Est. Cost $45.30 Unrealized 0.0%
DUK Duke Energy Corp 0.2%
Value ($000) $324 Shares 3,674 Est. Cost $67.16 Unrealized +0.9%
ELV Anthem Inc 0.2%
Value ($000) $324 Shares 1,147 Est. Cost $249.81 Unrealized 0.0%
CWB SPDR Bloomberg Barclays Conver 0.2%
Value ($000) $315 Shares 5,958 Est. Cost $51.40 Unrealized
STIP ISHARES TR 0.2%
Value ($000) $305 Shares 3,030 Est. Cost $99.48 Unrealized
IYR ISHARES TR 0.2%
Value ($000) $303 Shares 3,471 Est. Cost $82.14 Unrealized
SYY SYSCO CORP 0.2%
Value ($000) $289 Shares 4,087 Est. Cost $55.05 Unrealized +8.2%
ENZL ISHARES TR 0.2%
Value ($000) $285 Shares 5,340 Est. Cost $52.54 Unrealized
XLU SELECT SECTOR SPDR TR 0.2%
Value ($000) $279 Shares 4,671 Est. Cost $59.73 Unrealized
MAA MID-AMERICA APARTMENT COMM 0.2%
Value ($000) $273 Shares 2,316 Est. Cost $90.03 Unrealized 0.0%
IWB ISHARES TR 0.2%
Value ($000) $267 Shares 1,642 Est. Cost $162.61 Unrealized
XLV SELECT SECTOR SPDR TR 0.1%
Value ($000) $265 Shares 2,861 Est. Cost $92.62 Unrealized
NI NISOURCE INC 0.1%
Value ($000) $258 Shares 8,945 Est. Cost $22.64 Unrealized 0.0%
ECL Ecolab Inc 0.1%
Value ($000) $240 Shares 1,217 Est. Cost $150.92 Unrealized +14.8%
THD ISHARES INC 0.1%
Value ($000) $235 Shares 2,462 Est. Cost $95.45 Unrealized
ISHARES TR 0.1%
Value ($000) $223 Shares 8,970 Est. Cost $24.75 Unrealized
VPL VANGUARD INTL EQUITY INDEX F 0.1%
Value ($000) $210 Shares 3,178 Est. Cost $66.08 Unrealized
EXC Exelon 0.1%
Value ($000) $203 Shares 4,230 Est. Cost $26.74 Unrealized +4.5%