Crabel Capital Management, LLC Quant / Systematic

CIK: 0001536557 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 13, 2019

Total Value ($000): $167,479 (100.0% shares, 0.0% debt)

Holdings (175)

WTPI WisdomTree TR 33.2%
Value ($000) $55,686 Shares 2,015,430 Est. Cost $29.06 Unrealized
LQD ISHARES TR 12.2%
Value ($000) $20,402 Shares 160,038 Est. Cost $124.01 Unrealized
HYG ISHARES TR 3.8%
Value ($000) $6,318 Shares 72,479 Est. Cost $86.70 Unrealized
SJNK SPDR SERIES TRUST 3.6%
Value ($000) $6,105 Shares 226,100 Est. Cost $27.18 Unrealized
EMB ISHARES TR 3.0%
Value ($000) $4,979 Shares 43,924 Est. Cost $111.81 Unrealized
JNK SPDR SERIES TRUST 1.8%
Value ($000) $3,085 Shares 28,366 Est. Cost $108.89 Unrealized
EMLC VANECK VECTORS ETF TR 1.4%
Value ($000) $2,426 Shares 73,500 Est. Cost $33.01 Unrealized
ACWV ISHARES INC 1.2%
Value ($000) $2,014 Shares 21,261 Est. Cost $86.04 Unrealized
PCY INVESCO EXCHNG TRADED FD TR 1.2%
Value ($000) $1,976 Shares 67,800 Est. Cost $29.07 Unrealized
USMV iShares TR 0.9%
Value ($000) $1,579 Shares 24,641 Est. Cost $59.34 Unrealized
EFAV iShares TR 0.9%
Value ($000) $1,512 Shares 20,638 Est. Cost $72.43 Unrealized
VWOB VANGUARD WHITEHALL FDS INC 0.9%
Value ($000) $1,483 Shares 18,401 Est. Cost $80.59 Unrealized
PFF ISHARES TR 0.7%
Value ($000) $1,166 Shares 31,080 Est. Cost $37.02 Unrealized
PGX INVESCO EXCHNG TRADED FD TR 0.6%
Value ($000) $1,068 Shares 71,100 Est. Cost $14.72 Unrealized
EEMV ISHARES INC 0.6%
Value ($000) $1,048 Shares 18,351 Est. Cost $58.95 Unrealized
TIP ISHARES TR 0.5%
Value ($000) $781 Shares 6,714 Est. Cost $116.32 Unrealized
MCD McDonald's Corp 0.5%
Value ($000) $763 Shares 3,552 Est. Cost $167.83 Unrealized +10.1%
HD Home Depot, Inc 0.4%
Value ($000) $747 Shares 3,219 Est. Cost $187.08 Unrealized 0.0%
YUM Yum Brands Inc 0.4%
Value ($000) $738 Shares 6,502 Est. Cost $96.05 Unrealized +5.7%
KO Coca-Cola Company 0.4%
Value ($000) $728 Shares 13,370 Est. Cost $39.96 Unrealized +10.0%
Citrix Systems INC 0.4%
Value ($000) $657 Shares 6,808 Est. Cost $96.50 Unrealized
PEP Pepsico Inc 0.4%
Value ($000) $650 Shares 4,739 Est. Cost $99.20 Unrealized +10.2%
TLT ISHARES TR 0.4%
Value ($000) $643 Shares 4,492 Est. Cost $126.93 Unrealized
PM Philip Morris International Inc 0.4%
Value ($000) $595 Shares 7,837 Est. Cost $56.72 Unrealized 0.0%
FE FIRSTENERGY CORP 0.4%
Value ($000) $593 Shares 12,287 Est. Cost $34.83 Unrealized 0.0%
EVRG Evergy Inc 0.3%
Value ($000) $586 Shares 8,802 Est. Cost $46.75 Unrealized +5.6%
T AT&T Corp. 0.3%
Value ($000) $585 Shares 15,448 Est. Cost $17.00 Unrealized 0.0%
VZ Verizon Communications Inc 0.3%
Value ($000) $584 Shares 9,678 Est. Cost $40.44 Unrealized 0.0%
LMT Lockheed Martin Corp 0.3%
Value ($000) $578 Shares 1,481 Est. Cost $316.45 Unrealized 0.0%
SYY SYSCO CORP 0.3%
Value ($000) $566 Shares 7,126 Est. Cost $57.91 Unrealized +6.7%
AGG ISHARES TR 0.3%
Value ($000) $557 Shares 4,922 Est. Cost $113.17 Unrealized
SBUX Starbucks Corp 0.3%
Value ($000) $546 Shares 6,177 Est. Cost $80.64 Unrealized 0.0%
ES EVERSOURCE ENERGY 0.3%
Value ($000) $526 Shares 6,158 Est. Cost $56.81 Unrealized +11.1%
PG Procter and Gamble Co. 0.3%
Value ($000) $517 Shares 4,154 Est. Cost $85.36 Unrealized +18.3%
SO Southern Co./The 0.3%
Value ($000) $497 Shares 8,044 Est. Cost $38.86 Unrealized +16.5%
LLY Lilly (Eli) & Company 0.3%
Value ($000) $494 Shares 4,419 Est. Cost $102.71 Unrealized 0.0%
SRE Sempra Energy 0.3%
Value ($000) $493 Shares 3,343 Est. Cost $50.41 Unrealized +12.8%
AAPL Apple Computer 0.3%
Value ($000) $473 Shares 2,112 Est. Cost $50.22 Unrealized 0.0%
RSG Republic Services Inc 0.3%
Value ($000) $461 Shares 5,323 Est. Cost $70.99 Unrealized +12.7%
DUK Duke Energy Corp New 0.3%
Value ($000) $456 Shares 4,752 Est. Cost $67.92 Unrealized +3.9%
AMGN Amgen Inc 0.3%
Value ($000) $452 Shares 2,335 Est. Cost $158.01 Unrealized 0.0%
Celgene Corp 0.3%
Value ($000) $452 Shares 4,556 Est. Cost $92.69 Unrealized
ETR Entergy Corp New 0.3%
Value ($000) $449 Shares 3,825 Est. Cost $36.41 Unrealized +19.3%
VCSH VANGUARD SCOTTSDALE FDS 0.3%
Value ($000) $444 Shares 5,472 Est. Cost $78.22 Unrealized
LW Lamb Weston HLDGS Inc 0.3%
Value ($000) $441 Shares 6,069 Est. Cost $62.10 Unrealized 0.0%
VRSK VERISK ANALYTICS INC 0.3%
Value ($000) $441 Shares 2,791 Est. Cost $123.32 Unrealized +20.7%
MDT MEDTRONIC PLC 0.3%
Value ($000) $439 Shares 4,042 Est. Cost $87.54 Unrealized 0.0%
WU WESTERN UNION CO 0.3%
Value ($000) $438 Shares 18,914 Est. Cost $23.16 Unrealized
SIRIUS XM HLDGS INC 0.3%
Value ($000) $431 Shares 68,838 Est. Cost $6.26 Unrealized
ORCL Oracle Group 0.3%
Value ($000) $430 Shares 7,805 Est. Cost $50.38 Unrealized 0.0%
CVX Chevrontexaco Corp 0.3%
Value ($000) $425 Shares 3,580 Est. Cost $91.54 Unrealized 0.0%
CMS CMS Energy Corp 0.2%
Value ($000) $415 Shares 6,494 Est. Cost $44.24 Unrealized +13.7%
WMT Walmart Inc 0.2%
Value ($000) $415 Shares 3,501 Est. Cost $31.30 Unrealized +10.1%
MDLZ MONDELEZ INTER-A 0.2%
Value ($000) $410 Shares 7,415 Est. Cost $40.16 Unrealized +16.3%
PEG Public Service enterprise Group Inc 0.2%
Value ($000) $405 Shares 6,522 Est. Cost $48.05 Unrealized 0.0%
MTD METTLER-TOLEDO INTERNAT 0.2%
Value ($000) $404 Shares 574 Est. Cost $734.27 Unrealized 0.0%
ORLY O' Reilly Automotive Inc New 0.2%
Value ($000) $404 Shares 1,015 Est. Cost $25.83 Unrealized 0.0%
IDXX Idexx Laboratories Inc 0.2%
Value ($000) $396 Shares 1,457 Est. Cost $278.27 Unrealized 0.0%
VRSN Verisign Inc 0.2%
Value ($000) $395 Shares 2,093 Est. Cost $203.76 Unrealized 0.0%
HSY HERSHEY CO 0.2%
Value ($000) $392 Shares 2,531 Est. Cost $108.95 Unrealized +19.5%
PPL PPL CORPORATION 0.2%
Value ($000) $388 Shares 12,325 Est. Cost $23.05 Unrealized 0.0%
MSI Motorola Solutions Inc 0.2%
Value ($000) $387 Shares 2,273 Est. Cost $157.75 Unrealized 0.0%
MA MASTERCARD INC 0.2%
Value ($000) $387 Shares 1,425 Est. Cost $266.10 Unrealized 0.0%
WM Waste Management Inc. Del 0.2%
Value ($000) $383 Shares 3,329 Est. Cost $89.13 Unrealized +17.9%
CLX Clorox Co Del 0.2%
Value ($000) $381 Shares 2,511 Est. Cost $130.84 Unrealized 0.0%
OMC Omnicom Group Inc 0.2%
Value ($000) $380 Shares 4,847 Est. Cost $62.85 Unrealized 0.0%
LOW Lowe's Corporation 0.2%
Value ($000) $378 Shares 3,437 Est. Cost $94.02 Unrealized 0.0%
MRSH MARSH & MCLENNAN COS INC 0.2%
Value ($000) $377 Shares 3,773 Est. Cost $81.59 Unrealized +11.0%
VTI VANGUARD INDEX FDS 0.2%
Value ($000) $371 Shares 2,454 Est. Cost $147.40 Unrealized
HPQ HP Inc. 0.2%
Value ($000) $364 Shares 19,217 Est. Cost $15.74 Unrealized 0.0%
CPB Campbell South Co. 0.2%
Value ($000) $364 Shares 7,750 Est. Cost $35.04 Unrealized 0.0%
Lam Research CORP 0.2%
Value ($000) $362 Shares 1,567 Est. Cost $231.01 Unrealized
ATO ATMOS ENERGY CORP 0.2%
Value ($000) $360 Shares 3,161 Est. Cost $87.10 Unrealized +7.3%
BALL Ball Corp 0.2%
Value ($000) $359 Shares 4,926 Est. Cost $69.22 Unrealized 0.0%
MDY SPDR S&P MIDCAP 400 ETF TR 0.2%
Value ($000) $358 Shares 1,017 Est. Cost $349.02 Unrealized
Match Group Inc 0.2%
Value ($000) $356 Shares 4,980 Est. Cost $71.49 Unrealized
PAGP PLAINS GP HLDGS L P LTD 0.2%
Value ($000) $355 Shares 16,704 Est. Cost $21.25 Unrealized
QCOM Qualcomm INC 0.2%
Value ($000) $354 Shares 4,639 Est. Cost $64.99 Unrealized 0.0%
CL Colgate-Palmolive, Co. 0.2%
Value ($000) $351 Shares 4,775 Est. Cost $57.17 Unrealized +9.4%
TXN Texas Instruments Inc 0.2%
Value ($000) $350 Shares 2,712 Est. Cost $102.86 Unrealized 0.0%
VMWARE INC 0.2%
Value ($000) $348 Shares 2,321 Est. Cost $149.94 Unrealized
LVS Las Vegas Sands Corp 0.2%
Value ($000) $347 Shares 6,011 Est. Cost $53.36 Unrealized 0.0%
DAL Delta Airlines Inc Del 0.2%
Value ($000) $347 Shares 6,021 Est. Cost $56.71 Unrealized 0.0%
EBAY e-Bay INC 0.2%
Value ($000) $347 Shares 8,903 Est. Cost $36.01 Unrealized 0.0%
MRK Merck & Co Inc 0.2%
Value ($000) $346 Shares 4,114 Est. Cost $65.47 Unrealized 0.0%
COST COSTCO WHSL CORP NEW 0.2%
Value ($000) $344 Shares 1,193 Est. Cost $256.34 Unrealized 0.0%
CHH Choice Hotels Intl Inc 0.2%
Value ($000) $341 Shares 3,831 Est. Cost $84.84 Unrealized 0.0%
ED CONS EDISON INC 0.2%
Value ($000) $340 Shares 3,599 Est. Cost $63.86 Unrealized +10.5%
WAT Waters Corp 0.2%
Value ($000) $338 Shares 1,516 Est. Cost $215.83 Unrealized 0.0%
SPGI S&P Global Inc. 0.2%
Value ($000) $336 Shares 1,370 Est. Cost $236.97 Unrealized 0.0%
CWB SPDR SERIES TRUST 0.2%
Value ($000) $335 Shares 6,382 Est. Cost $51.47 Unrealized
NEE NextEra Energy Inc 0.2%
Value ($000) $334 Shares 1,433 Est. Cost $39.54 Unrealized +17.0%
AIZ ASSURANT INC 0.2%
Value ($000) $334 Shares 2,655 Est. Cost $105.79 Unrealized 0.0%
DTE DTE Energy Co 0.2%
Value ($000) $334 Shares 2,513 Est. Cost $82.16 Unrealized +8.3%
IWM ISHARES TR 0.2%
Value ($000) $333 Shares 2,200 Est. Cost $153.47 Unrealized
HON Honeywell International INC 0.2%
Value ($000) $332 Shares 1,960 Est. Cost $138.65 Unrealized +0.5%
UNP Union Pacific Corp 0.2%
Value ($000) $330 Shares 2,035 Est. Cost $145.81 Unrealized 0.0%
CSCO Cisco Systems Inc 0.2%
Value ($000) $326 Shares 6,606 Est. Cost $42.79 Unrealized 0.0%
AWI ARMSTRONG WORLD INDUSTRIES INC NEW 0.2%
Value ($000) $325 Shares 3,357 Est. Cost $90.34 Unrealized 0.0%
ITW Illinois Tool WKS Inc 0.2%
Value ($000) $325 Shares 2,075 Est. Cost $130.19 Unrealized 0.0%
EQR Equity Residential 0.2%
Value ($000) $322 Shares 3,734 Est. Cost $64.00 Unrealized 0.0%
AEM Agnico-Eagle Mines Ltd 0.2%
Value ($000) $321 Shares 5,980 Est. Cost $49.01 Unrealized 0.0%
AEP AMERICAN ELECTRI 0.2%
Value ($000) $315 Shares 3,361 Est. Cost $64.36 Unrealized +12.6%
CINF CINCINNATI FINANCIAL CORP 0.2%
Value ($000) $310 Shares 2,653 Est. Cost $80.87 Unrealized +15.2%
BKNG Booking Holdings Inc 0.2%
Value ($000) $310 Shares 158 Est. Cost $1905.07 Unrealized 0.0%
HIG Hartford Financial Serv Group INC 0.2%
Value ($000) $306 Shares 5,051 Est. Cost $50.80 Unrealized 0.0%
HRB H&R BLOCK INC 0.2%
Value ($000) $304 Shares 12,868 Est. Cost $20.60 Unrealized 0.0%
RHP RYMAN HOSPITALITY PPTYS INC 0.2%
Value ($000) $303 Shares 3,701 Est. Cost $81.87 Unrealized
SABR SABRE CORP 0.2%
Value ($000) $301 Shares 13,426 Est. Cost $23.52 Unrealized 0.0%
KMB Kimberly-Clark Corp 0.2%
Value ($000) $300 Shares 2,110 Est. Cost $102.19 Unrealized +7.4%
CVI CVR Energy INC 0.2%
Value ($000) $298 Shares 6,770 Est. Cost $27.73 Unrealized 0.0%
DPZ Domino's Pizza Inc 0.2%
Value ($000) $296 Shares 1,212 Est. Cost $229.54 Unrealized 0.0%
XLU SELECT SECTOR SPDR TR 0.2%
Value ($000) $293 Shares 4,528 Est. Cost $59.73 Unrealized
Magellan Midstream Partners LP 0.2%
Value ($000) $293 Shares 4,420 Est. Cost $66.29 Unrealized
BBY Best Buy 0.2%
Value ($000) $293 Shares 4,243 Est. Cost $54.19 Unrealized 0.0%
GL Globe Life Inc 0.2%
Value ($000) $288 Shares 3,011 Est. Cost $86.06 Unrealized 0.0%
BR BROADRIDGE FINL SOLUTIONS IN 0.2%
Value ($000) $287 Shares 2,304 Est. Cost $115.41 Unrealized 0.0%
AZO Autozone 0.2%
Value ($000) $287 Shares 265 Est. Cost $1120.85 Unrealized 0.0%
AEE Ameren Corporation 0.2%
Value ($000) $284 Shares 3,545 Est. Cost $58.76 Unrealized +8.7%
MCO MOODY'S CORP 0.2%
Value ($000) $284 Shares 1,387 Est. Cost $198.70 Unrealized 0.0%
PLNT Planet Fitness Inc 0.2%
Value ($000) $283 Shares 4,897 Est. Cost $70.47 Unrealized 0.0%
IYR ISHARES TR 0.2%
Value ($000) $282 Shares 3,015 Est. Cost $82.14 Unrealized
Wabco Holdings Inc 0.2%
Value ($000) $282 Shares 2,108 Est. Cost $133.78 Unrealized
RHI Robert Half Intl Inc 0.2%
Value ($000) $282 Shares 5,068 Est. Cost $56.39 Unrealized 0.0%
SHW SHERWIN-WILLIAMS CO 0.2%
Value ($000) $281 Shares 511 Est. Cost $160.80 Unrealized 0.0%
SEE Sealed Air Corp New 0.2%
Value ($000) $281 Shares 6,781 Est. Cost $37.59 Unrealized 0.0%
BIIB Biogen Inc. 0.2%
Value ($000) $275 Shares 1,180 Est. Cost $232.85 Unrealized 0.0%
SPG Simon Property Group Inc New 0.2%
Value ($000) $272 Shares 1,747 Est. Cost $108.94 Unrealized 0.0%
FICO Fair Isaac Corp 0.2%
Value ($000) $271 Shares 892 Est. Cost $338.67 Unrealized 0.0%
HCA HCA Healthcare Inc 0.2%
Value ($000) $270 Shares 2,240 Est. Cost $122.45 Unrealized 0.0%
COP Conocophillips 0.2%
Value ($000) $269 Shares 4,718 Est. Cost $45.31 Unrealized 0.0%
CHE CHEMED CORP NEW 0.2%
Value ($000) $266 Shares 636 Est. Cost $399.91 Unrealized 0.0%
HOG Harley-Davidson Inc 0.2%
Value ($000) $266 Shares 7,394 Est. Cost $34.29 Unrealized 0.0%
LDOS LEIDOS HOLDINGS INC 0.2%
Value ($000) $264 Shares 3,076 Est. Cost $76.85 Unrealized 0.0%
OKE Oneok Inc New 0.2%
Value ($000) $263 Shares 3,567 Est. Cost $46.59 Unrealized 0.0%
MAR Marriott International Inc New 0.2%
Value ($000) $263 Shares 2,115 Est. Cost $126.71 Unrealized 0.0%
VVV VALVOLINE INC 0.2%
Value ($000) $262 Shares 11,898 Est. Cost $21.46 Unrealized 0.0%
TJX TJX Cos Inc New 0.2%
Value ($000) $257 Shares 4,614 Est. Cost $50.09 Unrealized 0.0%
CDW CDW CORP/DE 0.2%
Value ($000) $256 Shares 2,074 Est. Cost $106.19 Unrealized 0.0%
FXY INVESCO CURNCYSHS JAPANESE Y 0.2%
Value ($000) $255 Shares 2,898 Est. Cost $87.99 Unrealized
ENZL ISHARES TR 0.1%
Value ($000) $250 Shares 4,814 Est. Cost $52.54 Unrealized
D Dominion Energy Inc 0.1%
Value ($000) $248 Shares 3,060 Est. Cost $58.40 Unrealized 0.0%
MSCI MSCI INC-A 0.1%
Value ($000) $248 Shares 1,139 Est. Cost $217.32 Unrealized 0.0%
ADSK Autodesk Inc 0.1%
Value ($000) $248 Shares 1,680 Est. Cost $155.61 Unrealized 0.0%
Wyndham Destinations Inc 0.1%
Value ($000) $248 Shares 5,399 Est. Cost $45.93 Unrealized
COR Amerisourcebergen Corp 0.1%
Value ($000) $246 Shares 2,989 Est. Cost $70.03 Unrealized 0.0%
DVN Devon Energy Corp New 0.1%
Value ($000) $246 Shares 10,210 Est. Cost $18.06 Unrealized 0.0%
HII Hunginton Ingalls Industries INC 0.1%
Value ($000) $246 Shares 1,160 Est. Cost $188.88 Unrealized 0.0%
DUNKIN' BRANDS GROUP INC 0.1%
Value ($000) $243 Shares 3,067 Est. Cost $79.23 Unrealized
WHR Whirlpool Corp 0.1%
Value ($000) $241 Shares 1,524 Est. Cost $143.57 Unrealized 0.0%
L Loews Corp 0.1%
Value ($000) $241 Shares 4,682 Est. Cost $49.88 Unrealized +0.7%
THD ISHARES INC 0.1%
Value ($000) $239 Shares 2,698 Est. Cost $94.85 Unrealized
OPTU ALTICE USA INC 0.1%
Value ($000) $235 Shares 8,202 Est. Cost $27.23 Unrealized 0.0%
TER Teradyne Inc 0.1%
Value ($000) $232 Shares 3,999 Est. Cost $51.49 Unrealized 0.0%
LYV Live Nation Entertainment Inc 0.1%
Value ($000) $232 Shares 3,493 Est. Cost $69.93 Unrealized 0.0%
Versum Materials, Inc. 0.1%
Value ($000) $231 Shares 4,360 Est. Cost $52.98 Unrealized
IBM Int'l Business Machines 0.1%
Value ($000) $226 Shares 1,557 Est. Cost $102.47 Unrealized 0.0%
BJ BJS WHSL CLUB HLDGS INC 0.1%
Value ($000) $225 Shares 8,683 Est. Cost $24.90 Unrealized 0.0%
ROK Rockwell Automation Inc 0.1%
Value ($000) $223 Shares 1,353 Est. Cost $141.03 Unrealized 0.0%
AON PLC 0.1%
Value ($000) $221 Shares 1,143 Est. Cost $193.35 Unrealized
PHILLIPS 66 PARTNERS LP 0.1%
Value ($000) $221 Shares 3,904 Est. Cost $56.61 Unrealized
LPLA LPL FINANCIAL HO INC 0.1%
Value ($000) $218 Shares 2,662 Est. Cost $80.03 Unrealized 0.0%
Federal Realty Invs Trust 0.1%
Value ($000) $218 Shares 1,604 Est. Cost $135.91 Unrealized
KELLOGG CO 0.1%
Value ($000) $217 Shares 3,378 Est. Cost $45.36 Unrealized 0.0%
CBRL CRACKER BARREL OLD CTRY STOR 0.1%
Value ($000) $213 Shares 1,311 Est. Cost $131.75 Unrealized 0.0%
MANH Manhattan Associates Inc 0.1%
Value ($000) $211 Shares 2,611 Est. Cost $80.16 Unrealized 0.0%
WSM Williams-Sonoma Inc 0.1%
Value ($000) $210 Shares 3,085 Est. Cost $29.05 Unrealized 0.0%
AES AES Corp 0.1%
Value ($000) $210 Shares 12,881 Est. Cost $12.81 Unrealized 0.0%
Apollo Global Management Inc 0.1%
Value ($000) $207 Shares 5,464 Est. Cost $37.88 Unrealized
BCO BRINK'S CO/THE 0.1%
Value ($000) $205 Shares 2,466 Est. Cost $77.46 Unrealized 0.0%
NSP INSPERITY INC 0.1%
Value ($000) $201 Shares 2,043 Est. Cost $91.21 Unrealized 0.0%
LEA Lear Corp 0.1%
Value ($000) $201 Shares 1,709 Est. Cost $106.65 Unrealized 0.0%
ET ENERGY TRANSFER LP 0.1%
Value ($000) $182 Shares 13,888 Est. Cost $13.10 Unrealized
F Ford MTR CO DEL 0.1%
Value ($000) $180 Shares 19,620 Est. Cost $6.95 Unrealized 0.0%
HPE Hewlett Packard Enterprise 0.1%
Value ($000) $175 Shares 11,525 Est. Cost $11.58 Unrealized 0.0%