Crabel Capital Management, LLC Quant / Systematic

Location: Milwaukee, WI

CIK: 0001536557 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 11, 2020

Total Value: $23.33M (100.0% shares, 0.0% debt)

Holdings (32)

WTPI WISDOMTREE TR 43.5%

Value $10.15M Shares 405,440 Est. Cost $29.06 Unrealized —

HYG ISHARES TR 6.4%

Value $1.485M Shares 18,190 Est. Cost $81.64 Unrealized —

TLT ISHARES TR 3.4%

Value $788K Shares 4,805 Est. Cost $164.00 Unrealized —

— FITBIT INC 2.2%

Value $516K Shares 79,872 Est. Cost $6.46 Unrealized —

— E TRADE FINANCIAL CORP 2.2%

Value $513K Shares 10,312 Est. Cost $49.75 Unrealized —

— TECH DATA CORP 2.2%

Value $506K Shares 3,491 Est. Cost $144.94 Unrealized —

— QIAGEN NV 2.2%

Value $504K Shares 11,773 Est. Cost $42.81 Unrealized —

— PORTOLA PHARMACEUTICALS INC 2.1%

Value $501K Shares 27,871 Est. Cost $17.98 Unrealized —

— CAESARS ENTMT CORP 2.1%

Value $501K Shares 41,268 Est. Cost $12.14 Unrealized —

— LEGG MASON INC 2.1%

Value $501K Shares 10,075 Est. Cost $49.73 Unrealized —

— WRIGHT MED GROUP N V 2.1%

Value $498K Shares 16,762 Est. Cost $29.71 Unrealized —

TIP ISHARES TR 2.1%

Value $489K Shares 3,976 Est. Cost $122.99 Unrealized —

— ADVANCED DISP SVCS INC DEL 2.0%

Value $475K Shares 15,728 Est. Cost $30.20 Unrealized —

SHY ISHARES TR 2.0%

Value $468K Shares 5,400 Est. Cost $86.67 Unrealized —

— TD AMERITRADE HLDG CORP 2.0%

Value $467K Shares 12,841 Est. Cost $36.37 Unrealized —

— MOBILE MINI INC 1.7%

Value $408K Shares 13,816 Est. Cost $29.53 Unrealized —

AAPL APPLE INC 1.6%

Value $362K Shares 991 Est. Cost $75.09 Unrealized 0.0%

VCSH VANGUARD SCOTTSDALE FDS 1.5%

Value $352K Shares 4,263 Est. Cost $82.57 Unrealized —

BND VANGUARD BD INDEX FDS 1.5%

Value $341K Shares 3,857 Est. Cost $88.41 Unrealized —

BSV VANGUARD BD INDEX FDS 1.4%

Value $337K Shares 4,050 Est. Cost $83.21 Unrealized —

AGG ISHARES TR 1.4%

Value $330K Shares 2,793 Est. Cost $118.15 Unrealized —

T AT&T INC 1.3%

Value $292K Shares 9,672 Est. Cost $15.50 Unrealized 0.0%

VZ VERIZON COMMUNICATIONS INC 1.2%

Value $287K Shares 5,212 Est. Cost $40.75 Unrealized 0.0%

MUB ISHARES TR 1.2%

Value $275K Shares 2,382 Est. Cost $115.45 Unrealized —

MINT PIMCO ETF TR 1.2%

Value $275K Shares 2,700 Est. Cost $99.00 Unrealized —

FLOT ISHARES TR 1.2%

Value $273K Shares 5,400 Est. Cost $50.56 Unrealized —

PFE PFIZER INC 1.2%

Value $271K Shares 8,301 Est. Cost $25.99 Unrealized 0.0%

WFC WELLS FARGO CO NEW 1.1%

Value $263K Shares 10,311 Est. Cost $23.98 Unrealized 0.0%

TSLA TESLA INC 1.0%

Value $228K Shares 211 Est. Cost $54.10 Unrealized 0.0%

IEI ISHARES TR 1.0%

Value $228K Shares 1,707 Est. Cost $133.57 Unrealized —

GOVT ISHARES TR 1.0%

Value $227K Shares 8,100 Est. Cost $28.02 Unrealized —

IEF ISHARES TR 0.9%

Value $219K Shares 1,800 Est. Cost $121.67 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
WTPI	WISDOMTREE TR	405,440	$10.15M	43.5%	$29.06	—	CBOE S&P 500	97717X560
HYG	ISHARES TR	18,190	$1.485M	6.4%	$81.64	—	IBOXX HI YD ETF	464288513
TLT	ISHARES TR	4,805	$788K	3.4%	$164.00	—	20 YR TR BD ETF	464287432
—	FITBIT INC	79,872	$516K	2.2%	$6.46	—	CL A	33812L102
—	E TRADE FINANCIAL CORP	10,312	$513K	2.2%	$49.75	—	CON NEW	269246401
—	TECH DATA CORP	3,491	$506K	2.2%	$144.94	—	COM	878237106
—	QIAGEN NV	11,773	$504K	2.2%	$42.81	—	SHS NEW	N72482123
—	PORTOLA PHARMACEUTICALS INC	27,871	$501K	2.1%	$17.98	—	COM	737010108
—	CAESARS ENTMT CORP	41,268	$501K	2.1%	$12.14	—	COM	127686103
—	LEGG MASON INC	10,075	$501K	2.1%	$49.73	—	COM	524901105
—	WRIGHT MED GROUP N V	16,762	$498K	2.1%	$29.71	—	ORD SHS	N96617118
TIP	ISHARES TR	3,976	$489K	2.1%	$122.99	—	TIPS BD ETF	464287176
—	ADVANCED DISP SVCS INC DEL	15,728	$475K	2.0%	$30.20	—	COM	00790X101
SHY	ISHARES TR	5,400	$468K	2.0%	$86.67	—	1 3 YR TREAS BD	464287457
—	TD AMERITRADE HLDG CORP	12,841	$467K	2.0%	$36.37	—	COM	87236Y108
—	MOBILE MINI INC	13,816	$408K	1.7%	$29.53	—	COM	60740F105
AAPL	APPLE INC	991	$362K	1.6%	$75.09	0.0%	COM	037833100
VCSH	VANGUARD SCOTTSDALE FDS	4,263	$352K	1.5%	$82.57	—	SHRT TRM CORP BD	92206C409
BND	VANGUARD BD INDEX FDS	3,857	$341K	1.5%	$88.41	—	TOTAL BND MRKT	921937835
BSV	VANGUARD BD INDEX FDS	4,050	$337K	1.4%	$83.21	—	SHORT TRM BOND	921937827
AGG	ISHARES TR	2,793	$330K	1.4%	$118.15	—	CORE US AGGBD ET	464287226
T	AT&T INC	9,672	$292K	1.3%	$15.50	0.0%	COM	00206R102
VZ	VERIZON COMMUNICATIONS INC	5,212	$287K	1.2%	$40.75	0.0%	COM	92343V104
MUB	ISHARES TR	2,382	$275K	1.2%	$115.45	—	NATIONAL MUN ETF	464288414
MINT	PIMCO ETF TR	2,700	$275K	1.2%	$99.00	—	ENHAN SHRT MA AC	72201R833
FLOT	ISHARES TR	5,400	$273K	1.2%	$50.56	—	FLTG RATE NT ETF	46429B655
PFE	PFIZER INC	8,301	$271K	1.2%	$25.99	0.0%	COM	717081103
WFC	WELLS FARGO CO NEW	10,311	$263K	1.1%	$23.98	0.0%	COM	949746101
TSLA	TESLA INC	211	$228K	1.0%	$54.10	0.0%	COM	88160R101
IEI	ISHARES TR	1,707	$228K	1.0%	$133.57	—	3 7 YR TREAS BD	464288661
GOVT	ISHARES TR	8,100	$227K	1.0%	$28.02	—	US TREAS BD ETF	46429B267
IEF	ISHARES TR	1,800	$219K	0.9%	$121.67	—	BARCLAYS 7 10 YR	464287440