Crabel Capital Management, LLC Quant / Systematic

CIK: 0001536557 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 9, 2021

Total Value ($000): $415,007 (100.0% shares, 0.0% debt)

Holdings (81)

TIP ISHARES TR 3.9%
Value ($000) $16,320 Shares 127,850 Est. Cost $127.50 Unrealized
LQD ISHARES TR 3.9%
Value ($000) $16,004 Shares 115,863 Est. Cost $137.99 Unrealized
AGG ISHARES TR 3.8%
Value ($000) $15,794 Shares 133,631 Est. Cost $118.19 Unrealized
VCSH VANGUARD SCOTTSDALE FDS 3.7%
Value ($000) $15,422 Shares 185,244 Est. Cost $83.23 Unrealized
HYG ISHARES TR 3.7%
Value ($000) $15,363 Shares 175,980 Est. Cost $86.49 Unrealized
VCIT VANGUARD SCOTTSDALE FDS 3.7%
Value ($000) $15,207 Shares 156,549 Est. Cost $97.09 Unrealized
SHY ISHARES TR 3.6%
Value ($000) $15,071 Shares 174,468 Est. Cost $86.41 Unrealized
BND VANGUARD BD INDEX FDS 3.5%
Value ($000) $14,654 Shares 166,169 Est. Cost $88.19 Unrealized
BKLN INVESCO EXCH TRADED FD TR II 3.4%
Value ($000) $14,126 Shares 634,011 Est. Cost $22.28 Unrealized
EMB ISHARES TR 3.4%
Value ($000) $13,995 Shares 120,736 Est. Cost $115.91 Unrealized
JNK SPDR SER TR 3.4%
Value ($000) $13,985 Shares 128,369 Est. Cost $108.94 Unrealized
IEI ISHARES TR 3.3%
Value ($000) $13,842 Shares 104,089 Est. Cost $133.05 Unrealized
MUB ISHARES TR 3.3%
Value ($000) $13,489 Shares 115,091 Est. Cost $116.98 Unrealized
MINT PIMCO ETF TR 3.1%
Value ($000) $12,795 Shares 125,394 Est. Cost $101.96 Unrealized
BSV VANGUARD BD INDEX FDS 3.0%
Value ($000) $12,653 Shares 152,630 Est. Cost $82.92 Unrealized
WTPI WISDOMTREE TR 2.8%
Value ($000) $11,570 Shares 405,450 Est. Cost $29.06 Unrealized
SJNK SPDR SER TR 2.6%
Value ($000) $10,873 Shares 403,448 Est. Cost $26.95 Unrealized
MBB ISHARES TR 2.4%
Value ($000) $9,984 Shares 90,660 Est. Cost $110.13 Unrealized
BNDX VANGUARD CHARLOTTE FDS 2.2%
Value ($000) $9,073 Shares 154,956 Est. Cost $58.49 Unrealized
NEAR ISHARES U S ETF TR 2.2%
Value ($000) $9,041 Shares 180,203 Est. Cost $50.17 Unrealized
FTSM FIRST TR EXCHANGE-TRADED FD 2.1%
Value ($000) $8,856 Shares 147,503 Est. Cost $60.04 Unrealized
VGSH VANGUARD SCOTTSDALE FDS 2.1%
Value ($000) $8,825 Shares 143,260 Est. Cost $61.62 Unrealized
IEF ISHARES TR 2.1%
Value ($000) $8,585 Shares 71,571 Est. Cost $120.30 Unrealized
SCHO SCHWAB STRATEGIC TR 1.9%
Value ($000) $7,921 Shares 154,130 Est. Cost $51.39 Unrealized
PFF ISHARES TR 1.9%
Value ($000) $7,854 Shares 203,951 Est. Cost $38.42 Unrealized
GOVT ISHARES TR 1.8%
Value ($000) $7,623 Shares 279,847 Est. Cost $27.41 Unrealized
VMBS VANGUARD SCOTTSDALE FDS 1.8%
Value ($000) $7,586 Shares 140,306 Est. Cost $54.07 Unrealized
SHYG ISHARES TR 1.8%
Value ($000) $7,460 Shares 164,162 Est. Cost $45.44 Unrealized
FLOT ISHARES TR 1.6%
Value ($000) $6,565 Shares 129,429 Est. Cost $50.71 Unrealized
TLT ISHARES TR 1.4%
Value ($000) $5,685 Shares 36,043 Est. Cost $159.65 Unrealized
ICSH ISHARES TR 1.3%
Value ($000) $5,191 Shares 102,750 Est. Cost $50.52 Unrealized
SPSB SPDR SER TR 1.3%
Value ($000) $5,189 Shares 165,249 Est. Cost $31.40 Unrealized
VTEB VANGUARD MUN BD FDS 1.1%
Value ($000) $4,635 Shares 83,987 Est. Cost $55.06 Unrealized
GSY INVESCO ACTIVELY MANAGED ETF 1.1%
Value ($000) $4,598 Shares 90,901 Est. Cost $50.58 Unrealized
HYD VANECK VECTORS ETF TR 1.0%
Value ($000) $4,297 Shares 69,827 Est. Cost $61.45 Unrealized
SCHZ SCHWAB STRATEGIC TR 0.9%
Value ($000) $3,889 Shares 69,417 Est. Cost $56.02 Unrealized
PCY INVESCO EXCH TRADED FD TR II 0.9%
Value ($000) $3,887 Shares 134,763 Est. Cost $28.84 Unrealized
PGX INVESCO EXCH TRADED FD TR II 0.9%
Value ($000) $3,871 Shares 253,695 Est. Cost $15.26 Unrealized
EMLC VANECK VECTORS ETF TR 0.9%
Value ($000) $3,829 Shares 115,092 Est. Cost $33.27 Unrealized
SPAB SPDR SER TR 0.7%
Value ($000) $2,884 Shares 93,655 Est. Cost $30.79 Unrealized
VTIP VANGUARD MALVERN FDS 0.7%
Value ($000) $2,811 Shares 55,017 Est. Cost $51.09 Unrealized
GDX VANECK VECTORS ETF TR 0.6%
Value ($000) $2,362 Shares 65,567 Est. Cost $36.02 Unrealized
GDXJ VANECK VECTORS ETF TR 0.5%
Value ($000) $2,090 Shares 38,533 Est. Cost $54.24 Unrealized
TFI SPDR SER TR 0.4%
Value ($000) $1,627 Shares 30,990 Est. Cost $52.36 Unrealized
USMV ISHARES TR 0.3%
Value ($000) $1,346 Shares 19,826 Est. Cost $67.89 Unrealized
EEM ISHARES TR 0.3%
Value ($000) $1,108 Shares 21,446 Est. Cost $51.66 Unrealized
SPY SPDR S&P 500 ETF TR 0.2%
Value ($000) $733 Shares 1,961 Est. Cost $373.79 Unrealized
CONCHO RES INC 0.2%
Value ($000) $669 Shares 11,465 Est. Cost $58.35 Unrealized
FLRN SPDR SER TR 0.2%
Value ($000) $667 Shares 21,794 Est. Cost $30.60 Unrealized
MAXIM INTEGRATED PRODS INC 0.2%
Value ($000) $645 Shares 7,271 Est. Cost $67.67 Unrealized
BMC STK HLDGS INC 0.2%
Value ($000) $634 Shares 11,818 Est. Cost $42.82 Unrealized
BIV VANGUARD BD INDEX FDS 0.1%
Value ($000) $607 Shares 6,537 Est. Cost $92.86 Unrealized
XILINX INC 0.1%
Value ($000) $583 Shares 4,114 Est. Cost $141.71 Unrealized
XLY SELECT SECTOR SPDR TR 0.1%
Value ($000) $543 Shares 3,375 Est. Cost $146.96 Unrealized
FITBIT INC 0.1%
Value ($000) $543 Shares 79,872 Est. Cost $6.46 Unrealized
INPHI CORP 0.1%
Value ($000) $527 Shares 3,282 Est. Cost $160.57 Unrealized
ALEXION PHARMACEUTICALS INC 0.1%
Value ($000) $520 Shares 3,331 Est. Cost $156.11 Unrealized
WTW WILLIS TOWERS WATSON PLC LTD 0.1%
Value ($000) $512 Shares 2,431 Est. Cost $189.92 Unrealized +1.2%
AEROJET ROCKETDYNE HLDGS INC 0.1%
Value ($000) $505 Shares 9,546 Est. Cost $52.90 Unrealized
SLACK TECHNOLOGIES INC 0.1%
Value ($000) $490 Shares 11,593 Est. Cost $42.27 Unrealized
IYR ISHARES TR 0.1%
Value ($000) $490 Shares 5,717 Est. Cost $85.71 Unrealized
XLU SELECT SECTOR SPDR TR 0.1%
Value ($000) $481 Shares 7,673 Est. Cost $62.69 Unrealized
EFAV ISHARES TR 0.1%
Value ($000) $438 Shares 5,964 Est. Cost $73.44 Unrealized
XLC SELECT SECTOR SPDR TR 0.1%
Value ($000) $426 Shares 6,311 Est. Cost $59.45 Unrealized
XOM EXXON MOBIL CORP 0.1%
Value ($000) $399 Shares 9,670 Est. Cost $31.94 Unrealized -4.9%
EWY ISHARES INC 0.1%
Value ($000) $399 Shares 4,642 Est. Cost $85.95 Unrealized
VTI VANGUARD INDEX FDS 0.1%
Value ($000) $366 Shares 1,880 Est. Cost $194.68 Unrealized
AAPL APPLE INC 0.1%
Value ($000) $347 Shares 2,618 Est. Cost $97.53 Unrealized +20.0%
BOND PIMCO ETF TR 0.1%
Value ($000) $337 Shares 2,978 Est. Cost $113.16 Unrealized
ACWV ISHARES INC 0.1%
Value ($000) $333 Shares 3,436 Est. Cost $96.92 Unrealized
XLI SELECT SECTOR SPDR TR 0.1%
Value ($000) $305 Shares 3,446 Est. Cost $76.90 Unrealized
VGK VANGUARD INTL EQUITY INDEX F 0.1%
Value ($000) $301 Shares 4,991 Est. Cost $60.31 Unrealized
PFE PFIZER INC 0.1%
Value ($000) $286 Shares 7,765 Est. Cost $28.63 Unrealized 0.0%
COST COSTCO WHSL CORP NEW 0.1%
Value ($000) $283 Shares 752 Est. Cost $309.06 Unrealized +12.4%
EWJ ISHARES INC 0.1%
Value ($000) $278 Shares 4,112 Est. Cost $67.61 Unrealized
VPL VANGUARD INTL EQUITY INDEX F 0.1%
Value ($000) $273 Shares 3,426 Est. Cost $79.68 Unrealized
CWB SPDR SER TR 0.1%
Value ($000) $273 Shares 3,296 Est. Cost $82.83 Unrealized
T AT&T INC 0.1%
Value ($000) $271 Shares 9,437 Est. Cost $15.38 Unrealized 0.0%
XLV SELECT SECTOR SPDR TR 0.1%
Value ($000) $242 Shares 2,137 Est. Cost $105.29 Unrealized
NFLX NETFLIX INC 0.1%
Value ($000) $238 Shares 440 Est. Cost $49.85 Unrealized +1.7%
IGLB ISHARES TR 0.1%
Value ($000) $228 Shares 3,117 Est. Cost $73.15 Unrealized