Crabel Capital Management, LLC Quant / Systematic

CIK: 0001536557 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 13, 2021

Total Value ($000): $384,050 (100.0% shares, 0.0% debt)

Holdings (99)

SHY ISHARES TR 7.1%
Value ($000) $27,389 Shares 317,556 Est. Cost $86.34 Unrealized
NEAR ISHARES U S ETF TR 5.8%
Value ($000) $22,461 Shares 447,528 Est. Cost $50.18 Unrealized
HYG ISHARES TR 5.8%
Value ($000) $22,287 Shares 255,640 Est. Cost $86.71 Unrealized
VCSH VANGUARD SCOTTSDALE FDS 5.7%
Value ($000) $21,934 Shares 265,868 Est. Cost $83.01 Unrealized
JNK SPDR SER TR 4.8%
Value ($000) $18,577 Shares 170,747 Est. Cost $108.91 Unrealized
SJNK SPDR SER TR 4.3%
Value ($000) $16,426 Shares 601,017 Est. Cost $27.08 Unrealized
MUB ISHARES TR 4.1%
Value ($000) $15,756 Shares 135,772 Est. Cost $116.84 Unrealized
TIP ISHARES TR 3.6%
Value ($000) $13,890 Shares 110,676 Est. Cost $127.50 Unrealized
SHV ISHARES TR 3.6%
Value ($000) $13,698 Shares 123,950 Est. Cost $110.51 Unrealized
WTPI WISDOMTREE TR 3.2%
Value ($000) $12,243 Shares 405,430 Est. Cost $29.06 Unrealized
SHYG ISHARES TR 2.7%
Value ($000) $10,358 Shares 226,097 Est. Cost $45.54 Unrealized
VGSH VANGUARD SCOTTSDALE FDS 2.6%
Value ($000) $10,167 Shares 165,268 Est. Cost $61.61 Unrealized
SCHO SCHWAB STRATEGIC TR 2.4%
Value ($000) $9,200 Shares 179,306 Est. Cost $51.38 Unrealized
PFF ISHARES TR 2.3%
Value ($000) $8,725 Shares 227,214 Est. Cost $38.42 Unrealized
XLU SELECT SECTOR SPDR TR 1.7%
Value ($000) $6,471 Shares 101,042 Est. Cost $63.94 Unrealized
ICSH ISHARES TR 1.5%
Value ($000) $5,710 Shares 113,028 Est. Cost $50.52 Unrealized
BNDX VANGUARD CHARLOTTE FDS 1.4%
Value ($000) $5,476 Shares 95,865 Est. Cost $58.49 Unrealized
SPSB SPDR SER TR 1.4%
Value ($000) $5,409 Shares 172,770 Est. Cost $31.40 Unrealized
VTEB VANGUARD MUN BD FDS 1.4%
Value ($000) $5,278 Shares 96,598 Est. Cost $55.00 Unrealized
HYD VANECK VECTORS ETF TR 1.3%
Value ($000) $5,027 Shares 80,881 Est. Cost $61.55 Unrealized
PGX INVESCO EXCH TRADED FD TR II 1.2%
Value ($000) $4,470 Shares 298,021 Est. Cost $15.22 Unrealized
MAXIM INTEGRATED PRODS INC 1.2%
Value ($000) $4,429 Shares 48,473 Est. Cost $87.81 Unrealized
LQD ISHARES TR 1.1%
Value ($000) $4,091 Shares 31,455 Est. Cost $137.99 Unrealized
INPHI CORP 1.0%
Value ($000) $3,904 Shares 21,880 Est. Cost $175.75 Unrealized
BSV VANGUARD BD INDEX FDS 1.0%
Value ($000) $3,753 Shares 45,668 Est. Cost $82.92 Unrealized
WTW WILLIS TOWERS WATSON PLC LTD 1.0%
Value ($000) $3,709 Shares 16,207 Est. Cost $201.93 Unrealized +1.0%
FLIR SYS INC 0.9%
Value ($000) $3,605 Shares 63,833 Est. Cost $56.48 Unrealized
KANSAS CITY SOUTHERN 0.9%
Value ($000) $3,491 Shares 13,229 Est. Cost $263.89 Unrealized
CANTEL MED CORP 0.9%
Value ($000) $3,402 Shares 42,613 Est. Cost $79.83 Unrealized
GW PHARMACEUTICALS PLC 0.9%
Value ($000) $3,399 Shares 15,673 Est. Cost $216.87 Unrealized
XILINX INC 0.9%
Value ($000) $3,398 Shares 27,427 Est. Cost $126.57 Unrealized
PRA HEALTH SCIENCES INC 0.9%
Value ($000) $3,389 Shares 22,101 Est. Cost $153.34 Unrealized
MICHAELS COS INC 0.9%
Value ($000) $3,356 Shares 152,975 Est. Cost $21.94 Unrealized
CARDTRONICS PLC 0.9%
Value ($000) $3,347 Shares 86,267 Est. Cost $38.80 Unrealized
GDX VANECK VECTORS ETF TR 0.9%
Value ($000) $3,319 Shares 102,134 Est. Cost $34.76 Unrealized
MAGELLAN HEALTH INC 0.9%
Value ($000) $3,318 Shares 35,587 Est. Cost $93.24 Unrealized
PEOPLES UNITED FINANCIAL INC 0.8%
Value ($000) $3,255 Shares 181,851 Est. Cost $17.90 Unrealized
COHERENT INC 0.8%
Value ($000) $3,251 Shares 12,854 Est. Cost $252.92 Unrealized
ALEXION PHARMACEUTICALS INC 0.8%
Value ($000) $3,250 Shares 21,253 Est. Cost $153.42 Unrealized
ATHENE HLDG LTD 0.8%
Value ($000) $3,220 Shares 63,881 Est. Cost $50.41 Unrealized
SLACK TECHNOLOGIES INC 0.8%
Value ($000) $3,140 Shares 77,287 Est. Cost $40.87 Unrealized
SHAW COMMUNICATIONS INC 0.8%
Value ($000) $3,128 Shares 119,303 Est. Cost $26.22 Unrealized
CHANGE HEALTHCARE INC 0.8%
Value ($000) $3,090 Shares 139,820 Est. Cost $22.10 Unrealized
AEROJET ROCKETDYNE HLDGS INC 0.8%
Value ($000) $2,989 Shares 63,640 Est. Cost $47.86 Unrealized
TFI SPDR SER TR 0.7%
Value ($000) $2,836 Shares 54,890 Est. Cost $52.06 Unrealized
FLOT ISHARES TR 0.7%
Value ($000) $2,783 Shares 54,800 Est. Cost $50.71 Unrealized
TLT ISHARES TR 0.7%
Value ($000) $2,758 Shares 20,364 Est. Cost $159.65 Unrealized
USMV ISHARES TR 0.7%
Value ($000) $2,670 Shares 38,589 Est. Cost $68.52 Unrealized
GDXJ VANECK VECTORS ETF TR 0.7%
Value ($000) $2,666 Shares 59,242 Est. Cost $51.01 Unrealized
VWOB VANGUARD WHITEHALL FDS 0.6%
Value ($000) $2,496 Shares 32,212 Est. Cost $77.49 Unrealized
EMB ISHARES TR 0.6%
Value ($000) $2,424 Shares 22,263 Est. Cost $115.91 Unrealized
BKLN INVESCO EXCH TRADED FD TR II 0.6%
Value ($000) $2,121 Shares 95,823 Est. Cost $22.28 Unrealized
MX MAGNACHIP SEMICONDUCTOR CORP 0.5%
Value ($000) $1,935 Shares 77,730 Est. Cost $19.62 Unrealized 0.0%
AGG ISHARES TR 0.4%
Value ($000) $1,524 Shares 13,392 Est. Cost $118.19 Unrealized
VTIP VANGUARD MALVERN FDS 0.4%
Value ($000) $1,378 Shares 26,727 Est. Cost $51.09 Unrealized
ACWV ISHARES INC 0.2%
Value ($000) $792 Shares 8,026 Est. Cost $97.92 Unrealized
EWY ISHARES INC 0.2%
Value ($000) $790 Shares 8,811 Est. Cost $87.71 Unrealized
EFAV ISHARES TR 0.2%
Value ($000) $780 Shares 10,686 Est. Cost $73.24 Unrealized
HYMB SPDR SER TR 0.2%
Value ($000) $699 Shares 11,785 Est. Cost $59.31 Unrealized
IYR ISHARES TR 0.2%
Value ($000) $682 Shares 7,413 Est. Cost $87.15 Unrealized
SPY SPDR S&P 500 ETF TR 0.2%
Value ($000) $676 Shares 1,706 Est. Cost $373.79 Unrealized
SPWH SPORTSMANS WHSE HLDGS INC 0.2%
Value ($000) $665 Shares 38,580 Est. Cost $17.40 Unrealized 0.0%
FORTERRA INC 0.2%
Value ($000) $665 Shares 28,588 Est. Cost $23.26 Unrealized
TALEND S A 0.2%
Value ($000) $663 Shares 10,417 Est. Cost $63.65 Unrealized
HYLB DBX ETF TR 0.2%
Value ($000) $603 Shares 12,065 Est. Cost $49.98 Unrealized
FLRN SPDR SER TR 0.2%
Value ($000) $600 Shares 19,572 Est. Cost $30.60 Unrealized
EWT ISHARES INC 0.1%
Value ($000) $516 Shares 8,606 Est. Cost $59.96 Unrealized
EWC ISHARES INC 0.1%
Value ($000) $497 Shares 14,582 Est. Cost $34.08 Unrealized
EWL ISHARES INC 0.1%
Value ($000) $492 Shares 11,118 Est. Cost $44.25 Unrealized
USHY ISHARES TR 0.1%
Value ($000) $432 Shares 10,500 Est. Cost $41.14 Unrealized
SLV ISHARES SILVER TR 0.1%
Value ($000) $424 Shares 18,680 Est. Cost $22.70 Unrealized
IDLV INVESCO EXCH TRADED FD TR II 0.1%
Value ($000) $410 Shares 13,496 Est. Cost $30.38 Unrealized
PCY INVESCO EXCH TRADED FD TR II 0.1%
Value ($000) $393 Shares 14,678 Est. Cost $28.84 Unrealized
EWJ ISHARES INC 0.1%
Value ($000) $374 Shares 5,458 Est. Cost $67.83 Unrealized
VPL VANGUARD INTL EQUITY INDEX F 0.1%
Value ($000) $368 Shares 4,507 Est. Cost $80.16 Unrealized
AMLP ALPS ETF TR 0.1%
Value ($000) $356 Shares 11,664 Est. Cost $30.52 Unrealized
VGK VANGUARD INTL EQUITY INDEX F 0.1%
Value ($000) $355 Shares 5,636 Est. Cost $60.62 Unrealized
RWX SPDR INDEX SHS FDS 0.1%
Value ($000) $334 Shares 9,702 Est. Cost $34.43 Unrealized
EEMV ISHARES INC 0.1%
Value ($000) $320 Shares 5,067 Est. Cost $63.15 Unrealized
HYLS FIRST TR EXCHANGE-TRADED FD 0.1%
Value ($000) $318 Shares 6,528 Est. Cost $48.71 Unrealized
VTI VANGUARD INDEX FDS 0.1%
Value ($000) $316 Shares 1,530 Est. Cost $194.68 Unrealized
ANGL VANECK VECTORS ETF TR 0.1%
Value ($000) $315 Shares 9,855 Est. Cost $31.96 Unrealized
EZA ISHARES INC 0.1%
Value ($000) $306 Shares 6,201 Est. Cost $49.35 Unrealized
VNQI VANGUARD INTL EQUITY INDEX F 0.1%
Value ($000) $304 Shares 5,444 Est. Cost $55.84 Unrealized
IGIB ISHARES TR 0.1%
Value ($000) $301 Shares 5,083 Est. Cost $59.22 Unrealized
SPLV INVESCO EXCH TRADED FD TR II 0.1%
Value ($000) $296 Shares 5,094 Est. Cost $58.11 Unrealized
EWA ISHARES INC 0.1%
Value ($000) $295 Shares 11,920 Est. Cost $24.75 Unrealized
IVLU ISHARES TR 0.1%
Value ($000) $289 Shares 11,417 Est. Cost $25.31 Unrealized
DIS DISNEY WALT CO 0.1%
Value ($000) $273 Shares 1,482 Est. Cost $180.17 Unrealized 0.0%
CMCSA COMCAST CORP NEW 0.1%
Value ($000) $267 Shares 4,927 Est. Cost $46.15 Unrealized 0.0%
GBTC Grayscale Bitcoin ORD 0.1%
Value ($000) $264 Shares 5,285 Est. Cost $49.95 Unrealized
PFFD GLOBAL X FDS 0.1%
Value ($000) $260 Shares 10,209 Est. Cost $25.47 Unrealized
INDA ISHARES TR 0.1%
Value ($000) $251 Shares 5,943 Est. Cost $42.23 Unrealized
FLQL FRANKLIN TEMPLETON ETF TR 0.1%
Value ($000) $250 Shares 6,252 Est. Cost $39.99 Unrealized
ECH ISHARES INC 0.1%
Value ($000) $228 Shares 6,655 Est. Cost $34.26 Unrealized
VRP INVESCO EXCH TRADED FD TR II 0.1%
Value ($000) $225 Shares 8,698 Est. Cost $25.87 Unrealized
THD ISHARES INC 0.1%
Value ($000) $215 Shares 2,610 Est. Cost $82.38 Unrealized
EMLP FIRST TR EXCHANGE-TRADED FD 0.1%
Value ($000) $211 Shares 9,243 Est. Cost $22.83 Unrealized
EWQ ISHARES INC 0.1%
Value ($000) $204 Shares 5,866 Est. Cost $34.78 Unrealized