Crabel Capital Management, LLC Quant / Systematic

CIK: 0001536557 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 13, 2021

Total Value ($000): $485,981 (100.0% shares, 0.0% debt)

Holdings (120)

HYG ISHARES TR 3.8%
Value ($000) $18,587 Shares 211,125 Est. Cost $86.71 Unrealized
AGG ISHARES TR 3.6%
Value ($000) $17,496 Shares 151,708 Est. Cost $115.58 Unrealized
JNK SPDR SER TR 3.6%
Value ($000) $17,377 Shares 158,032 Est. Cost $108.91 Unrealized
VCIT VANGUARD SCOTTSDALE FDS 3.4%
Value ($000) $16,453 Shares 173,063 Est. Cost $95.07 Unrealized
LQD ISHARES TR 3.1%
Value ($000) $14,995 Shares 111,601 Est. Cost $135.38 Unrealized
EMB ISHARES TR 3.0%
Value ($000) $14,522 Shares 129,132 Est. Cost $113.05 Unrealized
BND VANGUARD BD INDEX FDS 2.9%
Value ($000) $14,170 Shares 164,973 Est. Cost $85.89 Unrealized
TIP ISHARES TR 2.8%
Value ($000) $13,379 Shares 104,519 Est. Cost $127.50 Unrealized
WTPI WISDOMTREE TR 2.6%
Value ($000) $12,876 Shares 405,440 Est. Cost $29.06 Unrealized
MINT PIMCO ETF TR 2.4%
Value ($000) $11,643 Shares 114,177 Est. Cost $101.97 Unrealized
FLOT ISHARES TR 2.2%
Value ($000) $10,676 Shares 210,067 Est. Cost $50.79 Unrealized
SJNK SPDR SER TR 2.1%
Value ($000) $10,310 Shares 373,831 Est. Cost $27.08 Unrealized
IEF ISHARES TR 1.9%
Value ($000) $9,290 Shares 80,441 Est. Cost $115.49 Unrealized
PFF ISHARES TR 1.9%
Value ($000) $9,274 Shares 235,782 Est. Cost $38.46 Unrealized
XILINX INC 1.8%
Value ($000) $8,597 Shares 59,438 Est. Cost $136.30 Unrealized
SHYG ISHARES TR 1.7%
Value ($000) $8,102 Shares 175,902 Est. Cost $45.54 Unrealized
ATHENE HOLDING LTD 1.6%
Value ($000) $7,922 Shares 117,370 Est. Cost $58.19 Unrealized
MBB ISHARES TR 1.6%
Value ($000) $7,882 Shares 72,823 Est. Cost $108.24 Unrealized
MAXIM INTEGRATED PRODS INC 1.6%
Value ($000) $7,702 Shares 73,106 Est. Cost $93.72 Unrealized
ALEXION PHARMACEUTICALS INC 1.6%
Value ($000) $7,673 Shares 41,769 Est. Cost $168.29 Unrealized
COHERENT INC 1.5%
Value ($000) $7,522 Shares 28,456 Est. Cost $259.18 Unrealized
SLACK TECHNOLOGIES INC 1.5%
Value ($000) $7,498 Shares 169,262 Est. Cost $42.73 Unrealized
MAGELLAN HEALTH INC 1.5%
Value ($000) $7,486 Shares 79,474 Est. Cost $93.77 Unrealized
NUANCE COMMUNICATIONS INC 1.5%
Value ($000) $7,470 Shares 137,211 Est. Cost $54.44 Unrealized
PPD INC 1.5%
Value ($000) $7,458 Shares 161,812 Est. Cost $46.09 Unrealized
PRA HEALTH SCIENCES INC 1.5%
Value ($000) $7,445 Shares 45,061 Est. Cost $159.39 Unrealized
CHANGE HEALTHCARE INC 1.5%
Value ($000) $7,432 Shares 322,580 Est. Cost $22.63 Unrealized
MUB ISHARES TR 1.5%
Value ($000) $7,405 Shares 63,182 Est. Cost $116.84 Unrealized
AEROJET ROCKETDYNE HLDGS INC 1.5%
Value ($000) $7,361 Shares 152,439 Est. Cost $48.11 Unrealized
KANSAS CITY SOUTHERN 1.5%
Value ($000) $7,322 Shares 25,838 Est. Cost $273.40 Unrealized
GOVT ISHARES TR 1.5%
Value ($000) $7,312 Shares 274,897 Est. Cost $26.60 Unrealized
VEREIT INC 1.5%
Value ($000) $7,275 Shares 158,394 Est. Cost $45.93 Unrealized
STERLING BANCORP DEL 1.5%
Value ($000) $7,110 Shares 286,806 Est. Cost $24.79 Unrealized
PEOPLES UNITED FINANCIAL INC 1.4%
Value ($000) $6,967 Shares 406,504 Est. Cost $17.48 Unrealized
FLAGSTAR BANCORP INC 1.4%
Value ($000) $6,928 Shares 163,898 Est. Cost $42.27 Unrealized
TLT ISHARES TR 1.4%
Value ($000) $6,616 Shares 45,830 Est. Cost $151.16 Unrealized
VMBS VANGUARD SCOTTSDALE FDS 1.2%
Value ($000) $5,686 Shares 106,540 Est. Cost $53.37 Unrealized
BKLN INVESCO EXCH TRADED FD TR II 1.0%
Value ($000) $5,059 Shares 228,408 Est. Cost $22.20 Unrealized
HYD VANECK VECTORS ETF TR 1.0%
Value ($000) $4,990 Shares 78,450 Est. Cost $61.55 Unrealized
NEW SR INVT GROUP INC 1.0%
Value ($000) $4,955 Shares 564,334 Est. Cost $8.78 Unrealized
51JOB INC 1.0%
Value ($000) $4,757 Shares 61,171 Est. Cost $77.77 Unrealized
PGX INVESCO EXCH TRADED FD TR II 0.9%
Value ($000) $4,475 Shares 292,124 Est. Cost $15.22 Unrealized
ICSH ISHARES TR 0.8%
Value ($000) $4,100 Shares 81,159 Est. Cost $50.52 Unrealized
GRACE W R & CO DEL NEW 0.8%
Value ($000) $4,020 Shares 58,156 Est. Cost $69.12 Unrealized
PROOFPOINT INC 0.8%
Value ($000) $4,003 Shares 23,037 Est. Cost $173.76 Unrealized
BSV VANGUARD BD INDEX FDS 0.8%
Value ($000) $3,963 Shares 48,236 Est. Cost $82.88 Unrealized
WTW WILLIS TOWERS WATSON PLC LTD 0.8%
Value ($000) $3,728 Shares 16,207 Est. Cost $201.93 Unrealized +15.8%
XLU SELECT SECTOR SPDR TR 0.8%
Value ($000) $3,710 Shares 58,669 Est. Cost $63.94 Unrealized
CIMAREX ENERGY CO 0.8%
Value ($000) $3,693 Shares 50,976 Est. Cost $72.45 Unrealized
KNOLL INC 0.8%
Value ($000) $3,677 Shares 141,483 Est. Cost $25.99 Unrealized
WELBILT INC 0.7%
Value ($000) $3,500 Shares 151,172 Est. Cost $23.15 Unrealized
NEAR ISHARES U S ETF TR 0.7%
Value ($000) $3,479 Shares 69,359 Est. Cost $50.18 Unrealized
SHAW COMMUNICATIONS INC 0.7%
Value ($000) $3,450 Shares 119,303 Est. Cost $26.22 Unrealized
VCSH VANGUARD SCOTTSDALE FDS 0.7%
Value ($000) $3,332 Shares 40,282 Est. Cost $83.01 Unrealized
CADENCE BANCORPORATION 0.6%
Value ($000) $3,122 Shares 149,544 Est. Cost $20.88 Unrealized
SCHZ SCHWAB STRATEGIC TR 0.6%
Value ($000) $3,041 Shares 55,688 Est. Cost $54.61 Unrealized
SPAB SPDR SER TR 0.6%
Value ($000) $3,015 Shares 100,480 Est. Cost $30.01 Unrealized
IEI ISHARES TR 0.6%
Value ($000) $2,952 Shares 22,612 Est. Cost $130.55 Unrealized
BNDX VANGUARD CHARLOTTE FDS 0.6%
Value ($000) $2,729 Shares 47,789 Est. Cost $58.49 Unrealized
VTEB VANGUARD MUN BD FDS 0.6%
Value ($000) $2,696 Shares 48,755 Est. Cost $55.00 Unrealized
VGSH VANGUARD SCOTTSDALE FDS 0.5%
Value ($000) $2,353 Shares 38,305 Est. Cost $61.61 Unrealized
SPWH SPORTSMANS WHSE HLDGS INC 0.4%
Value ($000) $2,057 Shares 115,740 Est. Cost $17.59 Unrealized +0.5%
TALEND S A 0.4%
Value ($000) $2,050 Shares 31,251 Est. Cost $64.95 Unrealized
FORTERRA INC 0.4%
Value ($000) $2,016 Shares 85,764 Est. Cost $23.42 Unrealized
MX MAGNACHIP SEMICONDUCTOR CORP 0.4%
Value ($000) $1,855 Shares 77,730 Est. Cost $19.62 Unrealized +25.0%
PCY INVESCO EXCH TRADED FD TR II 0.3%
Value ($000) $1,688 Shares 61,108 Est. Cost $27.92 Unrealized
FLRN SPDR SER TR 0.3%
Value ($000) $1,375 Shares 44,872 Est. Cost $30.63 Unrealized
SHY ISHARES TR 0.3%
Value ($000) $1,287 Shares 14,941 Est. Cost $86.34 Unrealized
EMLC VANECK VECTORS ETF TR 0.2%
Value ($000) $1,152 Shares 36,699 Est. Cost $31.39 Unrealized
SPY SPDR S&P 500 ETF TR 0.2%
Value ($000) $1,098 Shares 2,565 Est. Cost $391.97 Unrealized
SPSB SPDR SER TR 0.2%
Value ($000) $1,038 Shares 33,148 Est. Cost $31.40 Unrealized
EEM ISHARES TR 0.2%
Value ($000) $1,029 Shares 18,663 Est. Cost $55.14 Unrealized
GSY INVESCO ACTIVELY MANAGED ETF 0.2%
Value ($000) $933 Shares 18,484 Est. Cost $50.48 Unrealized
COMMUNITY BANKERS TR CORP 0.2%
Value ($000) $907 Shares 80,000 Est. Cost $11.34 Unrealized
IYR ISHARES TR 0.2%
Value ($000) $867 Shares 8,508 Est. Cost $89.05 Unrealized
VTIP VANGUARD MALVERN FDS 0.2%
Value ($000) $850 Shares 16,222 Est. Cost $51.09 Unrealized
CHIASMA INC 0.1%
Value ($000) $717 Shares 151,512 Est. Cost $4.73 Unrealized
EWY ISHARES INC 0.1%
Value ($000) $706 Shares 7,579 Est. Cost $87.71 Unrealized
HYS PIMCO ETF TR 0.1%
Value ($000) $664 Shares 6,648 Est. Cost $99.88 Unrealized
VPL VANGUARD INTL EQUITY INDEX F 0.1%
Value ($000) $658 Shares 7,999 Est. Cost $81.07 Unrealized
VTI VANGUARD INDEX FDS 0.1%
Value ($000) $639 Shares 2,869 Est. Cost $207.77 Unrealized
VWOB VANGUARD WHITEHALL FDS 0.1%
Value ($000) $535 Shares 6,707 Est. Cost $77.49 Unrealized
TFI SPDR SER TR 0.1%
Value ($000) $500 Shares 9,591 Est. Cost $52.06 Unrealized
EWT ISHARES INC 0.1%
Value ($000) $491 Shares 7,679 Est. Cost $59.96 Unrealized
PDP INVESCO EXCHANGE TRADED FD T 0.1%
Value ($000) $482 Shares 5,378 Est. Cost $89.62 Unrealized
VGK VANGUARD INTL EQUITY INDEX F 0.1%
Value ($000) $479 Shares 7,127 Est. Cost $61.99 Unrealized
GOOGL ALPHABET INC 0.1%
Value ($000) $447 Shares 183 Est. Cost $115.92 Unrealized 0.0%
AMLP ALPS ETF TR 0.1%
Value ($000) $444 Shares 12,195 Est. Cost $30.78 Unrealized
EWJ ISHARES INC 0.1%
Value ($000) $432 Shares 6,400 Est. Cost $67.78 Unrealized
ANGL VANECK VECTORS ETF TR 0.1%
Value ($000) $404 Shares 12,268 Est. Cost $32.15 Unrealized
COST COSTCO WHSL CORP NEW 0.1%
Value ($000) $383 Shares 967 Est. Cost $359.04 Unrealized 0.0%
MNA INDEXIQ ETF TR 0.1%
Value ($000) $348 Shares 10,375 Est. Cost $33.54 Unrealized
AAPL APPLE INC 0.1%
Value ($000) $339 Shares 2,473 Est. Cost $126.45 Unrealized 0.0%
SOXX ISHARES TR 0.1%
Value ($000) $337 Shares 741 Est. Cost $454.79 Unrealized
BIL SPDR SER TR 0.1%
Value ($000) $336 Shares 3,668 Est. Cost $91.60 Unrealized
LEMB ISHARES INC 0.1%
Value ($000) $325 Shares 7,444 Est. Cost $43.66 Unrealized
BLV VANGUARD BD INDEX FDS 0.1%
Value ($000) $322 Shares 3,130 Est. Cost $102.88 Unrealized
SCHO SCHWAB STRATEGIC TR 0.1%
Value ($000) $296 Shares 5,786 Est. Cost $51.38 Unrealized
VCLT VANGUARD SCOTTSDALE FDS 0.1%
Value ($000) $291 Shares 2,725 Est. Cost $106.79 Unrealized
IGLB ISHARES TR 0.1%
Value ($000) $290 Shares 4,128 Est. Cost $70.25 Unrealized
QLTA ISHARES TR 0.1%
Value ($000) $284 Shares 4,998 Est. Cost $56.82 Unrealized
IHI ISHARES TR 0.1%
Value ($000) $279 Shares 774 Est. Cost $360.47 Unrealized
PFE PFIZER INC 0.1%
Value ($000) $274 Shares 6,992 Est. Cost $30.99 Unrealized 0.0%
SMMV ISHARES TR 0.1%
Value ($000) $273 Shares 7,181 Est. Cost $38.02 Unrealized
KO COCA COLA CO 0.1%
Value ($000) $272 Shares 5,026 Est. Cost $47.27 Unrealized 0.0%
SHV ISHARES TR 0.1%
Value ($000) $271 Shares 2,453 Est. Cost $110.51 Unrealized
SRLN SSGA ACTIVE ETF TR 0.1%
Value ($000) $268 Shares 5,784 Est. Cost $46.33 Unrealized
PCEF INVESCO EXCH TRADED FD TR II 0.1%
Value ($000) $260 Shares 10,622 Est. Cost $24.48 Unrealized
NFLX NETFLIX INC 0.1%
Value ($000) $254 Shares 480 Est. Cost $51.12 Unrealized 0.0%
IJH ISHARES TR 0.1%
Value ($000) $253 Shares 940 Est. Cost $269.15 Unrealized
FDN FIRST TR EXCHANGE-TRADED FD 0.0%
Value ($000) $236 Shares 964 Est. Cost $244.81 Unrealized
FXI ISHARES TR 0.0%
Value ($000) $233 Shares 5,029 Est. Cost $46.33 Unrealized
HYLB DBX ETF TR 0.0%
Value ($000) $227 Shares 5,635 Est. Cost $49.98 Unrealized
DBEF DBX ETF TR 0.0%
Value ($000) $225 Shares 5,998 Est. Cost $37.51 Unrealized
MTUM ISHARES TR 0.0%
Value ($000) $224 Shares 1,293 Est. Cost $173.24 Unrealized
BOND PIMCO ETF TR 0.0%
Value ($000) $220 Shares 1,985 Est. Cost $110.83 Unrealized
GDX VANECK VECTORS ETF TR 0.0%
Value ($000) $214 Shares 6,299 Est. Cost $34.76 Unrealized
USIG ISHARES TR 0.0%
Value ($000) $212 Shares 3,497 Est. Cost $60.62 Unrealized
FTSM FIRST TR EXCHANGE-TRADED FD 0.0%
Value ($000) $211 Shares 3,516 Est. Cost $60.01 Unrealized
XMMO INVESCO EXCHANGE TRADED FD T 0.0%
Value ($000) $206 Shares 2,402 Est. Cost $85.76 Unrealized