Crabel Capital Management, LLC Quant / Systematic

CIK: 0001536557 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 12, 2021

Total Value ($000): $324,601 (100.0% shares, 0.0% debt)

Holdings (109)

WTPI Wisdomtree Tr 4.1%
Value ($000) $13,201 Shares 405,450 Est. Cost $29.06 Unrealized
Sterling Bancorp Del 2.7%
Value ($000) $8,643 Shares 346,260 Est. Cost $24.82 Unrealized
JNK SPDR Ser Tr 2.6%
Value ($000) $8,374 Shares 76,577 Est. Cost $108.91 Unrealized
Flagstar Bancorp Inc 2.6%
Value ($000) $8,323 Shares 163,898 Est. Cost $42.27 Unrealized
Peoples United Financial Inc. 2.5%
Value ($000) $8,215 Shares 470,219 Est. Cost $17.48 Unrealized
Investors Bancorp Inc 2.5%
Value ($000) $8,124 Shares 537,634 Est. Cost $15.11 Unrealized
Athene Holding Ltd. 2.5%
Value ($000) $8,083 Shares 117,370 Est. Cost $58.19 Unrealized
HYG iShares Tr 2.4%
Value ($000) $7,949 Shares 90,860 Est. Cost $86.71 Unrealized
Score Media & Gaming Inc. 2.4%
Value ($000) $7,820 Shares 228,450 Est. Cost $34.23 Unrealized
PPD, Inc. 2.3%
Value ($000) $7,571 Shares 161,812 Est. Cost $46.09 Unrealized
Nuance Communications Inc 2.3%
Value ($000) $7,552 Shares 137,211 Est. Cost $54.44 Unrealized
Magellan Health Inc. 2.3%
Value ($000) $7,514 Shares 79,474 Est. Cost $93.77 Unrealized
Intersect Ent, Inc. 2.3%
Value ($000) $7,437 Shares 273,423 Est. Cost $27.20 Unrealized
Trillium Therapeutics Inc. 2.3%
Value ($000) $7,436 Shares 423,490 Est. Cost $17.56 Unrealized
Hill-Rom Hldgs Inc. 2.3%
Value ($000) $7,431 Shares 49,538 Est. Cost $150.01 Unrealized
IHS Markit Ltd 2.3%
Value ($000) $7,419 Shares 63,613 Est. Cost $116.63 Unrealized
Kansas City Southern 2.2%
Value ($000) $7,179 Shares 26,526 Est. Cost $273.33 Unrealized
Vereit Inc. 2.2%
Value ($000) $7,164 Shares 158,394 Est. Cost $45.93 Unrealized
Kadmon Hldgs Inc. 2.2%
Value ($000) $7,147 Shares 820,569 Est. Cost $8.71 Unrealized
GreenSky, Inc. 2.2%
Value ($000) $7,124 Shares 637,213 Est. Cost $11.18 Unrealized
SJNK SPDR Ser Tr 2.2%
Value ($000) $7,095 Shares 259,022 Est. Cost $27.08 Unrealized
MGM Growth PPTYS LLC 2.2%
Value ($000) $7,034 Shares 183,643 Est. Cost $38.30 Unrealized
Golden Nugget Online Gaming 2.1%
Value ($000) $6,893 Shares 396,825 Est. Cost $17.37 Unrealized
AGG iShares Tr 2.1%
Value ($000) $6,823 Shares 59,422 Est. Cost $115.58 Unrealized
Aerojet Rocketdyne Hldgs Inc. 2.0%
Value ($000) $6,639 Shares 152,439 Est. Cost $48.11 Unrealized
FIVN Five9, Inc. 1.9%
Value ($000) $6,096 Shares 38,160 Est. Cost $182.48 Unrealized 0.0%
LQD iShares Tr 1.6%
Value ($000) $5,294 Shares 39,799 Est. Cost $135.38 Unrealized
VCSH Vanguard Scottsdale FDS 1.5%
Value ($000) $4,842 Shares 58,757 Est. Cost $82.82 Unrealized
BND Vanguard BD Index FDS 1.4%
Value ($000) $4,426 Shares 51,793 Est. Cost $85.89 Unrealized
EMB iShares Tr 1.3%
Value ($000) $4,223 Shares 38,366 Est. Cost $113.05 Unrealized
Stamps Com Inc. 1.3%
Value ($000) $4,096 Shares 12,420 Est. Cost $329.79 Unrealized
State Auto Finl Corp 1.3%
Value ($000) $4,076 Shares 80,000 Est. Cost $50.95 Unrealized
Covanta Hldg Corp 1.2%
Value ($000) $4,038 Shares 200,700 Est. Cost $20.12 Unrealized
Kraton Corp 1.2%
Value ($000) $4,024 Shares 88,164 Est. Cost $45.64 Unrealized
Welbilt, Inc. 1.2%
Value ($000) $3,985 Shares 171,453 Est. Cost $23.16 Unrealized
GOOGL Alphabet Inc. 1.2%
Value ($000) $3,962 Shares 1,482 Est. Cost $132.69 Unrealized +1.8%
Sanderson Farms, Inc. 1.2%
Value ($000) $3,869 Shares 20,558 Est. Cost $188.20 Unrealized
Shaw Communications Inc. 1.1%
Value ($000) $3,465 Shares 119,303 Est. Cost $26.22 Unrealized
Cadence BanCorporation 1.0%
Value ($000) $3,284 Shares 149,544 Est. Cost $20.88 Unrealized
BKLN Invesco Exch Traded Fd Tr II 0.9%
Value ($000) $3,020 Shares 136,579 Est. Cost $22.20 Unrealized
Cimarex Energy Co 0.9%
Value ($000) $2,778 Shares 31,860 Est. Cost $72.45 Unrealized
GOVT iShares Tr 0.8%
Value ($000) $2,724 Shares 102,683 Est. Cost $26.60 Unrealized
TLT iShares Tr 0.8%
Value ($000) $2,707 Shares 18,757 Est. Cost $151.16 Unrealized
VCIT Vanguard Scottsdale FDS 0.8%
Value ($000) $2,674 Shares 28,328 Est. Cost $95.07 Unrealized
IEF iShares Tr 0.8%
Value ($000) $2,516 Shares 21,835 Est. Cost $115.49 Unrealized
SHY iShares Tr 0.7%
Value ($000) $2,379 Shares 27,615 Est. Cost $86.25 Unrealized
SHYG iShares Tr 0.7%
Value ($000) $2,321 Shares 50,786 Est. Cost $45.54 Unrealized
BSV Vanguard BD Index FDS 0.7%
Value ($000) $2,319 Shares 28,299 Est. Cost $82.88 Unrealized
IEI iShares Tr 0.7%
Value ($000) $2,111 Shares 16,215 Est. Cost $130.55 Unrealized
MBB iShares Tr 0.6%
Value ($000) $2,043 Shares 18,890 Est. Cost $108.24 Unrealized
SPWH Sportsmans Whse Hldgs Inc 0.6%
Value ($000) $2,037 Shares 115,741 Est. Cost $17.59 Unrealized +0.7%
Forterra Inc. 0.6%
Value ($000) $2,021 Shares 85,764 Est. Cost $23.42 Unrealized
SPY SPDR S&P 500 ETF Tr 0.6%
Value ($000) $1,951 Shares 4,547 Est. Cost $408.14 Unrealized
FTSM First Tr Exchange Traded FD 0.6%
Value ($000) $1,822 Shares 30,397 Est. Cost $59.95 Unrealized
VGSH Vanguard Scottsdale FDS 0.6%
Value ($000) $1,788 Shares 29,123 Est. Cost $61.61 Unrealized
TIP iShares Tr 0.6%
Value ($000) $1,787 Shares 13,996 Est. Cost $127.50 Unrealized
MUB iShares Tr 0.5%
Value ($000) $1,653 Shares 14,230 Est. Cost $116.84 Unrealized
PFF iShares Tr 0.5%
Value ($000) $1,613 Shares 41,574 Est. Cost $38.46 Unrealized
ICSH iShares Tr 0.5%
Value ($000) $1,480 Shares 29,302 Est. Cost $50.52 Unrealized
NEAR iShares US ETF Tr 0.4%
Value ($000) $1,365 Shares 27,224 Est. Cost $50.18 Unrealized
VTEB Vanguard Mun Bd FDS 0.4%
Value ($000) $1,224 Shares 22,344 Est. Cost $55.00 Unrealized
XLU Select Sector SPDR Tr 0.4%
Value ($000) $1,215 Shares 19,021 Est. Cost $63.94 Unrealized
VMBS Vanguard Scottsdale FDS 0.4%
Value ($000) $1,188 Shares 22,292 Est. Cost $53.37 Unrealized
Coherent Inc 0.3%
Value ($000) $1,019 Shares 4,075 Est. Cost $259.18 Unrealized
Xilinx, Inc 0.3%
Value ($000) $1,013 Shares 6,712 Est. Cost $136.30 Unrealized
51job Inc. 0.3%
Value ($000) $974 Shares 14,010 Est. Cost $77.77 Unrealized
MINT PIMCO ETF Tr 0.3%
Value ($000) $958 Shares 9,403 Est. Cost $101.97 Unrealized
Change Healthcare Inc. 0.3%
Value ($000) $952 Shares 45,475 Est. Cost $22.63 Unrealized
Community Bankers Tr Corp. 0.3%
Value ($000) $910 Shares 80,000 Est. Cost $11.34 Unrealized
EEM iShares Tr 0.2%
Value ($000) $786 Shares 15,608 Est. Cost $55.14 Unrealized
GDX Vaneck ETF Trust 0.2%
Value ($000) $762 Shares 25,860 Est. Cost $30.76 Unrealized
FLOT iShares Tr 0.2%
Value ($000) $727 Shares 14,297 Est. Cost $50.79 Unrealized
SCHZ Schwab Strategic Tr 0.2%
Value ($000) $660 Shares 12,168 Est. Cost $54.61 Unrealized
SPAB SPDR Ser Tr 0.2%
Value ($000) $641 Shares 21,476 Est. Cost $30.01 Unrealized
ADBE Adobe Systems Incorporated 0.2%
Value ($000) $641 Shares 1,113 Est. Cost $629.41 Unrealized 0.0%
VTI Vanguard Index Fds 0.2%
Value ($000) $609 Shares 2,742 Est. Cost $207.77 Unrealized
SCHO Schwab Strategic Tr 0.2%
Value ($000) $596 Shares 11,652 Est. Cost $51.27 Unrealized
KO Coca-Cola Co 0.2%
Value ($000) $517 Shares 9,849 Est. Cost $48.02 Unrealized +1.6%
VPL Vanguard Intl Equity Index F 0.2%
Value ($000) $509 Shares 6,281 Est. Cost $81.07 Unrealized
EMLC Vaneck ETF Trust 0.1%
Value ($000) $486 Shares 16,209 Est. Cost $31.39 Unrealized
CWB SPDR Ser Tr 0.1%
Value ($000) $482 Shares 5,647 Est. Cost $85.36 Unrealized
IYR iShares Tr 0.1%
Value ($000) $476 Shares 4,653 Est. Cost $89.05 Unrealized
GSY Invesco Actively Managed ETF 0.1%
Value ($000) $451 Shares 8,931 Est. Cost $50.48 Unrealized
EWJ iShares Inc. 0.1%
Value ($000) $419 Shares 5,965 Est. Cost $67.78 Unrealized
SPSB SPDR Ser Tr 0.1%
Value ($000) $398 Shares 12,736 Est. Cost $31.40 Unrealized
AMZN Amazon Com Inc. 0.1%
Value ($000) $394 Shares 120 Est. Cost $172.49 Unrealized 0.0%
WMT Walmart Inc. 0.1%
Value ($000) $385 Shares 2,765 Est. Cost $45.47 Unrealized 0.0%
CSCO Cisco Sys Inc. 0.1%
Value ($000) $383 Shares 7,037 Est. Cost $49.23 Unrealized 0.0%
UNH UnitedHealth Group Inc 0.1%
Value ($000) $380 Shares 972 Est. Cost $384.84 Unrealized 0.0%
AAPL Apple Inc. 0.1%
Value ($000) $369 Shares 2,606 Est. Cost $127.34 Unrealized +13.0%
TFI SPDR Ser Tr 0.1%
Value ($000) $339 Shares 6,575 Est. Cost $52.06 Unrealized
EWC iShares Tr 0.1%
Value ($000) $331 Shares 9,126 Est. Cost $36.27 Unrealized
HYS PIMCO ETF Tr 0.1%
Value ($000) $324 Shares 3,265 Est. Cost $99.88 Unrealized
NFLX Netflix Inc 0.1%
Value ($000) $323 Shares 529 Est. Cost $51.48 Unrealized +6.9%
VGK Vanguard Intl Equity Index F 0.1%
Value ($000) $314 Shares 4,788 Est. Cost $61.99 Unrealized
AMLP Alps ETF TR 0.1%
Value ($000) $279 Shares 8,385 Est. Cost $30.78 Unrealized
COST Costco Whsl Corp New 0.1%
Value ($000) $273 Shares 608 Est. Cost $359.04 Unrealized +16.5%
GDXJ Vaneck ETF Trust 0.1%
Value ($000) $269 Shares 7,022 Est. Cost $38.31 Unrealized
PG Procter and Gamble 0.1%
Value ($000) $266 Shares 1,903 Est. Cost $127.26 Unrealized 0.0%
PFE Pfizer Inc 0.1%
Value ($000) $257 Shares 5,971 Est. Cost $30.99 Unrealized +15.1%
PEP Pepsico Inc 0.1%
Value ($000) $256 Shares 1,705 Est. Cost $134.99 Unrealized 0.0%
MSFT Microsoft Corp 0.1%
Value ($000) $255 Shares 905 Est. Cost $280.73 Unrealized 0.0%
DIS Disney Walt Co 0.1%
Value ($000) $251 Shares 1,485 Est. Cost $174.14 Unrealized 0.0%
PGX Invesco Exch Traded Fd Tr II 0.1%
Value ($000) $243 Shares 16,182 Est. Cost $15.22 Unrealized
BIL SPDR Ser Tr 0.1%
Value ($000) $235 Shares 2,569 Est. Cost $91.60 Unrealized
SHV iShares Tr 0.1%
Value ($000) $231 Shares 2,092 Est. Cost $110.51 Unrealized
FLRN SPDR Ser Tr 0.1%
Value ($000) $229 Shares 7,476 Est. Cost $30.63 Unrealized
EWT iShares Inc. 0.1%
Value ($000) $214 Shares 3,457 Est. Cost $59.96 Unrealized
TSLA Tesla Inc. 0.1%
Value ($000) $209 Shares 270 Est. Cost $235.37 Unrealized 0.0%