Crabel Capital Management, LLC Quant / Systematic

CIK: 0001536557 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 11, 2022

Total Value ($000): $558,407 (100.0% shares, 0.0% debt)

Holdings (134)

HYG iShares Tr 4.8%
Value ($000) $26,634 Shares 306,099 Est. Cost $86.92 Unrealized
SJNK SPDR Ser Tr 4.7%
Value ($000) $26,479 Shares 975,283 Est. Cost $27.13 Unrealized
JNK SPDR Ser Tr 4.1%
Value ($000) $22,734 Shares 209,391 Est. Cost $108.69 Unrealized
AGG iShares Tr 3.8%
Value ($000) $21,101 Shares 184,963 Est. Cost $114.56 Unrealized
BND Vanguard BD Index FDS 3.3%
Value ($000) $18,639 Shares 219,930 Est. Cost $85.02 Unrealized
PFF iShares Tr 3.3%
Value ($000) $18,374 Shares 465,997 Est. Cost $39.34 Unrealized
EMB iShares Tr 3.1%
Value ($000) $17,528 Shares 160,723 Est. Cost $110.01 Unrealized
VCSH Vanguard Scottsdale Fds 3.1%
Value ($000) $17,143 Shares 210,962 Est. Cost $81.70 Unrealized
VCIT Vanguard Scottsdale Fds 2.7%
Value ($000) $14,820 Shares 159,772 Est. Cost $93.17 Unrealized
WTPI WisdomTree Tr 2.5%
Value ($000) $13,992 Shares 405,440 Est. Cost $29.06 Unrealized
LQD iShares Tr 2.2%
Value ($000) $12,421 Shares 93,731 Est. Cost $133.73 Unrealized
TIP iShares Tr 1.9%
Value ($000) $10,780 Shares 83,436 Est. Cost $128.92 Unrealized
GOVT iShares Tr 1.8%
Value ($000) $10,095 Shares 378,390 Est. Cost $26.66 Unrealized
Athene Holding Ltd 1.8%
Value ($000) $9,780 Shares 117,370 Est. Cost $58.19 Unrealized
SHYG iShares Tr 1.7%
Value ($000) $9,630 Shares 212,574 Est. Cost $45.36 Unrealized
IEF iShares Tr 1.7%
Value ($000) $9,299 Shares 80,863 Est. Cost $115.13 Unrealized
Sterling Bancorp Del 1.6%
Value ($000) $8,930 Shares 346,260 Est. Cost $24.82 Unrealized
IHS Markit Ltd 1.5%
Value ($000) $8,455 Shares 63,613 Est. Cost $116.63 Unrealized
Peoples United Financial Inc 1.5%
Value ($000) $8,379 Shares 470,219 Est. Cost $17.48 Unrealized
BKLN Invesco Exch Traded FD Tr II 1.5%
Value ($000) $8,257 Shares 373,637 Est. Cost $22.14 Unrealized
Investors Bancorp Inc New 1.5%
Value ($000) $8,145 Shares 537,634 Est. Cost $15.11 Unrealized
Flagstar Bancorp Inc 1.4%
Value ($000) $7,857 Shares 163,898 Est. Cost $42.27 Unrealized
Arena Pharmaceuticals Inc. 1.4%
Value ($000) $7,738 Shares 83,259 Est. Cost $92.94 Unrealized
IEI iShares Tr 1.4%
Value ($000) $7,731 Shares 60,082 Est. Cost $129.18 Unrealized
MUB iShares Tr 1.4%
Value ($000) $7,707 Shares 66,283 Est. Cost $116.39 Unrealized
Cerner Corp 1.4%
Value ($000) $7,690 Shares 82,800 Est. Cost $92.87 Unrealized
Ortho Clinical Diagnostics 1.4%
Value ($000) $7,632 Shares 356,803 Est. Cost $21.39 Unrealized
Nuance Communications Inc 1.4%
Value ($000) $7,591 Shares 137,211 Est. Cost $54.44 Unrealized
Magellan Health Inc 1.4%
Value ($000) $7,549 Shares 79,474 Est. Cost $93.77 Unrealized
Vonage Hldgs Corp 1.4%
Value ($000) $7,547 Shares 363,020 Est. Cost $20.79 Unrealized
MGM Growth PPTYS LLC 1.3%
Value ($000) $7,502 Shares 183,643 Est. Cost $38.30 Unrealized
Intersect Ent Inc 1.3%
Value ($000) $7,467 Shares 273,423 Est. Cost $27.20 Unrealized
CMC Materials Inc 1.3%
Value ($000) $7,417 Shares 38,692 Est. Cost $191.69 Unrealized
Tristate Cap Hldgs Inc 1.3%
Value ($000) $7,380 Shares 243,902 Est. Cost $30.26 Unrealized
Veoneer Inc 1.3%
Value ($000) $7,371 Shares 207,756 Est. Cost $35.48 Unrealized
NeoPhotonics Corp 1.3%
Value ($000) $7,342 Shares 477,707 Est. Cost $15.37 Unrealized
GreenSky Inc 1.3%
Value ($000) $7,239 Shares 637,213 Est. Cost $11.18 Unrealized
Aerojet Rocketdyne Hldgs Inc 1.3%
Value ($000) $7,128 Shares 152,439 Est. Cost $48.11 Unrealized
ICSH iShares Tr 0.8%
Value ($000) $4,466 Shares 88,633 Est. Cost $50.43 Unrealized
EMLC Vaneck ETF Trust 0.8%
Value ($000) $4,459 Shares 155,922 Est. Cost $28.89 Unrealized
State Auto Finl Corp 0.7%
Value ($000) $4,135 Shares 80,000 Est. Cost $50.95 Unrealized
Kraton corp 0.7%
Value ($000) $4,084 Shares 88,164 Est. Cost $45.64 Unrealized
Welbilt Inc 0.7%
Value ($000) $4,075 Shares 171,453 Est. Cost $23.16 Unrealized
Casper Sleep Inc. 0.7%
Value ($000) $4,012 Shares 600,601 Est. Cost $6.68 Unrealized
XLU Select Sector SPDR Tr 0.7%
Value ($000) $3,955 Shares 55,255 Est. Cost $68.95 Unrealized
Golden Nugget Online Gaming 0.7%
Value ($000) $3,948 Shares 396,825 Est. Cost $17.37 Unrealized
Sanderson Farms Inc 0.7%
Value ($000) $3,928 Shares 20,558 Est. Cost $188.20 Unrealized
VTEB Vanguard Mun Bd FDS 0.7%
Value ($000) $3,826 Shares 69,678 Est. Cost $54.94 Unrealized
BSV Vanguard BD Index FDS 0.7%
Value ($000) $3,804 Shares 47,058 Est. Cost $82.06 Unrealized
TLT iShares Tr 0.7%
Value ($000) $3,739 Shares 25,229 Est. Cost $150.40 Unrealized
Shaw Communications Inc 0.6%
Value ($000) $3,620 Shares 119,303 Est. Cost $26.22 Unrealized
MBB iShares Tr 0.6%
Value ($000) $3,455 Shares 32,162 Est. Cost $107.90 Unrealized
SPAB SPDR Ser Tr 0.6%
Value ($000) $3,228 Shares 108,968 Est. Cost $29.70 Unrealized
FLOT iShares Tr 0.6%
Value ($000) $3,189 Shares 62,853 Est. Cost $50.75 Unrealized
SCHZ Schwab Strategic Tr 0.6%
Value ($000) $3,135 Shares 58,168 Est. Cost $54.04 Unrealized
VMBS Vanguard Scottsdale Fds 0.6%
Value ($000) $3,074 Shares 58,168 Est. Cost $53.05 Unrealized
USMV iShares Tr 0.5%
Value ($000) $3,046 Shares 37,648 Est. Cost $80.91 Unrealized
BNDX Vanguard Charlotte Fds 0.5%
Value ($000) $3,014 Shares 54,642 Est. Cost $55.16 Unrealized
NEAR iShares US ETF Tr 0.5%
Value ($000) $2,966 Shares 59,389 Est. Cost $50.05 Unrealized
GDXJ Vaneck ETF Trust 0.5%
Value ($000) $2,778 Shares 66,244 Est. Cost $41.55 Unrealized
HYD Vaneck ETF Trust 0.4%
Value ($000) $2,413 Shares 38,645 Est. Cost $62.44 Unrealized
TFI SPDR Ser Tr 0.4%
Value ($000) $2,225 Shares 43,006 Est. Cost $51.79 Unrealized
Forterra Inc 0.4%
Value ($000) $2,039 Shares 85,764 Est. Cost $23.42 Unrealized
VTIP Vanguard Malvern FDS 0.4%
Value ($000) $1,974 Shares 38,412 Est. Cost $51.39 Unrealized
PGX Invesco Exch Traded FD Tr II 0.3%
Value ($000) $1,888 Shares 125,896 Est. Cost $15.03 Unrealized
GDX Vaneck ETF Trust 0.3%
Value ($000) $1,824 Shares 56,952 Est. Cost $31.45 Unrealized
SHV iShares Tr 0.3%
Value ($000) $1,788 Shares 16,195 Est. Cost $110.42 Unrealized
SHY iShares Tr 0.3%
Value ($000) $1,575 Shares 18,411 Est. Cost $86.25 Unrealized
Xilinx Inc 0.3%
Value ($000) $1,423 Shares 6,712 Est. Cost $136.30 Unrealized
PCY Invesco Exch Traded FD Tr II 0.2%
Value ($000) $1,277 Shares 48,445 Est. Cost $26.36 Unrealized
SPSB SPDR Ser Tr 0.2%
Value ($000) $1,235 Shares 39,885 Est. Cost $31.10 Unrealized
FTSM First Tr Exchange-Traded FD 0.2%
Value ($000) $1,094 Shares 18,298 Est. Cost $59.95 Unrealized
Coherent Inc 0.2%
Value ($000) $1,086 Shares 4,075 Est. Cost $259.18 Unrealized
SPY SPDR S&P 500 ETF Tr 0.2%
Value ($000) $1,005 Shares 2,115 Est. Cost $408.14 Unrealized
Change Healthcare Inc 0.2%
Value ($000) $972 Shares 45,475 Est. Cost $22.63 Unrealized
VTI Vanguard Index FDS 0.2%
Value ($000) $934 Shares 3,869 Est. Cost $217.57 Unrealized
VGSH Vanguard Scottsdale Fds 0.2%
Value ($000) $891 Shares 14,642 Est. Cost $61.61 Unrealized
ACWV iShares Inc 0.2%
Value ($000) $879 Shares 8,120 Est. Cost $108.25 Unrealized
EEM iShares Tr 0.2%
Value ($000) $860 Shares 17,606 Est. Cost $54.42 Unrealized
MINT PIMCO ETF Tr 0.1%
Value ($000) $809 Shares 7,961 Est. Cost $101.97 Unrealized
EWC iShares Inc 0.1%
Value ($000) $795 Shares 20,678 Est. Cost $37.49 Unrealized
FLRN SPDR Ser Tr 0.1%
Value ($000) $727 Shares 23,750 Est. Cost $30.62 Unrealized
EWJ iShares Inc 0.1%
Value ($000) $718 Shares 10,727 Est. Cost $67.41 Unrealized
EWT iShares Inc 0.1%
Value ($000) $681 Shares 10,226 Est. Cost $64.35 Unrealized
ORCL Oracle Corp 0.1%
Value ($000) $658 Shares 7,543 Est. Cost $88.90 Unrealized 0.0%
VWOB Vanguard Whithall FDS 0.1%
Value ($000) $615 Shares 7,916 Est. Cost $77.69 Unrealized
VPL Vanguard Intl Equity Index 0.1%
Value ($000) $601 Shares 7,706 Est. Cost $80.50 Unrealized
CWB SPDR Ser Tr 0.1%
Value ($000) $580 Shares 6,988 Est. Cost $84.90 Unrealized
IYR iShares Tr 0.1%
Value ($000) $575 Shares 4,954 Est. Cost $90.69 Unrealized
SPYD SPDR Ser Tr 0.1%
Value ($000) $568 Shares 13,518 Est. Cost $42.02 Unrealized
HDV iShares Tr 0.1%
Value ($000) $522 Shares 5,166 Est. Cost $101.05 Unrealized
NOBL ProShares Tr 0.1%
Value ($000) $512 Shares 5,212 Est. Cost $98.23 Unrealized
EWY iShares Inc 0.1%
Value ($000) $477 Shares 6,123 Est. Cost $77.90 Unrealized
SRLN SSGA Active ETF Tr 0.1%
Value ($000) $474 Shares 10,397 Est. Cost $45.59 Unrealized
EFAV iShares Tr 0.1%
Value ($000) $473 Shares 6,162 Est. Cost $76.76 Unrealized
SCHO Schwab Strategic Tr 0.1%
Value ($000) $443 Shares 8,707 Est. Cost $51.27 Unrealized
VGK Vanguard Intl Equity Index 0.1%
Value ($000) $433 Shares 6,339 Est. Cost $63.54 Unrealized
RDIV Invesco Exch Traded FD Tr II 0.1%
Value ($000) $409 Shares 9,704 Est. Cost $42.15 Unrealized
PFFD Global X FDS 0.1%
Value ($000) $406 Shares 15,762 Est. Cost $25.76 Unrealized
SPLV Invesco Exch Traded FD Tr II 0.1%
Value ($000) $402 Shares 5,856 Est. Cost $68.65 Unrealized
IHI iShares Tr 0.1%
Value ($000) $399 Shares 6,065 Est. Cost $65.79 Unrealized
GOOGL Alphabet Inc 0.1%
Value ($000) $391 Shares 135 Est. Cost $132.69 Unrealized +7.7%
SPYM SPDR Ser Tr 0.1%
Value ($000) $365 Shares 6,546 Est. Cost $55.76 Unrealized
EWS iShares Inc 0.1%
Value ($000) $363 Shares 16,953 Est. Cost $21.41 Unrealized
AMLP Alps ETF Tr 0.1%
Value ($000) $360 Shares 10,990 Est. Cost $31.25 Unrealized
EWL iShares Inc 0.1%
Value ($000) $354 Shares 6,721 Est. Cost $52.67 Unrealized
EWG iShares Inc 0.1%
Value ($000) $343 Shares 10,473 Est. Cost $32.75 Unrealized
HYS PIMCO ETF Tr 0.1%
Value ($000) $342 Shares 3,451 Est. Cost $99.84 Unrealized
AAPL Apple Inc. 0.1%
Value ($000) $332 Shares 1,871 Est. Cost $127.34 Unrealized +21.5%
NFLX Netflix Inc 0.1%
Value ($000) $319 Shares 530 Est. Cost $51.48 Unrealized +24.1%
ESGE iShares Inc 0.1%
Value ($000) $309 Shares 7,785 Est. Cost $39.69 Unrealized
DGRW WisdomTree Tr 0.1%
Value ($000) $305 Shares 4,625 Est. Cost $65.95 Unrealized
GSLC Goldman Sachs ETF Tr 0.1%
Value ($000) $305 Shares 3,209 Est. Cost $95.05 Unrealized
FDVV Fidelity Covington Trust 0.1%
Value ($000) $303 Shares 7,517 Est. Cost $40.31 Unrealized
USHY iShares Tr 0.1%
Value ($000) $298 Shares 7,223 Est. Cost $41.26 Unrealized
EWQ iShares Inc 0.1%
Value ($000) $297 Shares 7,634 Est. Cost $38.90 Unrealized
EWU iShares Tr 0.1%
Value ($000) $294 Shares 8,860 Est. Cost $33.18 Unrealized
INDA iShares Tr 0.1%
Value ($000) $282 Shares 6,143 Est. Cost $45.91 Unrealized
NTSX WisdomTree Tr 0.0%
Value ($000) $267 Shares 6,020 Est. Cost $44.35 Unrealized
EWD iShares Inc 0.0%
Value ($000) $264 Shares 5,701 Est. Cost $46.31 Unrealized
FTSL First Tr Exchange-Traded FD 0.0%
Value ($000) $262 Shares 5,474 Est. Cost $47.86 Unrealized
FLQL Franklin Templeton ETF Tr 0.0%
Value ($000) $258 Shares 5,483 Est. Cost $47.05 Unrealized
EWP iShares Inc 0.0%
Value ($000) $255 Shares 9,704 Est. Cost $26.28 Unrealized
SPEM SPDR Index Shs FDS 0.0%
Value ($000) $254 Shares 6,120 Est. Cost $41.50 Unrealized
VOE Vanguard Index FDS 0.0%
Value ($000) $243 Shares 1,619 Est. Cost $150.09 Unrealized
EWW iShares Inc 0.0%
Value ($000) $230 Shares 4,550 Est. Cost $50.55 Unrealized
PTLC Pacer FDS Tr 0.0%
Value ($000) $227 Shares 5,476 Est. Cost $41.45 Unrealized
ESGU iShares Tr 0.0%
Value ($000) $223 Shares 2,067 Est. Cost $107.89 Unrealized
DBEF DBX ETF Tr 0.0%
Value ($000) $222 Shares 5,649 Est. Cost $39.30 Unrealized
BIZD Vaneck ETF Trust 0.0%
Value ($000) $218 Shares 12,661 Est. Cost $17.22 Unrealized
HYLS First Tr Exchange-Traded FD 0.0%
Value ($000) $214 Shares 4,482 Est. Cost $47.75 Unrealized
EWI iShares Inc 0.0%
Value ($000) $206 Shares 6,283 Est. Cost $32.79 Unrealized
XHB SPDR Ser Tr 0.0%
Value ($000) $202 Shares 2,354 Est. Cost $85.81 Unrealized
MOAT Vaneck ETF Trust 0.0%
Value ($000) $202 Shares 2,649 Est. Cost $76.26 Unrealized