Crabel Capital Management, LLC Quant / Systematic

CIK: 0001536557 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 6, 2022

Total Value ($000): $323,400 (100.0% shares, 0.0% debt)

Holdings (105)

WTPI WisdomTree Tr 4.4%
Value ($000) $14,235 Shares 405,440 Est. Cost $29.06 Unrealized
HYG iShares Tr 2.7%
Value ($000) $8,884 Shares 107,959 Est. Cost $86.92 Unrealized
LQD iShares Tr 2.7%
Value ($000) $8,623 Shares 71,302 Est. Cost $133.73 Unrealized
Tristate Cap Hldgs Inc 2.5%
Value ($000) $8,105 Shares 243,902 Est. Cost $30.26 Unrealized
Investors Bancorp Inc New 2.5%
Value ($000) $8,027 Shares 537,633 Est. Cost $15.11 Unrealized
Healthcare Tr Amer Inc 2.5%
Value ($000) $7,998 Shares 255,189 Est. Cost $31.34 Unrealized
Cerner Corp 2.4%
Value ($000) $7,747 Shares 82,800 Est. Cost $92.87 Unrealized
TSEM Tower Semiconductor Ltd 2.4%
Value ($000) $7,707 Shares 159,236 Est. Cost $42.19 Unrealized 0.0%
Intersect ENT Inc 2.4%
Value ($000) $7,659 Shares 273,423 Est. Cost $27.20 Unrealized
Mandiant Inc 2.4%
Value ($000) $7,626 Shares 341,841 Est. Cost $22.31 Unrealized
FHN First Horizon Corporation 2.3%
Value ($000) $7,503 Shares 319,421 Est. Cost $17.40 Unrealized 0.0%
Meritor Inc 2.3%
Value ($000) $7,489 Shares 210,555 Est. Cost $35.57 Unrealized
Vonage Hldgs Corp 2.3%
Value ($000) $7,366 Shares 363,020 Est. Cost $20.79 Unrealized
NeoPhotonics Corp 2.2%
Value ($000) $7,266 Shares 477,707 Est. Cost $15.37 Unrealized
CMC Materials Inc 2.2%
Value ($000) $7,173 Shares 38,692 Est. Cost $191.69 Unrealized
Tenneco Inc 2.2%
Value ($000) $7,149 Shares 390,219 Est. Cost $18.32 Unrealized
MGM Growth Pptys LLC 2.2%
Value ($000) $7,107 Shares 183,643 Est. Cost $38.30 Unrealized
SJNK SPDR Ser Tr 2.2%
Value ($000) $7,100 Shares 270,569 Est. Cost $27.13 Unrealized
Flagstar Bancorp Inc 2.1%
Value ($000) $6,949 Shares 163,897 Est. Cost $42.27 Unrealized
TIP iShares Tr 2.1%
Value ($000) $6,874 Shares 55,185 Est. Cost $128.92 Unrealized
Ortho Clinical Diagnostics H 2.1%
Value ($000) $6,658 Shares 356,803 Est. Cost $21.39 Unrealized
Spirit Airls Inc 2.0%
Value ($000) $6,530 Shares 298,567 Est. Cost $21.87 Unrealized
XLU SELECT SECTOR SPDR Tr 1.9%
Value ($000) $6,304 Shares 84,662 Est. Cost $70.86 Unrealized
AGG iShares Tr 1.9%
Value ($000) $6,207 Shares 57,959 Est. Cost $114.56 Unrealized
PFF iShares Tr 1.9%
Value ($000) $6,090 Shares 167,227 Est. Cost $39.34 Unrealized
JNK SPDR Ser Tr 1.8%
Value ($000) $5,878 Shares 57,350 Est. Cost $108.69 Unrealized
Activision Blizzard Inc 1.7%
Value ($000) $5,423 Shares 67,690 Est. Cost $80.12 Unrealized
VCSH Vanguard Scottsdale FDS 1.6%
Value ($000) $5,195 Shares 66,522 Est. Cost $81.70 Unrealized
South Jersey Inds Inc 1.3%
Value ($000) $4,202 Shares 121,618 Est. Cost $34.55 Unrealized
Welbilt Inc 1.3%
Value ($000) $4,072 Shares 171,452 Est. Cost $23.16 Unrealized
Nielsen Hldgs PLC 1.3%
Value ($000) $4,045 Shares 148,478 Est. Cost $27.24 Unrealized
Cornerstone Bldg Brands Inc 1.3%
Value ($000) $4,043 Shares 166,251 Est. Cost $24.32 Unrealized
Anaplan INC 1.2%
Value ($000) $4,030 Shares 61,948 Est. Cost $65.05 Unrealized
MBB iShares Tr 1.2%
Value ($000) $4,000 Shares 39,262 Est. Cost $106.81 Unrealized
TGNA TEGNA Inc 1.2%
Value ($000) $3,993 Shares 178,253 Est. Cost $21.01 Unrealized 0.0%
BKLN Invesco Exch Traded FD Tr II 1.2%
Value ($000) $3,978 Shares 182,712 Est. Cost $22.14 Unrealized
Citrix Sys Inc 1.2%
Value ($000) $3,970 Shares 39,347 Est. Cost $100.90 Unrealized
MoneyGram Intl Inc 1.2%
Value ($000) $3,951 Shares 374,181 Est. Cost $10.56 Unrealized
BND Vanguard BD Index FDS 1.2%
Value ($000) $3,945 Shares 49,594 Est. Cost $85.02 Unrealized
Sanderson Farms Inc 1.2%
Value ($000) $3,854 Shares 20,557 Est. Cost $188.20 Unrealized
EMB iShares Tr 1.2%
Value ($000) $3,846 Shares 39,341 Est. Cost $110.01 Unrealized
SHAW COMMUNICATIONS INC 1.1%
Value ($000) $3,703 Shares 119,303 Est. Cost $26.22 Unrealized
IEF iShares Tr 1.1%
Value ($000) $3,611 Shares 33,602 Est. Cost $115.13 Unrealized
VCIT Vanguard Scottsdale FDS 1.1%
Value ($000) $3,490 Shares 40,565 Est. Cost $93.17 Unrealized
Golden Nugget Online Gamin 0.9%
Value ($000) $2,821 Shares 396,825 Est. Cost $17.37 Unrealized
GOVT iShares Tr 0.7%
Value ($000) $2,414 Shares 96,909 Est. Cost $26.66 Unrealized
IEI iShares Tr 0.7%
Value ($000) $2,353 Shares 19,279 Est. Cost $129.18 Unrealized
BSV Vanguard BD Index FDS 0.7%
Value ($000) $2,336 Shares 29,986 Est. Cost $82.06 Unrealized
SHYG iShares Tr 0.7%
Value ($000) $2,317 Shares 52,697 Est. Cost $45.36 Unrealized
TLT iShares Tr 0.7%
Value ($000) $2,263 Shares 17,134 Est. Cost $150.40 Unrealized
USMV iShares Tr 0.7%
Value ($000) $2,123 Shares 27,375 Est. Cost $80.91 Unrealized
GDX Vaneck ETF Trust 0.6%
Value ($000) $2,016 Shares 52,560 Est. Cost $31.45 Unrealized
EMLC Vaneck ETF Trust 0.6%
Value ($000) $1,971 Shares 73,030 Est. Cost $28.89 Unrealized
FLOT iShares Tr 0.6%
Value ($000) $1,856 Shares 36,743 Est. Cost $50.75 Unrealized
SCHZ Schwab Strategic Tr 0.5%
Value ($000) $1,489 Shares 29,442 Est. Cost $54.04 Unrealized
ICSH iShares Tr 0.4%
Value ($000) $1,400 Shares 27,909 Est. Cost $50.43 Unrealized
GDXJ Vaneck ETF Trust 0.4%
Value ($000) $1,344 Shares 28,684 Est. Cost $41.55 Unrealized
VWOB Vanguard Whitehall FDS 0.4%
Value ($000) $1,339 Shares 19,170 Est. Cost $73.09 Unrealized
SLV iShares Silver Tr 0.4%
Value ($000) $1,294 Shares 56,537 Est. Cost $22.89 Unrealized
FTSM First Tr Exchange-Traded FD 0.4%
Value ($000) $1,274 Shares 21,405 Est. Cost $59.89 Unrealized
MUB iShares Tr 0.4%
Value ($000) $1,238 Shares 11,290 Est. Cost $116.39 Unrealized
SPAB SPDR Ser Tr 0.4%
Value ($000) $1,194 Shares 42,964 Est. Cost $29.70 Unrealized
SHV iShares Tr 0.4%
Value ($000) $1,133 Shares 10,275 Est. Cost $110.42 Unrealized
Coherent Inc 0.3%
Value ($000) $1,114 Shares 4,075 Est. Cost $259.18 Unrealized
NEAR iShares US ETF Tr 0.3%
Value ($000) $1,095 Shares 22,091 Est. Cost $50.05 Unrealized
FLRN SPDR Ser Tr 0.3%
Value ($000) $1,082 Shares 35,473 Est. Cost $30.58 Unrealized
EFAV iShares Tr 0.3%
Value ($000) $1,025 Shares 14,205 Est. Cost $74.15 Unrealized
VTEB Vanguard Mun BD FDS 0.3%
Value ($000) $932 Shares 18,078 Est. Cost $54.94 Unrealized
EWC iShares Inc 0.3%
Value ($000) $836 Shares 20,790 Est. Cost $37.49 Unrealized
BNDX Vanguard Charlotte FDS 0.2%
Value ($000) $778 Shares 14,842 Est. Cost $55.16 Unrealized
MINT PIMCO ETF Tr 0.2%
Value ($000) $769 Shares 7,680 Est. Cost $101.97 Unrealized
ACWV iShares Inc 0.2%
Value ($000) $601 Shares 5,733 Est. Cost $108.25 Unrealized
VTIP Vanguard Malvern FDS 0.2%
Value ($000) $574 Shares 11,202 Est. Cost $51.39 Unrealized
VMBS Vanguard Scottsdale FDS 0.2%
Value ($000) $568 Shares 11,330 Est. Cost $53.05 Unrealized
SPY SPDR S&P 500 ETF Tr 0.2%
Value ($000) $556 Shares 1,230 Est. Cost $408.14 Unrealized
IYR iShares Tr 0.2%
Value ($000) $539 Shares 4,985 Est. Cost $90.69 Unrealized
GSY Invesco Actively Managed ETF 0.1%
Value ($000) $474 Shares 9,519 Est. Cost $49.80 Unrealized
EWJ iShares Inc 0.1%
Value ($000) $462 Shares 7,506 Est. Cost $67.41 Unrealized
EWT iShares Inc 0.1%
Value ($000) $455 Shares 7,412 Est. Cost $64.35 Unrealized
TFI SPDR Ser Tr 0.1%
Value ($000) $430 Shares 8,982 Est. Cost $51.79 Unrealized
VPL Vanguard Intl Equity Index F 0.1%
Value ($000) $417 Shares 5,632 Est. Cost $80.50 Unrealized
AMLP ALPS ETF TR 0.1%
Value ($000) $406 Shares 10,598 Est. Cost $31.25 Unrealized
EWH iShares Inc 0.1%
Value ($000) $394 Shares 17,460 Est. Cost $22.57 Unrealized
FDVV Fidelity Covington Trust 0.1%
Value ($000) $374 Shares 8,980 Est. Cost $40.53 Unrealized
IGIB iShares Tr 0.1%
Value ($000) $342 Shares 6,240 Est. Cost $54.81 Unrealized
EWY iShares Inc 0.1%
Value ($000) $338 Shares 4,746 Est. Cost $77.90 Unrealized
VTI Vanguard Index FDS 0.1%
Value ($000) $335 Shares 1,470 Est. Cost $217.57 Unrealized
PCY Invesco Exch Traded FD Tr II 0.1%
Value ($000) $333 Shares 14,744 Est. Cost $26.36 Unrealized
VZ Verizon Communications Inc 0.1%
Value ($000) $323 Shares 6,347 Est. Cost $41.50 Unrealized 0.0%
GOOGL Alphabet Inc 0.1%
Value ($000) $309 Shares 111 Est. Cost $132.69 Unrealized +1.6%
AAPL Apple Inc 0.1%
Value ($000) $307 Shares 1,757 Est. Cost $127.34 Unrealized +29.5%
BBAX JPMorgan Exchange-Traded F 0.1%
Value ($000) $300 Shares 5,384 Est. Cost $55.72 Unrealized
C Citigroup Inc 0.1%
Value ($000) $296 Shares 5,545 Est. Cost $53.50 Unrealized 0.0%
PGX Invesco Exch Traded FD Tr II 0.1%
Value ($000) $283 Shares 20,833 Est. Cost $15.03 Unrealized
KSA iShares Tr 0.1%
Value ($000) $264 Shares 5,573 Est. Cost $47.37 Unrealized
PFE Pfizer Inc 0.1%
Value ($000) $264 Shares 5,109 Est. Cost $42.47 Unrealized 0.0%
THD iShares Inc 0.1%
Value ($000) $256 Shares 3,286 Est. Cost $77.91 Unrealized
VGK Vanguard Intl Equity Index F 0.1%
Value ($000) $248 Shares 3,986 Est. Cost $63.54 Unrealized
DUK Duke Energy Corp New 0.1%
Value ($000) $247 Shares 2,215 Est. Cost $89.19 Unrealized 0.0%
EZA iShares Inc 0.1%
Value ($000) $224 Shares 4,028 Est. Cost $55.61 Unrealized
ECH iShares Inc 0.1%
Value ($000) $219 Shares 7,529 Est. Cost $29.09 Unrealized
SCHO Schwab Strategic Tr 0.1%
Value ($000) $218 Shares 4,399 Est. Cost $51.27 Unrealized
SLYV SPDR Ser Tr 0.1%
Value ($000) $215 Shares 2,581 Est. Cost $83.30 Unrealized
DGS WisdomTree Tr 0.1%
Value ($000) $215 Shares 4,041 Est. Cost $53.20 Unrealized
VGSH Vanguard Scottsdale FDS 0.1%
Value ($000) $203 Shares 3,424 Est. Cost $61.61 Unrealized