Crabel Capital Management, LLC Quant / Systematic

CIK: 0001536557 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 12, 2022

Total Value ($000): $190,559 (100.0% shares, 0.0% debt)

Holdings (64)

WTPI Wisdomtree Tr 6.8%
Value ($000) $12,955 Shares 405,440 Est. Cost $29.06 Unrealized
Spirit Airls Inc 4.8%
Value ($000) $9,240 Shares 387,597 Est. Cost $22.32 Unrealized
Biohaven Pharmactl Hldg Co L 4.0%
Value ($000) $7,589 Shares 52,083 Est. Cost $145.71 Unrealized
Turning Point Therapeutics I 4.0%
Value ($000) $7,575 Shares 100,658 Est. Cost $75.25 Unrealized
Meritor Inc 4.0%
Value ($000) $7,573 Shares 208,449 Est. Cost $35.57 Unrealized
CMC Materials Inc 4.0%
Value ($000) $7,573 Shares 43,398 Est. Cost $189.83 Unrealized
NeoPhotonics Corp 3.9%
Value ($000) $7,514 Shares 477,707 Est. Cost $15.37 Unrealized
Mandiant, Inc. 3.9%
Value ($000) $7,507 Shares 344,036 Est. Cost $22.31 Unrealized
Coherent Inc 3.9%
Value ($000) $7,475 Shares 28,079 Est. Cost $265.19 Unrealized
TSEM Tower Semiconductor Ltd 3.8%
Value ($000) $7,193 Shares 155,763 Est. Cost $42.19 Unrealized +12.8%
FHN First Horizon Corporation 3.7%
Value ($000) $7,144 Shares 326,797 Est. Cost $17.45 Unrealized +13.0%
Flagstar Bancorp Inc 3.6%
Value ($000) $6,951 Shares 196,078 Est. Cost $41.15 Unrealized
VMware, Inc. 3.5%
Value ($000) $6,617 Shares 58,054 Est. Cost $113.98 Unrealized
Yamana Gold Inc 3.3%
Value ($000) $6,272 Shares 1,348,921 Est. Cost $4.65 Unrealized
Sanderson Farms Inc 2.3%
Value ($000) $4,307 Shares 19,981 Est. Cost $188.20 Unrealized
Cornerstone Bldg Brands Inc 2.1%
Value ($000) $4,035 Shares 164,744 Est. Cost $24.32 Unrealized
Welbilt Inc 2.1%
Value ($000) $4,032 Shares 169,348 Est. Cost $23.16 Unrealized
South Jersey Inds Inc 2.1%
Value ($000) $4,013 Shares 117,543 Est. Cost $34.55 Unrealized
MoneyGram Intl Inc 2.1%
Value ($000) $3,980 Shares 398,009 Est. Cost $10.53 Unrealized
Zendesk Inc 2.1%
Value ($000) $3,973 Shares 53,641 Est. Cost $74.07 Unrealized
Citrix Sys Inc 2.0%
Value ($000) $3,882 Shares 39,952 Est. Cost $100.84 Unrealized
TGNA TEGNA Inc 2.0%
Value ($000) $3,821 Shares 182,232 Est. Cost $21.02 Unrealized +3.0%
TIP iShares Tr 2.0%
Value ($000) $3,800 Shares 33,358 Est. Cost $128.92 Unrealized
Nielsen Hldgs PLC 1.9%
Value ($000) $3,631 Shares 156,372 Est. Cost $27.04 Unrealized
BND Vanguard BD Index FDS 1.6%
Value ($000) $3,110 Shares 41,325 Est. Cost $85.02 Unrealized
AGG iShares Tr 1.6%
Value ($000) $3,021 Shares 29,710 Est. Cost $114.56 Unrealized
GOVT iShares Tr 1.4%
Value ($000) $2,602 Shares 108,886 Est. Cost $26.35 Unrealized
Tenneco Inc 1.0%
Value ($000) $1,894 Shares 110,359 Est. Cost $18.32 Unrealized
Vonage Hldgs Corp 1.0%
Value ($000) $1,826 Shares 96,899 Est. Cost $20.79 Unrealized
Black Knight Inc 0.9%
Value ($000) $1,688 Shares 25,819 Est. Cost $65.38 Unrealized
VCSH Vanguard Scottsdale FDS 0.9%
Value ($000) $1,681 Shares 22,040 Est. Cost $81.70 Unrealized
XLU Select Sector Spdr Tr 0.9%
Value ($000) $1,676 Shares 23,892 Est. Cost $70.86 Unrealized
JNK SPDR Ser Tr 0.9%
Value ($000) $1,647 Shares 18,153 Est. Cost $108.69 Unrealized
SIMO Silicon Motion Technology Co 0.9%
Value ($000) $1,638 Shares 19,572 Est. Cost $83.69 Unrealized
MUB iShares Tr 0.8%
Value ($000) $1,527 Shares 14,353 Est. Cost $114.26 Unrealized
ICSH iShares Tr 0.7%
Value ($000) $1,406 Shares 28,094 Est. Cost $50.43 Unrealized
Activision Blizzard Inc 0.7%
Value ($000) $1,318 Shares 16,922 Est. Cost $80.12 Unrealized
HYG iShares Tr 0.7%
Value ($000) $1,263 Shares 17,162 Est. Cost $86.92 Unrealized
TLT iShares Tr 0.6%
Value ($000) $1,203 Shares 10,473 Est. Cost $150.40 Unrealized
IEF iShares Tr 0.6%
Value ($000) $1,092 Shares 10,678 Est. Cost $115.13 Unrealized
SHV iShares Tr 0.5%
Value ($000) $1,034 Shares 9,387 Est. Cost $110.42 Unrealized
MINT PIMCO ETF Tr 0.5%
Value ($000) $1,024 Shares 10,331 Est. Cost $101.24 Unrealized
PFF iShares Tr 0.5%
Value ($000) $1,017 Shares 30,930 Est. Cost $39.34 Unrealized
BNDX Vanguard Charlotte FDS 0.5%
Value ($000) $973 Shares 19,631 Est. Cost $53.79 Unrealized
BSV Vanguard BD Index FDS 0.5%
Value ($000) $932 Shares 12,135 Est. Cost $82.06 Unrealized
IEI iShares Tr 0.4%
Value ($000) $842 Shares 7,054 Est. Cost $129.18 Unrealized
Twitter Inc 0.4%
Value ($000) $737 Shares 19,700 Est. Cost $37.41 Unrealized
MBB iShares Tr 0.3%
Value ($000) $665 Shares 6,818 Est. Cost $106.81 Unrealized
VCIT Vanguard Scottsdale FDS 0.3%
Value ($000) $659 Shares 8,238 Est. Cost $93.17 Unrealized
SJNK SPDR Ser Tr 0.3%
Value ($000) $651 Shares 27,004 Est. Cost $27.13 Unrealized
SCHZ Schwab Strategic Tr 0.3%
Value ($000) $577 Shares 12,045 Est. Cost $54.04 Unrealized
LQD iShares Tr 0.3%
Value ($000) $497 Shares 4,513 Est. Cost $133.73 Unrealized
SPAB SPDR Ser Tr 0.2%
Value ($000) $470 Shares 17,844 Est. Cost $29.70 Unrealized
SHY iShares Tr 0.2%
Value ($000) $468 Shares 5,647 Est. Cost $82.88 Unrealized
SPY SPDR S&P 500 ETF Tr 0.2%
Value ($000) $457 Shares 1,212 Est. Cost $408.14 Unrealized
USMV iShares Tr 0.2%
Value ($000) $318 Shares 4,536 Est. Cost $80.91 Unrealized
EMB iShares Tr 0.2%
Value ($000) $310 Shares 3,637 Est. Cost $110.01 Unrealized
HYD Vaneck ETF Trust 0.1%
Value ($000) $283 Shares 5,256 Est. Cost $53.84 Unrealized
GSY Invesco Actively Managed ETF 0.1%
Value ($000) $275 Shares 5,558 Est. Cost $49.80 Unrealized
VWOB Vanguard Whitehall FDS 0.1%
Value ($000) $251 Shares 4,100 Est. Cost $73.09 Unrealized
GOOGL Alphabet Inc 0.1%
Value ($000) $240 Shares 110 Est. Cost $132.69 Unrealized -11.9%
SHYG iShares Tr 0.1%
Value ($000) $218 Shares 5,387 Est. Cost $45.36 Unrealized
VMBS Vanguard Scottsdale FDS 0.1%
Value ($000) $215 Shares 4,498 Est. Cost $53.05 Unrealized
VGSH Vanguard Scottsdale FDS 0.1%
Value ($000) $202 Shares 3,438 Est. Cost $61.61 Unrealized