Crabel Capital Management, LLC Quant / Systematic

CIK: 0001536557 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 14, 2024

Total Value ($000): $81,433 (100.0% shares, 0.0% debt)

Holdings (36)

WTPI Wisdomtree Tr 16.6%

Value ($000) $13,525 Shares 405,440 Est. Cost $29.06 Unrealized —

HYG iShares Tr 7.8%

Value ($000) $6,389 Shares 82,822 Est. Cost $24.25 Unrealized —

JNK SPDR Ser Tr 5.7%

Value ($000) $4,628 Shares 49,091 Est. Cost $0.09 Unrealized —

TIP iShares Tr 5.4%

Value ($000) $4,403 Shares 41,236 Est. Cost $32.58 Unrealized —

AGG iShares Tr 5.2%

Value ($000) $4,223 Shares 43,508 Est. Cost $24.66 Unrealized —

VCIT Vanguard Scottsdale FDS 5.2%

Value ($000) $4,197 Shares 52,505 Est. Cost $13.80 Unrealized —

— National Westn Life Group Inc 5.1%

Value ($000) $4,141 Shares 8,333 Est. Cost $0.48 Unrealized —

LQD iShares Tr 5.0%

Value ($000) $4,108 Shares 38,347 Est. Cost $44.95 Unrealized —

SJNK SPDR Ser Tr 4.4%

Value ($000) $3,611 Shares 144,595 Est. Cost $0.02 Unrealized —

BND Vanguard BD Index FDS 4.2%

Value ($000) $3,389 Shares 47,042 Est. Cost $27.48 Unrealized —

EMB iShares Tr 3.9%

Value ($000) $3,145 Shares 35,547 Est. Cost $0.09 Unrealized —

GOVT iShares Tr 3.1%

Value ($000) $2,521 Shares 111,693 Est. Cost $0.48 Unrealized —

IEI iShares Tr 2.8%

Value ($000) $2,263 Shares 19,597 Est. Cost $41.74 Unrealized —

IEF iShares Tr 2.5%

Value ($000) $2,063 Shares 22,034 Est. Cost $13.94 Unrealized —

BNDX Vanguard Charlotte FDS 2.4%

Value ($000) $1,984 Shares 40,758 Est. Cost $0.05 Unrealized —

TLT iShares Tr 2.3%

Value ($000) $1,842 Shares 20,066 Est. Cost $14.78 Unrealized —

PFF iShares Tr 1.8%

Value ($000) $1,486 Shares 47,108 Est. Cost $0.03 Unrealized —

MUB iShares Tr 1.8%

Value ($000) $1,464 Shares 13,738 Est. Cost $14.43 Unrealized —

MBB iShares Tr 1.7%

Value ($000) $1,365 Shares 14,872 Est. Cost $24.69 Unrealized —

VTEB Vanguard Mun Bd FDS 1.7%

Value ($000) $1,349 Shares 26,922 Est. Cost $28.18 Unrealized —

BKLN Invesco Exch Traded Fd Tr II 1.6%

Value ($000) $1,300 Shares 61,780 Est. Cost $0.02 Unrealized —

SHYG iShares Tr 1.6%

Value ($000) $1,298 Shares 30,756 Est. Cost $4.03 Unrealized —

VTIP Vanguard Malvern FDS 1.0%

Value ($000) $840 Shares 17,307 Est. Cost $4.59 Unrealized —

SCHZ Schwab Strategic Tr 0.9%

Value ($000) $716 Shares 15,714 Est. Cost $9.39 Unrealized —

FLOT iShares Tr 0.8%

Value ($000) $667 Shares 13,047 Est. Cost $0.05 Unrealized —

HYD Vaneck ETF Trust 0.8%

Value ($000) $661 Shares 12,799 Est. Cost $0.05 Unrealized —

VMBS Vanguard Scottsdale FDS 0.8%

Value ($000) $623 Shares 13,716 Est. Cost $18.61 Unrealized —

VCSH Vanguard Scottsdale FDS 0.7%

Value ($000) $609 Shares 7,881 Est. Cost $0.08 Unrealized —

VTI Vanguard Index FDS 0.7%

Value ($000) $576 Shares 2,152 Est. Cost $11.16 Unrealized —

SPAB SPDR Ser Tr 0.5%

Value ($000) $419 Shares 16,706 Est. Cost $7.32 Unrealized —

XLU Select Sector SPDR Tr 0.5%

Value ($000) $384 Shares 5,629 Est. Cost $0.07 Unrealized —

TFI SPDR Ser Tr 0.4%

Value ($000) $300 Shares 6,567 Est. Cost $0.05 Unrealized —

BSV Vanguard BD Index FDS 0.3%

Value ($000) $260 Shares 3,393 Est. Cost $0.08 Unrealized —

SHV iShares Tr 0.3%

Value ($000) $245 Shares 2,213 Est. Cost $0.11 Unrealized —

FLRN SPDR Ser Tr 0.3%

Value ($000) $227 Shares 7,345 Est. Cost $0.03 Unrealized —

MINT Pimco ETF Tr 0.3%

Value ($000) $213 Shares 2,117 Est. Cost $0.10 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
WTPI	Wisdomtree Tr	405,440	$13,525	16.6%	$29.06	—	Putwrite Strat	97717X560
HYG	iShares Tr	82,822	$6,389	7.8%	$24.25	—	Iboxx Hi Yd ETF	464288513
JNK	SPDR Ser Tr	49,091	$4,628	5.7%	$0.09	—	Bloomberg High Y	78468R622
TIP	iShares Tr	41,236	$4,403	5.4%	$32.58	—	Tips BD ETF	464287176
AGG	iShares Tr	43,508	$4,223	5.2%	$24.66	—	Core US Aggbd Et	464287226
VCIT	Vanguard Scottsdale FDS	52,505	$4,197	5.2%	$13.80	—	Int-Term Corp	92206C870
—	National Westn Life Group Inc	8,333	$4,141	5.1%	$0.48	—	Cl A	638517102
LQD	iShares Tr	38,347	$4,108	5.0%	$44.95	—	Iboxx Inv Cp ETF	464287242
SJNK	SPDR Ser Tr	144,595	$3,611	4.4%	$0.02	—	Bloomberg Sht TE	78468R408
BND	Vanguard BD Index FDS	47,042	$3,389	4.2%	$27.48	—	Total Bnd Mrkt	921937835
EMB	iShares Tr	35,547	$3,145	3.9%	$0.09	—	JPMorgan USD Emg	464288281
GOVT	iShares Tr	111,693	$2,521	3.1%	$0.48	—	US Treas Bd ETF	46429B267
IEI	iShares Tr	19,597	$2,263	2.8%	$41.74	—	3-7 Yr Treas Bd	464288661
IEF	iShares Tr	22,034	$2,063	2.5%	$13.94	—	7-10 Yr Trsy Bd	464287440
BNDX	Vanguard Charlotte FDS	40,758	$1,984	2.4%	$0.05	—	Total Int Bd ETF	92203J407
TLT	iShares Tr	20,066	$1,842	2.3%	$14.78	—	20 Yr Tr Bd ETF	464287432
PFF	iShares Tr	47,108	$1,486	1.8%	$0.03	—	Pfd And Incm SEC	464288687
MUB	iShares Tr	13,738	$1,464	1.8%	$14.43	—	National Mun ETF	464288414
MBB	iShares Tr	14,872	$1,365	1.7%	$24.69	—	MBS ETF	464288588
VTEB	Vanguard Mun Bd FDS	26,922	$1,349	1.7%	$28.18	—	Tax Exempt BD	922907746
BKLN	Invesco Exch Traded Fd Tr II	61,780	$1,300	1.6%	$0.02	—	Sr Ln ETF	46138G508
SHYG	iShares Tr	30,756	$1,298	1.6%	$4.03	—	0-5YR HI YL CP	46434V407
VTIP	Vanguard Malvern FDS	17,307	$840	1.0%	$4.59	—	Strm Infproidx	922020805
SCHZ	Schwab Strategic Tr	15,714	$716	0.9%	$9.39	—	US Aggregate B	808524839
FLOT	iShares Tr	13,047	$667	0.8%	$0.05	—	Fltg Rate Nt ETF	46429B655
HYD	Vaneck ETF Trust	12,799	$661	0.8%	$0.05	—	High Yld MuniETF	92189H409
VMBS	Vanguard Scottsdale FDS	13,716	$623	0.8%	$18.61	—	Mtg-Bkd Secs ETF	92206C771
VCSH	Vanguard Scottsdale FDS	7,881	$609	0.7%	$0.08	—	Shrt Trm Corp BD	92206C409
VTI	Vanguard Index FDS	2,152	$576	0.7%	$11.16	—	Total Stk Mkt	922908769
SPAB	SPDR Ser Tr	16,706	$419	0.5%	$7.32	—	Portfolio Agrgte	78464A649
XLU	Select Sector SPDR Tr	5,629	$384	0.5%	$0.07	—	SBI Int-Utils	81369Y886
TFI	SPDR Ser Tr	6,567	$300	0.4%	$0.05	—	Nuveen Blmbrg Mu	78468R721
BSV	Vanguard BD Index FDS	3,393	$260	0.3%	$0.08	—	Short Trm Bond	921937827
SHV	iShares Tr	2,213	$245	0.3%	$0.11	—	Short Treas Bd	464288679
FLRN	SPDR Ser Tr	7,345	$227	0.3%	$0.03	—	Bloomberg Invt	78468R200
MINT	Pimco ETF Tr	2,117	$213	0.3%	$0.10	—	Enhan Shrt Ma Ac	72201R833