Crabel Capital Management, LLC Quant / Systematic

Location: Milwaukee, WI

CIK: 0001536557 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 14, 2024

Total Value: $81.43M (100.0% shares, 0.0% debt)

Holdings (36)

WTPI Wisdomtree Tr 16.6%

Value $13.53M Shares 405,440 Est. Cost $29.06 Unrealized —

HYG iShares Tr 7.8%

Value $6.389M Shares 82,822 Est. Cost $76.34 Unrealized —

JNK SPDR Ser Tr 5.7%

Value $4.628M Shares 49,091 Est. Cost $93.43 Unrealized —

TIP iShares Tr 5.4%

Value $4.403M Shares 41,236 Est. Cost $107.27 Unrealized —

AGG iShares Tr 5.2%

Value $4.223M Shares 43,508 Est. Cost $98.63 Unrealized —

VCIT Vanguard Scottsdale FDS 5.2%

Value $4.197M Shares 52,505 Est. Cost $80.71 Unrealized —

— National Westn Life Group Inc 5.1%

Value $4.141M Shares 8,333 Est. Cost $483.02 Unrealized —

LQD iShares Tr 5.0%

Value $4.108M Shares 38,347 Est. Cost $108.74 Unrealized —

SJNK SPDR Ser Tr 4.4%

Value $3.611M Shares 144,595 Est. Cost $24.72 Unrealized —

BND Vanguard BD Index FDS 4.2%

Value $3.389M Shares 47,042 Est. Cost $72.92 Unrealized —

EMB iShares Tr 3.9%

Value $3.145M Shares 35,547 Est. Cost $87.21 Unrealized —

GOVT iShares Tr 3.1%

Value $2.521M Shares 111,693 Est. Cost $23.01 Unrealized —

IEI iShares Tr 2.8%

Value $2.263M Shares 19,597 Est. Cost $116.19 Unrealized —

IEF iShares Tr 2.5%

Value $2.063M Shares 22,034 Est. Cost $95.94 Unrealized —

BNDX Vanguard Charlotte FDS 2.4%

Value $1.984M Shares 40,758 Est. Cost $49.37 Unrealized —

TLT iShares Tr 2.3%

Value $1.842M Shares 20,066 Est. Cost $100.26 Unrealized —

PFF iShares Tr 1.8%

Value $1.486M Shares 47,108 Est. Cost $31.04 Unrealized —

MUB iShares Tr 1.8%

Value $1.464M Shares 13,738 Est. Cost $108.17 Unrealized —

MBB iShares Tr 1.7%

Value $1.365M Shares 14,872 Est. Cost $93.11 Unrealized —

VTEB Vanguard Mun Bd FDS 1.7%

Value $1.349M Shares 26,922 Est. Cost $50.52 Unrealized —

BKLN Invesco Exch Traded Fd Tr II 1.6%

Value $1.3M Shares 61,780 Est. Cost $21.00 Unrealized —

SHYG iShares Tr 1.6%

Value $1.298M Shares 30,756 Est. Cost $41.82 Unrealized —

VTIP Vanguard Malvern FDS 1.0%

Value $840K Shares 17,307 Est. Cost $47.51 Unrealized —

SCHZ Schwab Strategic Tr 0.9%

Value $716K Shares 15,714 Est. Cost $46.41 Unrealized —

FLOT iShares Tr 0.8%

Value $667K Shares 13,047 Est. Cost $50.55 Unrealized —

HYD Vaneck ETF Trust 0.8%

Value $661K Shares 12,799 Est. Cost $51.63 Unrealized —

VMBS Vanguard Scottsdale FDS 0.8%

Value $623K Shares 13,716 Est. Cost $45.97 Unrealized —

VCSH Vanguard Scottsdale FDS 0.7%

Value $609K Shares 7,881 Est. Cost $76.56 Unrealized —

VTI Vanguard Index FDS 0.7%

Value $576K Shares 2,152 Est. Cost $232.61 Unrealized —

SPAB SPDR Ser Tr 0.5%

Value $419K Shares 16,706 Est. Cost $25.48 Unrealized —

XLU Select Sector SPDR Tr 0.5%

Value $384K Shares 5,629 Est. Cost $67.83 Unrealized —

TFI SPDR Ser Tr 0.4%

Value $300K Shares 6,567 Est. Cost $46.98 Unrealized —

BSV Vanguard BD Index FDS 0.3%

Value $260K Shares 3,393 Est. Cost $76.38 Unrealized —

SHV iShares Tr 0.3%

Value $245K Shares 2,213 Est. Cost $110.11 Unrealized —

FLRN SPDR Ser Tr 0.3%

Value $227K Shares 7,345 Est. Cost $30.62 Unrealized —

MINT Pimco ETF Tr 0.3%

Value $213K Shares 2,117 Est. Cost $99.48 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
WTPI	Wisdomtree Tr	405,440	$13.53M	16.6%	$29.06	—	Putwrite Strat	97717X560
HYG	iShares Tr	82,822	$6.389M	7.8%	$76.34	—	Iboxx Hi Yd ETF	464288513
JNK	SPDR Ser Tr	49,091	$4.628M	5.7%	$93.43	—	Bloomberg High Y	78468R622
TIP	iShares Tr	41,236	$4.403M	5.4%	$107.27	—	Tips BD ETF	464287176
AGG	iShares Tr	43,508	$4.223M	5.2%	$98.63	—	Core US Aggbd Et	464287226
VCIT	Vanguard Scottsdale FDS	52,505	$4.197M	5.2%	$80.71	—	Int-Term Corp	92206C870
—	National Westn Life Group Inc	8,333	$4.141M	5.1%	$483.02	—	Cl A	638517102
LQD	iShares Tr	38,347	$4.108M	5.0%	$108.74	—	Iboxx Inv Cp ETF	464287242
SJNK	SPDR Ser Tr	144,595	$3.611M	4.4%	$24.72	—	Bloomberg Sht TE	78468R408
BND	Vanguard BD Index FDS	47,042	$3.389M	4.2%	$72.92	—	Total Bnd Mrkt	921937835
EMB	iShares Tr	35,547	$3.145M	3.9%	$87.21	—	JPMorgan USD Emg	464288281
GOVT	iShares Tr	111,693	$2.521M	3.1%	$23.01	—	US Treas Bd ETF	46429B267
IEI	iShares Tr	19,597	$2.263M	2.8%	$116.19	—	3-7 Yr Treas Bd	464288661
IEF	iShares Tr	22,034	$2.063M	2.5%	$95.94	—	7-10 Yr Trsy Bd	464287440
BNDX	Vanguard Charlotte FDS	40,758	$1.984M	2.4%	$49.37	—	Total Int Bd ETF	92203J407
TLT	iShares Tr	20,066	$1.842M	2.3%	$100.26	—	20 Yr Tr Bd ETF	464287432
PFF	iShares Tr	47,108	$1.486M	1.8%	$31.04	—	Pfd And Incm SEC	464288687
MUB	iShares Tr	13,738	$1.464M	1.8%	$108.17	—	National Mun ETF	464288414
MBB	iShares Tr	14,872	$1.365M	1.7%	$93.11	—	MBS ETF	464288588
VTEB	Vanguard Mun Bd FDS	26,922	$1.349M	1.7%	$50.52	—	Tax Exempt BD	922907746
BKLN	Invesco Exch Traded Fd Tr II	61,780	$1.3M	1.6%	$21.00	—	Sr Ln ETF	46138G508
SHYG	iShares Tr	30,756	$1.298M	1.6%	$41.82	—	0-5YR HI YL CP	46434V407
VTIP	Vanguard Malvern FDS	17,307	$840K	1.0%	$47.51	—	Strm Infproidx	922020805
SCHZ	Schwab Strategic Tr	15,714	$716K	0.9%	$46.41	—	US Aggregate B	808524839
FLOT	iShares Tr	13,047	$667K	0.8%	$50.55	—	Fltg Rate Nt ETF	46429B655
HYD	Vaneck ETF Trust	12,799	$661K	0.8%	$51.63	—	High Yld MuniETF	92189H409
VMBS	Vanguard Scottsdale FDS	13,716	$623K	0.8%	$45.97	—	Mtg-Bkd Secs ETF	92206C771
VCSH	Vanguard Scottsdale FDS	7,881	$609K	0.7%	$76.56	—	Shrt Trm Corp BD	92206C409
VTI	Vanguard Index FDS	2,152	$576K	0.7%	$232.61	—	Total Stk Mkt	922908769
SPAB	SPDR Ser Tr	16,706	$419K	0.5%	$25.48	—	Portfolio Agrgte	78464A649
XLU	Select Sector SPDR Tr	5,629	$384K	0.5%	$67.83	—	SBI Int-Utils	81369Y886
TFI	SPDR Ser Tr	6,567	$300K	0.4%	$46.98	—	Nuveen Blmbrg Mu	78468R721
BSV	Vanguard BD Index FDS	3,393	$260K	0.3%	$76.38	—	Short Trm Bond	921937827
SHV	iShares Tr	2,213	$245K	0.3%	$110.11	—	Short Treas Bd	464288679
FLRN	SPDR Ser Tr	7,345	$227K	0.3%	$30.62	—	Bloomberg Invt	78468R200
MINT	Pimco ETF Tr	2,117	$213K	0.3%	$99.48	—	Enhan Shrt Ma Ac	72201R833