Crabel Capital Management, LLC Quant / Systematic

CIK: 0001536557 · Show all filings

Period: Q4 2024 (← Previous) (Next →)

Filing Date: Feb 14, 2025

Total Value ($000): $30,786 (100.0% shares, 0.0% debt)

Holdings (37)

HYG iShares TR 10.7%

Value ($000) $3,287 Shares 41,796 Est. Cost $33.42 Unrealized —

JNK SPDR Ser TR 9.4%

Value ($000) $2,893 Shares 30,303 Est. Cost $44.18 Unrealized —

EMB iShares TR 8.6%

Value ($000) $2,662 Shares 29,898 Est. Cost $46.65 Unrealized —

BKLN Invesco Exch Traded Fd Tr II 6.8%

Value ($000) $2,080 Shares 98,700 Est. Cost $11.19 Unrealized —

LQD iShares TR 5.3%

Value ($000) $1,617 Shares 15,131 Est. Cost $61.31 Unrealized —

MUB iShares TR 5.2%

Value ($000) $1,607 Shares 15,081 Est. Cost $60.58 Unrealized —

SJNK SPDR Ser TR 5.1%

Value ($000) $1,583 Shares 62,696 Est. Cost $14.82 Unrealized —

TIP iShares TR 3.9%

Value ($000) $1,205 Shares 11,305 Est. Cost $69.48 Unrealized —

FLOT iShares TR 3.5%

Value ($000) $1,086 Shares 21,351 Est. Cost $26.16 Unrealized —

VCIT Vanguard Scottsdale Fds 3.2%

Value ($000) $994 Shares 12,379 Est. Cost $36.88 Unrealized —

VTEB Vanguard Mun BD Fds 3.0%

Value ($000) $914 Shares 18,224 Est. Cost $35.59 Unrealized —

VTI Vanguard Index Fds 2.0%

Value ($000) $604 Shares 2,085 Est. Cost $11.16 Unrealized —

AGG iShares TR 1.9%

Value ($000) $571 Shares 5,892 Est. Cost $61.06 Unrealized —

TLT iShares TR 1.8%

Value ($000) $550 Shares 6,299 Est. Cost $51.47 Unrealized —

EEM iShares TR 1.8%

Value ($000) $543 Shares 12,985 Est. Cost $44.28 Unrealized —

HYD Vaneck ETF Trust 1.7%

Value ($000) $511 Shares 9,843 Est. Cost $31.82 Unrealized —

GDXJ Vaneck ETF Trust 1.6%

Value ($000) $496 Shares 11,609 Est. Cost $48.81 Unrealized —

EMLC Vaneck ETF Trust 1.6%

Value ($000) $495 Shares 21,432 Est. Cost $25.40 Unrealized —

SHYG iShares TR 1.6%

Value ($000) $484 Shares 11,370 Est. Cost $16.21 Unrealized —

VZ Verizon Communications 1.5%

Value ($000) $447 Shares 11,183 Est. Cost $39.40 Unrealized 0.0%

BAC Bank America Corp 1.4%

Value ($000) $445 Shares 10,118 Est. Cost $42.83 Unrealized 0.0%

WMT Walmart Inc 1.4%

Value ($000) $444 Shares 4,918 Est. Cost $85.80 Unrealized 0.0%

ADBE Adobe Inc 1.4%

Value ($000) $444 Shares 999 Est. Cost $522.78 Unrealized -5.3%

HD Home Depot Inc 1.4%

Value ($000) $444 Shares 1,141 Est. Cost $397.26 Unrealized 0.0%

MSFT Microsoft Corp 1.4%

Value ($000) $442 Shares 1,048 Est. Cost $422.35 Unrealized 0.0%

BND Vanguard BD Inde FDS 1.4%

Value ($000) $440 Shares 6,114 Est. Cost $52.88 Unrealized —

BNDX Vanguard Charlotte Fds 1.4%

Value ($000) $433 Shares 8,834 Est. Cost $19.85 Unrealized —

IEI iShares TR 1.3%

Value ($000) $400 Shares 3,464 Est. Cost $64.39 Unrealized —

IEF iShares TR 1.3%

Value ($000) $395 Shares 4,268 Est. Cost $54.72 Unrealized —

GOVT iShares TR 1.3%

Value ($000) $387 Shares 16,833 Est. Cost $13.35 Unrealized —

PFF iShares TR 1.0%

Value ($000) $322 Shares 10,239 Est. Cost $25.10 Unrealized —

PEP Pepsico Inc 0.9%

Value ($000) $268 Shares 1,761 Est. Cost $162.90 Unrealized -3.9%

PG Procter and Gamble Co 0.9%

Value ($000) $267 Shares 1,595 Est. Cost $164.28 Unrealized +0.9%

WFC Wells Fargo Co New 0.9%

Value ($000) $267 Shares 3,798 Est. Cost $66.67 Unrealized 0.0%

C Citigroup Inc 0.9%

Value ($000) $266 Shares 3,786 Est. Cost $65.38 Unrealized 0.0%

AMZN Amazon 0.9%

Value ($000) $265 Shares 1,208 Est. Cost $204.58 Unrealized 0.0%

FLRN SPDR Ser TR 0.7%

Value ($000) $228 Shares 7,426 Est. Cost $13.90 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	iShares TR	41,796	$3,287	10.7%	$33.42	—	Iboxx Hi Yd ETF	464288513
JNK	SPDR Ser TR	30,303	$2,893	9.4%	$44.18	—	Bloomberg High Y	78468R622
EMB	iShares TR	29,898	$2,662	8.6%	$46.65	—	JPMorgan USD Emg	464288281
BKLN	Invesco Exch Traded Fd Tr II	98,700	$2,080	6.8%	$11.19	—	SR Ln ETF	46138G508
LQD	iShares TR	15,131	$1,617	5.3%	$61.31	—	Iboxx Inv CP ETF	464287242
MUB	iShares TR	15,081	$1,607	5.2%	$60.58	—	National Mun ETF	464288414
SJNK	SPDR Ser TR	62,696	$1,583	5.1%	$14.82	—	Bloomberg Sht TE	78468R408
TIP	iShares TR	11,305	$1,205	3.9%	$69.48	—	Tips BD ETF	464287176
FLOT	iShares TR	21,351	$1,086	3.5%	$26.16	—	Fltg Rate Nt ETF	46429B655
VCIT	Vanguard Scottsdale Fds	12,379	$994	3.2%	$36.88	—	Int Term Corp	92206C870
VTEB	Vanguard Mun BD Fds	18,224	$914	3.0%	$35.59	—	Tax Exempt Bd	922907746
VTI	Vanguard Index Fds	2,085	$604	2.0%	$11.16	—	Total Stk Mkt	922908769
AGG	iShares TR	5,892	$571	1.9%	$61.06	—	Core US Aggbd ET	464287226
TLT	iShares TR	6,299	$550	1.8%	$51.47	—	20 Yr Tr Bd ETF	464287432
EEM	iShares TR	12,985	$543	1.8%	$44.28	—	MSCI Emg Mkt ETF	464287234
HYD	Vaneck ETF Trust	9,843	$511	1.7%	$31.82	—	High Yld Muni ETF	92189H409
GDXJ	Vaneck ETF Trust	11,609	$496	1.6%	$48.81	—	Junior Gold Mine	92189F791
EMLC	Vaneck ETF Trust	21,432	$495	1.6%	$25.40	—	JP Mrgan EM LOC	92189H300
SHYG	iShares TR	11,370	$484	1.6%	$16.21	—	0-5YR Hi Yl CP	46434V407
VZ	Verizon Communications	11,183	$447	1.5%	$39.40	0.0%	Com	92343V104
BAC	Bank America Corp	10,118	$445	1.4%	$42.83	0.0%	Com	060505104
WMT	Walmart Inc	4,918	$444	1.4%	$85.80	0.0%	Com	931142103
ADBE	Adobe Inc	999	$444	1.4%	$522.78	-5.3%	Com	00724F101
HD	Home Depot Inc	1,141	$444	1.4%	$397.26	0.0%	Com	437076102
MSFT	Microsoft Corp	1,048	$442	1.4%	$422.35	0.0%	Com	594918104
BND	Vanguard BD Inde FDS	6,114	$440	1.4%	$52.88	—	Total Bnd Mrkt	921937835
BNDX	Vanguard Charlotte Fds	8,834	$433	1.4%	$19.85	—	Total Int Bd ETF	92203J407
IEI	iShares TR	3,464	$400	1.3%	$64.39	—	3 7 YR Treas Bd	464288661
IEF	iShares TR	4,268	$395	1.3%	$54.72	—	7-10 Yr Trsy Bd	464287440
GOVT	iShares TR	16,833	$387	1.3%	$13.35	—	US Treas Bd ETF	46429B267
PFF	iShares TR	10,239	$322	1.0%	$25.10	—	PFD and Incm SEC	464288687
PEP	Pepsico Inc	1,761	$268	0.9%	$162.90	-3.9%	Com	713448108
PG	Procter and Gamble Co	1,595	$267	0.9%	$164.28	+0.9%	Com	742718109
WFC	Wells Fargo Co New	3,798	$267	0.9%	$66.67	0.0%	Com	949746101
C	Citigroup Inc	3,786	$266	0.9%	$65.38	0.0%	Com New	172967424
AMZN	Amazon	1,208	$265	0.9%	$204.58	0.0%	Com	023135106
FLRN	SPDR Ser TR	7,426	$228	0.7%	$13.90	—	Bloomberg Invt	78468R200