Crabel Capital Management, LLC Quant / Systematic

CIK: 0001536557 · Show all filings

Period: Q1 2025 (← Previous) (Next →)

Filing Date: May 14, 2025

Total Value ($000): $92,598 (100.0% shares, 0.0% debt)

Holdings (44)

AGG iShares Tr 6.4%

Value ($000) $5,960 Shares 60,250 Est. Cost $95.22 Unrealized —

TIP iShares Tr 6.2%

Value ($000) $5,758 Shares 51,830 Est. Cost $102.01 Unrealized —

GOVT iShares Tr 6.2%

Value ($000) $5,732 Shares 249,361 Est. Cost $22.33 Unrealized —

VCIT Vanguard Scottsdale FDS 5.8%

Value ($000) $5,379 Shares 65,790 Est. Cost $73.31 Unrealized —

HYG iShares Tr 5.4%

Value ($000) $5,023 Shares 63,672 Est. Cost $49.04 Unrealized —

BND Vanguard Bd Index Fds 5.0%

Value ($000) $4,622 Shares 62,924 Est. Cost $71.45 Unrealized —

EMB iShares Tr 5.0%

Value ($000) $4,586 Shares 50,628 Est. Cost $64.64 Unrealized —

XLU Select Sector SPDR Tr 4.6%

Value ($000) $4,300 Shares 54,540 Est. Cost $78.85 Unrealized —

JNK SPDR Ser Tr 4.6%

Value ($000) $4,273 Shares 44,839 Est. Cost $60.75 Unrealized —

LQD iShares Tr 4.4%

Value ($000) $4,044 Shares 37,208 Est. Cost $89.42 Unrealized —

IEF iShares Tr 4.1%

Value ($000) $3,766 Shares 39,485 Est. Cost $90.98 Unrealized —

BNDX Vanguard Charlotte Fds 3.4%

Value ($000) $3,121 Shares 63,922 Est. Cost $44.82 Unrealized —

PFF iShares Tr 3.0%

Value ($000) $2,773 Shares 90,230 Est. Cost $30.09 Unrealized —

SJNK SPDR Ser Tr 3.0%

Value ($000) $2,754 Shares 109,467 Est. Cost $19.24 Unrealized —

IEI iShares Tr 2.9%

Value ($000) $2,683 Shares 22,715 Est. Cost $109.94 Unrealized —

GDX Vaneck ETF Trust 2.9%

Value ($000) $2,680 Shares 58,297 Est. Cost $45.97 Unrealized —

EMLC Vaneck ETF Trust 2.9%

Value ($000) $2,659 Shares 111,435 Est. Cost $24.16 Unrealized —

GDXJ Vaneck ETF Trust 2.8%

Value ($000) $2,582 Shares 45,138 Est. Cost $55.04 Unrealized —

TLT iShares Tr 2.5%

Value ($000) $2,287 Shares 25,126 Est. Cost $81.11 Unrealized —

BKLN Invesco Exch Traded Fd Tr II 2.3%

Value ($000) $2,158 Shares 104,264 Est. Cost $11.70 Unrealized —

MBB iShares Tr 2.0%

Value ($000) $1,849 Shares 19,716 Est. Cost $93.78 Unrealized —

VTIP Vanguard Malvern FDS 1.6%

Value ($000) $1,503 Shares 30,111 Est. Cost $49.90 Unrealized —

SPAB SPDR Ser Tr 1.5%

Value ($000) $1,345 Shares 52,654 Est. Cost $25.54 Unrealized —

SHYG iShares Tr 1.2%

Value ($000) $1,144 Shares 26,906 Est. Cost $31.40 Unrealized —

FLOT iShares Tr 1.1%

Value ($000) $1,004 Shares 19,658 Est. Cost $26.16 Unrealized —

SCHZ Schwab Strategic Tr 1.1%

Value ($000) $973 Shares 42,032 Est. Cost $23.16 Unrealized —

VMBS Vanguard Scottsdale FDS 1.0%

Value ($000) $917 Shares 19,799 Est. Cost $46.31 Unrealized —

VCSH Vanguard Scottsdale FDS 0.8%

Value ($000) $782 Shares 9,905 Est. Cost $78.94 Unrealized —

FLRN SPDR Ser Tr 0.7%

Value ($000) $634 Shares 20,580 Est. Cost $24.71 Unrealized —

EEM iShares Tr 0.6%

Value ($000) $586 Shares 13,400 Est. Cost $44.26 Unrealized —

VTI Vanguard Index Fds 0.6%

Value ($000) $560 Shares 2,036 Est. Cost $11.16 Unrealized —

USMV iShares Tr 0.5%

Value ($000) $468 Shares 5,000 Est. Cost $93.66 Unrealized —

VTEB Vanguard Mun Bd FDS 0.5%

Value ($000) $425 Shares 8,566 Est. Cost $35.59 Unrealized —

SHV iShares Tr 0.4%

Value ($000) $394 Shares 3,570 Est. Cost $110.46 Unrealized —

MINT Pimco ETF Tr 0.4%

Value ($000) $383 Shares 3,811 Est. Cost $100.62 Unrealized —

BSV Vanguard Bd Index Fds 0.4%

Value ($000) $328 Shares 4,184 Est. Cost $78.28 Unrealized —

PG Procter and Gamble Co 0.3%

Value ($000) $279 Shares 1,638 Est. Cost $164.27 Unrealized -0.2%

VZ Verizon Communications Inc 0.3%

Value ($000) $279 Shares 6,147 Est. Cost $39.40 Unrealized +0.5%

KO Coca-Cola Company 0.3%

Value ($000) $278 Shares 3,875 Est. Cost $64.97 Unrealized 0.0%

PEP Pepsico Inc 0.3%

Value ($000) $275 Shares 1,831 Est. Cost $162.16 Unrealized -11.5%

MRK Merck & Co Inc 0.3%

Value ($000) $273 Shares 3,040 Est. Cost $90.12 Unrealized 0.0%

INTC Intel Corp 0.3%

Value ($000) $268 Shares 11,799 Est. Cost $21.88 Unrealized 0.0%

MSFT Microsoft Corp 0.3%

Value ($000) $267 Shares 712 Est. Cost $422.35 Unrealized -4.1%

SHY iShares Tr 0.3%

Value ($000) $245 Shares 2,966 Est. Cost $82.73 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AGG	iShares Tr	60,250	$5,960	6.4%	$95.22	—	Core US Aggbd ET	464287226
TIP	iShares Tr	51,830	$5,758	6.2%	$102.01	—	TIPS BD ETF	464287176
GOVT	iShares Tr	249,361	$5,732	6.2%	$22.33	—	US Treas Bd ETF	46429B267
VCIT	Vanguard Scottsdale FDS	65,790	$5,379	5.8%	$73.31	—	Int-Term Corp	92206C870
HYG	iShares Tr	63,672	$5,023	5.4%	$49.04	—	IBOXX Hi Yd ETF	464288513
BND	Vanguard Bd Index Fds	62,924	$4,622	5.0%	$71.45	—	Total Bnd Mrkt	921937835
EMB	iShares Tr	50,628	$4,586	5.0%	$64.64	—	JPMorgan USD Emg	464288281
XLU	Select Sector SPDR Tr	54,540	$4,300	4.6%	$78.85	—	SBI Int-Utils	81369Y886
JNK	SPDR Ser Tr	44,839	$4,273	4.6%	$60.75	—	Bloomberg High Y	78468R622
LQD	iShares Tr	37,208	$4,044	4.4%	$89.42	—	IBOXX Inv CP ETF	464287242
IEF	iShares Tr	39,485	$3,766	4.1%	$90.98	—	7-10 Yr Trsy Bd	464287440
BNDX	Vanguard Charlotte Fds	63,922	$3,121	3.4%	$44.82	—	Total Int Bd ETF	92203J407
PFF	iShares Tr	90,230	$2,773	3.0%	$30.09	—	Pfd and Incm Sec	464288687
SJNK	SPDR Ser Tr	109,467	$2,754	3.0%	$19.24	—	Bloomberg Sht Te	78468R408
IEI	iShares Tr	22,715	$2,683	2.9%	$109.94	—	3-7 Yr Treas Bd	464288661
GDX	Vaneck ETF Trust	58,297	$2,680	2.9%	$45.97	—	Gold Miners ETF	92189F106
EMLC	Vaneck ETF Trust	111,435	$2,659	2.9%	$24.16	—	JP Mrgan Em Loc	92189H300
GDXJ	Vaneck ETF Trust	45,138	$2,582	2.8%	$55.04	—	Junion Gold Mine	92189F791
TLT	iShares Tr	25,126	$2,287	2.5%	$81.11	—	20 Yr Tr Bd ETF	464287432
BKLN	Invesco Exch Traded Fd Tr II	104,264	$2,158	2.3%	$11.70	—	Sr Ln ETF	46138G508
MBB	iShares Tr	19,716	$1,849	2.0%	$93.78	—	MBS ETF	464288588
VTIP	Vanguard Malvern FDS	30,111	$1,503	1.6%	$49.90	—	Strm Infproidx	922020805
SPAB	SPDR Ser Tr	52,654	$1,345	1.5%	$25.54	—	Portfolio Agrgte	78464A649
SHYG	iShares Tr	26,906	$1,144	1.2%	$31.40	—	0-5 yr Hi Yl CP	46434V407
FLOT	iShares Tr	19,658	$1,004	1.1%	$26.16	—	Fltg Rate Nt ETF	46429B655
SCHZ	Schwab Strategic Tr	42,032	$973	1.1%	$23.16	—	US Aggregate B	808524839
VMBS	Vanguard Scottsdale FDS	19,799	$917	1.0%	$46.31	—	Mtg-Bkd Secs ETF	92206C771
VCSH	Vanguard Scottsdale FDS	9,905	$782	0.8%	$78.94	—	Shrt Trm Corp Bd	92206C409
FLRN	SPDR Ser Tr	20,580	$634	0.7%	$24.71	—	Bloomberg Invt	78468R200
EEM	iShares Tr	13,400	$586	0.6%	$44.26	—	MSCI Emg Mkt ETF	464287234
VTI	Vanguard Index Fds	2,036	$560	0.6%	$11.16	—	Total Stk Mkt	922908769
USMV	iShares Tr	5,000	$468	0.5%	$93.66	—	MSCI USA Min Vol	46429B697
VTEB	Vanguard Mun Bd FDS	8,566	$425	0.5%	$35.59	—	Tax Exempt Bd	922907746
SHV	iShares Tr	3,570	$394	0.4%	$110.46	—	Short Treas Bd	464288679
MINT	Pimco ETF Tr	3,811	$383	0.4%	$100.62	—	Enhan Shrt MA Ac	72201R833
BSV	Vanguard Bd Index Fds	4,184	$328	0.4%	$78.28	—	Short Trm Bond	921937827
PG	Procter and Gamble Co	1,638	$279	0.3%	$164.27	-0.2%	Com	742718109
VZ	Verizon Communications Inc	6,147	$279	0.3%	$39.40	+0.5%	Com	92343V104
KO	Coca-Cola Company	3,875	$278	0.3%	$64.97	0.0%	Com	191216100
PEP	Pepsico Inc	1,831	$275	0.3%	$162.16	-11.5%	Com	713448108
MRK	Merck & Co Inc	3,040	$273	0.3%	$90.12	0.0%	Com	58933Y105
INTC	Intel Corp	11,799	$268	0.3%	$21.88	0.0%	Com	458140100
MSFT	Microsoft Corp	712	$267	0.3%	$422.35	-4.1%	Com	594918104
SHY	iShares Tr	2,966	$245	0.3%	$82.73	—	1-3 Yr Treas Bd	464287457