Crabel Capital Management, LLC — Q4 2018 13F 持股

Name: Crabel Capital Management, LLC — 13F Holdings, Q4 2018
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001536557

申报总市值

US$1080.8万

← 返回最新季度

本季完整持股清单

#	代码	标的名称	资产子类别	占比	占比变动	持仓量变化
1	WTPI	Wisdomtree Equity Premium In	ETF-其他	54.34%	—	-0.24%
2	MAC	Macerich Co/the	股票-其他	27.86%	—	+75.47%
3	SHV	Ishares 0-1 Year Treasury Bo	ETF-政府公债	1.96%	-0.24%	EXIT
4	BNDX	Vanguard Total Intl Bond ETF	ETF-其他	1.71%	-1.99%	EXIT
5	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-非投资级债	1.63%	+4.06%	-85.74%
6	EFAV	Ishares Msci Eafe Min Vol Fa	ETF-其他	1.15%	—	-23.12%
7	ACWV	Ishares Msci Global Min Vol	ETF-其他	1.02%	—	+130.69%
8	MUB	Ishares National Muni Bond E	ETF-其他	0.96%	-4.05%	EXIT
9	USMV	Ishares Msci USA Min Vol Fac	ETF-其他	0.89%	+4.29%	NEW
10	EEMV	Ishares Msci Emg Mkt Min Vol	ETF-其他	0.88%	—	-7.32%
11	TLT	Ishares 20+ Year Treasury Bd	ETF-政府公债	0.60%	+5.02%	-43.55%
12	SPSB	Ss Spdr P St C CORP ETF	ETF-其他	0.57%	—	—
13	TIP	Ishares Tips Bond ETF	ETF-其他	0.49%	-1.94%	EXIT
14	IGOV	Ishares International Treasu	ETF-其他	0.48%	—	-26.08%
15	VWOB	Vanguard Emerg Mkts Gov Bnd	ETF-其他	0.46%	—	-65.06%
16	VCSH	Vanguard S/t CORP Bond ETF	ETF-投资级公司债	0.45%	-1.01%	EXIT
17	STIP	Ishares 0-5 Year Tips Bond E	ETF-其他	0.44%	—	—
18	BWX	State Street Spdr Bloomberg	ETF-其他	0.44%	—	-70.64%
19	IGSB	Ishares 1-5y Inv Grade CORP	ETF-其他	0.42%	—	—
20	SUB	Ishares Short-term National	ETF-其他	0.40%	—	—
21	UUP	Invesco Db US Dollar Index B	ETF-大型股与成长	0.40%	—	—
22	PCY	Invesco Emerging Markets Sov	ETF-新兴市场	0.40%	-0.27%	EXIT
23	MBB	Ishares Mbs ETF	ETF-其他	0.37%	-3.30%	EXIT
24	ICSH	Ishares Ultra Short Duration	ETF-其他	0.28%	—	—
25	HYEM	Vaneck Emrg Mkts Hi Yld	ETF-其他	0.28%	—	-40.06%
26	✓		股票-其他	0.27%	—	—
27	✓	Ishares Tr	股票-其他	0.24%	—	—
28	CWB	Ss Spdr Bb Conv Sec ETF	ETF-其他	0.22%	—	-2.50%
29	IYR	Ishares US Real Estate ETF	ETF-其他	0.21%	—	-23.12%
30	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-大型股与成长	0.17%	-0.37%	EXIT

本季持股变动

Crabel Capital Management, LLC 于截至 Q4 2018 该季申报之持仓异动，含代码、发行人、权重变化、股数变化与操作类型
#	代码	标的名称	占比变动	持仓量变化	异动类型
1	WTPI	Wisdomtree Equity Premium In	+25.5%	-0.24%	减仓
2	MAC	Macerich Co/the	+18.9%	+75.47%	加仓
3	ACWV	Ishares Msci Global Min Vol	+0.8%	+130.69%	加仓
4	EFAV	Ishares Msci Eafe Min Vol Fa	+0.4%	-23.12%	减仓
5	BNDX	Vanguard Total Intl Bond ETF	+0.2%	-51.64%	减仓
6	TLT	Ishares 20+ Year Treasury Bd	+0.2%	-43.55%	减仓
7	TIP	Ishares Tips Bond ETF	+0.1%	-50.78%	减仓
8	MUB	Ishares National Muni Bond E	0%	-57.28%	减仓
9	VWOB	Vanguard Emerg Mkts Gov Bnd	-0.1%	-65.06%	减仓
10	MBB	Ishares Mbs ETF	-0.2%	-68.99%	减仓
11	USMV	Ishares Msci USA Min Vol Fac	-0.2%	-60.88%	减仓
12	BWX	State Street Spdr Bloomberg	-0.2%	-70.64%	减仓
13	SPY	Ss Spdr S&p 500 ETF Trust-us	-0.4%	-85.91%	减仓
14	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	-3.8%	-85.74%	减仓
15	AAPL	Apple INC	—	EXIT	清仓
16	FLOT	Ishares Floating Rate Bond E	—	EXIT	清仓
17	BKLN	Invesco Senior Loan ETF	—	EXIT	清仓
18	AGG	Ishares Core U.s. Aggregate	—	EXIT	清仓
19	PFF	Ishares Preferred & Income S	—	EXIT	清仓
20	BND	Vanguard Total Bond Market	—	EXIT	清仓
21	MINT	Pimco Enhanced Short Maturit	—	EXIT	清仓
22	NEAR	Ishares Sh Dba ETF Usd INC	—	EXIT	清仓
23	EMB	Ishares Jp Morgan Usd Emergi	—	EXIT	清仓
24	GSY	Invesco Ultra Short Duration	—	EXIT	清仓
25	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	—	EXIT	清仓
26	MDY	State Street Spdr S&p Midcap	—	EXIT	清仓
27	CMBS	Ishares Cmbs ETF	—	EXIT	清仓
28	✓		—	EXIT	清仓
29	FTSM	First Trust Enh Short Mat Fd	—	EXIT	清仓
30	IWM	Ishares Russell 2000 ETF	—	EXIT	清仓
31	SRLN	Ss Blackstone Sr Loan ETF	—	EXIT	清仓
32	VTI	Vanguard Total Stock Mkt ETF	—	EXIT	清仓
33	EEM	Ishares Msci Emerging Market	—	EXIT	清仓
34	BRK-B	Berkshire Hathaway Inc-cl B	—	EXIT	清仓
35	MDIV	Ft Multi-asset Divers INC	—	EXIT	清仓
36	IPFFEUR	Ishares International Prefer	—	EXIT	清仓
37	✓	Envision Healthcare Corp	—	EXIT	清仓
38	EWC	Ishares Msci Canada ETF	—	EXIT	清仓
39	STPZ	Pimco 1-5 Year US Tips Index	—	EXIT	清仓
40	JNJ	Johnson & Johnson	—	EXIT	清仓
41	FXE	Invesco Currencyshares Euro	—	EXIT	清仓
42	✓	Invesco Exch Trd Slf Idx Fd	—	EXIT	清仓
43	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	清仓
44	FLRN	Ss Spdr Bb Ig Float Rt ETF	—	EXIT	清仓
45	HEEM	Ishares Crncy Hedgd Msci Em	—	EXIT	清仓
46	TLT	iShares 20+ Year Treasury Bond ETF	—	EXIT	清仓
47	VPL	Vanguard Ftse Pacific ETF	—	EXIT	清仓
48	PICB	Invesco International Corpor	—	EXIT	清仓
49	FTSL	First Trust Senior Loan ETF	—	EXIT	清仓
50	HD	Home Depot INC	—	EXIT	清仓

Crabel Capital Management, LLC — Q4 2018 13F 持股

CIK: 0001536557

申报总市值

US$1080.8万

← 返回最新季度

本季完整持股清单

#	代码	标的名称	资产子类别	占比	占比变动	持仓量变化
1	WTPI	Wisdomtree Equity Premium In	ETF-其他	54.34%	—	-0.24%
2	MAC	Macerich Co/the	股票-其他	27.86%	—	+75.47%
3	SHV	Ishares 0-1 Year Treasury Bo	ETF-政府公债	1.96%	-0.24%	EXIT
4	BNDX	Vanguard Total Intl Bond ETF	ETF-其他	1.71%	-1.99%	EXIT
5	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-非投资级债	1.63%	+4.06%	-85.74%
6	EFAV	Ishares Msci Eafe Min Vol Fa	ETF-其他	1.15%	—	-23.12%
7	ACWV	Ishares Msci Global Min Vol	ETF-其他	1.02%	—	+130.69%
8	MUB	Ishares National Muni Bond E	ETF-其他	0.96%	-4.05%	EXIT
9	USMV	Ishares Msci USA Min Vol Fac	ETF-其他	0.89%	+4.29%	NEW
10	EEMV	Ishares Msci Emg Mkt Min Vol	ETF-其他	0.88%	—	-7.32%
11	TLT	Ishares 20+ Year Treasury Bd	ETF-政府公债	0.60%	+5.02%	-43.55%
12	SPSB	Ss Spdr P St C CORP ETF	ETF-其他	0.57%	—	—
13	TIP	Ishares Tips Bond ETF	ETF-其他	0.49%	-1.94%	EXIT
14	IGOV	Ishares International Treasu	ETF-其他	0.48%	—	-26.08%
15	VWOB	Vanguard Emerg Mkts Gov Bnd	ETF-其他	0.46%	—	-65.06%
16	VCSH	Vanguard S/t CORP Bond ETF	ETF-投资级公司债	0.45%	-1.01%	EXIT
17	STIP	Ishares 0-5 Year Tips Bond E	ETF-其他	0.44%	—	—
18	BWX	State Street Spdr Bloomberg	ETF-其他	0.44%	—	-70.64%
19	IGSB	Ishares 1-5y Inv Grade CORP	ETF-其他	0.42%	—	—
20	SUB	Ishares Short-term National	ETF-其他	0.40%	—	—
21	UUP	Invesco Db US Dollar Index B	ETF-大型股与成长	0.40%	—	—
22	PCY	Invesco Emerging Markets Sov	ETF-新兴市场	0.40%	-0.27%	EXIT
23	MBB	Ishares Mbs ETF	ETF-其他	0.37%	-3.30%	EXIT
24	ICSH	Ishares Ultra Short Duration	ETF-其他	0.28%	—	—
25	HYEM	Vaneck Emrg Mkts Hi Yld	ETF-其他	0.28%	—	-40.06%
26	✓		股票-其他	0.27%	—	—
27	✓	Ishares Tr	股票-其他	0.24%	—	—
28	CWB	Ss Spdr Bb Conv Sec ETF	ETF-其他	0.22%	—	-2.50%
29	IYR	Ishares US Real Estate ETF	ETF-其他	0.21%	—	-23.12%
30	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-大型股与成长	0.17%	-0.37%	EXIT

本季持股变动

Crabel Capital Management, LLC 于截至 Q4 2018 该季申报之持仓异动，含代码、发行人、权重变化、股数变化与操作类型
#	代码	标的名称	占比变动	持仓量变化	异动类型
1	WTPI	Wisdomtree Equity Premium In	+25.5%	-0.24%	减仓
2	MAC	Macerich Co/the	+18.9%	+75.47%	加仓
3	ACWV	Ishares Msci Global Min Vol	+0.8%	+130.69%	加仓
4	EFAV	Ishares Msci Eafe Min Vol Fa	+0.4%	-23.12%	减仓
5	BNDX	Vanguard Total Intl Bond ETF	+0.2%	-51.64%	减仓
6	TLT	Ishares 20+ Year Treasury Bd	+0.2%	-43.55%	减仓
7	TIP	Ishares Tips Bond ETF	+0.1%	-50.78%	减仓
8	MUB	Ishares National Muni Bond E	0%	-57.28%	减仓
9	VWOB	Vanguard Emerg Mkts Gov Bnd	-0.1%	-65.06%	减仓
10	MBB	Ishares Mbs ETF	-0.2%	-68.99%	减仓
11	USMV	Ishares Msci USA Min Vol Fac	-0.2%	-60.88%	减仓
12	BWX	State Street Spdr Bloomberg	-0.2%	-70.64%	减仓
13	SPY	Ss Spdr S&p 500 ETF Trust-us	-0.4%	-85.91%	减仓
14	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	-3.8%	-85.74%	减仓
15	AAPL	Apple INC	—	EXIT	清仓
16	FLOT	Ishares Floating Rate Bond E	—	EXIT	清仓
17	BKLN	Invesco Senior Loan ETF	—	EXIT	清仓
18	AGG	Ishares Core U.s. Aggregate	—	EXIT	清仓
19	PFF	Ishares Preferred & Income S	—	EXIT	清仓
20	BND	Vanguard Total Bond Market	—	EXIT	清仓
21	MINT	Pimco Enhanced Short Maturit	—	EXIT	清仓
22	NEAR	Ishares Sh Dba ETF Usd INC	—	EXIT	清仓
23	EMB	Ishares Jp Morgan Usd Emergi	—	EXIT	清仓
24	GSY	Invesco Ultra Short Duration	—	EXIT	清仓
25	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	—	EXIT	清仓
26	MDY	State Street Spdr S&p Midcap	—	EXIT	清仓
27	CMBS	Ishares Cmbs ETF	—	EXIT	清仓
28	✓		—	EXIT	清仓
29	FTSM	First Trust Enh Short Mat Fd	—	EXIT	清仓
30	IWM	Ishares Russell 2000 ETF	—	EXIT	清仓
31	SRLN	Ss Blackstone Sr Loan ETF	—	EXIT	清仓
32	VTI	Vanguard Total Stock Mkt ETF	—	EXIT	清仓
33	EEM	Ishares Msci Emerging Market	—	EXIT	清仓
34	BRK-B	Berkshire Hathaway Inc-cl B	—	EXIT	清仓
35	MDIV	Ft Multi-asset Divers INC	—	EXIT	清仓
36	IPFFEUR	Ishares International Prefer	—	EXIT	清仓
37	✓	Envision Healthcare Corp	—	EXIT	清仓
38	EWC	Ishares Msci Canada ETF	—	EXIT	清仓
39	STPZ	Pimco 1-5 Year US Tips Index	—	EXIT	清仓
40	JNJ	Johnson & Johnson	—	EXIT	清仓
41	FXE	Invesco Currencyshares Euro	—	EXIT	清仓
42	✓	Invesco Exch Trd Slf Idx Fd	—	EXIT	清仓
43	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	清仓
44	FLRN	Ss Spdr Bb Ig Float Rt ETF	—	EXIT	清仓
45	HEEM	Ishares Crncy Hedgd Msci Em	—	EXIT	清仓
46	TLT	iShares 20+ Year Treasury Bond ETF	—	EXIT	清仓
47	VPL	Vanguard Ftse Pacific ETF	—	EXIT	清仓
48	PICB	Invesco International Corpor	—	EXIT	清仓
49	FTSL	First Trust Senior Loan ETF	—	EXIT	清仓
50	HD	Home Depot INC	—	EXIT	清仓