Crabel Capital Management, LLC — Q1 2018 13F 持股

Name: Crabel Capital Management, LLC — 13F Holdings, Q1 2018
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001536557

申報總市值

US$1080.8萬

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本季完整持股清單

#	代號	標的名稱	資產子類別	佔比	佔比變動	持倉量變化
1	WTPI	Wisdomtree Equity Premium In	ETF-其他	51.08%	—	-0.86%
2	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-非投資等級債	6.10%	+4.06%	+82.47%
3	FLOT	Ishares Floating Rate Bond E	ETF-其他	2.84%	-0.61%	EXIT
4	BNDX	Vanguard Total Intl Bond ETF	ETF-其他	2.34%	-1.99%	EXIT
5	SHV	Ishares 0-1 Year Treasury Bo	ETF-政府公債	1.65%	-0.24%	EXIT
6	✓	Powershares	股票-其他	1.43%	—	+80.36%
7	BWX	State Street Spdr Bloomberg	ETF-其他	1.22%	—	-14.17%
8	IGOV	Ishares International Treasu	ETF-其他	1.21%	—	+35.14%
9	MINT	Pimco Enhanced Short Maturit	ETF-其他	0.91%	-0.32%	EXIT
10	SMHC	VanEck China Semiconductor ETF	ETF-新興市場	0.91%	—	-4.30%
11	WIP	State Street Spdr Ftse Inter	ETF-其他	0.87%	—	-5.82%
12	BIL	Ss Spdr Bb 1-3m T-bill ETF	ETF-政府公債	0.85%	—	—
13	NIBUSD	Ipath Bloomberg Cocoa Subind	ETF-其他	0.82%	—	—
14	NEAR	Ishares Sh Dba ETF Usd INC	ETF-其他	0.80%	—	—
15	BNO	United States Brent Oil Fund	ETF-其他	0.78%	—	—
16	UPS	United Parcel Service, Inc.	股票-工業	0.78%	—	—
17	TLT	Ishares 20+ Year Treasury Bd	ETF-政府公債	0.78%	+5.02%	-20.95%
18	MUB	Ishares National Muni Bond E	ETF-其他	0.76%	-4.05%	EXIT
19	IBND	State Street Spdr Bloomberg	ETF-其他	0.73%	—	+15.88%
20	EBND	State Street Spdr Bloomberg	ETF-其他	0.72%	—	-3.65%
21	LEMB	Ishares Jp Morgan Em Local C	ETF-其他	0.71%	—	-5.28%
22	BND	Vanguard Total Bond Market	ETF-其他	0.71%	-3.84%	EXIT
23	✓	Powershares Chinese Yuan Dim Sum Bond	股票-其他	0.71%	—	-9.20%
24	MBB	Ishares Mbs ETF	ETF-其他	0.70%	-3.30%	EXIT
25	VWOB	Vanguard Emerg Mkts Gov Bnd	ETF-其他	0.70%	—	-59.78%
26	WEATUSD	Teucrium Wheat Fund	ETF-其他	0.68%	—	—
27	IAUUSD	Ishares Gold Trust	ETF-避險與商品	0.68%	—	—
28	ACWV	Ishares Msci Global Min Vol	ETF-其他	0.66%	—	—
29	EFAV	Ishares Msci Eafe Min Vol Fa	ETF-其他	0.65%	—	—
30	GSY	Invesco Ultra Short Duration ETF	ETF-其他	0.65%	—	+15.84%
31	TIP	Ishares Tips Bond ETF	ETF-其他	0.58%	-1.94%	EXIT
32	PFF	Ishares Preferred & Income S	ETF-其他	0.58%	-1.20%	EXIT
33	AGG	Ishares Core U.s. Aggregate	ETF-其他	0.57%	-5.68%	EXIT
34	USMV	Ishares Msci USA Min Vol Fac	ETF-其他	0.56%	+4.29%	NEW
35	IPFFEUR	Ishares International Prefer	ETF-其他	0.54%	—	+0.10%
36	EMTL	Ss Doubleline Em Fi ETF	ETF-其他	0.51%	—	+37.99%
37	FEMB	First Trust Emerging Markets	ETF-新興市場	0.47%	—	+149.30%
38	EEMV	Ishares Msci Emg Mkt Min Vol	ETF-其他	0.46%	—	—
39	FTSM	First Trust Enh Short Mat Fd	ETF-其他	0.45%	—	—
40	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-大型股與成長	0.44%	-0.37%	EXIT
41	✓	Powershares	股票-其他	0.44%	—	+26.16%
42	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-投資等級公司債	0.41%	-4.02%	EXIT
43	SRLN	Ss Blackstone Sr Loan ETF	ETF-其他	0.38%	—	—
44	GNMA	Ishares Gnma Bond ETF	ETF-其他	0.36%	—	+58.22%
45	EUHY	Ishares Euro High Yield CORP	ETF-非投資等級債	0.35%	—	-46.25%
46	EMHY	Ishares J.p. Morgan Em High	ETF-其他	0.35%	—	-67.71%
47	PCYUSD	Invesco Emerging Markets Sov	ETF-新興市場	0.33%	—	-72.12%
48	EEM	Ishares Msci Emerging Market	ETF-新興市場	0.32%	+2.51%	—
49	GOF	Guggenheim Strategic Opportunities Fund	股票-其他	0.31%	—	—
50	ELD	Wisdomtree Emrg Mkts Debt	ETF-其他	0.30%	—	—

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本季持股變動

Crabel Capital Management, LLC 於截至 Q1 2018 該季申報之持倉異動，含代號、發行人、權重變化、股數變化與操作類型
#	代號	標的名稱	佔比變動	持倉量變化	異動類型
1	WTPI	Wisdomtree Equity Premium In	+11.5%	-0.86%	減碼
2	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	+3.6%	+82.47%	加碼
3	FLOT	Ishares Floating Rate Bond E	+1.6%	+64.50%	加碼
4	✓	Powershares	+0.8%	+80.36%	加碼
5	SHV	Ishares 0-1 Year Treasury Bo	+0.7%	+34.58%	加碼
6	IGOV	Ishares International Treasu	+0.6%	+35.14%	加碼
7	FEMB	First Trust Emerging Markets	+0.3%	+149.30%	加碼
8	TLT	Ishares 20+ Year Treasury Bd	0%	-20.95%	減碼
9	BND	Vanguard Total Bond Market	-0.1%	-29.21%	減碼
10	AGG	Ishares Core U.s. Aggregate	-0.1%	-34.75%	減碼
11	EUHY	Ishares Euro High Yield CORP	-0.1%	-46.25%	減碼
12	PFF	Ishares Preferred & Income S	-0.2%	-46.07%	減碼
13	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	-0.3%	-51.69%	減碼
14	EMHY	Ishares J.p. Morgan Em High	-0.5%	-67.71%	減碼
15	PCYUSD	Invesco Emerging Markets Sov	-0.6%	-72.12%	減碼
16	VWOB	Vanguard Emerg Mkts Gov Bnd	-0.6%	-59.78%	減碼
17	EMB	Ishares Jp Morgan Usd Emergi	-0.9%	-81.66%	減碼
18	✓	Ggp INC	—	EXIT	清倉
19	GOOGL	Alphabet Inc-cl A	—	EXIT	清倉
20	HYEM	Vaneck Emrg Mkts Hi Yld	—	EXIT	清倉
21	NIBUSD	Ipath Bloomberg Cocoa Subind	—	NEW	新建倉
22	UPS	United Parcel Service, Inc.	—	NEW	新建倉
23	BNO	United States Brent Oil Fund	—	NEW	新建倉
24	WEATUSD	Teucrium Wheat Fund	—	NEW	新建倉
25	IAUUSD	Ishares Gold Trust	—	NEW	新建倉
26	ACWV	Ishares Msci Global Min Vol	—	NEW	新建倉
27	EFAV	Ishares Msci Eafe Min Vol Fa	—	NEW	新建倉
28	USMV	Ishares Msci USA Min Vol Fac	—	NEW	新建倉
29	HEEM	Ishares Crncy Hedgd Msci Em	—	EXIT	清倉
30	EEMV	Ishares Msci Emg Mkt Min Vol	—	NEW	新建倉
31	IYR	Ishares US Real Estate ETF	—	EXIT	清倉
32	EWS	Ishares Msci Singapore ETF	—	EXIT	清倉
33	EWA	Ishares Msci Australia ETF	—	EXIT	清倉
34	EEM	Ishares Msci Emerging Market	—	NEW	新建倉
35	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	清倉
36	ELD	Wisdomtree Emrg Mkts Debt	—	NEW	新建倉
37	AOR	Ishares Core 60/40 Balanced	—	EXIT	清倉
38	EWN	Ishares Msci Netherlands ETF	—	EXIT	清倉
39	EWY	Ishares Msci South Korea ETF	—	EXIT	清倉
40	MDY	State Street Spdr S&p Midcap	—	NEW	新建倉
41	AOM	Ishares Core 40/60 Moderate	—	EXIT	清倉
42	EWK	Ishares Msci Belgium ETF	—	EXIT	清倉
43	THD	Ishares Msci Thailand ETF	—	EXIT	清倉
44	EWL	Ishares Msci Switzerland ETF	—	EXIT	清倉
45	EWQ	Ishares Msci France ETF	—	EXIT	清倉
46	EWU	Ishares Msci United Kingdom	—	EXIT	清倉
47	IWM	Ishares Russell 2000 ETF	—	NEW	新建倉
48	RWX	State Street Spdr Dow Jones	—	EXIT	清倉
49	✓	Currencyshares Australian Dl	—	NEW	新建倉
50	UPS	United Parcel Service-cl B	—	NEW	新建倉