SEC 13F Intelligence

Managers / Q2 2019 · view latest →

Crabel Capital Management, LLC

CIK 0001536557 · 1999 AVENUE OF THE STARS, SUITE 2060, LOS ANGELES, CA · 414.224.7510

Reported Value
$178M
Q2 2019
Positions
84
Filings on Record
29
2019–present window
Filed
Aug 13, 2019
original filing

Summary

Crabel Capital Management, LLC reported $178M in U.S.-listed holdings across 84 positions for Q2 2019.

The portfolio is heavily concentrated: WTPI alone accounts for 31.2% of reported value.

Compared with Q1 2019, the fund opened 29 new positions and exited 20.

Portfolio Metrics

Turnover
+6.7%
vs prior filed quarter
Top-10 Concentration
+87.5%
share of reported value
Largest Position
+31.2%
Wisdomtree Cboe S P Putw
New / Exited
29 / 20
positions this quarter

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded, with multiple share classes and repeated sub-manager rows for the same issuer combined into one position — the same rule the holdings table uses by default. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q1 ’19: $92MQ1 ’19Q2 ’19: $178MQ3 ’19: $167MQ4 ’19: $259MQ1 ’20: $9MQ1 ’20Q2 ’20: $23MQ3 ’20: $51MQ4 ’20: $415MQ1 ’21: $384MQ1 ’21Q2 ’21: $486MQ3 ’21: $325MQ4 ’21: $558MQ1 ’22: $323MQ1 ’22Q2 ’22: $191MQ3 ’22: $171MQ4 ’22: $276MQ1 ’23: $225MQ1 ’23Q2 ’23: $242MQ3 ’23: $124MQ4 ’23: $212MQ1 ’24: $115MQ1 ’24Q2 ’24: $81MQ3 ’24: $142MQ4 ’24: $31MQ1 ’25: $93MQ1 ’25Q2 ’25: $163MQ3 ’25: $112MQ4 ’25: $132MQ1 ’26: $11MQ1 ’26filingsflow.com

Portfolio Composition

By security type
ETP: 58.5%Common Stock: 39.6%Other: 1.3%REIT: 0.6%
  • ETP · 58.5% · $104M
  • Common Stock · 39.6% · $71M
  • Other · 1.3% · $2M
  • REIT · 0.6% · $991,000

Quarter-over-Quarter Changes full breakdown →

vs Q1 2019 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
IVZINVESCO LTDNEW+2.50M2.50M+$51M$51M
SJNKSPDR SERIES TRUSTNEW+175.5K175.5K+$5M$5M
SPDR Barclays High Yield BDNEW+21.8K21.8K+$2M$2M
VanEck Vectors J.P. Morgan EMNEW+60.3K60.3K+$2M$2M
PCYINVESCO EXCHNG TRADED FD TRNEW+47.5K47.5K+$1M$1M
PFFISHARES TRNEW+23.6K23.6K+$868,000$868,000
PGXINVESCO PREFERRED ETFNEW+54.3K54.3K+$794,000$794,000
WMTWalmart IncNEW+4.1K4.1K+$458,000$458,000

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q2 2019

67 positions (from 84 filing rows — )
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1WTPIWisdomTree CBOE S&P PUTWhistory →CBOE S&P PUTW31.20%$56M2.02M
2IVZINVESCO LTDhistory →SHS28.73%$51M2.50M
3EMBISHARES TRIBOXX INV CP ETF · IBOXX HI YD ETF · JPMORGAN USD EMG · MIN VOL USA ETF · 20 YR TR BD ETF · MIN VOL EAFE ETF · PFD AND INCM SEC · SHRT NAT MUN ETF · RUSSELL 2000 ETF · 0-5 Year TIPS Bond ETF · U.S. REAL ES ETF · MSCI NEW ZEALAND CAP · RUS 1000 ETF · IBONDS DEC19 ETF18.26%$33M329.5K
4SJNKSPDR SERIES TRUSTBLOOMBERG SRT TR · PORTFOLIO SHORT2.99%$5M193.3K
5ACWVISHARES INCMIN VOL GBL ETF · MIN VOL EMRG MKT · MSCI THAILND ETF1.74%$3M38.3K
6SPDR Barclays High Yield BDBarclays High Yield BD1.33%$2M21.8K
7VanEck Vectors J.P. Morgan EMJ.P. Morgan EM1.18%$2M60.3K
8RED HAT INCCOM0.80%$1M7.6K
9PCYINVESCO EXCHNG TRADED FD TREMRNG MKT SVRG0.78%$1M47.5K
10PGXINVESCO PREFERRED ETFPowershares Preferred Portfolio0.45%$794,00054.3K
11PEPPepsico IncCOM0.35%$625,0004.8K
12PGPROCTER & GAMBLE CO/THECOM0.32%$570,0005.2K
13BNDXVanguard Total International Bond ETFInternational Bond ETF0.31%$560,0009.8K
14KOCOCA-COLA CO/THECOM0.31%$552,00010.8K
15XLUSELECT SECTOR SPDR TRSBI INT-UTILS · SBI HEALTHCARE0.31%$544,0007.5K
16MCDMcDonald's CorpCOM0.29%$515,0002.5K
17MDYSPDR S&P MIDCAP 400 ETF TRUtser1 S&PDCRP0.28%$493,0001.4K
18RSGRepublic Services IncCOM0.27%$474,0005.5K
19WMTWalmart IncCOM0.26%$458,0004.1K
20VTIVANGUARD INDEX FDSTOTAL STK MKT0.26%$455,0003.0K
21SOSouthern Co./TheCOM0.25%$448,0008.1K
22WMWASTE MGMT INC DELCOM0.25%$441,0003.8K
23VCSHVANGUARD SCOTTSDALE FDSSHRT TRM CORP BD0.25%$441,0005.5K
24ICEINTERCONTINENTALEXCHANGE INCCOM0.25%$440,0005.1K
25HONHoneywell InternationalCOM0.24%$432,0002.5K
26HSYHERSHEY COCOM0.24%$431,0003.2K
27MDLZMONDELEZ INTER-ACI A0.23%$415,0007.7K
28CINFCINCINNATI FINANCIAL CORPCOM0.23%$413,0004.0K
29YUMYum Brands IncCOM0.23%$409,0003.7K
30XELXcel Energy IncCOM0.23%$406,0006.8K
31CELGCelgene CorpCOM0.22%$399,0004.3K
32CLColgate Palmolive CoCOM0.22%$395,0005.5K
33MRSHMARSH & MCLENNANCOM0.22%$394,0003.9K
34DTEDTE Energy CoCOM0.22%$393,0003.1K
35ETREntergyCOM0.22%$391,0003.8K
36TRVTRAVELERS COS INCCOM0.22%$390,0002.6K
37AFLAFLAC INC COMCOM0.22%$388,0007.1K
38CMSCMS Energy CorpCOM0.22%$387,0006.7K
39UUPINVESCO DB US DLR INDEX TRBullish FD0.22%$385,00014.8K
40AWKAMERICAN WTR WKS CO INC NEWCOM0.21%$382,0003.3K
41NEENextEra Energy IncCOM0.21%$379,0001.8K
42AEEAMEREN CORPCOM0.21%$378,0005.0K
43LLOEWS CORPCOM0.21%$376,0006.9K
44AEPAMERICAN ELECTRICOM0.21%$375,0004.3K
45VRSKVERISK ANALYTICS INC-CLASS ACOM0.21%$367,0002.5K
46AVBAVALONBAY COMMUNITIES INCCOM0.21%$367,0001.8K
47ESEVERSOURCE ENERGYCOM0.21%$365,0004.8K
48SRESempra EnergyCOM0.21%$365,0002.7K
49ALLALLSTATE CORPCOM0.20%$361,0003.5K
50ACNACCENTURE PLC IRELANDSHS CLASS A0.20%$358,0001.9K
51LNTAlliant Energy CorpCOM0.20%$356,0007.3K
52KMBKimberly-Clark CorpCOM0.20%$352,0002.6K
53PSAPUBLIC STORAGECOM0.20%$351,0001.5K
54AJGGALLAGHER ARTHUR J & COCOM0.20%$350,0004.0K
55WECWisconsin Energy CorpCOM0.20%$348,0004.2K
56ATOATMOS ENERGY CORPCOM0.19%$345,0003.3K
57EDCONS EDISON INCCOM0.19%$342,0003.9K
58EVRGEvergy IncCOM0.19%$340,0005.7K
59DUKDuke Energy CorpCOM0.18%$324,0003.7K
60ELVAnthem IncCOM0.18%$324,0001.1K
61CWBSPDR Bloomberg Barclays ConverBloomberg Barclays Conver0.18%$315,0006.0K
62SYYSYSCO CORPCOM0.16%$289,0004.1K
63MAAMID-AMERICA APARTMENT COMMCOM0.15%$273,0002.3K
64NINISOURCE INCCOM0.14%$258,0008.9K
65ECLEcolab IncCOM0.13%$240,0001.2K
66VPLVANGUARD INTL EQUITY INDEX FFTSE PACIFIC ETF0.12%$210,0003.2K
67EXCExelonCOM0.11%$203,0004.2K

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2026$11M18May 15, 202613F-HRchanges · EDGAR ↗
Q4 2025$132M48Feb 17, 202613F-HRchanges · EDGAR ↗
Q3 2025$112M53Nov 13, 202513F-HRchanges · EDGAR ↗
Q2 2025$163M48Aug 13, 202513F-HRchanges · EDGAR ↗
Q1 2025$93M44May 14, 202513F-HRchanges · EDGAR ↗
Q4 2024$31M37Feb 14, 202513F-HRchanges · EDGAR ↗
Q3 2024$142M48Nov 14, 202413F-HRchanges · EDGAR ↗
Q2 2024$81M36Aug 14, 202413F-HRchanges · EDGAR ↗
Q1 2024$115M58May 14, 202413F-HRchanges · EDGAR ↗
Q4 2023$212M128Feb 13, 202413F-HRchanges · EDGAR ↗
Q3 2023$124M72Nov 14, 202313F-HRchanges · EDGAR ↗
Q2 2023$242M110Aug 14, 202313F-HRchanges · EDGAR ↗
Q1 2023$225M84May 15, 202313F-HRchanges · EDGAR ↗
Q4 2022$276M92Feb 13, 202313F-HRchanges · EDGAR ↗
Q3 2022$171M50Nov 14, 202213F-HRchanges · EDGAR ↗
Q2 2022$191M64Aug 12, 202213F-HRchanges · EDGAR ↗
Q1 2022$323M105May 6, 202213F-HRchanges · EDGAR ↗
Q4 2021$558M134Feb 11, 202213F-HRchanges · EDGAR ↗
Q3 2021$325M109Nov 12, 202113F-HRchanges · EDGAR ↗
Q2 2021$486M120Aug 13, 202113F-HRchanges · EDGAR ↗
Q1 2021$384M100May 13, 202113F-HRchanges · EDGAR ↗
Q4 2020$415M81Feb 9, 202113F-HRchanges · EDGAR ↗
Q3 2020$51M56Nov 6, 202013F-HRchanges · EDGAR ↗
Q2 2020$23M32Aug 11, 202013F-HRchanges · EDGAR ↗
Q1 2020$9M2May 7, 202013F-HRchanges · EDGAR ↗
Q4 2019$259M187Feb 12, 202013F-HRchanges · EDGAR ↗
Q3 2019$167M175Nov 13, 201913F-HRchanges · EDGAR ↗
Q2 2019$178M84Aug 13, 201913F-HRchanges · EDGAR ↗
Q1 2019$92M75May 14, 201913F-HRchanges · EDGAR ↗

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.