SEC 13F Intelligence

Managers / Q4 2019 · view latest →

Crabel Capital Management, LLC

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

Reported Value
$259M
Q4 2019
Positions
187
Filings on Record
29
2019–present window
Filed
Feb 12, 2020
original filing

Summary

Crabel Capital Management, LLC reported $259M in U.S.-listed holdings across 187 positions for Q4 2019.

The portfolio is heavily concentrated: BAC alone accounts for 23.3% of reported value.

Compared with Q3 2019, the fund opened 71 new positions and exited 59.

Portfolio Metrics

Turnover
+12.8%
vs prior filed quarter
Top-10 Concentration
+73.2%
share of reported value
Largest Position
+23.3%
Bank Amer
New / Exited
71 / 59
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
Common Stock: 51.7%ETP: 45.8%REIT: 1.0%Other: 0.8%MLP: 0.6%Ltd Part: 0.1%
  • Common Stock · 51.7% · $134M
  • ETP · 45.8% · $118M
  • REIT · 1.0% · $3M
  • Other · 0.8% · $2M
  • MLP · 0.6% · $2M
  • Ltd Part · 0.1% · $252,000

Quarter-over-Quarter Changes full breakdown →

vs Q3 2019 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
BACBANK AMER CORPNEW+1.71M1.71M+$60M$60M
JCIJOHNSON CTLS INTL PLCNEW+125.5K125.5K+$5M$5M
AMZNAMAZON COM INCNEW+2.5K2.5K+$5M$5M
SPYSPDR S&P 500 ETF TRNEW+12.6K12.6K+$4M$4M
MSFTMICROSOFT CORPNEW+14.7K14.7K+$2M$2M
GOOGALPHABET INCNEW+1.1K1.1K+$1M$1M
TSLATESLA INCNEW+3.1K3.1K+$1M$1M
JNJJOHNSON & JOHNSONNEW+5.5K5.5K+$804,000$804,000

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

Holdings — Q4 2019

175 positions (from 187 filing rows — )
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1BACBANK AMER CORPhistory →COM23.33%$60M1.71M
2WTPIWISDOMTREE TRhistory →CBOE S&P 50022.20%$57M2.02M
3EMBISHARES TRIBOXX INV CP ETF · IBOXX HI YD ETF · JPMORGAN USD EMG · 20 YR TR BD ETF · PFD AND INCM SEC · MSCI EMG MKT ETF · TIPS BD ETF · MSCI MIN VOL ETF · MIN VOL EAFE ETF · CORE US AGGBD ET · U.S. REAL ES ETF15.16%$39M374.3K
4SJNKSPDR SERIES TRUSTBLOOMBERG SRT TR · BLOOMBERG BRCLYS3.95%$10M281.1K
5JCIJOHNSON CTLS INTL PLChistory →SHS1.98%$5M125.5K
6AMZNAMAZON COM INChistory →COM1.80%$5M2.5K
7SPYSPDR S&P 500 ETF TRhistory →TR UNIT1.57%$4M12.6K
8PCYINVESCO EXCHNG TRADED FD TREMRNG MKT SVRG · PFD ETF1.33%$3M154.4K
9EMLCVANECK VECTORS ETF TRhistory →JP MORGAN MKTS1.03%$3M78.5K
10MSFTMICROSOFT CORPCOM0.90%$2M14.7K
11GOOGALPHABET INCCAP STK CL C0.55%$1M1.1K
12TSLATESLA INCCOM0.50%$1M3.1K
13CITRIX SYS INCCOM0.37%$958,0008.6K
14KOCOCA COLA COCOM0.36%$935,00016.9K
15SYYSYSCO CORPCOM0.34%$880,00010.3K
16VZVERIZON COMMUNICATIONS INCCOM0.33%$852,00013.9K
17TAT&T INCCOM0.32%$824,00021.1K
18JNJJOHNSON & JOHNSONCOM0.31%$804,0005.5K
19VWOBVANGUARD WHITEHALL FDS INCEMERG MKT BD ETF0.30%$766,0009.4K
20ALLERGAN PLCSHS0.30%$763,0004.0K
21MRSHMARSH & MCLENNAN COS INCCOM0.29%$750,0006.7K
22KELKELLOGG COCOM0.28%$733,00010.6K
23RSGREPUBLIC SVCS INCCOM0.27%$698,0007.8K
24SRESEMPRA ENERGYCOM0.27%$690,0004.6K
25WMTWALMART INCCOM0.27%$687,0005.8K
26LMTLOCKHEED MARTIN CORPCOM0.26%$684,0001.8K
27KMIKINDER MORGAN INC DELCOM0.25%$641,00030.3K
28PEPPEPSICO INCCOM0.25%$639,0004.7K
29HONHONEYWELL INTL INCCOM0.25%$637,0003.6K
30IBMINTERNATIONAL BUSINESS MACHSCOM0.25%$634,0004.7K
31DTEDTE ENERGY COCOM0.24%$630,0004.8K
32VVISA INCCOM CL A0.24%$629,0003.4K
33AMGNAMGEN INCCOM0.24%$620,0002.6K
34FEFIRSTENERGY CORPCOM0.24%$609,00012.5K
35PMPHILIP MORRIS INTL INCCOM0.23%$593,0007.0K
36ADBEADOBE INCCOM0.23%$588,0001.8K
37AEPAMERICAN ELEC PWR CO INCCOM0.23%$585,0006.2K
38EDCONSOLIDATED EDISON INCCOM0.22%$581,0006.4K
39AIZASSURANT INCCOM0.22%$574,0004.4K
40SOSOUTHERN COCOM0.22%$567,0008.9K
41AAPLAPPLE INCCOM0.22%$566,0001.9K
42NEENEXTERA ENERGY INCCOM0.22%$565,0002.3K
43ESEVERSOURCE ENERGYCOM0.22%$563,0006.6K
44HIGHARTFORD FINL SVCS GROUP INCCOM0.22%$562,0009.2K
45BRK/BBERKSHIRE HATHAWAY INC DELCL B NEW0.22%$560,0002.5K
46TRVTRAVELERS COS INCCOM0.22%$560,0004.1K
47PGPROCTER & GAMBLE COCOM0.22%$559,0004.5K
48ETRENTERGY CORP NEWCOM0.21%$548,0004.6K
49LLYLILLY ELI & COCOM0.21%$543,0004.1K
50ALLALLSTATE CORPCOM0.20%$530,0004.7K
51PEGPUBLIC SVC ENTERPRISE GRP INCOM0.20%$527,0008.9K
52DUKDUKE ENERGY CORP NEWCOM NEW0.20%$524,0005.7K
53DDOMINION ENERGY INCCOM0.20%$517,0006.2K
54AFLAFLAC INCCOM0.20%$510,0009.6K
55WTWWILLIS TOWERS WATSON PUB LTDSHS0.20%$508,0002.5K
56HDHOME DEPOT INCCOM0.19%$486,0002.2K
57OMCOMNICOM GROUP INCCOM0.19%$485,0006.0K
58LNTALLIANT ENERGY CORPCOM0.19%$485,0008.9K
59XELXCEL ENERGY INCCOM0.19%$482,0007.6K
60WECWEC ENERGY GROUP INCCOM0.18%$470,0005.1K
61IHS MARKIT LTDSHS0.18%$469,0006.2K
62WATWATERS CORPCOM0.18%$465,0002.0K
63CQPCHENIERE ENERGY PARTNERS LPCOM UNIT0.18%$464,00011.6K
64UTXZUNITED TECHNOLOGIES CORPCOM0.18%$462,0003.1K
65PPLPPL CORPCOM0.18%$460,00012.8K
66USBUS BANCORP DELCOM NEW0.18%$460,0007.8K
67BKNGBOOKING HLDGS INCCOM0.18%$458,000223
68HRBBLOCK H & R INCCOM0.17%$443,00018.9K
69WFCWELLS FARGO CO NEWCOM0.17%$440,0008.2K
70JPMJPMORGAN CHASE & COCOM0.17%$440,0003.2K
71CHHCHOICE HOTELS INTL INCCOM0.17%$438,0004.2K
72MASMASCO CORPCOM0.17%$428,0008.9K
73SPGIS&P GLOBAL INCCOM0.17%$427,0001.6K
74LLOEWS CORPCOM0.16%$423,0008.1K
75MRKMERCK & CO INCCOM0.16%$423,0004.6K
76BRBROADRIDGE FINL SOLUTIONS INCOM0.16%$418,0003.4K
77KIMKIMCO RLTY CORPCOM0.16%$414,00020.0K
78EBAYEBAY INCCOM0.16%$413,00011.4K
79MSCIMSCI INCCOM0.16%$411,0001.6K
80SBUXSTARBUCKS CORPCOM0.16%$404,0004.6K
81MCDMCDONALDS CORPCOM0.16%$401,0002.0K
82VNOVORNADO RLTY TRSH BEN INT0.15%$399,0006.0K
83HCAHCA HEALTHCARE INCCOM0.15%$398,0002.7K
84VRSNVERISIGN INCCOM0.15%$397,0002.1K
85EGEVEREST RE GROUP LTDCOM0.15%$397,0001.4K
86EXMOCEXXON MOBIL CORPCOM0.15%$394,0005.6K
87AEEAMEREN CORPCOM0.15%$391,0005.1K
88MTDMETTLER TOLEDO INTERNATIONALCOM NEW0.15%$384,000484
89GRAFTECH INTL LTDCOM0.15%$384,00033.0K
90CATCATERPILLAR INC DELCOM0.15%$380,0002.6K
91IRMIRON MTN INC NEWCOM0.15%$376,00011.8K
92PAYXPAYCHEX INCCOM0.14%$371,0004.4K
93ORCLORACLE CORPCOM0.14%$368,0007.0K
94INGERSOLL-RAND PLCSHS0.14%$367,0002.8K
95LOWLOWES COS INCCOM0.14%$364,0003.0K
96AJGGALLAGHER ARTHUR J & COCOM0.14%$362,0003.8K
97CMSCMS ENERGY CORPCOM0.14%$358,0005.7K
98LWLAMB WESTON HLDGS INCCOM0.14%$357,0004.1K
99MARMARRIOTT INTL INC NEWCL-A0.14%$355,0002.3K
100CSCOCISCO SYS INCCOM0.14%$353,0007.4K

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 ↗.