SEC 13F Intelligence

Managers / Q1 2020 · view latest →

Crabel Capital Management, LLC

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

Reported Value
$9M
Q1 2020
Positions
2
Filings on Record
29
2019–present window
Filed
May 7, 2020
original filing

Summary

Crabel Capital Management, LLC reported $9M in U.S.-listed holdings across 2 positions for Q1 2020.

The portfolio is heavily concentrated: WTPI alone accounts for 96.8% of reported value.

Compared with Q4 2019, the fund opened 1 new position and exited 186.

Portfolio Metrics

Turnover
+0.2%
vs prior filed quarter
Largest Position
+96.8%
Wisdomtree Cboe S P Putw
New / Exited
1 / 186
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: 100.0%
  • ETP · 100.0% · $9M

Quarter-over-Quarter Changes full breakdown →

vs Q4 2019 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
MINTPIMCO ENHANCED SHORT MATURITYNEW+3.0K3.0K+$297,000$297,000
BACBANK AMER CORPSOLD OUT−1.71M0−$60M$0
ISHARES TRSOLD OUT−173.6K0−$22M$0
SJNKSPDR SERIES TRUSTSOLD OUT−249.1K0−$7M$0
ISHARES TRSOLD OUT−75.5K0−$7M$0
EMBISHARES TRSOLD OUT−45.6K0−$5M$0
JCIJOHNSON CTLS INTL PLCSOLD OUT−125.5K0−$5M$0
AMZNAMAZON COM INCSOLD OUT−2.5K0−$5M$0

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

Holdings — Q1 2020

2 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1WTPIWISDOMTREE CBOE S&P PUTWhistory →COM96.85%$9M405.4K
2MINTPIMCO ENHANCED SHORT MATURITYhistory →COM3.15%$297,0003.0K

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 ↗.