SEC 13F Intelligence

Managers / Q3 2020 · view latest →

Crabel Capital Management, LLC

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

Reported Value
$51M
Q3 2020
Positions
56
Filings on Record
29
2019–present window
Filed
Nov 6, 2020
original filing

Summary

Crabel Capital Management, LLC reported $51M in U.S.-listed holdings across 56 positions for Q3 2020.

The portfolio is heavily concentrated: SHY alone accounts for 36.6% of reported value.

Compared with Q2 2020, the fund opened 35 new positions and exited 11.

Portfolio Metrics

Turnover
+12.1%
vs prior filed quarter
Top-10 Concentration
+81.3%
share of reported value
Largest Position
+36.6%
Ishares Tr
New / Exited
35 / 11
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: 83.9%Common Stock: 15.0%Other: 1.0%
  • ETP · 83.9% · $42M
  • Common Stock · 15.0% · $8M
  • Other · 1.0% · $512,000

Quarter-over-Quarter Changes full breakdown →

vs Q2 2020 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
BNDXVANGUARD CHARLOTTE FDSNEW+24.9K24.9K+$1M$1M
VSLRVIVINT SOLAR INCNEW+21.4K21.4K+$908,000$908,000
VTEBVANGUARD MUN BD FDSNEW+15.2K15.2K+$829,000$829,000
NEARISHARES U S ETF TRNEW+16.4K16.4K+$824,000$824,000
ISHARES TRNEW+4.7K4.7K+$627,000$627,000
VCITVANGUARD SCOTTSDALE FDSNEW+6.4K6.4K+$613,000$613,000
WTWWILLIS TOWERS WATSON PLC LTDNEW+2.5K2.5K+$517,000$517,000
BMCHBMC STK HLDGS INCNEW+11.8K11.8K+$506,000$506,000

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

Holdings — Q3 2020

33 positions (from 56 filing rows — )
#IssuerClass% PortfolioValueShares
1SHYISHARES TR1 3 YR TREAS BD · IBOXX HI YD ETF · NATIONAL MUN ETF · 20 YR TR BD ETF · US TREAS BD ETF · BARCLAYS 7 10 YR · 3 7 YR TREAS BD · FLTG RATE NT ETF · IBOXX INV CP ETF · TIPS BD ETF · CORE US AGGBD ET · INTRM GOV CR ETF · PFD AND INCM SEC · ULTR SH TRM BD · BROAD USD HIGH · A RATE CP BD ETF36.57%$18M242.6K
2WTPIWISDOMTREE TRhistory →CBOE S&P 50021.48%$11M405.4K
3MINTPIMCO ETF TRENHAN SHRT MA AC · 0-5 HIGH YIELD6.21%$3M31.0K
4VCSHVANGUARD SCOTTSDALE FDSSHRT TRM CORP BD · INT-TERM CORP · SHORT TERM TREAS3.26%$2M20.5K
5BSVVANGUARD BD INDEX FDSSHORT TRM BOND · TOTAL BND MRKT3.12%$2M18.8K
6BNDXVANGUARD CHARLOTTE FDShistory →INTL BD IDX ETF2.87%$1M24.9K
7XLYSELECT SECTOR SPDR TRSBI CONS DISCR · COMMUNICATION · SBI INT-INDS · SBI HEALTHCARE2.72%$1M15.5K
8VSLRVIVINT SOLAR INChistory →COM1.80%$908,00021.4K
9VTEBVANGUARD MUN BD FDShistory →TAX EXEMPT BD1.64%$829,00015.2K
10NEARISHARES U S ETF TRhistory →SHT MAT BD ETF1.63%$824,00016.4K
11TFISPDR SER TRNUVEEN BRC MUNIC · SPDR BLOOMBERG1.53%$773,00011.8K
12FITBIT INCCL A1.10%$556,00079.9K
13WTWWILLIS TOWERS WATSON PLC LTDhistory →SHS1.02%$517,0002.5K
14WRIGHT MED GROUP N VORD SHS1.01%$512,00016.8K
15ETRAE TRADE FINANCIAL CORPhistory →CON NEW1.01%$509,00010.2K
16BMCHBMC STK HLDGS INChistory →COM1.00%$506,00011.8K
17MNTAMOMENTA PHARMACEUTICALS INCCOM1.00%$503,0009.6K
18IMMUIMMUNOMEDICS INCCOM0.99%$502,0005.9K
19AMTTD AMERITRADE HLDG CORPCOM0.98%$496,00012.7K
20LVGOLIVONGO HEALTH INCCOM0.98%$495,0003.5K
21MXIMMAXIM INTEGRATED PRODS INCCOM0.97%$492,0007.3K
22ADSWADVANCED DISP SVCS INC DELCOM0.94%$475,00015.7K
23NOBLE ENERGY INCCOM0.79%$401,00046.9K
24FTSMFIRST TR EXCHANGE-TRADED FDFIRST TR ENH NEW0.79%$399,0006.7K
25GSYINVESCO ACTIVELY MANAGED ETFULTRA SHRT DUR0.74%$372,0007.4K
26COSTCOSTCO WHSL CORP NEWCOM0.58%$293,000825
27SCHOSCHWAB STRATEGIC TRSHT TM US TRES0.56%$282,0005.5K
28EXMOCEXXON MOBIL CORPCOM0.53%$267,0007.8K
29HDHOME DEPOT INCCOM0.52%$261,000939
30AAPLAPPLE INCCOM0.42%$214,0001.8K
31HYDVANECK VECTORS ETF TRHIGH YLD MUN ETF0.42%$213,0003.6K
32SRLNSSGA ACTIVE ETF TRBLKSTN GSOSRLN0.41%$209,0004.7K
33NFLXNETFLIX INCCOM0.40%$201,000402

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 ↗.