Managers / Q2 2021 · view latest →
Crabel Capital Management, LLC
CIK 0001536557 · 1999 AVENUE OF THE STARS, SUITE 2060, LOS ANGELES, CA · 414.224.7510
Reported Value
$486M
Q2 2021
Positions
120
Filings on Record
29
2019–present window
Filed
Aug 13, 2021
original filing
Summary
Crabel Capital Management, LLC reported $486M in U.S.-listed holdings across 120 positions for Q2 2021.
The portfolio is heavily concentrated: AGG alone accounts for 32.6% of reported value.
Compared with Q1 2021, the fund opened 57 new positions and exited 36.
Portfolio Metrics
Turnover
+40.2%
vs prior filed quarter
Top-10 Concentration
+61.7%
share of reported value
Largest Position
+32.6%
Ishares Tr
New / Exited
57 / 36
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
Portfolio Composition
By security type
- ETP · 63.4% · $308M
- Common Stock · 29.3% · $142M
- Other · 3.4% · $16M
- REIT · 2.5% · $12M
- ADR · 1.4% · $7M
Quarter-over-Quarter Changes full breakdown →
vs Q1 2021 (amended baseline)
| Issuer | Move | Share Δ | Shares now | Value Δ | Value now |
|---|---|---|---|---|---|
| VCITVANGUARD SCOTTSDALE FDS | NEW | +173.1K | 173.1K | +$16M | $16M |
| BNDVANGUARD BD INDEX FDS | NEW | +165.0K | 165.0K | +$14M | $14M |
| MINTPIMCO ETF TR | NEW | +114.2K | 114.2K | +$12M | $12M |
| IEFISHARES TR | NEW | +80.4K | 80.4K | +$9M | $9M |
| MBBISHARES TR | NEW | +72.8K | 72.8K | +$8M | $8M |
| NUANCE COMMUNICATIONS INC | NEW | +137.2K | 137.2K | +$7M | $7M |
| PPD INC | NEW | +161.8K | 161.8K | +$7M | $7M |
| GOVTISHARES TR | NEW | +274.9K | 274.9K | +$7M | $7M |
Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.
Holdings — Q2 2021
65 positions (from 120 filing rows — )
| # | Issuer | Class | % Portfolio | Value ↓ | Shares |
|---|---|---|---|---|---|
| 1 | AGGISHARES TR | IBOXX HI YD ETF · CORE US AGGBD ET · IBOXX INV CP ETF · JPMORGAN USD EMG · TIPS BD ETF · FLTG RATE NT ETF · BARCLAYS 7 10 YR · PFD AND INCM SEC · 0-5YR HI YL CP · MBS ETF · NATIONAL MUN ETF · US TREAS BD ETF · 20 YR TR BD ETF · BLACKROCK ULTRA · 3 7 YR TREAS BD · 1 3 YR TREAS BD · MSCI EMG MKT ETF · U.S. REAL ES ETF · ISHARES SEMICDTR · 10+ YR INVST GRD · A RATE CP BD ETF · U.S. MED DVC ETF · MSCI USA SMCP MN · SHORT TREAS BD · CORE S&P MCP ETF · CHINA LG-CAP ETF · MSCI USA MMENTM · USD INV GRDE ETF | 32.60% | $158M | 2.04M |
| 2 | SJNKSPDR SER TR | BLOOMBERG BRCLYS · BLOOMBERG SRT TR · PORTFOLIO AGRGTE · BLOMBERG BRC INV · PORTFOLIO SHORT · NUVEEN BRC MUNIC · SPDR BLOOMBERG | 6.99% | $34M | 723.6K |
| 3 | VCITVANGUARD SCOTTSDALE FDS | INT-TERM CORP · MORTG-BACK SEC · SHRT TRM CORP BD · SHORT TERM TREAS · LG-TERM COR BD | 5.79% | $28M | 360.9K |
| 4 | BNDVANGUARD BD INDEX FDS | TOTAL BND MRKT · SHORT TRM BOND · LONG TERM BOND | 3.80% | $18M | 216.3K |
| 5 | WTPIWISDOMTREE TRhistory → | CBOE S&P 500 | 2.65% | $13M | 405.4K |
| 6 | MINTPIMCO ETF TR | ENHAN SHRT MA AC · 0-5 HIGH YIELD · ACTIVE BD ETF | 2.58% | $13M | 122.8K |
| 7 | BKLNINVESCO EXCH TRADED FD TR II | SR LN ETF · PFD ETF · EMRNG MKT SVRG · CEF INM COMPSI | 2.36% | $11M | 592.3K |
| 8 | XILINX INC | COM | 1.77% | $9M | 59.4K |
| 9 | ATHENE HOLDING LTD | CL A | 1.63% | $8M | 117.4K |
| 10 | MXIMMAXIM INTEGRATED PRODS INChistory → | COM | 1.58% | $8M | 73.1K |
| 11 | ALXNALEXION PHARMACEUTICALS INChistory → | COM | 1.58% | $8M | 41.8K |
| 12 | COHERENT INC | COM | 1.55% | $8M | 28.5K |
| 13 | WORKSLACK TECHNOLOGIES INChistory → | COM CL A | 1.54% | $7M | 169.3K |
| 14 | MAGELLAN HEALTH INC | COM NEW | 1.54% | $7M | 79.5K |
| 15 | NUANCE COMMUNICATIONS INC | COM | 1.54% | $7M | 137.2K |
| 16 | PPD INC | COM | 1.53% | $7M | 161.8K |
| 17 | PRAHPRA HEALTH SCIENCES INChistory → | COM | 1.53% | $7M | 45.1K |
| 18 | CHANGE HEALTHCARE INC | COM | 1.53% | $7M | 322.6K |
| 19 | AEROJET ROCKETDYNE HLDGS INC | COM | 1.51% | $7M | 152.4K |
| 20 | KANSAS CITY SOUTHERN | COM NEW | 1.51% | $7M | 25.8K |
| 21 | VERVEREIT INChistory → | COM | 1.50% | $7M | 158.4K |
| 22 | STLSTERLING BANCORP DELhistory → | COM | 1.46% | $7M | 286.8K |
| 23 | PEOPLES UNITED FINANCIAL INC | COM | 1.43% | $7M | 406.5K |
| 24 | FLAGSTAR BANCORP INC | COM PAR .001 | 1.43% | $7M | 163.9K |
| 25 | HYDVANECK VECTORS ETF TR | HIGH YLD MUN ETF · JP MORGAN MKTS · FALLEN ANGEL HG · GOLD MINERS ETF | 1.39% | $7M | 133.7K |
| 26 | NEW SR INVT GROUP INC | COM | 1.02% | $5M | 564.3K |
| 27 | 51JOB INC | SPONSORED ADS | 0.98% | $5M | 61.2K |
| 28 | GRACE W R & CO DEL NEW | COM | 0.83% | $4M | 58.2K |
| 29 | PFPTPROOFPOINT INC | COM | 0.82% | $4M | 23.0K |
| 30 | WTWWILLIS TOWERS WATSON PLC LTD | SHS | 0.77% | $4M | 16.2K |
| 31 | XLUSELECT SECTOR SPDR TR | SBI INT-UTILS | 0.76% | $4M | 58.7K |
| 32 | CIMAREX ENERGY CO | COM | 0.76% | $4M | 51.0K |
| 33 | KNLKNOLL INC | COM NEW | 0.76% | $4M | 141.5K |
| 34 | WELBILT INC | COM | 0.72% | $4M | 151.2K |
| 35 | NEARISHARES U S ETF TR | BLACKROCK ST MAT | 0.72% | $3M | 69.4K |
| 36 | SHAW COMMUNICATIONS INC | CL B CONV | 0.71% | $3M | 119.3K |
| 37 | SCHZSCHWAB STRATEGIC TR | US AGGREGATE B · SHT TM US TRES | 0.69% | $3M | 61.5K |
| 38 | CADENCE BANCORPORATION | CL A | 0.64% | $3M | 149.5K |
| 39 | BNDXVANGUARD CHARLOTTE FDS | INTL BD IDX ETF | 0.56% | $3M | 47.8K |
| 40 | VTEBVANGUARD MUN BD FDS | TAX EXEMPT BD | 0.55% | $3M | 48.8K |
| 41 | SPWHSPORTSMANS WHSE HLDGS INC | COM | 0.42% | $2M | 115.7K |
| 42 | TALEND S A | ADS | 0.42% | $2M | 31.3K |
| 43 | FORTERRA INC | COM | 0.41% | $2M | 85.8K |
| 44 | EWYISHARES INC | MSCI STH KOR ETF · MSCI TAIWAN ETF · MSCI JPN ETF NEW · JP MORGAN EM ETF | 0.40% | $2M | 29.1K |
| 45 | MXMAGNACHIP SEMICONDUCTOR CORP | COM | 0.38% | $2M | 77.7K |
| 46 | VPLVANGUARD INTL EQUITY INDEX F | FTSE PACIFIC ETF · FTSE EUROPE ETF | 0.23% | $1M | 15.1K |
| 47 | SPYSPDR S&P 500 ETF TR | TR UNIT | 0.23% | $1M | 2.6K |
| 48 | GSYINVESCO ACTIVELY MANAGED ETF | ULTRA SHRT DUR | 0.19% | $933,000 | 18.5K |
| 49 | COMMUNITY BANKERS TR CORP | COM | 0.19% | $907,000 | 80.0K |
| 50 | VTIPVANGUARD MALVERN FDS | STRM INFPROIDX | 0.17% | $850,000 | 16.2K |
| 51 | CHMACHIASMA INC | COM | 0.15% | $717,000 | 151.5K |
| 52 | PDPINVESCO EXCHANGE TRADED FD T | DWA MOMENTUM · S&P MDCP MOMNTUM | 0.14% | $688,000 | 7.8K |
| 53 | VTIVANGUARD INDEX FDS | TOTAL STK MKT | 0.13% | $639,000 | 2.9K |
| 54 | VWOBVANGUARD WHITEHALL FDS | EMERG MKT BD ETF | 0.11% | $535,000 | 6.7K |
| 55 | DBX ETF TR | XTRACK USD HIGH · XTRACK MSCI EAFE | 0.09% | $452,000 | 11.6K |
| 56 | GOOGLALPHABET INC | CAP STK CL A | 0.09% | $447,000 | 183 |
| 57 | FDNFIRST TR EXCHANGE-TRADED FD | DJ INTERNT IDX · FIRST TR ENH NEW | 0.09% | $447,000 | 4.5K |
| 58 | AMLPALPS ETF TR | ALERIAN MLP | 0.09% | $444,000 | 12.2K |
| 59 | COSTCOSTCO WHSL CORP NEW | COM | 0.08% | $383,000 | 967 |
| 60 | INDEXIQ ETF TR | IQ MRGR ARB ETF | 0.07% | $348,000 | 10.4K |
| 61 | AAPLAPPLE INC | COM | 0.07% | $339,000 | 2.5K |
| 62 | PFEPFIZER INC | COM | 0.06% | $274,000 | 7.0K |
| 63 | KOCOCA COLA CO | COM | 0.06% | $272,000 | 5.0K |
| 64 | SRLNSSGA ACTIVE ETF TR | BLACKSTONE SENR | 0.06% | $268,000 | 5.8K |
| 65 | NFLXNETFLIX INC | COM | 0.05% | $254,000 | 480 |
Filing History
| Quarter | Reported Value | Positions | Filed | Type | Links |
|---|---|---|---|---|---|
| Q1 2026 | $11M | 18 | May 15, 2026 | 13F-HR | changes · EDGAR ↗ |
| Q4 2025 | $132M | 48 | Feb 17, 2026 | 13F-HR | changes · EDGAR ↗ |
| Q3 2025 | $112M | 53 | Nov 13, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q2 2025 | $163M | 48 | Aug 13, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q1 2025 | $93M | 44 | May 14, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q4 2024 | $31M | 37 | Feb 14, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q3 2024 | $142M | 48 | Nov 14, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q2 2024 | $81M | 36 | Aug 14, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q1 2024 | $115M | 58 | May 14, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q4 2023 | $212M | 128 | Feb 13, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q3 2023 | $124M | 72 | Nov 14, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q2 2023 | $242M | 110 | Aug 14, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q1 2023 | $225M | 84 | May 15, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q4 2022 | $276M | 92 | Feb 13, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q3 2022 | $171M | 50 | Nov 14, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q2 2022 | $191M | 64 | Aug 12, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q1 2022 | $323M | 105 | May 6, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q4 2021 | $558M | 134 | Feb 11, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q3 2021 | $325M | 109 | Nov 12, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q2 2021 | $486M | 120 | Aug 13, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q1 2021 | $384M | 100 | May 13, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q4 2020 | $415M | 81 | Feb 9, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q3 2020 | $51M | 56 | Nov 6, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q2 2020 | $23M | 32 | Aug 11, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q1 2020 | $9M | 2 | May 7, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q4 2019 | $259M | 187 | Feb 12, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q3 2019 | $167M | 175 | Nov 13, 2019 | 13F-HR | changes · EDGAR ↗ |
| Q2 2019 | $178M | 84 | Aug 13, 2019 | 13F-HR | changes · EDGAR ↗ |
| Q1 2019 | $92M | 75 | May 14, 2019 | 13F-HR | changes · 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 ↗.