SEC 13F Intelligence

Managers / Q1 2024 · view latest →

Crabel Capital Management, LLC

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

Reported Value
$115M
Q1 2024
Positions
58
Filings on Record
29
2019–present window
Filed
May 14, 2024
original filing

Summary

Crabel Capital Management, LLC reported $115M in U.S.-listed holdings across 58 positions for Q1 2024.

The portfolio is heavily concentrated: EMB alone accounts for 34.7% of reported value.

Compared with Q4 2023, the fund opened 4 new positions and exited 74.

Portfolio Metrics

Turnover
+4.1%
vs prior filed quarter
Top-10 Concentration
+87.8%
share of reported value
Largest Position
+34.7%
Ishares Tr
New / Exited
4 / 74
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: 87.7%Common Stock: 9.0%Other: 3.3%
  • ETP · 87.7% · $101M
  • Common Stock · 9.0% · $10M
  • Other · 3.3% · $4M

Quarter-over-Quarter Changes full breakdown →

vs Q4 2023 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
CMCSACOMCAST CORP NEWNEW+12.5K12.5K+$543,000$543,000
JNJJohnson & JohnsonNEW+1.7K1.7K+$272,000$272,000
CSCOCISCO Sys IncNEW+5.4K5.4K+$269,000$269,000
MSFTMicrosoft CorpNEW+633633+$266,000$266,000
AMEDAmedisys IncSOLD OUT83.1K0$8M$0
Sovos Brands, Inc.SOLD OUT331.9K0$7M$0
CWBSPDR Ser TrSOLD OUT22.6K0$2M$0
SRLNSSGA Active ETF TrSOLD OUT32.4K0$1M$0

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

Holdings — Q1 2024

26 positions (from 58 filing rows — )
#IssuerClass% PortfolioValueShares
1EMBiShares TrJPMorgan USD Emg · Iboxx Hi Yd ETF · Short Treas Bd · Core US Aggbd Et · Tips BD ETF · Pfd And Incm SEC · US Treas Bd ETF · Iboxx Inv Cp ETF · 1-3 Yr Treas Bd · 7-10 Yr Trsy Bd · 20 Yr Tr Bd ETF · 3-7 Yr Treas Bd · Blackrock Ultra · Fltg Rate Nt ETF · National Mun ETF · 0-5yr Hi Yl Cp · MBS ETF · MSCI USA Min Vol34.74%$40M600.3K
2WTPIWisdomtree Trhistory →Putwrite Strat11.74%$14M405.4K
3VCSHVanguard Scottsdale FDSShrt Trm Corp BD · Int-Term Corp · Short Term Treas · Mtg-Bkd Secs ETF11.39%$13M176.4K
4SJNKSPDR Ser TrBloomberg High Y · Bloomberg Sht TE · Portfolio Short · Nuveen Blmbrg Mu · Portfolio Agrgte · Bloomberg Invt9.98%$11M288.8K
5BSVVanguard BD Index FDSShort Trm Bond · Total Bnd Mrkt3.71%$4M57.2K
6National Westn Life Group, Inc.Cl A3.57%$4M8.3K
7SPUSDSP Plus Corphistory →Com3.55%$4M78.1K
8HYDVaneck ETF TrustHigh Yld Muni ETF · Gold Miners ETF · Junior Gold Mine · JP Mrgan Em Loc3.28%$4M105.0K
9NeoGames S.A.Shs3.27%$4M130.0K
10BKLNInvesco Exch Traded Fd Tr IISr Ln ETF · Emrng Mkt Svrg · Pfd ETF2.56%$3M150.4K
11XLUSelect Sector SPDR Trhistory →SBI Int-Utils1.99%$2M34.9K
12MINTPimco ETF Trhistory →Enhan Shrt Ma Ac1.99%$2M22.7K
13BNDXVanguard Charlotte FDShistory →Total Int Bd ETF1.73%$2M40.5K
14FTSMFirst Tr Exchange-Traded Fdhistory →First Tr Enh New1.02%$1M19.8K
15SCHZSchwab Strategic TrUS Aggregate B · Sht Tm US Tres0.92%$1M22.6K
16VTIPVanguard Malvern FDSStrm Infproidx0.65%$751,00015.7K
17GSYInvesco Actively Managed ETFUltra Shrt Dur0.59%$684,00013.7K
18VTEBVanguard Mun Bd FDSTax Exempt BD0.52%$597,00011.8K
19CMCSACOMCAST CORP NEWCl A0.47%$543,00012.5K
20VTIVanguard Index FDSTotal Stk Mkt0.47%$536,0002.1K
21ADBEAdobe IncCom0.47%$535,0001.1K
22NEARiShares US ETF TrBlackrock Sh Dur0.44%$501,0009.9K
23JNJJohnson & JohnsonCom0.24%$272,0001.7K
24CSCOCISCO Sys IncCom0.23%$269,0005.4K
25VVisa IncCom Cl A0.23%$267,000955
26MSFTMicrosoft CorpCom0.23%$266,000633

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 ↗.