Crabel Capital Management, LLC
CIK 0001536557
Annualised vol
0.552558%
Beta
0.021526
HHI
521.399913
Top-10 weight
65.048716%
VaR 95%
0.051136%
VaR 99%
0.09007%
Max drawdown
0.869094%
Matched value
2.906093%
Returns of reported holdings
Loading returns…
Position changes vs prior quarter
What the latest 13F shows bought and sold against the quarter before, by share count.
| Ticker | Change | Shares now | Shares before | Share change % | Value now ($) |
|---|---|---|---|---|---|
| ORCL | ADDED | 8,839 | 7,215 | 22.51% | 1,295,355 |
| MSFT | REDUCED | 1,481 | 2,071 | -28.49% | 552,443 |
| PFE | NEW | 22,355 | - | - | 538,308 |
| WMT | NEW | 4,680 | - | - | 530,057 |
| PEP | NEW | 3,905 | - | - | 528,737 |
| BA | REDUCED | 1,240 | 2,581 | -51.96% | 268,423 |
| VZ | ADDED | 6,294 | 4,417 | 42.49% | 266,488 |
| CMCSA | CLOSED OUT | 0 | 26,413 | -100.0% | 0 |
| INTC | CLOSED OUT | 0 | 5,164 | -100.0% | 0 |
| UNH | CLOSED OUT | 0 | 2,849 | -100.0% | 0 |
| HD | CLOSED OUT | 0 | 1,504 | -100.0% | 0 |
| ADBE | CLOSED OUT | 0 | 1,125 | -100.0% | 0 |
| V | CLOSED OUT | 0 | 753 | -100.0% | 0 |
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| - | iShares Tr | iBOXX Hi Yd ETF | 464288513 | 13,762,917 | 10.05 | 172101.0 | |
| - | SPDR Series Trust | State Street SPD | 78468R622 | 12,908,569 | 9.43 | 133948.0 | |
| - | iShares Tr | JPMorgan USD Emg | 464288281 | 10,379,837 | 7.58 | 107630.0 | |
| - | iShares Tr | CoreUS Aggbd ETF | 464287226 | 9,673,711 | 7.06 | 97734.0 | |
| - | Vanguard Scottsdale Fds | Int Term Corp | 92206C870 | 8,925,456 | 6.52 | 107991.0 | |
| - | SPDR Series Trust | State Street SPD | 78468R408 | 8,191,919 | 5.98 | 327284.0 | |
| - | iShares Tr | iBOXX Inv CP ETF | 464287242 | 7,726,192 | 5.64 | 70837.0 | |
| - | Vanguard BD Index FDS | Total Bnd Mrkt | 921937835 | 7,250,926 | 5.29 | 98773.0 | |
| - | iShares Tr | 7-10 Yr Trsy BD | 464287440 | 5,449,975 | 3.98 | 57629.0 | |
| - | iShares Tr | TIPS Bd ETF | 464287176 | 4,812,841 | 3.51 | 43981.0 | |
| - | iShares Tr | US Treas Bd ETF | 46429B267 | 4,778,378 | 3.49 | 209762.0 | |
| - | Vanguard Charlotte FDS | Total Int Bd ETF | 92203J407 | 3,916,776 | 2.86 | 80875.0 | |
| - | iShares Tr | National Mun ETF | 464288414 | 3,501,524 | 2.56 | 32536.0 | |
| - | iShares Tr | 20 Yr Tr BD ETF | 464287432 | 3,362,948 | 2.46 | 38914.0 | |
| - | iShares Tr | 3-7 Yr Treas BD | 464288661 | 3,147,308 | 2.3 | 26797.0 | |
| - | iShares Tr | Fltg Rate NT ETF | 46429B655 | 2,851,142 | 2.08 | 55850.0 | |
| - | iShares Tr | 0-5 Yr Hi Yl CP | 46434V407 | 2,285,941 | 1.67 | 53901.0 | |
| - | iShares Tr | MBS ETF | 464288588 | 2,139,271 | 1.56 | 22633.0 | |
| - | Vanguard Mun Bd FDS | Tax Exempt Bd | 922907746 | 1,372,944 | 1.0 | 27144.0 | |
| - | SELECT SECTOR SPDR TR | ST STR UTIL ETF | 81369Y886 | 1,333,404 | 0.97 | 29409.0 | |
| - | SPDR Series Trust | State Street SPD | 78464A649 | 1,326,479 | 0.97 | 51978.0 | |
| ORCL | ADDED | ORACLE CORP | COM | 68389X105 | 1,295,355 | 0.95 | 8839.0 |
| - | Schwab Strategic Tr | US Aggregate B | 808524839 | 1,166,839 | 0.85 | 50447.0 | |
| - | Vaneck ETF Trust | High Yld Muni ETF | 92189H409 | 1,116,479 | 0.82 | 21675.0 | |
| - | Vaneck ETF Trust | JP Mrgan Em LOC | 92189H300 | 1,069,686 | 0.78 | 41850.0 | |
| - | Vanguard Scottsdale Fds | Mtg Bkd Secs ETF | 92206C771 | 1,063,008 | 0.78 | 22709.0 | |
| - | SPDR Series Trust | State Street SPD | 78468R721 | 987,127 | 0.72 | 21553.0 | |
| - | Invesco Exch Traded FD Tr II | Sr Ln ETF | 46138G508 | 878,049 | 0.64 | 43105.0 | |
| - | Vanguard Scottsdale Fds | Shrt Trm Corp Bd | 92206C409 | 855,658 | 0.62 | 10827.0 | |
| - | VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 807,797 | 0.59 | 2183.0 | |
| - | iShares Tr | PFD and Incm SEC | 464288687 | 641,875 | 0.47 | 21052.0 | |
| MSFT | REDUCED | MICROSOFT CORP | COM | 594918104 | 552,443 | 0.4 | 1481.0 |
| - | Invesco Exch Traded FD Tr II | Emrng Mkt Svrg | 46138E784 | 540,990 | 0.4 | 24988.0 | |
| PFE | NEW | Pfizer Inc | Com | 717081103 | 538,308 | 0.39 | 22355.0 |
| - | Cisco Sys Inc | Com | 17275R102 | 537,614 | 0.39 | 4577.0 | |
| WMT | NEW | WALMART INC | COM | 931142103 | 530,057 | 0.39 | 4680.0 |
| PEP | NEW | Pepsico Inc | Com | 713448108 | 528,737 | 0.39 | 3905.0 |
| - | SPDR Series Trust | State Street SPD | 78468R200 | 506,866 | 0.37 | 16430.0 | |
| - | ISHARES TR | MSCI USA MIN ETF | 46429B697 | 482,300 | 0.35 | 5000.0 | |
| - | Invesco Exch Traded FD Tr II | PFD ETF | 46138E511 | 480,581 | 0.35 | 44334.0 | |
| - | Vaneck ETF Trust | Gold Miners ETF | 92189F106 | 423,048 | 0.31 | 5607.0 | |
| - | Vaneck ETF Trust | Junior Gold Mine | 92189F791 | 378,754 | 0.28 | 3855.0 | |
| - | Vanguard BD Index FDS | Short Trm BD | 921937827 | 364,853 | 0.27 | 4683.0 | |
| - | PIMCO ETF Tr | Enhan Shrt MA AC | 72201R833 | 340,839 | 0.25 | 3381.0 | |
| BA | REDUCED | BOEING CO | COM | 097023105 | 268,423 | 0.2 | 1240.0 |
| - | iShares Tr | MSCI Emg Mkt ETF | 464287234 | 268,030 | 0.2 | 3918.0 | |
| - | Procter and Gamble Co. | Com | 742718109 | 267,325 | 0.2 | 1823.0 | |
| VZ | ADDED | VERIZON COMMUNICATIONS INC | COM | 92343V104 | 266,488 | 0.19 | 6294.0 |
| - | DISNEY WALT CO | COM | 254687106 | 266,420 | 0.19 | 2768.0 | |
| - | iShares Tr | Trust ishare 0-1 | 464288679 | 220,259 | 0.16 | 1996.0 | |
| - | iShares Tr | 1-3 Yr Treas BD | 464287457 | 204,454 | 0.15 | 2490.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-08-13 | 136,947,120 | 51 | 0.552558 | 0.021526 | 0.869094 |
| 2026-03-31 | 2026-05-15 | 10,807,824 | 18 | 9.857664 | 0.439487 | 16.693485 |
| 2025-12-31 | 2026-02-17 | 132,264,908 | 48 | 0.259012 | 0.009639 | 0.668394 |
| 2025-09-30 | 2025-11-13 | 111,698,282 | 53 | 0.461593 | 0.019668 | 0.749351 |
| 2025-03-31 | 2025-05-14 | 92,597,931 | 44 | 0.295564 | 0.011577 | 0.480422 |
| 2024-12-31 | 2025-02-14 | 30,786,254 | 37 | 1.704304 | 0.079025 | 3.344207 |