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Livermore
Livermore
ZHEN

Crabel Capital Management, LLC

SEC CIK
0001536557
Latest filing
Aug 13, 2026

The latest 13F from Crabel Capital Management, LLC covers Q2 2026 (filed Aug 13, 2026): 51 long positions worth $136.9M. The top 10 holdings make up 65.0% of the portfolio, and the largest is iShares Tr at 10.0%. Livermore has 22 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q2 2026

Share counts compared with Q1 2026: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.

Full comparison
New
40
Est. +$115.3M
Added
6
Est. +$15.3M
Reduced
4
Est. −$1.15M
Sold out
7
Est. −$3.52M

Top 5 holdings

Share of this quarter's portfolio value

  1. iShares Tr464288513
    10.0%$13.8M
  2. SPDR Series Trust78468R622
    9.4%$12.9M
  3. iShares Tr464288281
    7.6%$10.4M
  4. iShares Core U.S. Aggregate Bond ETF464287226
    7.1%$9.67M
  5. Vanguard Intermediate-Term Corporate Bond ETF92206C870
    6.5%$8.93M

Share of portfolio

Top 5 holdings and the other 46 positions, by share of portfolio value

  1. iShares Tr10.0%
  2. SPDR Series Trust9.4%
  3. iShares Tr7.6%
  4. iShares Core U.S. Aggregate Bond ETF7.1%
  5. Vanguard Intermediate-Term Corporate Bond ETF6.5%
  6. Other 46 positions59.4%

Biggest buys

New and added positions, by estimated amount bought

  1. SPDR Series Trust78468R622
    +$12.9MNew
  2. iShares Tr464288513
    +$12.1MAdded
  3. iShares Tr464288281
    +$10.4MNew
  4. iShares Core U.S. Aggregate Bond ETF464287226
    +$9.67MNew
  5. Vanguard Intermediate-Term Corporate Bond ETF92206C870
    +$8.93MNew

Largest weight increases

New and added positions, by percentage points of the portfolio gained

  1. SPDR Series Trust78468R622
    +9.43 pp0.0% → 9.4%
  2. iShares Tr464288281
    +7.58 pp0.0% → 7.6%
  3. iShares Core U.S. Aggregate Bond ETF464287226
    +7.06 pp0.0% → 7.1%
  4. Vanguard Intermediate-Term Corporate Bond ETF92206C870
    +6.52 pp0.0% → 6.5%
  5. SPDR Series Trust78468R408
    +5.98 pp0.0% → 6.0%

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. UNHUnitedHealth Group Inc
    −$770.9KSold outHistory
  2. BRK.BBerkshire Hathaway Inc
    −$763.4KSold outHistory
  3. CMCSAComcast Corp
    −$758.3KSold outHistory
  4. DISWalt Disney Co
    −$501.9KReducedHistory
  5. HDHome Depot, Inc.
    −$494.7KSold outHistory

Largest weight decreases

Reduced and sold-out positions, by percentage points of the portfolio lost

  1. UNHUnitedHealth Group Inc
    −7.13 pp7.1% → 0.0%History
  2. BRK.BBerkshire Hathaway Inc
    −7.06 pp7.1% → 0.0%History
  3. CMCSAComcast Corp
    −7.02 pp7.0% → 0.0%History
  4. DISWalt Disney Co
    −6.92 pp7.1% → 0.2%History
  5. MSFTMicrosoft Corp
    −6.69 pp7.1% → 0.4%History

Metrics

13F metrics for Q2 2026, computed only from the numbers in the filings. Definitions below.

Portfolio value
$136.9M
+$126.1M (+1,167.1%) vs. prior quarter
Positions
51
+33 vs. prior quarter
Top 10 concentration
65.0%
Top 10 as share of value
Turnover
6.3%
Q2 2026, one quarter
Average holding period
3.7 quarters
Weighted by value

How these are calculated

  • Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
  • Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
  • Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
  • Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.

13F filings by quarter

22 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $558.4M (Q4 2021)

Q1 2021: $384.1MQ2 2021: $486.0MQ3 2021: $324.6MQ4 2021: $558.4MQ1 2022: $323.4MQ2 2022: $190.6MQ3 2022: $171.2MQ4 2022: $276.0MQ1 2023: $225.4MQ2 2023: $242.3MQ3 2023: $124.3MQ4 2023: $212.4MQ1 2024: $115.0MQ2 2024: $81.4MQ3 2024: $142.2MQ4 2024: $30.8MQ1 2025: $92.6MQ2 2025: $163.3MQ3 2025: $111.7MQ4 2025: $132.3MQ1 2026: $10.8MQ2 2026: $136.9M
Q1 2021Q2 2026
13F filings of Crabel Capital Management, LLC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q2 2026Aug 13, 202651$136.9MiShares TrSPDR Series TrustiShares Trvs. Q1 2026SEC
Q1 2026May 15, 202618$10.8MiShares TrORCLUNHvs. Q4 2025SEC
Q4 2025Feb 17, 202648$132.3MiShares TrSPDR Series TrustSPDR Series Trustvs. Q3 2025SEC
Q3 2025Nov 13, 202553$111.7MiShares TrSPDR Series TrustVanguard Intermediate-Term Corporate Bond ETFvs. Q2 2025SEC
Q2 2025Aug 13, 202548$163.3MiShares TrSPDR Series TrustVanguard Intermediate-Term Corporate Bond ETFvs. Q1 2025SEC
Q1 2025May 14, 202544$92.6MiShares Core U.S. Aggregate Bond ETFiShares Tips Bond ETFiShares U.S. Treasury Bond ETFvs. Q4 2024SEC
Q4 2024Feb 14, 202537$30.8MiShares TrSPDR Series TrustiShares Trvs. Q3 2024SEC
Q3 2024Nov 14, 202448$142.2MSPDR Series TrustSPDR Series TrustiShares Tips Bond ETFvs. Q2 2024SEC
Q2 2024Aug 14, 202436$81.4MWisdomTree TriShares TrSPDR Series Trustvs. Q1 2024SEC
Q1 2024May 14, 202458$115.0MWisdomTree TrVanguard Scottsdale FDSSPDR Series Trustvs. Q4 2023SEC
Q4 2023Feb 13, 2024128$212.4MWisdomTree TriShares Core U.S. Aggregate Bond ETFVanguard Scottsdale FDSvs. Q3 2023SEC
Q3 2023Nov 14, 202372$124.3MWisdomTree TrSGENAMEDvs. Q2 2023SEC
Q2 2023Aug 14, 2023110$242.3MWisdomTree TriShares TrSPDR Series Trustvs. Q1 2023SEC
Q1 2023May 15, 202384$225.4MWisdomTree TrOSHAQUAvs. Q4 2022SEC
Q4 2022Feb 13, 202392$276.0MWisdomTree TrVanguard Scottsdale FDSFHNvs. Q3 2022SEC
Q3 2022Nov 14, 202250$171.2MWisdomTree TrBHVNChemoCentryx, Inc.vs. Q2 2022SEC
Q2 2022Aug 12, 202264$190.6MWisdomTree TrFLYYBHVNvs. Q1 2022SEC
Q1 2022May 6, 2022105$323.4MWisdomTree TriShares TriShares Iboxx $ Investment Grade Corporate Bond ETFvs. Q4 2021SEC
Q4 2021Feb 11, 2022134$558.4MiShares TrSPDR Series TrustSPDR Series Trustvs. Q3 2021SEC
Q3 2021Nov 12, 2021109$324.6MWisdomTree TrSTLSPDR Series Trustvs. Q2 2021SEC
Q2 2021Aug 13, 2021120$486.0MiShares TriShares Core U.S. Aggregate Bond ETFSPDR Series Trustvs. Q1 2021SEC
Q1 2021May 13, 202199$384.1MiShares TriShares U S ETF TriShares Tr–SEC