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CCM
Crabel Capital Management Portfolio holdings
AUM
$10.8M
1-Year Est. Return
3.34%
This Fund
S&P 500
This Quarter
Est. Return
+7.56%
1 Year Est. Return
-3.34%
3 Year Est. Return
+22.66%
5 Year Est. Return
+189.97%
10 Year Est. Return
–
AUM
$259M
AUM Growth
+$91.1M
(+54%)
Cap. Flow
+$81M
Cap. Flow
% of AUM
31.33%
Top 10 Holdings %
Top 10 Hldgs %
67.99%
Holding
246
New
71
Increased
67
Reduced
49
Closed
59
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bank of America
BAC
|
+$55.4M |
| 2 |
Johnson Controls International
JCI
|
+$5.29M |
| 3 |
Amazon
AMZN
|
+$4.46M |
| 4 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$3.88M |
| 5 |
Microsoft
MSFT
|
+$2.16M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Global Min Vol Factor ETF
ACWV
|
+$2.01M |
| 2 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$1.12M |
| 3 |
iShares MSCI EAFE Min Vol Factor ETF
EFAV
|
+$1.12M |
| 4 |
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
|
+$1.05M |
| 5 |
Vanguard Emerging Markets Government Bond ETF
VWOB
|
+$723K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 26.97% |
| 2 | Consumer Discretionary | 5.15% |
| 3 | Industrials | 4.66% |
| 4 | Technology | 3.92% |
| 5 | Utilities | 3.8% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
AGN
26
DELISTED
Allergan plc
AGN
| $763K | 0.3% |
+3,989
| New | +$720K |
|
|
MRSH
27
Marsh
MRSH
$90.5B
| $750K | 0.29% |
6,731
+2,958
| +78% | +$309K |
|
|
K
28
DELISTED
Kellanova
K
| $733K | 0.28% |
11,294
+7,696
| +214% | +$466K |
|
29
Republic Services
RSG
$64.8B
| $698K | 0.27% |
7,793
+2,470
| +46% | +$216K |
|
30
Sempra
SRE
$57.9B
| $690K | 0.27% |
9,116
+2,430
| +36% | +$178K |
|
31
Walmart Inc
WMT
$885B
| $687K | 0.27% |
17,343
+6,840
| +65% | +$272K |
|
32
Lockheed Martin
LMT
$134B
| $684K | 0.26% |
1,757
+276
| +19% | +$106K |
|
33
Kinder Morgan
KMI
$71.7B
| $641K | 0.25% |
+30,280
| New | +$613K |
|
34
PepsiCo
PEP
$190B
| $639K | 0.25% |
4,674
-65
| -1% | -$8.85K |
|
35
Honeywell
HON
$77B
| $637K | 0.25% |
3,817
+1,737
| +84% | +$284K |
|
36
IBM
IBM
$211B
| $634K | 0.25% |
4,948
+3,319
| +204% | +$431K |
|
37
DTE Energy
DTE
$29.5B
| $630K | 0.24% |
5,698
+2,745
| +93% | +$296K |
|
38
Visa
V
$684B
| $629K | 0.24% |
+3,350
| New | +$604K |
|
39
Amgen
AMGN
$208B
| $620K | 0.24% |
2,571
+236
| +10% | +$52K |
|
40
FirstEnergy
FE
$28B
| $609K | 0.24% |
12,531
+244
| +2% | +$11.7K |
|
41
iShares MSCI Emerging Markets ETF
EEM
$28.8B
| $599K | 0.23% |
+13,346
| New | +$573K |
|
42
Philip Morris
PM
$297B
| $593K | 0.23% |
6,967
-870
| -11% | -$71.7K |
|
43
Adobe
ADBE
$99.5B
| $588K | 0.23% |
+1,783
| New | +$525K |
|
44
American Electric Power
AEP
$69.6B
| $585K | 0.23% |
6,191
+2,830
| +84% | +$261K |
|
45
Consolidated Edison
ED
$40.1B
| $581K | 0.22% |
6,421
+2,822
| +78% | +$253K |
|
46
Assurant
AIZ
$13.8B
| $574K | 0.22% |
4,377
+1,722
| +65% | +$222K |
|
47
Southern Company
SO
$109B
| $567K | 0.22% |
8,895
+851
| +11% | +$52.7K |
|
48
Apple
AAPL
$4.54T
| $566K | 0.22% |
7,708
-740
| -9% | -$47.6K |
|
49
NextEra Energy
NEE
$181B
| $565K | 0.22% |
9,328
+3,596
| +63% | +$210K |
|
50
Eversource Energy
ES
$26.9B
| $563K | 0.22% |
6,622
+464
| +8% | +$38.6K |
|
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Crabel Capital Management's Q4 2019 Portfolio in Review
As of Q4 2019, Crabel Capital Management held 246 positions worth $259M, up 54% from $167M the previous quarter. Its ten largest holdings account for 68% of the portfolio.
Crabel Capital Management deployed $81M of net new capital in Q4 2019, opening 71 new positions and adding to 67 existing holdings. Its largest new stake was Bank of America: 1,713,128 shares worth $60.3M.
By sector, the portfolio is most concentrated in Financials at 27% of assets, up from 2.5% a quarter earlier, followed by Consumer Discretionary and Industrials.
On the sell side, the largest reduction was iShares MSCI USA Min Vol Factor ETF, an estimated $1.12M trimmed.
- Crabel Capital Management's largest Q4 2019 buy was Bank of America: 1,713,128 shares worth $60.3M.
- Crabel Capital Management added most to iShares iBoxx $ Investment Grade Corporate Bond ETF in Q4 2019, an estimated $1.72M increase.
- Crabel Capital Management's biggest Q4 2019 reduction was iShares MSCI USA Min Vol Factor ETF, cutting an estimated $1.12M.
- Crabel Capital Management fully exited iShares MSCI Global Min Vol Factor ETF in Q4 2019, selling an estimated $2.01M.
- Crabel Capital Management's ten largest holdings make up 68% of its $259M portfolio in Q4 2019.
- Crabel Capital Management opened 71 new positions and closed 59 in Q4 2019.
- Crabel Capital Management's portfolio value rose 54% quarter-over-quarter to $259M.
Based on Crabel Capital Management's 13F filing for Q4 2019, filed 12 Feb 2020.