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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 | |
|---|---|---|---|---|---|---|
51
Hartford Financial Services
HIG
$38.9B
| $562K | 0.22% |
9,244
+4,193
| +83% | +$252K |
|
52
Berkshire Hathaway Class B
BRK.B
$1.1T
| $560K | 0.22% |
+2,471
| New | +$537K |
|
53
Travelers Companies
TRV
$78.1B
| $560K | 0.22% |
+4,092
| New | +$557K |
|
54
Procter & Gamble
PG
$336B
| $559K | 0.22% |
4,477
+323
| +8% | +$39.5K |
|
55
Entergy
ETR
$50.2B
| $548K | 0.21% |
9,148
+1,498
| +20% | +$88.2K |
|
56
Eli Lilly
LLY
$1.02T
| $543K | 0.21% |
4,133
-286
| -6% | -$33.2K |
|
57
Allstate
ALL
$68B
| $530K | 0.2% |
+4,710
| New | +$514K |
|
58
Public Service Enterprise Group
PEG
$38.2B
| $527K | 0.2% |
8,929
+2,407
| +37% | +$146K |
|
59
Duke Energy
DUK
$97.8B
| $524K | 0.2% |
5,742
+990
| +21% | +$90.8K |
|
60
Dominion Energy
D
$60.8B
| $517K | 0.2% |
6,243
+3,183
| +104% | +$260K |
|
61
Aflac
AFL
$64.9B
| $510K | 0.2% |
+9,646
| New | +$512K |
|
62
Willis Towers Watson
WTW
$31.2B
| $508K | 0.2% |
+2,517
| New | +$482K |
|
63
Home Depot
HD
$331B
| $486K | 0.19% |
2,225
-994
| -31% | -$225K |
|
64
iShares TIPS Bond ETF
TIP
$14.5B
| $486K | 0.19% |
4,172
-2,542
| -38% | -$296K |
|
65
Alliant Energy
LNT
$18.3B
| $485K | 0.19% |
+8,862
| New | +$471K |
|
66
Omnicom Group
OMC
$21.6B
| $485K | 0.19% |
5,986
+1,139
| +23% | +$89.2K |
|
67
Xcel Energy
XEL
$48.8B
| $482K | 0.19% |
+7,586
| New | +$475K |
|
|
68
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
| $474K | 0.18% |
7,222
-17,419
| -71% | -$1.12M |
|
69
WEC Energy
WEC
$35.7B
| $470K | 0.18% |
+5,091
| New | +$464K |
|
|
INFO
70
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $469K | 0.18% |
+6,230
| New | +$443K |
|
71
Waters Corp
WAT
$37B
| $465K | 0.18% |
1,991
+475
| +31% | +$105K |
|
72
Cheniere Energy
CQP
$31.9B
| $464K | 0.18% |
+11,643
| New | +$490K |
|
73
RTX Corp
RTX
$290B
| $462K | 0.18% |
+4,902
| New | +$445K |
|
|
PPL
74
PPL Corp
PPL
$26.5B
| $460K | 0.18% |
12,822
+497
| +4% | +$16.7K |
|
75
US Bancorp
USB
$98.2B
| $460K | 0.18% |
+7,756
| New | +$448K |
|
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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.