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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 | |
|---|---|---|---|---|---|---|
76
Booking.com
BKNG
$149B
| $458K | 0.18% |
5,575
+1,625
| +41% | +$128K |
|
77
H&R Block
HRB
$5.73B
| $443K | 0.17% |
18,888
+6,020
| +47% | +$145K |
|
78
JPMorgan Chase
JPM
$937B
| $440K | 0.17% |
+3,158
| New | +$405K |
|
79
Wells Fargo
WFC
$266B
| $440K | 0.17% |
+8,175
| New | +$428K |
|
80
Choice Hotels
CHH
$4.93B
| $438K | 0.17% |
4,234
+403
| +11% | +$37.6K |
|
81
Masco
MAS
$14.7B
| $428K | 0.17% |
+8,920
| New | +$406K |
|
82
S&P Global
SPGI
$123B
| $427K | 0.17% |
1,565
+195
| +14% | +$50.7K |
|
83
Loews
L
$23.9B
| $423K | 0.16% |
8,065
+3,383
| +72% | +$171K |
|
84
Merck
MRK
$316B
| $423K | 0.16% |
4,870
+559
| +13% | +$45.9K |
|
|
85
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.42B
| $422K | 0.16% |
5,668
-14,970
| -73% | -$1.12M |
|
86
Broadridge
BR
$18.2B
| $418K | 0.16% |
3,382
+1,078
| +47% | +$132K |
|
87
Kimco Realty
KIM
$17.1B
| $414K | 0.16% |
+19,997
| New | +$420K |
|
88
eBay
EBAY
$47.6B
| $413K | 0.16% |
11,429
+2,526
| +28% | +$91.5K |
|
89
MSCI
MSCI
$41.8B
| $411K | 0.16% |
1,593
+454
| +40% | +$111K |
|
90
Starbucks
SBUX
$118B
| $404K | 0.16% |
4,598
-1,579
| -26% | -$135K |
|
91
McDonald's
MCD
$188B
| $401K | 0.16% |
2,028
-1,524
| -43% | -$302K |
|
92
Vornado Realty Trust
VNO
$7.51B
| $399K | 0.15% |
+5,993
| New | +$388K |
|
93
HCA Healthcare
HCA
$88B
| $398K | 0.15% |
2,694
+454
| +20% | +$61K |
|
94
Everest Group
EG
$14.4B
| $397K | 0.15% |
+1,433
| New | +$378K |
|
95
VeriSign
VRSN
$27B
| $397K | 0.15% |
2,063
-30
| -1% | -$5.64K |
|
96
ExxonMobil
XOM
$643B
| $394K | 0.15% |
+5,648
| New | +$391K |
|
97
Ameren
AEE
$30.3B
| $391K | 0.15% |
5,095
+1,550
| +44% | +$118K |
|
98
GrafTech
EAF
$195M
| $384K | 0.15% |
+3,301
| New | +$415K |
|
99
Mettler-Toledo International
MTD
$29.2B
| $384K | 0.15% |
484
-90
| -16% | -$65K |
|
100
Caterpillar
CAT
$382B
| $380K | 0.15% |
+2,575
| New | +$359K |
|
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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.