We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
126
Hormel Foods
HRL
$13.9B
| $314K | 0.12% |
+6,962
| New | +$300K |
|
127
CDW
CDW
$18.9B
| $309K | 0.12% |
2,160
+86
| +4% | +$11.4K |
|
128
Texas Instruments
TXN
$246B
| $301K | 0.12% |
2,344
-368
| -14% | -$45.4K |
|
|
SHLX
129
DELISTED
Shell Midstream Partners, L.P.
SHLX
| $299K | 0.12% |
+14,776
| New | +$300K |
|
|
IPG
130
DELISTED
Interpublic Group of Companies
IPG
| $296K | 0.11% |
+12,825
| New | +$282K |
|
131
Gilead Sciences
GILD
$163B
| $289K | 0.11% |
+4,447
| New | +$290K |
|
132
AES
AES
$10.5B
| $288K | 0.11% |
14,488
+1,607
| +12% | +$28.8K |
|
133
RPM International
RPM
$14.2B
| $285K | 0.11% |
+3,709
| New | +$269K |
|
134
ConocoPhillips
COP
$145B
| $283K | 0.11% |
4,350
-368
| -8% | -$21.6K |
|
|
HDS
135
DELISTED
HD Supply Holdings, Inc.
HDS
| $283K | 0.11% |
+7,035
| New | +$280K |
|
136
Insperity
NSP
$2.05B
| $280K | 0.11% |
3,254
+1,211
| +59% | +$105K |
|
|
VMW
137
DELISTED
VMware, Inc
VMW
| $280K | 0.11% |
1,844
-477
| -21% | -$74.8K |
|
138
Fair Isaac
FICO
$22.6B
| $279K | 0.11% |
745
-147
| -16% | -$49.5K |
|
139
HP
HPQ
$24.8B
| $278K | 0.11% |
13,519
-5,698
| -30% | -$108K |
|
140
Ford
F
$57.5B
| $277K | 0.11% |
29,838
+10,218
| +52% | +$91.9K |
|
141
Gartner
IT
$10.1B
| $277K | 0.11% |
+1,795
| New | +$274K |
|
142
Campbell Soup
CPB
$6.67B
| $274K | 0.11% |
5,547
-2,203
| -28% | -$104K |
|
|
OPTU
143
Optimum Communications Inc
OPTU
$336M
| $273K | 0.11% |
9,991
+1,789
| +22% | +$49.4K |
|
144
Southwest Airlines
LUV
$23B
| $273K | 0.11% |
+5,064
| New | +$281K |
|
145
Illinois Tool Works
ITW
$83B
| $272K | 0.11% |
1,513
-562
| -27% | -$95.2K |
|
146
Clorox
CLX
$11.9B
| $271K | 0.1% |
1,767
-744
| -30% | -$111K |
|
|
WBC
147
DELISTED
WABCO HOLDINGS INC.
WBC
| $270K | 0.1% |
1,993
-115
| -5% | -$15.5K |
|
148
American Airlines Group
AAL
$10.6B
| $267K | 0.1% |
+9,307
| New | +$265K |
|
149
Mastercard
MA
$500B
| $267K | 0.1% |
895
-530
| -37% | -$149K |
|
150
Valvoline
VVV
$4.95B
| $267K | 0.1% |
12,458
+560
| +5% | +$12.4K |
|
Similar funds
MP
RG
PA
FRT
VH
MAMNY
AWGLSCP
M
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.