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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 | |
|---|---|---|---|---|---|---|
151
Allison Transmission
ALSN
$9.66B
| $263K | 0.1% |
+5,451
| New | +$253K |
|
152
Vanguard FTSE Pacific ETF
VPL
$8.1B
| $263K | 0.1% |
+3,785
| New | +$260K |
|
153
Lincoln Electric
LECO
$14.4B
| $262K | 0.1% |
+2,704
| New | +$246K |
|
154
Automatic Data Processing
ADP
$108B
| $260K | 0.1% |
+1,524
| New | +$252K |
|
155
Idexx Laboratories
IDXX
$44.7B
| $257K | 0.1% |
983
-474
| -33% | -$125K |
|
156
Outfront Media
OUT
$5.56B
| $257K | 0.1% |
+9,749
| New | +$251K |
|
157
Harley-Davidson
HOG
$2.64B
| $255K | 0.1% |
6,863
-531
| -7% | -$19.8K |
|
158
Autodesk
ADSK
$49.8B
| $252K | 0.1% |
1,372
-308
| -18% | -$49.9K |
|
159
Plains GP Holdings
PAGP
$5.17B
| $252K | 0.1% |
13,311
-3,393
| -20% | -$63.6K |
|
160
Qualcomm
QCOM
$157B
| $247K | 0.1% |
2,800
-1,839
| -40% | -$154K |
|
161
Delta Air Lines
DAL
$59.8B
| $245K | 0.09% |
4,198
-1,823
| -30% | -$102K |
|
162
UDR
UDR
$12.4B
| $245K | 0.09% |
+5,249
| New | +$252K |
|
163
Lear
LEA
$6.4B
| $244K | 0.09% |
1,779
+70
| +4% | +$8.67K |
|
164
Ryman Hospitality Properties
RHP
$8.4B
| $244K | 0.09% |
2,821
-880
| -24% | -$75.7K |
|
165
Lennox International
LII
$14.7B
| $243K | 0.09% |
+995
| New | +$247K |
|
166
Western Union
WU
$2.05B
| $240K | 0.09% |
8,975
-9,939
| -53% | -$258K |
|
167
W.W. Grainger
GWW
$64.6B
| $239K | 0.09% |
+705
| New | +$224K |
|
168
Hershey
HSY
$35.4B
| $239K | 0.09% |
1,625
-906
| -36% | -$134K |
|
|
SEE
169
DELISTED
Sealed Air
SEE
| $239K | 0.09% |
5,989
-792
| -12% | -$31.4K |
|
170
Cracker Barrel
CBRL
$1.32B
| $235K | 0.09% |
1,526
+215
| +16% | +$33.8K |
|
|
OPLN
171
Openlane
OPLN
$4.36B
| $234K | 0.09% |
+10,757
| New | +$245K |
|
172
Biogen
BIIB
$29.8B
| $232K | 0.09% |
781
-399
| -34% | -$111K |
|
|
PSXP
173
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
| $230K | 0.09% |
3,724
-180
| -5% | -$10.2K |
|
174
International Paper
IP
$21.9B
| $228K | 0.09% |
+5,234
| New | +$220K |
|
175
Yum! Brands
YUM
$41B
| $228K | 0.09% |
2,262
-4,240
| -65% | -$439K |
|
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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.