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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
+1.6%
1 Year Est. Return
-3.34%
3 Year Est. Return
+22.66%
5 Year Est. Return
+189.97%
10 Year Est. Return
AUM
$167M
AUM Growth
-$10.5M
Cap. Flow
-$12.2M
Cap. Flow %
-7.26%
Top 10 Hldgs %
62.44%
Holding
203
New
119
Increased
25
Reduced
29
Closed
28
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
WTPI
1
WisdomTree Equity Premium Income Fund
WTPI
$492M
$55.7M 33.25%
2,015,430
LQD icon
2
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$20.4M 12.18%
160,038
+33,872
+27% +$4.27M
HYG icon
3
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$6.32M 3.77%
72,479
+6,431
+10% +$559K
SJNK icon
4
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
$6.11M 3.65%
226,100
+50,600
+29% +$1.37M
EMB icon
5
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$4.98M 2.97%
43,924
+5,581
+15% +$635K
JNK icon
6
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.24B
$3.08M 1.84%
28,366
+6,600
+30% +$716K
EMLC icon
7
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.73B
$2.43M 1.45%
73,500
+13,214
+22% +$447K
ACWV icon
8
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.23B
$2.01M 1.2%
21,261
-1,356
-6% -$126K
PCY icon
9
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$1.98M 1.18%
67,800
+20,278
+43% +$596K
USMV icon
10
iShares MSCI USA Min Vol Factor ETF
USMV
$23B
$1.58M 0.94%
24,641
+1,821
+8% +$115K
EFAV icon
11
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.16B
$1.51M 0.9%
20,638
+5,484
+36% +$397K
VWOB icon
12
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.14B
$1.48M 0.89%
+18,401
New +$1.49M
PFF icon
13
iShares Preferred and Income Securities ETF
PFF
$13.2B
$1.17M 0.7%
31,080
+7,530
+32% +$280K
PGX icon
14
Invesco Preferred ETF
PGX
$3.84B
$1.07M 0.64%
71,100
+16,800
+31% +$250K
EEMV icon
15
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.48B
$1.05M 0.63%
18,351
+5,164
+39% +$297K
TIP icon
16
iShares TIPS Bond ETF
TIP
$14.5B
$781K 0.47%
+6,714
New +$779K
MCD icon
17
McDonald's
MCD
$187B
$763K 0.46%
3,552
+1,070
+43% +$229K
HD icon
18
Home Depot
HD
$324B
$747K 0.45%
+3,219
New +$704K
YUM icon
19
Yum! Brands
YUM
$40.6B
$738K 0.44%
6,502
+2,802
+76% +$320K
KO icon
20
Coca-Cola
KO
$349B
$728K 0.43%
13,370
+2,527
+23% +$135K
CTXS
21
DELISTED
Citrix Systems Inc
CTXS
$657K 0.39%
+6,808
New +$651K
PEP icon
22
PepsiCo
PEP
$184B
$650K 0.39%
4,739
-26
-0.5% -$3.45K
TLT icon
23
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$643K 0.38%
4,492
-4,668
-51% -$649K
PM icon
24
Philip Morris
PM
$298B
$595K 0.36%
+7,837
New +$621K
FE icon
25
FirstEnergy
FE
$28.6B
$593K 0.35%
+12,287
New +$556K

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Crabel Capital Management's Q3 2019 Portfolio in Review

As of Q3 2019, Crabel Capital Management held 203 positions worth $167M, down 5.9% from $178M the previous quarter. Its ten largest holdings account for 62% of the portfolio.

Crabel Capital Management withdrew a net $12.2M in Q3 2019, closing 28 positions and reducing 29 holdings. Its most notable exit was Invesco, an estimated $51.1M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 5.9% of assets, up from 0.52% a quarter earlier, followed by Utilities and Technology.

Against the trend, Crabel Capital Management opened a new position in Vanguard Emerging Markets Government Bond ETF worth $1.48M.

  • Crabel Capital Management's largest Q3 2019 buy was Vanguard Emerging Markets Government Bond ETF: 18,401 shares worth $1.48M.
  • Crabel Capital Management added most to iShares iBoxx $ Investment Grade Corporate Bond ETF in Q3 2019, an estimated $4.27M increase.
  • Crabel Capital Management's biggest Q3 2019 reduction was iShares 20+ Year Treasury Bond ETF, cutting an estimated $649K.
  • Crabel Capital Management fully exited Invesco in Q3 2019, selling an estimated $51.1M.
  • Crabel Capital Management's ten largest holdings make up 62% of its $167M portfolio in Q3 2019.
  • Crabel Capital Management opened 119 new positions and closed 28 in Q3 2019.
  • Crabel Capital Management's portfolio value fell 5.9% quarter-over-quarter to $167M.

Based on Crabel Capital Management's 13F filing for Q3 2019, filed 13 Nov 2019.