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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
Cap. Flow
+$81M
Cap. Flow %
31.33%
Top 10 Hldgs %
67.99%
Holding
246
New
71
Increased
67
Reduced
49
Closed
59

Top Buys

Rank Stock Value
1
BAC icon
Bank of America
BAC
+$55.4M
2
JCI icon
Johnson Controls International
JCI
+$5.29M
3
AMZN icon
Amazon
AMZN
+$4.46M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$3.88M
5
MSFT icon
Microsoft
MSFT
+$2.16M

Top Sells

Rank Stock Value
1
ACWV icon
iShares MSCI Global Min Vol Factor ETF
ACWV
+$2.01M
2
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
+$1.12M
3
EFAV icon
iShares MSCI EAFE Min Vol Factor ETF
EFAV
+$1.12M
4
EEMV icon
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
+$1.05M
5
VWOB icon
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
BAC icon
1
Bank of America
BAC
$436B
$60.3M 23.33%
+1,713,128
New +$55.4M
WTPI
2
WisdomTree Equity Premium Income Fund
WTPI
$495M
$57.4M 22.2%
2,015,440
+10
+0% +$283
LQD icon
3
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$22.2M 8.59%
173,568
+13,530
+8% +$1.72M
SJNK icon
4
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
$6.71M 2.6%
249,100
+23,000
+10% +$616K
HYG icon
5
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$6.64M 2.57%
75,482
+3,003
+4% +$261K
EMB icon
6
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$5.22M 2.02%
45,595
+1,671
+4% +$189K
JCI icon
7
Johnson Controls International
JCI
$87.7B
$5.11M 1.98%
+125,476
New +$5.29M
AMZN icon
8
Amazon
AMZN
$2.51T
$4.66M 1.8%
+50,380
New +$4.46M
SPY icon
9
State Street SPDR S&P 500 ETF Trust
SPY
$781B
$4.05M 1.57%
+12,600
New +$3.88M
JNK icon
10
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.24B
$3.5M 1.35%
31,966
+3,600
+13% +$390K
EMLC icon
11
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.75B
$2.67M 1.03%
78,500
+5,000
+7% +$167K
MSFT icon
12
Microsoft
MSFT
$2.86T
$2.32M 0.9%
+14,704
New +$2.16M
PCY icon
13
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$2.26M 0.87%
76,300
+8,500
+13% +$247K
GOOG icon
14
Alphabet (Google) Class C
GOOG
$3.93T
$1.42M 0.55%
+21,160
New +$1.37M
TLT icon
15
iShares 20+ Year Treasury Bond ETF
TLT
$42.3B
$1.33M 0.52%
9,837
+5,345
+119% +$744K
TSLA icon
16
Tesla
TSLA
$1.22T
$1.29M 0.5%
+46,380
New +$1.01M
PFF icon
17
iShares Preferred and Income Securities ETF
PFF
$13.2B
$1.28M 0.5%
34,190
+3,110
+10% +$116K
PGX icon
18
Invesco Preferred ETF
PGX
$3.84B
$1.17M 0.45%
78,100
+7,000
+10% +$104K
CTXS
19
DELISTED
Citrix Systems Inc
CTXS
$958K 0.37%
8,640
+1,832
+27% +$197K
KO icon
20
Coca-Cola
KO
$353B
$935K 0.36%
16,888
+3,518
+26% +$189K
SYY icon
21
Sysco
SYY
$39.7B
$880K 0.34%
10,292
+3,166
+44% +$256K
VZ icon
22
Verizon
VZ
$189B
$852K 0.33%
13,881
+4,203
+43% +$254K
T icon
23
AT&T
T
$164B
$824K 0.32%
27,905
+7,452
+36% +$215K
JNJ icon
24
Johnson & Johnson
JNJ
$633B
$804K 0.31%
+5,514
New +$748K
VWOB icon
25
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.15B
$766K 0.3%
9,409
-8,992
-49% -$723K
1
2 3 4 5

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RG
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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.