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BCM
Bayesian Capital Management Portfolio holdings
AUM
$81.9M
1-Year Est. Return
26.59%
This Fund
S&P 500
This Quarter
Est. Return
+28.88%
1 Year Est. Return
+26.59%
3 Year Est. Return
+112.98%
5 Year Est. Return
+129.77%
10 Year Est. Return
+1,146.62%
AUM
$453M
AUM Growth
-$9.38M
(-2%)
Cap. Flow
-$94.9M
Cap. Flow
% of AUM
-20.93%
Top 10 Holdings %
Top 10 Hldgs %
21.21%
Holding
909
New
156
Increased
102
Reduced
243
Closed
406
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$44.3M |
| 2 |
Microsoft
MSFT
|
+$6.19M |
| 3 |
Accenture
ACN
|
+$5.66M |
| 4 |
Biogen
BIIB
|
+$4.48M |
| 5 |
United Airlines
UAL
|
+$3.29M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
WBA
Walgreens Boots Alliance
WBA
|
+$11.2M |
| 2 |
ExxonMobil
XOM
|
+$4.17M |
| 3 |
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
|
+$3.6M |
| 4 |
FedEx
FDX
|
+$3.15M |
| 5 |
Baidu
BIDU
|
+$2.88M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 20.06% |
| 2 | Consumer Discretionary | 12.14% |
| 3 | Healthcare | 10.09% |
| 4 | Consumer Staples | 9.74% |
| 5 | Industrials | 9.72% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Devon Energy
DVN
$49.2B
| $552K | 0.12% |
48,713
-7,858
| -14% | -$89.6K |
|
|
LSI
227
DELISTED
Life Storage, Inc.
LSI
| $543K | 0.12% |
8,576
-10,101
| -54% | -$626K |
|
228
Dover
DOV
$27.4B
| $541K | 0.12% |
5,600
-7,229
| -56% | -$667K |
|
229
Booking.com
BKNG
$154B
| $538K | 0.12% |
8,450
-22,200
| -72% | -$1.35M |
|
230
Live Nation Entertainment
LYV
$42.1B
| $537K | 0.12% |
12,108
+7,100
| +142% | +$311K |
|
231
National Vision
EYE
$1.75B
| $531K | 0.12% |
17,402
-12,700
| -42% | -$333K |
|
232
NOV
NOV
$7.11B
| $526K | 0.12% |
42,900
-60,900
| -59% | -$748K |
|
233
Dentsply Sirona
XRAY
$2.7B
| $521K | 0.11% |
11,816
-8,384
| -42% | -$355K |
|
234
JetBlue
JBLU
$2.23B
| $519K | 0.11% |
47,600
+23,000
| +93% | +$227K |
|
235
SiteOne Landscape Supply
SITE
$4.58B
| $519K | 0.11% |
4,557
-5,854
| -56% | -$544K |
|
236
TAL Education Group
TAL
$5.79B
| $513K | 0.11% |
7,503
-1,297
| -15% | -$74.2K |
|
237
MGIC Investment
MTG
$6.47B
| $512K | 0.11% |
62,500
+19,000
| +44% | +$142K |
|
238
Haemonetics
HAE
$3.75B
| $510K | 0.11% |
5,700
+1,300
| +30% | +$131K |
|
239
Lincoln National
LNC
$8.19B
| $493K | 0.11% |
+13,400
| New | +$472K |
|
240
Jones Lang LaSalle
JLL
$15.9B
| $486K | 0.11% |
4,700
+346
| +8% | +$35.7K |
|
241
Owens Corning
OC
$11.5B
| $485K | 0.11% |
8,696
-8,300
| -49% | -$387K |
|
|
DNKN
242
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $483K | 0.11% |
7,400
-8,785
| -54% | -$547K |
|
|
SGMO
243
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $481K | 0.11% |
53,700
-56,300
| -51% | -$522K |
|
244
Abercrombie & Fitch
ANF
$4.58B
| $480K | 0.11% |
45,100
+32,100
| +247% | +$350K |
|
245
Graco
GGG
$13.3B
| $475K | 0.1% |
+9,889
| New | +$466K |
|
|
ZEN
246
DELISTED
ZENDESK INC
ZEN
| $469K | 0.1% |
5,292
-5,779
| -52% | -$445K |
|
247
Edgewell Personal Care
EPC
$1.3B
| $467K | 0.1% |
15,000
-8,500
| -36% | -$238K |
|
|
PRSP
248
DELISTED
Perspecta Inc. Common Stock
PRSP
| $467K | 0.1% |
20,100
-7,897
| -28% | -$172K |
|
249
Roper Technologies
ROP
$38.7B
| $466K | 0.1% |
+1,200
| New | +$430K |
|
250
Ciena
CIEN
$49.6B
| $465K | 0.1% |
8,582
-22,371
| -72% | -$1.11M |
|
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Bayesian Capital Management's Q2 2020 Portfolio in Review
As of Q2 2020, Bayesian Capital Management held 909 positions worth $453M, down 2% from $463M the previous quarter. Its ten largest holdings account for 21% of the portfolio.
Bayesian Capital Management withdrew a net $94.9M in Q2 2020, closing 406 positions and reducing 243 holdings. Its most notable exit was ExxonMobil, an estimated $4.17M position sold in full.
By sector, the portfolio is most concentrated in Technology at 20% of assets, up from 18% a quarter earlier, followed by Consumer Discretionary and Healthcare.
Against the trend, Bayesian Capital Management opened a new position in State Street SPDR S&P 500 ETF Trust worth $46.7M.
- Bayesian Capital Management's largest Q2 2020 buy was State Street SPDR S&P 500 ETF Trust: 151,500 shares worth $46.7M.
- Bayesian Capital Management added most to Biogen in Q2 2020, an estimated $4.48M increase.
- Bayesian Capital Management's biggest Q2 2020 reduction was Walgreens Boots Alliance, cutting an estimated $11.2M.
- Bayesian Capital Management fully exited ExxonMobil in Q2 2020, selling an estimated $4.17M.
- Bayesian Capital Management's ten largest holdings make up 21% of its $453M portfolio in Q2 2020.
- Bayesian Capital Management opened 156 new positions and closed 406 in Q2 2020.
- Bayesian Capital Management's portfolio value fell 2% quarter-over-quarter to $453M.
Based on Bayesian Capital Management's 13F filing for Q2 2020, filed 14 Aug 2020.