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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 | |
|---|---|---|---|---|---|---|
|
RWT
326
Redwood Trust
RWT
$585M
| $330K | 0.07% |
47,189
+32,695
| +226% | +$161K |
|
|
TGI
327
DELISTED
Triumph Group
TGI
| $330K | 0.07% |
+36,573
| New | +$271K |
|
328
Reliance Steel & Aluminium
RS
$21.2B
| $326K | 0.07% |
3,433
-486
| -12% | -$44.3K |
|
329
Diamondrock Hospitality Co
DRH
$2.67B
| $325K | 0.07% |
58,852
-25,915
| -31% | -$143K |
|
330
Gentex
GNTX
$5.12B
| $325K | 0.07% |
+12,600
| New | +$316K |
|
331
GATX Corp
GATX
$6.6B
| $324K | 0.07% |
5,317
-3,200
| -38% | -$192K |
|
332
SSR Mining
SSRM
$5.27B
| $318K | 0.07% |
14,900
-825
| -5% | -$14.8K |
|
333
State Street Technology Select Sector SPDR ETF
XLK
$112B
| $311K | 0.07% |
+5,958
| New | +$280K |
|
334
Sonos
SONO
$2B
| $307K | 0.07% |
21,000
-29,500
| -58% | -$313K |
|
335
NiSource
NI
$21.9B
| $305K | 0.07% |
+13,400
| New | +$323K |
|
336
Sportsman's Warehouse
SPWH
$45.7M
| $305K | 0.07% |
21,416
+7,500
| +54% | +$70.5K |
|
337
TransUnion
TRU
$16.2B
| $305K | 0.07% |
3,500
-4,100
| -54% | -$327K |
|
338
Deckers Outdoor
DECK
$14.2B
| $304K | 0.07% |
+9,282
| New | +$256K |
|
339
Fortinet
FTNT
$110B
| $302K | 0.07% |
11,000
-16,500
| -60% | -$414K |
|
340
OneMain Financial
OMF
$7.19B
| $302K | 0.07% |
12,300
-2,600
| -17% | -$59.2K |
|
|
ZUO
341
DELISTED
Zuora, Inc.
ZUO
| $302K | 0.07% |
+23,687
| New | +$264K |
|
|
HOME
342
DELISTED
At Home Group Inc.
HOME
| $301K | 0.07% |
46,456
-140,814
| -75% | -$576K |
|
343
Kimco Realty
KIM
$17.7B
| $300K | 0.07% |
+23,375
| New | +$260K |
|
344
Alarm.com
ALRM
$2.7B
| $299K | 0.07% |
4,617
-4,500
| -49% | -$226K |
|
345
Federated Hermes
FHI
$4.59B
| $299K | 0.07% |
12,600
-3,400
| -21% | -$75.3K |
|
346
Lamar Advertising Co
LAMR
$16.5B
| $299K | 0.07% |
+4,478
| New | +$273K |
|
347
Johnson Controls International
JCI
$85.6B
| $298K | 0.07% |
+8,723
| New | +$268K |
|
348
Estee Lauder
EL
$30.7B
| $296K | 0.07% |
+1,568
| New | +$280K |
|
|
AMRN
349
Amarin Corp
AMRN
$293M
| $295K | 0.07% |
+2,135
| New | +$294K |
|
350
Fox Factory Holding Corp
FOXF
$801M
| $294K | 0.06% |
+3,554
| New | +$221K |
|
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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.