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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 | |
|---|---|---|---|---|---|---|
401
Cincinnati Financial
CINF
$28.7B
| $237K | 0.05% |
+3,700
| New | +$244K |
|
402
LivaNova
LIVN
$4.49B
| $236K | 0.05% |
+4,900
| New | +$246K |
|
|
ADSW
403
DELISTED
Advanced Disposal Services Inc
ADSW
| $236K | 0.05% |
+7,807
| New | +$249K |
|
404
Rithm Capital
RITM
$5.42B
| $235K | 0.05% |
+31,694
| New | +$205K |
|
|
WUBA
405
DELISTED
58.com Inc
WUBA
| $235K | 0.05% |
4,349
-5,300
| -55% | -$273K |
|
406
Helmerich & Payne
HP
$3.3B
| $234K | 0.05% |
12,000
-32,900
| -73% | -$641K |
|
407
Analog Devices
ADI
$181B
| $233K | 0.05% |
+1,900
| New | +$209K |
|
408
The Mosaic Company
MOS
$7.32B
| $231K | 0.05% |
18,500
-30,500
| -62% | -$365K |
|
409
Canadian Natural Resources
CNQ
$92.3B
| $230K | 0.05% |
+26,954
| New | +$218K |
|
|
CTB
410
DELISTED
Cooper Tire & Rubber Co.
CTB
| $230K | 0.05% |
8,348
-7,502
| -47% | -$173K |
|
411
Bloomin' Brands
BLMN
$735M
| $229K | 0.05% |
21,500
-1,634
| -7% | -$16.9K |
|
412
Healthcare Services Group
HCSG
$1.58B
| $229K | 0.05% |
+9,370
| New | +$222K |
|
413
Annaly Capital Management
NLY
$17.2B
| $229K | 0.05% |
+8,725
| New | +$216K |
|
414
Constellium
CSTM
$3.99B
| $227K | 0.05% |
29,600
-52,400
| -64% | -$381K |
|
415
Encore Capital Group
ECPG
$2.06B
| $226K | 0.05% |
6,616
-10,003
| -60% | -$298K |
|
416
Chemours
CC
$2.55B
| $225K | 0.05% |
14,671
-38,400
| -72% | -$485K |
|
417
SL Green Realty
SLG
$3.74B
| $222K | 0.05% |
+4,649
| New | +$213K |
|
|
SUM
418
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $222K | 0.05% |
+14,025
| New | +$201K |
|
419
AMC Entertainment Holdings
AMC
$2.31B
| $221K | 0.05% |
5,160
+600
| +13% | +$26.2K |
|
|
THS
420
DELISTED
Treehouse Foods
THS
| $221K | 0.05% |
+5,040
| New | +$246K |
|
421
Melco Resorts & Entertainment
MLCO
$2.19B
| $220K | 0.05% |
14,200
-11,256
| -44% | -$174K |
|
|
TIF
422
DELISTED
Tiffany & Co.
TIF
| $219K | 0.05% |
+1,794
| New | +$225K |
|
423
PetMed Express
PETS
$42.7M
| $218K | 0.05% |
6,120
-4,100
| -40% | -$142K |
|
|
CGC
424
Canopy Growth
CGC
$385M
| $217K | 0.05% |
1,343
-617
| -31% | -$99.9K |
|
425
Copa Holdings
CPA
$5.7B
| $217K | 0.05% |
4,300
-3,600
| -46% | -$166K |
|
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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.