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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 | |
|---|---|---|---|---|---|---|
426
AAR Corp
AIR
$5.51B
| $215K | 0.05% |
+10,386
| New | +$201K |
|
427
Penske Automotive Group
PAG
$14.4B
| $212K | 0.05% |
+5,469
| New | +$191K |
|
|
AVYA
428
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $211K | 0.05% |
17,100
+1,073
| +7% | +$12.4K |
|
429
Popular Inc
BPOP
$11B
| $210K | 0.05% |
5,657
-5,500
| -49% | -$205K |
|
430
APA Corp
APA
$12.1B
| $209K | 0.05% |
+15,500
| New | +$177K |
|
431
Blackstone Mortgage Trust
BXMT
$2.83B
| $209K | 0.05% |
8,677
-3,299
| -28% | -$75.8K |
|
432
First Financial Bankshares
FFIN
$5.01B
| $208K | 0.05% |
+7,188
| New | +$202K |
|
433
Cooper Companies
COO
$14B
| $207K | 0.05% |
+2,916
| New | +$216K |
|
|
SWCH
434
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $206K | 0.05% |
11,567
-13,034
| -53% | -$228K |
|
435
Logitech
LOGI
$15.6B
| $202K | 0.04% |
+3,100
| New | +$165K |
|
436
Moelis & Co
MC
$5.11B
| $202K | 0.04% |
6,475
-12,927
| -67% | -$406K |
|
|
MDLA
437
DELISTED
Medallia, Inc.
MDLA
| $202K | 0.04% |
8,000
-22,677
| -74% | -$541K |
|
438
Element Solutions
ESI
$8.75B
| $201K | 0.04% |
18,500
-24,400
| -57% | -$245K |
|
439
CNX Resources
CNX
$4.78B
| $198K | 0.04% |
22,947
-10,753
| -32% | -$108K |
|
440
Baker Hughes
BKR
$57.6B
| $195K | 0.04% |
12,700
-69,200
| -84% | -$1.01M |
|
|
INOV
441
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $193K | 0.04% |
10,000
-9,900
| -50% | -$176K |
|
|
SEM
442
DELISTED
Select Medical
SEM
| $187K | 0.04% |
23,571
-15,591
| -40% | -$129K |
|
|
RUTH
443
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $185K | 0.04% |
22,700
-5,290
| -19% | -$46.1K |
|
|
CVA
444
DELISTED
Covanta Holding Corporation
CVA
| $182K | 0.04% |
19,000
-8,500
| -31% | -$72.7K |
|
445
El Pollo Loco
LOCO
$499M
| $180K | 0.04% |
12,201
-12,100
| -50% | -$155K |
|
446
Pilgrim's Pride
PPC
$7.14B
| $178K | 0.04% |
10,535
-2,000
| -16% | -$39K |
|
447
Viavi Solutions
VIAV
$8.62B
| $177K | 0.04% |
13,900
-20,950
| -60% | -$251K |
|
|
CLVS
448
DELISTED
Clovis Oncology, Inc.
CLVS
| $176K | 0.04% |
26,000
-68,043
| -72% | -$515K |
|
449
Sabra Healthcare REIT
SBRA
$5.62B
| $172K | 0.04% |
11,907
-16,900
| -59% | -$222K |
|
450
KeyCorp
KEY
$24.2B
| $167K | 0.04% |
+13,700
| New | +$159K |
|
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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.