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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 | |
|---|---|---|---|---|---|---|
751
SEI Investments
SEIC
$12.2B
| – | – |
-6,400
| Closed | -$297K |
|
752
Simmons First National
SFNC
$3.32B
| – | – |
-15,737
| Closed | -$290K |
|
753
Steven Madden
SHOO
$3.18B
| – | – |
-8,673
| Closed | -$201K |
|
|
SHYF
754
DELISTED
The Shyft Group
SHYF
| – | – |
-11,069
| Closed | -$143K |
|
755
Signet Jewelers
SIG
$3.72B
| – | – |
-26,260
| Closed | -$169K |
|
756
Silicon Motion
SIMO
$8.29B
| – | – |
-6,226
| Closed | -$228K |
|
757
Tanger
SKT
$4.8B
| – | – |
-28,836
| Closed | -$144K |
|
758
SLB Ltd
SLB
$76.5B
| – | – |
-137,900
| Closed | -$1.86M |
|
759
Simply Good Foods
SMPL
$943M
| – | – |
-12,436
| Closed | -$240K |
|
760
Smith & Nephew
SNN
$13.1B
| – | – |
-18,987
| Closed | -$681K |
|
761
Sanofi
SNY
$105B
| – | – |
-12,683
| Closed | -$555K |
|
762
Sony
SONY
$131B
| – | – |
-29,960
| Closed | -$355K |
|
763
Spectrum Brands
SPB
$2.04B
| – | – |
-6,089
| Closed | -$221K |
|
764
Virgin Galactic
SPCE
$325M
| – | – |
-655
| Closed | -$194K |
|
765
S&P Global
SPGI
$130B
| – | – |
-2,006
| Closed | -$492K |
|
766
Invesco S&P 500 Low Volatility ETF
SPLV
$7.21B
| – | – |
-13,307
| Closed | -$624K |
|
767
SPS Commerce
SPSC
$2.41B
| – | – |
-6,432
| Closed | -$299K |
|
768
SPX Corp
SPXC
$11B
| – | – |
-9,462
| Closed | -$309K |
|
769
Sasol
SSL
$7.34B
| – | – |
-26,181
| Closed | -$53K |
|
770
Steris
STE
$21.3B
| – | – |
-2,680
| Closed | -$375K |
|
771
Steel Dynamics
STLD
$36.1B
| – | – |
-12,800
| Closed | -$289K |
|
772
Starwood Property Trust
STWD
$6.15B
| – | – |
-13,638
| Closed | -$140K |
|
773
TransAlta
TAC
$4.25B
| – | – |
-12,316
| Closed | -$65K |
|
774
Takeda Pharmaceutical
TAK
$55.7B
| – | – |
-20,282
| Closed | -$308K |
|
775
Texas Capital Bancshares
TCBI
$4.28B
| – | – |
-9,330
| Closed | -$207K |
|
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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.