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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 | |
|---|---|---|---|---|---|---|
126
Uber
UBER
$144B
| $997K | 0.22% |
32,067
+23,300
| +266% | +$726K |
|
127
Lumentum
LITE
$50.7B
| $993K | 0.22% |
12,200
+300
| +3% | +$22.9K |
|
128
Linde
LIN
$236B
| $982K | 0.22% |
4,631
-749
| -14% | -$145K |
|
129
Middleby
MIDD
$6.11B
| $979K | 0.22% |
12,400
-9,000
| -42% | -$583K |
|
130
State Street
STT
$50.2B
| $979K | 0.22% |
15,400
+8,105
| +111% | +$489K |
|
131
STMicroelectronics
STM
$44.7B
| $972K | 0.21% |
35,467
+8,100
| +30% | +$201K |
|
132
Advance Auto Parts
AAP
$3.54B
| $967K | 0.21% |
6,790
-900
| -12% | -$114K |
|
|
CTLT
133
DELISTED
CATALENT, INC.
CTLT
| $960K | 0.21% |
13,101
+6,400
| +96% | +$434K |
|
134
SS&C Technologies
SSNC
$18.8B
| $955K | 0.21% |
16,900
-23,138
| -58% | -$1.26M |
|
135
AT&T
T
$169B
| $952K | 0.21% |
41,706
-3,440
| -8% | -$78.3K |
|
136
Knight Transportation
KNX
$11.4B
| $938K | 0.21% |
+22,500
| New | +$858K |
|
137
McKesson
MCK
$104B
| $936K | 0.21% |
+6,100
| New | +$881K |
|
138
Iron Mountain
IRM
$37.4B
| $924K | 0.2% |
+35,400
| New | +$894K |
|
|
FRC
139
DELISTED
First Republic Bank
FRC
| $924K | 0.2% |
8,721
-10,594
| -55% | -$1.09M |
|
|
EVBG
140
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $919K | 0.2% |
6,641
-1,085
| -14% | -$141K |
|
141
Cummins
CMI
$88.5B
| $918K | 0.2% |
+5,300
| New | +$847K |
|
142
Ryanair
RYAAY
$31.1B
| $917K | 0.2% |
34,555
-13,000
| -27% | -$329K |
|
143
Citizens Financial Group
CFG
$30.8B
| $911K | 0.2% |
+36,100
| New | +$819K |
|
144
Deere & Co
DE
$173B
| $911K | 0.2% |
5,800
-4,700
| -45% | -$681K |
|
|
LM
145
DELISTED
Legg Mason, Inc.
LM
| $894K | 0.2% |
+17,966
| New | +$892K |
|
146
Herbalife
HLF
$1.3B
| $891K | 0.2% |
19,801
-400
| -2% | -$15.5K |
|
147
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
| $885K | 0.2% |
+12,888
| New | +$836K |
|
148
Dave & Buster's
PLAY
$361M
| $881K | 0.19% |
+66,092
| New | +$881K |
|
149
General Motors
GM
$81.7B
| $875K | 0.19% |
34,600
-25,977
| -43% | -$632K |
|
150
AstraZeneca
AZN
$267B
| $873K | 0.19% |
8,249
+5,321
| +182% | +$550K |
|
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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.