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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 | |
|---|---|---|---|---|---|---|
|
DISH
151
DELISTED
DISH Network Corp.
DISH
| $873K | 0.19% |
25,300
-37,200
| -60% | -$1.03M |
|
152
ITT
ITT
$17.8B
| $870K | 0.19% |
14,818
-16,900
| -53% | -$896K |
|
153
First American
FAF
$8.08B
| $863K | 0.19% |
17,973
+9,400
| +110% | +$444K |
|
154
Polaris
PII
$4.07B
| $861K | 0.19% |
9,300
+500
| +6% | +$38.1K |
|
155
TD Synnex
SNX
$19.8B
| $851K | 0.19% |
+14,214
| New | +$664K |
|
156
iShares Russell 1000 ETF
IWB
$47.9B
| $846K | 0.19% |
+4,928
| New | +$797K |
|
157
Southwest Airlines
LUV
$22.7B
| $837K | 0.18% |
24,500
+4,000
| +20% | +$127K |
|
|
TCO
158
DELISTED
Taubman Centers Inc.
TCO
| $834K | 0.18% |
22,100
-256
| -1% | -$10.5K |
|
159
Spotify
SPOT
$105B
| $824K | 0.18% |
3,191
-2,009
| -39% | -$344K |
|
160
Acuity Brands
AYI
$10.3B
| $819K | 0.18% |
8,557
-5,542
| -39% | -$487K |
|
161
Rio Tinto
RIO
$149B
| $819K | 0.18% |
+14,584
| New | +$739K |
|
162
Keurig Dr Pepper
KDP
$42.3B
| $818K | 0.18% |
28,800
-43,600
| -60% | -$1.18M |
|
163
East-West Bancorp
EWBC
$18B
| $815K | 0.18% |
+22,500
| New | +$752K |
|
164
BorgWarner
BWA
$13B
| $808K | 0.18% |
26,014
-38,397
| -60% | -$1.01M |
|
|
TMX
165
DELISTED
Terminix Global Holdings, Inc.
TMX
| $807K | 0.18% |
+22,613
| New | +$697K |
|
166
ArcelorMittal
MT
$50.7B
| $806K | 0.18% |
75,137
-13,700
| -15% | -$138K |
|
167
Lamb Weston
LW
$7.51B
| $798K | 0.18% |
+12,487
| New | +$754K |
|
168
Marathon Petroleum
MPC
$89.3B
| $796K | 0.18% |
21,300
+3,055
| +17% | +$98.2K |
|
169
Sea Limited
SE
$65.8B
| $780K | 0.17% |
7,274
-37,826
| -84% | -$2.74M |
|
|
KSU
170
DELISTED
Kansas City Southern
KSU
| $776K | 0.17% |
5,200
+1,000
| +24% | +$141K |
|
171
iShares Core S&P Small-Cap ETF
IJR
$110B
| $765K | 0.17% |
11,200
-8,500
| -43% | -$537K |
|
172
Wynn Resorts
WYNN
$10.3B
| $760K | 0.17% |
10,200
+3,600
| +55% | +$289K |
|
173
Oneok
OKE
$55.9B
| $754K | 0.17% |
22,700
+7,600
| +50% | +$248K |
|
174
Teva Pharmaceuticals
TEVA
$36.9B
| $752K | 0.17% |
61,000
-90,200
| -60% | -$1.02M |
|
|
TWOU
175
DELISTED
2U Inc
TWOU
| $752K | 0.17% |
660
-414
| -39% | -$370K |
|
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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.