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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 | |
|---|---|---|---|---|---|---|
176
Rollins
ROL
$18.8B
| $750K | 0.17% |
26,550
-3,300
| -11% | -$88.3K |
|
177
Dick's Sporting Goods
DKS
$18.9B
| $746K | 0.16% |
18,073
-65,827
| -78% | -$2.09M |
|
178
Carlisle Companies
CSL
$14.1B
| $742K | 0.16% |
6,200
+800
| +15% | +$96.2K |
|
179
Flex
FLEX
$41.5B
| $734K | 0.16% |
95,009
+18,047
| +23% | +$130K |
|
180
Realty Income
O
$61.3B
| $732K | 0.16% |
+12,694
| New | +$676K |
|
181
BlackLine
BL
$1.87B
| $730K | 0.16% |
8,800
-5,100
| -37% | -$341K |
|
182
Union Pacific
UNP
$175B
| $727K | 0.16% |
+4,300
| New | +$689K |
|
183
Lennox International
LII
$18.9B
| $722K | 0.16% |
+3,100
| New | +$626K |
|
|
SAIL
184
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
| $720K | 0.16% |
27,200
-10,100
| -27% | -$208K |
|
|
MXIM
185
DELISTED
Maxim Integrated Products
MXIM
| $715K | 0.16% |
11,800
-8,200
| -41% | -$457K |
|
|
MOMO
186
Hello Group
MOMO
$869M
| $708K | 0.16% |
40,500
+25,400
| +168% | +$534K |
|
187
Ally Financial
ALLY
$13.4B
| $702K | 0.15% |
35,400
+21,700
| +158% | +$369K |
|
188
Air Products & Chemicals
APD
$65.2B
| $700K | 0.15% |
+2,900
| New | +$662K |
|
189
Nucor
NUE
$60.5B
| $700K | 0.15% |
16,900
-6,600
| -28% | -$267K |
|
|
PTLA
190
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $700K | 0.15% |
+38,922
| New | +$541K |
|
|
BERY
191
DELISTED
Berry Global Group, Inc.
BERY
| $699K | 0.15% |
17,177
-28,858
| -63% | -$1.08M |
|
192
Diamondback Energy
FANG
$53.5B
| $689K | 0.15% |
16,468
+8,800
| +115% | +$359K |
|
193
Intercontinental Exchange
ICE
$86.4B
| $687K | 0.15% |
+7,500
| New | +$687K |
|
194
DaVita
DVA
$15.4B
| $686K | 0.15% |
8,666
-9,300
| -52% | -$726K |
|
195
W.R. Berkley
WRB
$28.3B
| $682K | 0.15% |
26,775
-22,950
| -46% | -$563K |
|
196
AMN Healthcare
AMN
$1.35B
| $678K | 0.15% |
14,996
+4,400
| +42% | +$210K |
|
197
Chubb
CB
$141B
| $676K | 0.15% |
5,337
-6,392
| -54% | -$741K |
|
198
Evergy
EVRG
$19.7B
| $664K | 0.15% |
11,200
-7,200
| -39% | -$426K |
|
199
Zimmer Biomet
ZBH
$18.5B
| $656K | 0.14% |
5,665
-6,180
| -52% | -$712K |
|
200
Performance Food Group
PFGC
$18.1B
| $651K | 0.14% |
+22,344
| New | +$581K |
|
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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.