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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 | |
|---|---|---|---|---|---|---|
201
Vipshop
VIPS
$7.13B
| $651K | 0.14% |
32,700
-15,000
| -31% | -$258K |
|
202
Cirrus Logic
CRUS
$6.87B
| $642K | 0.14% |
10,384
-10
| -0.1% | -$683 |
|
203
BILL Holdings
BILL
$4.62B
| $640K | 0.14% |
7,100
-782
| -10% | -$50.4K |
|
204
CONMED
CNMD
$1.33B
| $639K | 0.14% |
8,882
+180
| +2% | +$12.5K |
|
205
LiveRamp
RAMP
$2.29B
| $633K | 0.14% |
14,900
-8,300
| -36% | -$327K |
|
206
CMS Energy
CMS
$23B
| $631K | 0.14% |
10,800
-14,261
| -57% | -$826K |
|
|
RDFN
207
DELISTED
Redfin
RDFN
| $629K | 0.14% |
15,008
-25,500
| -63% | -$672K |
|
|
GOOS
208
Canada Goose Holdings
GOOS
$903M
| $628K | 0.14% |
27,100
-25,600
| -49% | -$569K |
|
209
Eversource Energy
ES
$28.4B
| $625K | 0.14% |
7,500
+3,100
| +70% | +$257K |
|
210
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $622K | 0.14% |
19,736
+11,936
| +153% | +$360K |
|
211
Huazhu Hotels Group
HTHT
$13.2B
| $620K | 0.14% |
17,700
-4,826
| -21% | -$160K |
|
212
Brown-Forman Class B
BF.B
$13.3B
| $612K | 0.14% |
+9,607
| New | +$613K |
|
|
ATVI
213
DELISTED
Activision Blizzard
ATVI
| $612K | 0.14% |
+8,066
| New | +$563K |
|
214
Kohl's
KSS
$2.16B
| $609K | 0.13% |
29,300
+18,700
| +176% | +$360K |
|
215
Ingredion
INGR
$6.48B
| $606K | 0.13% |
7,300
-2,100
| -22% | -$172K |
|
216
Werner Enterprises
WERN
$2.3B
| $605K | 0.13% |
+13,894
| New | +$572K |
|
|
SC
217
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $598K | 0.13% |
+32,477
| New | +$526K |
|
|
SGI
218
Somnigroup International
SGI
$15.2B
| $579K | 0.13% |
32,216
-4,800
| -13% | -$68.9K |
|
219
Infosys
INFY
$50B
| $576K | 0.13% |
+59,600
| New | +$532K |
|
220
Alerian MLP ETF
AMLP
$12.9B
| $575K | 0.13% |
+23,300
| New | +$571K |
|
221
AngloGold Ashanti
AU
$39.9B
| $566K | 0.12% |
19,201
-19,099
| -50% | -$472K |
|
222
Mattel
MAT
$4.49B
| $565K | 0.12% |
58,466
-75,018
| -56% | -$681K |
|
223
AutoNation
AN
$7.37B
| $562K | 0.12% |
14,966
+4,000
| +36% | +$145K |
|
224
Avis
CAR
$5.88B
| $561K | 0.12% |
24,500
+3,531
| +17% | +$64.8K |
|
|
RP
225
DELISTED
RealPage, Inc.
RP
| $556K | 0.12% |
8,554
-12,158
| -59% | -$767K |
|
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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.