SEC 13F Intelligence

Managers / Q4 2019 · view latest →

Bayesian Capital Management, LP

CIK 0001632551 · 54 COLERIDGE STREET, BROOKLYN, NY, 11235 · 718-332-4567

Reported Value
$585M
Q4 2019
Positions
578
Filings on Record
30
2019–present window
Filed
Feb 14, 2020
original filing

Summary

Bayesian Capital Management, LP reported $585M in U.S.-listed holdings across 578 positions for Q4 2019.

Its largest position, SPY, represents 6.1% of the portfolio.

Compared with Q3 2019, the fund opened 329 new positions and exited 252.

Portfolio Metrics

Turnover
+57.9%
vs prior filed quarter
Top-10 Concentration
+18.6%
share of reported value
Largest Position
+6.1%
Spdr S P 500 Etf Tr
New / Exited
329 / 252
positions this quarter

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded, with multiple share classes and repeated sub-manager rows for the same issuer combined into one position — the same rule the holdings table uses by default. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q4 ’18: $488MQ4 ’18Q1 ’19: $521MQ2 ’19: $484MQ3 ’19: $529MQ4 ’19: $585MQ4 ’19Q1 ’20: $463MQ2 ’20: $453MQ3 ’20: $409MQ4 ’20: $383MQ4 ’20Q1 ’21: $435MQ2 ’21: $383MQ3 ’21: $345MQ4 ’21: $316MQ4 ’21Q1 ’22: $670MQ2 ’22: $537MQ3 ’22: $493MQ4 ’22: $684MQ4 ’22Q1 ’23: $808MQ2 ’23: $931MQ3 ’23: $876MQ4 ’23: $942MQ4 ’23Q1 ’24: $1.0BQ2 ’24: $873MQ3 ’24: $853MQ4 ’24: $817MQ4 ’24Q1 ’25: $604MQ2 ’25: $633MQ3 ’25: $490MQ4 ’25: $44MQ4 ’25Q1 ’26: $82Mfilingsflow.com

Portfolio Composition

By security type
Common Stock: 83.3%ETP: 11.1%ADR: 2.6%Other: 1.9%REIT: 1.1%NY Reg Shrs: 0.1%
  • Common Stock · 83.3% · $487M
  • ETP · 11.1% · $65M
  • ADR · 2.6% · $15M
  • Other · 1.9% · $11M
  • REIT · 1.1% · $6M
  • NY Reg Shrs · 0.1% · $459,000

Quarter-over-Quarter Changes full breakdown →

vs Q3 2019 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
SPYSPDR S&P 500 ETF TRNEW+110.2K110.2K+$35M$35M
VZVERIZON COMMUNICATIONS INCNEW+108.8K108.8K+$7M$7M
LOWLOWES COS INCNEW+54.3K54.3K+$7M$7M
PGPROCTER & GAMBLE CONEW+50.3K50.3K+$6M$6M
DHRDANAHER CORPORATIONNEW+35.8K35.8K+$5M$5M
DISDISNEY WALT CONEW+34.5K34.5K+$5M$5M
STZCONSTELLATION BRANDS INCNEW+20.2K20.2K+$4M$4M
NTNXNUTANIX INCNEW+122.4K122.4K+$4M$4M

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q4 2019

472 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1SPYSPDR S&P 500 ETF TRhistory →TR UNIT6.06%$35M110.2K
2IWMISHARES TRRUSSELL 2000 ETF · CORE S&P500 ETF · IBOXX HI YD ETF · IBOXX INV CP ETF · MSCI EAFE ETF · 20 YR TR BD ETF · CORE US AGGBD ET · BARCLAYS 7 10 YR · JPMORGAN USD EMG · U.S. REAL ES ETF · NASDAQ BIOTECH · CORE MSCI EAFE · RUS 1000 VAL ETF · CHINA LG-CAP ETF · SHORT TREAS BD · MSCI INDIA ETF2.46%$14M129.6K
3TGTTARGET CORPhistory →COM1.94%$11M88.7K
4WMTWALMART INChistory →COM1.36%$8M66.9K
5KOCOCA COLA COhistory →COM1.19%$7M125.9K
6SBUXSTARBUCKS CORPhistory →COM1.14%$7M76.1K
7VZVERIZON COMMUNICATIONS INChistory →COM1.14%$7M108.8K
8LOWLOWES COS INChistory →COM1.11%$7M54.3K
9ROKUROKU INChistory →COM CL A1.09%$6M47.4K
10PGPROCTER & GAMBLE COhistory →COM1.07%$6M50.3K
11DHRDANAHER CORPORATIONCOM0.94%$5M35.8K
12BIIBBIOGEN INCCOM0.90%$5M17.8K
13EWEDWARDS LIFESCIENCES CORPCOM0.88%$5M22.0K
14DISDISNEY WALT COCOM DISNEY0.85%$5M34.5K
15MSFTMICROSOFT CORPCOM0.76%$4M28.2K
16SCHWTHE CHARLES SCHWAB CORPORATICOM0.71%$4M87.1K
17RMDRESMED INCCOM0.68%$4M25.6K
18BKNGBOOKING HLDGS INCCOM0.66%$4M1.9K
19STZCONSTELLATION BRANDS INCCL A0.66%$4M20.2K
20NTNXNUTANIX INCCL A0.65%$4M122.4K
21PEPPEPSICO INCCOM0.65%$4M27.9K
22ULTAULTA BEAUTY INCCOM0.65%$4M15.0K
23GRMNGARMIN LTDSHS0.65%$4M38.7K
24CVSCVS HEALTH CORPCOM0.61%$4M48.1K
25DGDOLLAR GEN CORP NEWCOM0.61%$4M22.9K
26DOCUDOCUSIGN INCCOM0.61%$4M47.9K
27XLISELECT SECTOR SPDR TRSBI INT-INDS · SBI INT-UTILS · SBI CONS DISCR · SBI MATERIALS · TECHNOLOGY · SBI HEALTHCARE · RL EST SEL SEC0.59%$3M45.7K
28FISFIDELITY NATL INFORMATION SVCOM0.57%$3M24.1K
29ADBEADOBE INCCOM0.57%$3M10.1K
30CCLCARNIVAL CORPUNIT 99/99/9999 · ADR0.57%$3M65.7K
31AZOAUTOZONE INCCOM0.55%$3M2.7K
32PODDINSULET CORPCOM0.54%$3M18.6K
33NVDANVIDIA CORPCOM0.53%$3M13.2K
34FTNTFORTINET INCCOM0.53%$3M29.0K
35METAFACEBOOK INCCL A0.53%$3M15.0K
36SPGIS&P GLOBAL INCCOM0.51%$3M10.9K
37REGNREGENERON PHARMACEUTICALSCOM0.50%$3M7.8K
38ROKROCKWELL AUTOMATION INCCOM0.49%$3M14.2K
39CAGCONAGRA BRANDS INCCOM0.48%$3M82.8K
40DXCMDEXCOM INCCOM0.48%$3M12.8K
41DHID R HORTON INCCOM0.47%$3M52.3K
42PMPHILIP MORRIS INTL INCCOM0.46%$3M31.7K
43ZBHZIMMER BIOMET HLDGS INCCOM0.46%$3M17.8K
44TSNTYSON FOODS INCCL A0.45%$3M29.1K
45VNQVANGUARD INDEX FDSREAL ESTATE ETF · S&P 500 ETF SHS · TOTAL STK MKT0.44%$3M19.5K
46AZNNASTRAZENECA PLCSPONSORED ADR0.44%$3M51.9K
47TERTERADYNE INCCOM0.44%$3M37.4K
48UPSUNITED PARCEL SERVICE INCCL B0.42%$2M21.0K
49EXMOCEXXON MOBIL CORPCOM0.41%$2M34.3K
50UNPUNION PACIFIC CORPCOM0.40%$2M12.9K
51DKSDICKS SPORTING GOODS INCCOM0.39%$2M45.9K
52GSGOLDMAN SACHS GROUP INCCOM0.38%$2M9.7K
53TXNTEXAS INSTRS INCCOM0.38%$2M17.3K
54HONHONEYWELL INTL INCCOM0.38%$2M12.5K
55TRUTRANSUNIONCOM0.37%$2M25.6K
56HUMHUMANA INCCOM0.37%$2M5.9K
57MUMICRON TECHNOLOGY INCCOM0.37%$2M40.2K
58ALLALLSTATE CORPCOM0.36%$2M18.9K
59AMZNAMAZON COM INCCOM0.35%$2M1.1K
60RNGRINGCENTRAL INCCL A0.35%$2M12.2K
61KELKELLOGG COCOM0.35%$2M29.4K
62FISVFISERV INCCOM0.34%$2M17.3K
63BABAALIBABA GROUP HLDG LTDSPONSORED ADS0.34%$2M9.4K
64CVXCHEVRON CORP NEWCOM0.33%$2M16.0K
65AIGAMERICAN INTL GROUP INCCOM NEW0.33%$2M37.2K
66TIFFANY & CO NEWCOM0.32%$2M14.2K
67EXPDEXPEDITORS INTL WASH INCCOM0.32%$2M24.2K
68COFCAPITAL ONE FINL CORPCOM0.32%$2M18.2K
69ABBVABBVIE INCCOM0.32%$2M21.1K
70TAT&T INCCOM0.31%$2M46.4K
71CSLCARLISLE COS INCCOM0.31%$2M11.1K
72NUANCE COMMUNICATIONS INCCOM0.30%$2M98.3K
73GENERAL ELECTRIC COCOM0.30%$2M157.1K
74ADPAUTOMATIC DATA PROCESSING INCOM0.30%$2M10.2K
75MYLAN N VSHS EURO0.30%$2M86.6K
76MLMMARTIN MARIETTA MATLS INCCOM0.29%$2M6.1K
77YELPYELP INCCL A0.29%$2M48.8K
78NORDSTROM INCCOM0.29%$2M41.5K
79BIDUBAIDU INCSPON ADR REP A0.29%$2M13.4K
80JBHTHUNT J B TRANS SVCS INCCOM0.29%$2M14.4K
81EAELECTRONIC ARTS INCCOM0.29%$2M15.6K
82WFCWELLS FARGO CO NEWCOM0.28%$2M30.8K
83CIENCIENA CORPCOM NEW0.28%$2M38.7K
84SYFSYNCHRONY FINLCOM0.28%$2M45.8K
85YUMYUM BRANDS INCCOM0.28%$2M16.0K
86TECH DATA CORPCOM0.27%$2M11.1K
87USBUS BANCORP DELCOM NEW0.27%$2M26.7K
88INTUINTUITCOM0.27%$2M6.0K
89RLRALPH LAUREN CORPCL A0.27%$2M13.5K
90XBISPDR SERIES TRUSTS&P BIOTECH · BLOOMBERG BRCLYS · S&P OILGAS EXP0.27%$2M24.9K
91AMTTD AMERITRADE HLDG CORPCOM0.27%$2M31.5K
92BRK/BBERKSHIRE HATHAWAY INC DELCL B NEW0.27%$2M6.9K
93STMPSTAMPS COM INCCOM NEW0.27%$2M18.6K
94ELLAUDER ESTEE COS INCCL A0.26%$2M7.5K
95BIGGQBIG LOTS INCCOM0.26%$2M53.8K
96NBIXNEUROCRINE BIOSCIENCES INCCOM0.26%$2M14.2K
97MANHMANHATTAN ASSOCS INCCOM0.26%$2M19.0K
98CPRTCOPART INCCOM0.26%$2M16.7K
99JDJD COM INCSPON ADR CL A0.26%$2M42.6K
100TXRHTEXAS ROADHOUSE INCCOM0.26%$1M26.5K

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2026$82M137May 15, 202613F-HRchanges · EDGAR ↗
Q4 2025$44M108Feb 17, 202613F-HRchanges · EDGAR ↗
Q3 2025$490M503Nov 14, 202513F-HRchanges · EDGAR ↗
Q2 2025$633M509Aug 14, 202513F-HRchanges · EDGAR ↗
Q1 2025$604M566May 15, 202513F-HRchanges · EDGAR ↗
Q4 2024$817M647Feb 14, 202513F-HRchanges · EDGAR ↗
Q3 2024$853M642Nov 14, 202413F-HRchanges · EDGAR ↗
Q2 2024$873M682Aug 14, 202413F-HRchanges · EDGAR ↗
Q1 2024$1.0B747May 15, 202413F-HRchanges · EDGAR ↗
Q4 2023$942M704Feb 14, 202413F-HRchanges · EDGAR ↗
Q3 2023$876M661Nov 14, 202313F-HRchanges · EDGAR ↗
Q2 2023$931M749Aug 14, 202313F-HRchanges · EDGAR ↗
Q1 2023$808M744May 15, 202313F-HRchanges · EDGAR ↗
Q4 2022$684M741Feb 14, 202313F-HRchanges · EDGAR ↗
Q3 2022$493M661Nov 14, 202213F-HRchanges · EDGAR ↗
Q2 2022$537M745Aug 15, 202213F-HRchanges · EDGAR ↗
Q1 2022$670M754May 16, 202213F-HRchanges · EDGAR ↗
Q4 2021$316M360Feb 14, 202213F-HRchanges · EDGAR ↗
Q3 2021$345M362Nov 15, 202113F-HRchanges · EDGAR ↗
Q2 2021$383M387Aug 13, 202113F-HRchanges · EDGAR ↗
Q1 2021$435M513May 14, 202113F-HRchanges · EDGAR ↗
Q4 2020$383M431Feb 12, 202113F-HRchanges · EDGAR ↗
Q3 2020$409M497Nov 12, 202013F-HRchanges · EDGAR ↗
Q2 2020$453M502Aug 14, 202013F-HRchanges · EDGAR ↗
Q1 2020$463M752May 15, 202013F-HRchanges · EDGAR ↗
Q4 2019$585M578Feb 14, 202013F-HRchanges · EDGAR ↗
Q3 2019$529M501Nov 13, 201913F-HRchanges · EDGAR ↗
Q2 2019$484M484Aug 13, 201913F-HRchanges · EDGAR ↗
Q1 2019$521M526May 14, 201913F-HRchanges · EDGAR ↗
Q4 2018$488M592Feb 13, 201913F-HRchanges · EDGAR ↗

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.