SEC 13F Intelligence

Managers / Q2 2020 · view latest →

Bayesian Capital Management, LP

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

Reported Value
$453M
Q2 2020
Positions
502
Filings on Record
30
2019–present window
Filed
Aug 14, 2020
original filing

Summary

Bayesian Capital Management, LP reported $453M in U.S.-listed holdings across 502 positions for Q2 2020.

Its largest position, SPY, represents 10.3% of the portfolio.

Compared with Q1 2020, the fund opened 157 new positions and exited 407.

Portfolio Metrics

Turnover
+50.9%
vs prior filed quarter
Top-10 Concentration
+22.2%
share of reported value
Largest Position
+10.3%
Spdr S P 500 Etf Tr
New / Exited
157 / 407
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: 76.1%ETP: 14.8%ADR: 3.6%Other: 2.7%REIT: 2.4%Other: 0.4%
  • Common Stock · 76.1% · $345M
  • ETP · 14.8% · $67M
  • ADR · 3.6% · $17M
  • Other · 2.7% · $12M
  • REIT · 2.4% · $11M
  • Other · 0.4% · $2M

Quarter-over-Quarter Changes full breakdown →

vs Q1 2020 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
SPYSPDR S&P 500 ETF TRNEW+151.5K151.5K+$47M$47M
MSFTMICROSOFT CORPNEW+34.1K34.1K+$7M$7M
ACNACCENTURE PLC IRELANDNEW+29.9K29.9K+$6M$6M
UALUNITED AIRLS HLDGS INCNEW+109.6K109.6K+$4M$4M
FLRFLUOR CORP NEWNEW+199.1K199.1K+$2M$2M
SHOPSHOPIFY INCNEW+2.5K2.5K+$2M$2M
EXPEEXPEDIA GROUP INCNEW+27.8K27.8K+$2M$2M
DRIDARDEN RESTAURANTS INCNEW+30.0K30.0K+$2M$2M

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

Holdings — Q2 2020

490 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1SPYSPDR S&P 500 ETF TRhistory →TR UNIT10.30%$47M151.5K
2IWMISHARES TRRUSSELL 2000 ETF · PHLX SEMICND ETF · CORE S&P500 ETF · RUS 1000 ETF · CORE S&P SCP ETF2.27%$10M68.0K
3MSFTMICROSOFT CORPhistory →COM1.53%$7M34.1K
4BIIBBIOGEN INChistory →COM1.48%$7M25.0K
5ACNACCENTURE PLC IRELANDhistory →SHS CLASS A1.42%$6M29.9K
6TGTTARGET CORPhistory →COM1.13%$5M42.9K
7WMTWALMART INChistory →COM1.07%$5M40.5K
8DXCMDEXCOM INChistory →COM1.03%$5M11.5K
9KRESPDR SER TRS&P REGL BKG · S&P OILGAS EXP · S&P BK ETF1.01%$5M112.1K
10KOCOCA COLA COCOM0.99%$5M100.9K
11ZZILLOW GROUP INCCL C CAP STK · CL A0.96%$4M75.5K
12DISDISNEY WALT COCOM DISNEY0.90%$4M36.6K
13METAFACEBOOK INCCL A0.86%$4M17.1K
14INTCINTEL CORPCOM0.84%$4M63.6K
15UALUNITED AIRLS HLDGS INCCOM0.84%$4M109.6K
16TDOCTELADOC HEALTH INCCOM0.80%$4M19.0K
17LAM RESEARCH CORPCOM0.80%$4M11.2K
18CLCOLGATE PALMOLIVE COCOM0.79%$4M48.8K
19TJXTJX COS INC NEWCOM0.70%$3M62.7K
20MNSTMONSTER BEVERAGE CORP NEWCOM0.69%$3M45.2K
21QRVOQORVO INCCOM0.64%$3M26.2K
22NCLHNORWEGIAN CRUISE LINE HLDG LSHS0.59%$3M162.2K
23CHTRCHARTER COMMUNICATIONS INC NCL A0.56%$3M5.0K
24JDJD.COM INCSPON ADR CL A0.56%$3M42.4K
25XLVSELECT SECTOR SPDR TRSBI HEALTHCARE · SBI INT-INDS · TECHNOLOGY0.55%$3M29.0K
26GISGENERAL MLS INCCOM0.54%$2M40.0K
27GRMNGARMIN LTDSHS0.54%$2M25.2K
28ULTAULTA BEAUTY INCCOM0.54%$2M12.0K
29FLRFLUOR CORP NEWCOM0.53%$2M199.1K
30SHOPSHOPIFY INCCL A0.53%$2M2.5K
31AXPAMERICAN EXPRESS COCOM0.51%$2M24.2K
32PGRPROGRESSIVE CORP OHIOCOM0.51%$2M28.7K
33EXPEEXPEDIA GROUP INCCOM NEW0.50%$2M27.8K
34DRIDARDEN RESTAURANTS INCCOM0.50%$2M30.0K
35TXRHTEXAS ROADHOUSE INCCOM0.50%$2M43.0K
36BABAALIBABA GROUP HLDG LTDSPONSORED ADS0.49%$2M10.4K
37DALDELTA AIR LINES INC DELCOM NEW0.49%$2M79.2K
38IPHIINPHI CORPCOM0.49%$2M18.8K
39HCAHCA HEALTHCARE INCCOM0.48%$2M22.3K
40GENERAL ELECTRIC COCOM0.47%$2M311.7K
41CITRIX SYS INCCOM0.46%$2M14.0K
42TERTERADYNE INCCOM0.45%$2M24.2K
43AALAMERICAN AIRLS GROUP INCCOM0.45%$2M155.5K
44RITE AID CORPCOM0.44%$2M115.8K
45RLRALPH LAUREN CORPCL A0.43%$2M26.9K
46DBXDROPBOX INCCL A0.42%$2M87.9K
47CLXCLOROX CO DELCOM0.42%$2M8.6K
48RCLROYAL CARIBBEAN CRUISES LTDCOM0.42%$2M37.7K
49EQREQUITY RESIDENTIALSH BEN INT0.42%$2M32.1K
50MSMORGAN STANLEYCOM NEW0.42%$2M39.0K
51MKCMCCORMICK & CO INCCOM NON VTG0.39%$2M9.9K
52NOWSERVICENOW INCCOM0.39%$2M4.4K
53MARVELL TECHNOLOGY GROUP LTDORD0.39%$2M50.0K
54CCITIGROUP INCCOM NEW0.38%$2M33.4K
55GDDYGODADDY INCCL A0.37%$2M23.1K
56ROKROCKWELL AUTOMATION INCCOM0.37%$2M7.9K
57WSTWEST PHARMACEUTICAL SVSC INCCOM0.37%$2M7.4K
58SFMSPROUTS FMRS MKT INCCOM0.36%$2M63.4K
59VOOVANGUARD INDEX FDSS&P 500 ETF SHS · TOTAL STK MKT0.36%$2M6.8K
60LOWLOWES COS INCCOM0.36%$2M12.0K
61DHID R HORTON INCCOM0.36%$2M29.0K
62KHCKRAFT HEINZ COCOM0.35%$2M50.2K
63CAHCARDINAL HEALTH INCCOM0.35%$2M30.5K
64IBMINTERNATIONAL BUSINESS MACHSCOM0.35%$2M13.2K
65NUANCE COMMUNICATIONS INCCOM0.35%$2M62.8K
66AMATAPPLIED MATLS INCCOM0.35%$2M26.3K
67SJMSMUCKER J M COCOM NEW0.35%$2M14.9K
68AAGILENT TECHNOLOGIES INCCOM0.34%$2M17.7K
69AMZNAMAZON COM INCCOM0.34%$2M563
70DTDYNATRACE INCCOM0.34%$2M37.9K
71JKHYHENRY JACK & ASSOC INCCOM0.34%$2M8.3K
72ATLASSIAN CORP PLCCL A0.34%$2M8.5K
73NSCNORFOLK SOUTHERN CORPCOM0.34%$2M8.7K
74FISFIDELITY NATL INFORMATION SVCOM0.33%$1M11.0K
75BSXBOSTON SCIENTIFIC CORPCOM0.32%$1M41.9K
76FTCHQFARFETCH LTDORD SH CL A0.32%$1M84.6K
77ZYNGA INCCL A0.32%$1M151.9K
78RNGRINGCENTRAL INCCL A0.32%$1M5.0K
79BMYBRISTOL-MYERS SQUIBB COCOM0.31%$1M24.0K
80CHGGCHEGG INCCOM0.31%$1M20.7K
81STMPSTAMPS COM INCCOM NEW0.31%$1M7.6K
82FORESCOUT TECHNOLOGIES INCCOM0.31%$1M65.7K
83SCHWSCHWAB CHARLES CORPCOM0.31%$1M41.2K
84GENNORTONLIFELOCK INCCOM0.31%$1M70.1K
85LDOSLEIDOS HOLDINGS INCCOM0.30%$1M14.7K
86SPIRIT AIRLS INCCOM0.30%$1M76.5K
87EWEDWARDS LIFESCIENCES CORPCOM0.30%$1M19.7K
88LVGOLIVONGO HEALTH INCCOM0.30%$1M18.0K
89CRWDCROWDSTRIKE HLDGS INCCL A0.29%$1M13.2K
90CONCHO RES INCCOM0.29%$1M25.6K
91JPMJPMORGAN CHASE & COCOM0.29%$1M14.0K
92PVHPVH CORPORATIONCOM0.29%$1M27.2K
93AJGGALLAGHER ARTHUR J & COCOM0.28%$1M13.2K
94KEYSKEYSIGHT TECHNOLOGIES INCCOM0.28%$1M12.8K
95DOWDOW INCCOM0.28%$1M30.7K
96PPURE STORAGE INCCL A0.28%$1M72.0K
97ALCALCON AGORD SHS0.27%$1M21.3K
98ADMARCHER DANIELS MIDLAND COCOM0.27%$1M30.2K
99SKAASKECHERS U S A INCCL A0.26%$1M37.7K
100AKAMAKAMAI TECHNOLOGIES INCCOM0.26%$1M11.0K

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 ↗.