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Bach Option Portfolio holdings
AUM
$236M
1-Year Est. Return
21.45%
This Fund
S&P 500
This Quarter
Est. Return
+0.37%
1 Year Est. Return
+21.45%
3 Year Est. Return
+30.59%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$215M
AUM Growth
-$31.9M
(-13%)
Cap. Flow
-$39.9M
Cap. Flow
% of AUM
-18.55%
Top 10 Holdings %
Top 10 Hldgs %
45.09%
Holding
207
New
46
Increased
46
Reduced
40
Closed
58
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$733K |
| 2 |
Walt Disney
DIS
|
+$449K |
| 3 |
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
|
+$408K |
| 4 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$358K |
| 5 |
Bristol-Myers Squibb
BMY
|
+$342K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$3.41M |
| 2 |
MetLife
MET
|
+$521K |
| 3 |
iShares MSCI Emerging Markets ETF
EEM
|
+$516K |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$463K |
| 5 |
Apple
AAPL
|
+$421K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 0.35% |
| 2 | Financials | 0.33% |
| 3 | Consumer Staples | 0.24% |
| 4 | Consumer Discretionary | 0.21% |
| 5 | Healthcare | 0.13% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $33.5M | 15.58% |
155,000
-153,500
| -50% | -$33.2M |
|
|
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $26.2M | 12.16% |
121,000
-49,200
| -29% | -$10.6M |
|
|
3
PUT
iShares Russell 2000 ETF
IWM
$79.8B
| $10.8M | 5.02% |
87,000
+45,000
| +107% | +$5.47M |
|
|
4
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $6.72M | 3.12% |
31,076
-15,771
| -34% | -$3.41M |
|
|
5
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $4.76M | 2.21% |
34,600
+22,600
| +188% | +$3.14M |
|
6
CALL
SPDR Gold Trust
GLD
$131B
| $4.27M | 1.99% |
34,000
-8,000
| -19% | -$1.02M |
|
|
7
CALL
iShares Russell 2000 ETF
IWM
$79.8B
| $3.35M | 1.56% |
27,000
+17,000
| +170% | +$2.07M |
|
|
8
CALL
Apple
AAPL
$4.54T
| $2.49M | 1.16% |
88,000
+28,000
| +47% | +$741K |
|
|
9
PUT
Apple
AAPL
$4.54T
| $2.49M | 1.16% |
88,000
+12,000
| +16% | +$318K |
|
10
PUT
Alibaba
BABA
$293B
| $2.43M | 1.13% |
23,000
+7,000
| +44% | +$649K |
|
|
11
PUT
SPDR Gold Trust
GLD
$131B
| $2.26M | 1.05% |
18,000
+6,000
| +50% | +$764K |
|
|
12
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $2.01M | 0.93% |
14,600
+2,600
| +22% | +$361K |
|
|
13
iShares Russell 2000 ETF
IWM
$79.8B
| $1.83M | 0.85% |
14,756
+6,031
| +69% | +$733K |
|
14
PUT
Starbucks
SBUX
$120B
| $1.76M | 0.82% |
32,600
+2,000
| +7% | +$112K |
|
|
15
CALL
Walt Disney
DIS
$167B
| $1.76M | 0.82% |
19,000
+5,000
| +36% | +$479K |
|
|
16
PUT
Walt Disney
DIS
$167B
| $1.76M | 0.82% |
19,000
+5,000
| +36% | +$479K |
|
17
CALL
Microsoft
MSFT
$3.45T
| $1.73M | 0.8% |
30,000
+3,000
| +11% | +$169K |
|
18
CALL
Texas Instruments
TXN
$252B
| $1.68M | 0.78% |
24,000
-3,000
| -11% | -$205K |
|
|
19
PUT
Texas Instruments
TXN
$252B
| $1.68M | 0.78% |
24,000
-3,000
| -11% | -$205K |
|
20
CALL
Amgen
AMGN
$208B
| $1.67M | 0.78% |
+10,000
| New | +$1.69M |
|
|
21
PUT
Amgen
AMGN
$208B
| $1.67M | 0.78% |
+10,000
| New | +$1.69M |
|
22
CALL
Intel
INTC
$455B
| $1.66M | 0.77% |
44,000
+2,000
| +5% | +$70.8K |
|
|
23
PUT
Intel
INTC
$455B
| $1.66M | 0.77% |
44,000
+2,000
| +5% | +$70.8K |
|
24
CALL
Mastercard
MA
$502B
| $1.65M | 0.77% |
16,200
-1,000
| -6% | -$95.9K |
|
|
25
PUT
Mastercard
MA
$502B
| $1.65M | 0.77% |
16,200
-1,000
| -6% | -$95.9K |
|
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Bach Option's Q3 2016 Portfolio in Review
As of Q3 2016, Bach Option held 207 positions worth $215M, down 13% from $247M the previous quarter. Its ten largest holdings account for 45% of the portfolio.
Bach Option withdrew a net $39.9M in Q3 2016, closing 58 positions and reducing 40 holdings. Its most notable exit was MetLife, an estimated $521K position sold in full.
By sector, the portfolio is most concentrated in Communication Services at 0.35% of assets, down from 0.37% a quarter earlier, followed by Financials and Consumer Staples.
Against the trend, Bach Option opened a new position in Walt Disney worth $436K.
- Bach Option's largest Q3 2016 buy was Walt Disney: 4,690 shares worth $436K.
- Bach Option added most to iShares Russell 2000 ETF in Q3 2016, an estimated $733K increase.
- Bach Option's biggest Q3 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $3.41M.
- Bach Option fully exited MetLife in Q3 2016, selling an estimated $521K.
- Bach Option's ten largest holdings make up 45% of its $215M portfolio in Q3 2016.
- Bach Option opened 46 new positions and closed 58 in Q3 2016.
- Bach Option's portfolio value fell 13% quarter-over-quarter to $215M.
Based on Bach Option's 13F filing for Q3 2016, filed 18 Oct 2016.