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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
+0.42%
1 Year Est. Return
+21.45%
3 Year Est. Return
+30.59%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$179M
AUM Growth
+$31.9M
Cap. Flow
+$33.1M
Cap. Flow %
18.52%
Top 10 Hldgs %
74.38%
Holding
105
New
15
Increased
16
Reduced
20
Closed
40

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$11.9M
2
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
+$466K
3
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$462K
4
BIIB icon
Biogen
BIIB
+$366K
5
T icon
AT&T
T
+$230K

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$1.33M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$1.26M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$934K
4
IWM icon
iShares Russell 2000 ETF
IWM
+$830K
5
CRM icon
Salesforce
CRM
+$408K

Sector Composition

Rank Sector Weight
1 Healthcare 0.18%
2 Financials 0.16%
3 Communication Services 0.12%
4 Consumer Discretionary 0%
5 Industrials 0%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$54.2M 30.3%
205,800
+122,800
+148% +$33.5M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$33.1M 18.51%
125,700
+67,000
+114% +$18.3M
SPY icon
3
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$17.9M 10.01%
67,980
+43,706
+180% +$11.9M
TLT icon
4
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$5.33M 2.98%
43,700
+700
+2% +$84.6K
QQQ icon
5
PUT
Invesco QQQ Trust
QQQ
$453B
$5.04M 2.82%
31,500
-1,000
-3% -$165K
NFLX icon
6
PUT
Netflix
NFLX
$299B
$3.84M 2.15%
130,000
+30,000
+30% +$817K
TLT icon
7
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$3.74M 2.09%
30,700
-4,800
-14% -$580K
AAPL icon
8
PUT
Apple
AAPL
$4.54T
$3.57M 2%
85,200
-28,400
-25% -$1.22M
HYG icon
9
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$3.37M 1.89%
39,400
+9,500
+32% +$821K
IWM icon
10
CALL
iShares Russell 2000 ETF
IWM
$79.8B
$2.92M 1.63%
19,200
+7,200
+60% +$1.11M
GLD icon
11
PUT
SPDR Gold Trust
GLD
$131B
$2.83M 1.58%
22,500
-4,000
-15% -$505K
GLD icon
12
CALL
SPDR Gold Trust
GLD
$131B
$2.52M 1.41%
20,000
-4,000
-17% -$505K
VXX
13
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$2.13M 1.19%
45,000
+6,200
+16% +$235K
BABA icon
14
PUT
Alibaba
BABA
$293B
$1.93M 1.08%
10,500
-9,200
-47% -$1.73M
MSFT icon
15
PUT
Microsoft
MSFT
$3.45T
$1.78M 1%
19,500
– –
CVX icon
16
PUT
Chevron
CVX
$392B
$1.6M 0.89%
14,000
-5,000
-26% -$598K
BAC icon
17
PUT
Bank of America
BAC
$435B
$1.4M 0.78%
46,500
+6,500
+16% +$204K
C icon
18
PUT
Citigroup
C
$222B
$1.22M 0.68%
18,000
+6,000
+50% +$451K
JPM icon
19
PUT
JPMorgan Chase
JPM
$935B
$1.21M 0.68%
11,000
+1,000
+10% +$113K
EOG icon
20
CALL
EOG Resources
EOG
$79.2B
$1.14M 0.64%
+10,800
New +$1.16M
EOG icon
21
PUT
EOG Resources
EOG
$79.2B
$1.14M 0.64%
10,800
+200
+2% +$21.6K
EEM icon
22
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$1.09M 0.61%
22,500
-12,500
-36% -$613K
MS icon
23
CALL
Morgan Stanley
MS
$331B
$971K 0.54%
18,000
+8,000
+80% +$443K
MS icon
24
PUT
Morgan Stanley
MS
$331B
$971K 0.54%
18,000
-4,500
-20% -$249K
HAL icon
25
CALL
Halliburton
HAL
$26.9B
$934K 0.52%
19,900
-5,000
-20% -$247K
1
2 3 4 5

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AEPI
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AC
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CC
ClearArc Capital Cincinnati, Ohio $257M AUM 33.81% 1-Year Est. Return
LA
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JFM
Jackson Financial Management Costa Mesa, California $194M AUM 21.54% 1-Year Est. Return
SHA
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GCA
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Bach Option's Q1 2018 Portfolio in Review

As of Q1 2018, Bach Option held 105 positions worth $179M, up 22% from $147M the previous quarter. Its ten largest holdings account for 74% of the portfolio.

Bach Option deployed $33.1M of net new capital in Q1 2018, opening 15 new positions and adding to 16 existing holdings. Its largest new stake was iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019: 12,290 shares worth $581K.

By sector, the portfolio is most concentrated in Healthcare at 0.18% of assets, followed by Financials and Communication Services.

On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $1.26M trimmed.

  • Bach Option's largest Q1 2018 buy was iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019: 12,290 shares worth $581K.
  • Bach Option added most to State Street SPDR S&P 500 ETF Trust in Q1 2018, an estimated $11.9M increase.
  • Bach Option's biggest Q1 2018 reduction was Invesco QQQ Trust, cutting an estimated $1.26M.
  • Bach Option fully exited Apple in Q1 2018, selling an estimated $1.33M.
  • Bach Option's ten largest holdings make up 74% of its $179M portfolio in Q1 2018.
  • Bach Option opened 15 new positions and closed 40 in Q1 2018.
  • Bach Option's portfolio value rose 22% quarter-over-quarter to $179M.

Based on Bach Option's 13F filing for Q1 2018, filed 11 Apr 2018.