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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
-12.44%
1 Year Est. Return
+21.45%
3 Year Est. Return
+30.59%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$380M
AUM Growth
+$68.6M
Cap. Flow
+$112M
Cap. Flow %
29.6%
Top 10 Hldgs %
63.28%
Holding
177
New
64
Increased
33
Reduced
29
Closed
25

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$13.4M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$5.89M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$2.96M
4
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
+$1.98M
5
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$1.47M

Top Sells

Rank Stock Value
1
GLD icon
SPDR Gold Trust
GLD
+$2.61M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$1.49M
3
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$382K
4
SLV icon
iShares Silver Trust
SLV
+$324K
5
BLK icon
Blackrock
BLK
+$320K

Sector Composition

Rank Sector Weight
1 Financials 1.35%
2 Consumer Discretionary 1.24%
3 Communication Services 0.89%
4 Technology 0.88%
5 Industrials 0.69%
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
$116M 30.44%
462,600
+241,100
+109% +$65M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$46.9M 12.34%
187,500
+48,200
+35% +$13M
SPY icon
3
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$20M 5.27%
80,006
+49,679
+164% +$13.4M
IWM icon
4
CALL
iShares Russell 2000 ETF
IWM
$79.8B
$11.1M 2.93%
83,000
+29,000
+54% +$4.33M
TLT icon
5
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$10.6M 2.79%
87,200
+40,000
+85% +$4.63M
EFA icon
6
PUT
iShares MSCI EAFE ETF
EFA
$78B
$8.81M 2.32%
150,000
+2,000
+1% +$125K
AMZN icon
7
PUT
Amazon
AMZN
$2.92T
$7.66M 2.02%
102,000
-4,000
-4% -$333K
EFA icon
8
iShares MSCI EAFE ETF
EFA
$78B
$7.09M 1.87%
120,712
+94,379
+358% +$5.89M
TLT icon
9
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$6.95M 1.83%
57,200
+10,000
+21% +$1.16M
IWM icon
10
PUT
iShares Russell 2000 ETF
IWM
$79.8B
$5.64M 1.48%
42,000
-15,000
-26% -$2.24M
HYG icon
11
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$5.19M 1.37%
64,000
-52,500
-45% -$4.39M
QQQ icon
12
CALL
Invesco QQQ Trust
QQQ
$453B
$4.63M 1.22%
30,000
-21,000
-41% -$3.51M
VXX
13
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$4.57M 1.2%
97,500
-45,200
-32% -$1.67M
BABA icon
14
PUT
Alibaba
BABA
$293B
$4.25M 1.12%
31,000
-3,000
-9% -$444K
AAPL icon
15
PUT
Apple
AAPL
$4.54T
$3.98M 1.05%
100,800
+54,000
+115% +$2.62M
GLD icon
16
PUT
SPDR Gold Trust
GLD
$131B
$3.82M 1.01%
31,500
-25,000
-44% -$2.9M
EEM icon
17
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$3.52M 0.93%
90,000
-124,000
-58% -$4.97M
EEM icon
18
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$3.52M 0.93%
90,000
-44,000
-33% -$1.76M
GLD icon
19
CALL
SPDR Gold Trust
GLD
$131B
$3.21M 0.85%
26,500
+2,500
+10% +$290K
QQQ icon
20
PUT
Invesco QQQ Trust
QQQ
$453B
$3.09M 0.81%
20,000
-17,500
-47% -$2.93M
IWM icon
21
iShares Russell 2000 ETF
IWM
$79.8B
$3.06M 0.81%
22,815
+19,818
+661% +$2.96M
VXX
22
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$2.51M 0.66%
+53,587
New +$1.98M
VXX icon
23
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$154M
$2.35M 0.62%
+781
New +$1.85M
HYG icon
24
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$2.21M 0.58%
27,183
+17,555
+182% +$1.47M
NFLX icon
25
PUT
Netflix
NFLX
$299B
$2.14M 0.56%
+80,000
New +$2.39M
1
2 3 4 5

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CC
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JFM
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Bach Option's Q4 2018 Portfolio in Review

As of Q4 2018, Bach Option held 177 positions worth $380M, up 22% from $311M the previous quarter. Its ten largest holdings account for 63% of the portfolio.

Bach Option deployed $112M of net new capital in Q4 2018, opening 64 new positions and adding to 33 existing holdings. Its largest new stake was iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019: 53,587 shares worth $2.51M.

By sector, the portfolio is most concentrated in Financials at 1.4% of assets, up from 0.25% a quarter earlier, followed by Consumer Discretionary and Communication Services.

On the sell side, the largest reduction was iShares 20+ Year Treasury Bond ETF, an estimated $382K trimmed.

  • Bach Option's largest Q4 2018 buy was iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019: 53,587 shares worth $2.51M.
  • Bach Option added most to State Street SPDR S&P 500 ETF Trust in Q4 2018, an estimated $13.4M increase.
  • Bach Option's biggest Q4 2018 reduction was iShares 20+ Year Treasury Bond ETF, cutting an estimated $382K.
  • Bach Option fully exited SPDR Gold Trust in Q4 2018, selling an estimated $2.61M.
  • Bach Option's ten largest holdings make up 63% of its $380M portfolio in Q4 2018.
  • Bach Option opened 64 new positions and closed 25 in Q4 2018.
  • Bach Option's portfolio value rose 22% quarter-over-quarter to $380M.

Based on Bach Option's 13F filing for Q4 2018, filed 28 Jan 2019.