Bach Option Ltd
Follow13F filer, CIK 1667391, WANCHAI, Hong Kong
Bach Option Ltd reported $178,718,000 across 65 holdings for the quarter ended 2018-03-31, in a 13F-HR filed 2018-04-11. Its ten largest share positions make up 100% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001085146-18-001061
- Period
- 2018-03-31
- Reported value
- $179M
- Holdings
- 65
- Top 10 weight
- 100%
- New
- 15
- Sold out
- 40
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| SPYadded | +43,706 | $11.5M |
| BARCLAYS BK PLCnew | +12,290 | $581K |
| TLTnew | +3,825 | $466K |
| BIIBnew | +1,180 | $323K |
| Tnew | +6,253 | $223K |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Largest sells vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| AAPLexited | -7,744 | -$1.31M |
| PowerShares QQQ Trust Unit …reduced | -7,607 | -$1.22M |
| XLFreduced | -32,423 | -$894K |
| IWMexited | -5,375 | -$818K |
| CRMexited | -3,987 | -$408K |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Holdings, Q1 2018
Share positions as resolved from 13F-HR 0001085146-18-001061, largest first. % of portfolio is the value over $21,221,000, the sum of the share positions whose value is usable for ratios (method).
| Security | History | Shares | Value | % of portfolio | Change | Latest event | Timeline |
|---|---|---|---|---|---|---|---|
| SPYSTATE STR SPDR S&P 500 ETF T | 67,980 | $17.9M | 84.3% | +43,706 | Timeline | ||
| XLFSELECT SECTOR SPDR TR | 28,512 | $786K | 3.7% | -32,423 | Timeline | ||
| BARCLAYS BK PLCBARCLAYS BK PLC | 12,290 | $581K | 2.74% | new | |||
| TLTISHARES TR | 3,825 | $466K | 2.2% | new | Timeline | ||
| XLYSELECT SECTOR SPDR TR | 3,529 | $357K | 1.68% | -3,649 | Timeline | ||
| BIIBBIOGEN INC | 1,180 | $323K | 1.52% | new | Timeline | ||
| PowerShares QQQ Trust Unit …PowerShares QQQ Trust Unit Ser | 1,987 | $318K | 1.5% | -7,607 | |||
| JPMJPMORGAN CHASE & CO | 2,524 | $278K | 1.31% | -849 | Timeline | ||
| TAT&T INC | 6,253 | $223K | 1.05% | new | Timeline |
Options
Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| SPYSTATE STR SPDR S&P 500 ETF T SHS | put | 205,800 | $54.2M | +122,800 |
| SPYSTATE STR SPDR S&P 500 ETF T SHS | call | 125,700 | $33.1M | +67,000 |
| TLTISHARES TR 20 YR TR BD ETF | put | 43,700 | $5.33M | +700 |
| PowerShares QQQ Trust Unit …PowerShares QQQ Trust Unit Ser COM | put | 31,500 | $5.04M | -1,000 |
| NFLXNETFLIX INC. COM | put | 13,000 | $3.84M | +3,000 |
| TLTISHARES TR 20 YR TR BD ETF | call | 30,700 | $3.74M | -4,800 |
| AAPLAPPLE INC COM | put | 21,300 | $3.57M | -7,100 |
| HYGISHARES TR IBOXX HI YD ETF | put | 39,400 | $3.37M | +9,500 |
| IWMISHARES TR SHS | call | 19,200 | $2.92M | +7,200 |
| GLDSPDR GOLD TR GOLD SHS | put | 22,500 | $2.83M | -4,000 |
| GLDSPDR GOLD TR GOLD SHS | call | 20,000 | $2.52M | -4,000 |
| BARCLAYS BK PLCBARCLAYS BK PLC IPATH S&P500 VIX | call | 45,000 | $2.13M | +6,200 |
| BABAALIBABA GROUP HLDG LTD SPONSORED ADS | put | 10,500 | $1.93M | -9,200 |
| MSFTMICROSOFT CORP COM | put | 19,500 | $1.78M | 0 |
| CVXCHEVRON CORPORATION COM | put | 14,000 | $1.6M | -5,000 |
| BACBANK OF AMER CORP COM | put | 46,500 | $1.4M | +6,500 |
| CCITIGROUP INC COM | put | 18,000 | $1.22M | +6,000 |
| JPMJPMORGAN CHASE & CO COM | put | 11,000 | $1.21M | +1,000 |
| EOGEOG RES INC Stock | put | 10,800 | $1.14M | +200 |
| EOGEOG RES INC Stock | call | 10,800 | $1.14M | new |
| EEMISHARES TR MSCI EMG MKT ETF | call | 22,500 | $1.09M | -12,500 |
| MSMORGAN STANLEY COM | put | 18,000 | $971K | -4,500 |
| MSMORGAN STANLEY COM | call | 18,000 | $971K | +8,000 |
| HALHALLIBURTON CO Stock | call | 19,900 | $934K | -5,000 |
| AXPAMERICAN EXPRESS CO COM | put | 10,000 | $933K | 0 |
| OXYOCCIDENTAL PETE CORP COM | call | 14,000 | $909K | -4,700 |
| CCITIGROUP INC COM | call | 13,000 | $878K | new |
| RGLDROYAL GOLD INC COM | put | 10,000 | $859K | 0 |
| NEMNEWMONT CORP COM | put | 21,800 | $852K | 0 |
| NEMNEWMONT CORP COM | call | 21,800 | $852K | 0 |
| GRMNGARMIN LTD Stock | put | 13,800 | $813K | new |
| BACBANK OF AMER CORP COM | call | 26,500 | $795K | -1,000 |
| MUMICRON TECHNOLOGY INC COM | put | 15,000 | $782K | new |
| BARCLAYS BK PLCBARCLAYS BK PLC IPATH S&P500 VIX | put | 16,500 | $781K | new |
| WYWEYERHAEUSER CO REIT | put | 21,500 | $753K | +5,000 |
| WYWEYERHAEUSER CO REIT | call | 21,500 | $753K | +5,000 |
| SBUXSTARBUCKS CORP COM | put | 12,900 | $747K | new |
| SBUXSTARBUCKS CORP COM | call | 12,900 | $747K | +1,400 |
| LNCLINCOLN NATL CORP IND Stock | put | 10,000 | $731K | 0 |
| LNCLINCOLN NATL CORP IND Stock | call | 10,000 | $731K | 0 |
| TAT&T INC COM | put | 20,000 | $713K | 0 |
| SLBSLB LIMITED COM | call | 10,000 | $648K | 0 |
| COPCONOCOPHILLIPS COM | call | 10,400 | $617K | new |
| CSCOCISCO SYS INC COM | put | 12,500 | $536K | 0 |
| IRMIRON MTN INC DEL REIT | put | 15,700 | $516K | new |
| IRMIRON MTN INC DEL REIT | call | 15,700 | $516K | new |
| EEMISHARES TR MSCI EMG MKT ETF | put | 10,000 | $483K | -22,500 |
| GMGENERAL MTRS CO Stock | put | 12,000 | $436K | new |
| GMGENERAL MTRS CO Stock | call | 12,000 | $436K | new |
| TAT&T INC COM | call | 10,000 | $357K | 0 |
| GLWCORNING INC COM | put | 12,500 | $349K | 0 |
| GLWCORNING INC COM | call | 12,500 | $349K | 0 |
| SLVISHARES SILVER TR COM | put | 15,000 | $231K | -5,000 |
| SLVISHARES SILVER TR COM | call | 15,000 | $231K | -5,000 |
| FFORD MTR CO Stock | put | 12,500 | $139K | 0 |
| FFORD MTR CO Stock | call | 12,500 | $139K | -25,000 |
Sold out in Q1 2018
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| PowerShares QQQ Trust Unit …PowerShares QQQ Trust Unit Ser | 22,500 | $3.5M | call |
| IWMISHARES TR | 17,500 | $2.66M | put |
| LYBLYONDELLBASELL INDUSTRIES NV | 16,900 | $1.86M | put |
| TXNTEXAS INSTRS INC | 14,000 | $1.46M | put |
| CVXCHEVRON CORPORATION | 11,000 | $1.38M | call |
| CRMSALESFORCE INC | 13,000 | $1.33M | put |
| LYBLYONDELLBASELL INDUSTRIES NV | 11,900 | $1.31M | call |
| AAPLAPPLE INC | 7,744 | $1.31M | shares |
| TXNTEXAS INSTRS INC | 11,000 | $1.15M | call |
| VLOVALERO ENERGY CORP | 12,000 | $1.1M | call |
| WALGREENS BOOTS ALLIANCE INCWALGREENS BOOTS ALLIANCE INC | 12,500 | $908K | call |
| TXTTEXTRON INC | 15,000 | $849K | put |
| IWMISHARES TR | 5,375 | $818K | shares |
| ETNEATON CORP PLC | 10,000 | $790K | put |
| ETNEATON CORP PLC | 10,000 | $790K | call |
| MASMASCO CORP | 17,500 | $769K | put |
| MASMASCO CORP | 17,500 | $769K | call |
| SUNTRUST BANKS INCSUNTRUST BANKS INC | 11,400 | $736K | put |
| LVSLAS VEGAS SANDS CORP | 10,500 | $730K | put |
| DALDELTA AIR LINES INC | 12,300 | $689K | call |
| NKENIKE INC | 10,000 | $626K | put |
| DALDELTA AIR LINES INC | 10,900 | $610K | put |
| CMCSACOMCAST CORP NEW | 15,000 | $601K | call |
| INTCINTEL CORP | 11,500 | $531K | put |
| INTCINTEL CORP | 11,500 | $531K | call |
| SUSUNCOR ENERGY INC NEW | 13,500 | $496K | put |
| SUSUNCOR ENERGY INC NEW | 13,500 | $496K | call |
| XLFSELECT SECTOR SPDR TR | 17,500 | $490K | put |
| ORCLORACLE CORP | 10,000 | $473K | call |
| CRMSALESFORCE INC | 3,987 | $408K | shares |
| FDXFEDEX CORP | 1,623 | $405K | shares |
| CMCSACOMCAST CORP NEW | 10,000 | $401K | put |
| UPSUNITED PARCEL SVCS INC | 3,327 | $396K | shares |
| EXCEXELON CORP | 10,000 | $394K | put |
| EXCEXELON CORP | 10,000 | $394K | call |
| XLESELECT SECTOR SPDR TR | 5,007 | $361K | shares |
| PRICELINE GRP INCPRICELINE GRP INC | 182 | $316K | shares |
| BROADCOM LTDBROADCOM LTD | 1,009 | $259K | shares |
| TSLATESLA INC | 748 | $233K | shares |
| NKENIKE INC | 3,625 | $227K | shares |
How Q1 2018 was built
Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0001085146-18-001061 | base | 2018-04-11 | acceptance time not in the bulk data set |