Bach Option Ltd
Follow13F filer, CIK 1667391, WANCHAI, Hong Kong
Bach Option Ltd reported $210,731,000 across 97 holdings for the quarter ended 2018-06-30, in a 13F-HR filed 2018-07-16. Its ten largest share positions make up 67.04% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001085146-18-001695
- Period
- 2018-06-30
- Reported value
- $211M
- Holdings
- 97
- Top 10 weight
- 67.04%
- New
- 59
- Sold out
- 27
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| HYGnew | +33,128 | $2.82M |
| GLDnew | +5,329 | $632K |
| EEMnew | +13,269 | $575K |
| PRUnew | +5,703 | $533K |
| IWMnew | +2,399 | $393K |
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 |
|---|---|---|
| SPYexited | -67,980 | -$17.9M |
| XLFexited | -28,512 | -$786K |
| BARCLAYS BK PLCexited | -12,290 | -$581K |
| TLTexited | -3,825 | -$466K |
| XLYexited | -3,529 | -$357K |
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, Q2 2018
Share positions as resolved from 13F-HR 0001085146-18-001695, largest first. % of portfolio is the value over $9,833,000, the sum of the share positions whose value is usable for ratios (method).
| Security | History | Shares | Value | % of portfolio | Change | Latest event | Timeline |
|---|---|---|---|---|---|---|---|
| HYGISHARES TR | 33,128 | $2.82M | 28.67% | new | Timeline | ||
| GLDSPDR GOLD TR | 5,329 | $632K | 6.43% | new | Timeline | ||
| EEMISHARES TR | 13,269 | $575K | 5.85% | new | Timeline | ||
| PRUPRUDENTIAL FINL INC | 5,703 | $533K | 5.42% | new | Timeline | ||
| IWMISHARES TR | 2,399 | $393K | 4% | new | Timeline | ||
| TAT&T INC | 10,534 | $338K | 3.44% | +4,281 | Timeline | ||
| TSMTAIWAN SEMICONDUCTOR MANUFAC | 9,184 | $336K | 3.42% | new | Timeline | ||
| BIIBBIOGEN INC | 1,148 | $333K | 3.39% | -32 | Timeline | ||
| METAMETA PLATFORMS INC | 1,660 | $323K | 3.28% | new | Timeline | ||
| MSMORGAN STANLEY | 6,539 | $310K | 3.15% | new | Timeline | ||
| LNCLINCOLN NATL CORP IND | 4,840 | $301K | 3.06% | new | Timeline | ||
| ETNEATON CORP PLC | 3,792 | $283K | 2.88% | new | Timeline | ||
| UNHUNITEDHEALTH GROUP INC | 1,154 | $283K | 2.88% | new | Timeline | ||
| JPMJPMORGAN CHASE & CO | 2,533 | $264K | 2.68% | +9 | Timeline | ||
| EFAISHARES TR | 3,812 | $255K | 2.59% | new | Timeline | ||
| NFLXNETFLIX INC. | 642 | $251K | 2.55% | new | Timeline | ||
| CCITIGROUP INC | 3,718 | $249K | 2.53% | new | Timeline | ||
| SBUXSTARBUCKS CORP | 4,878 | $238K | 2.42% | new | Timeline | ||
| CMICUMMINS INC | 1,784 | $237K | 2.41% | new | Timeline | ||
| SMHVANECK ETF TRUST | 2,293 | $235K | 2.39% | new | Timeline | ||
| AVGOBROADCOM INC | 916 | $222K | 2.26% | new | Timeline | ||
| AMZNAMAZON COM INC | 126 | $214K | 2.18% | new | Timeline | ||
| QQQINVESCO QQQ TR | 1,216 | $209K | 2.13% | 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 | call | 193,500 | $52.5M | +67,800 |
| SPYSTATE STR SPDR S&P 500 ETF T SHS | put | 139,600 | $37.9M | -66,200 |
| QQQINVESCO QQQ TR COM | call | 80,000 | $13.7M | new |
| HYGISHARES TR IBOXX HI YD ETF | put | 117,400 | $9.99M | +78,000 |
| TLTISHARES TR 20 YR TR BD ETF | put | 47,200 | $5.75M | +3,500 |
| TLTISHARES TR 20 YR TR BD ETF | call | 47,200 | $5.75M | +16,500 |
| GLDSPDR GOLD TR GOLD SHS | put | 45,000 | $5.34M | +22,500 |
| BARCLAYS BK PLCBARCLAYS BK PLC IPATH S&P500 VIX | put | 140,200 | $5.18M | +123,700 |
| IWMISHARES TR SHS | put | 20,000 | $3.28M | new |
| EEMISHARES TR MSCI EMG MKT ETF | put | 74,000 | $3.21M | +64,000 |
| EEMISHARES TR MSCI EMG MKT ETF | call | 74,000 | $3.21M | +51,500 |
| GLDSPDR GOLD TR GOLD SHS | call | 20,000 | $2.37M | 0 |
| NVDANVIDIA CORPORATION COM | put | 10,000 | $2.37M | new |
| IWMISHARES TR SHS | call | 12,000 | $1.97M | -7,200 |
| QQQINVESCO QQQ TR COM | put | 10,000 | $1.72M | new |
| MSFTMICROSOFT CORP COM | put | 15,500 | $1.53M | -4,000 |
| VVISA INC COM | put | 10,500 | $1.39M | new |
| VVISA INC COM | call | 10,500 | $1.39M | new |
| ETNEATON CORP PLC COM | put | 18,200 | $1.36M | new |
| ETNEATON CORP PLC COM | call | 18,200 | $1.36M | new |
| CCITIGROUP INC COM | put | 20,000 | $1.34M | +2,000 |
| CCITIGROUP INC COM | call | 20,000 | $1.34M | +7,000 |
| MSFTMICROSOFT CORP COM | call | 13,000 | $1.28M | new |
| GMGENERAL MTRS CO Stock | call | 32,000 | $1.26M | +20,000 |
| IEFISHARES TR 7-10 YR TRSY BD | put | 12,100 | $1.24M | new |
| IEFISHARES TR 7-10 YR TRSY BD | call | 12,100 | $1.24M | new |
| MSMORGAN STANLEY COM | call | 25,500 | $1.21M | +7,500 |
| GILDGILEAD SCIENCES INC COM | put | 16,000 | $1.13M | new |
| GILDGILEAD SCIENCES INC COM | call | 16,000 | $1.13M | new |
| PRUPRUDENTIAL FINL INC Stock | put | 12,000 | $1.12M | new |
| PRUPRUDENTIAL FINL INC Stock | call | 12,000 | $1.12M | new |
| COPCONOCOPHILLIPS COM | call | 15,400 | $1.07M | +5,000 |
| TSMTAIWAN SEMICONDUCTOR MANUFAC SPONSORED ADS | put | 29,200 | $1.07M | new |
| INGERSOLL-RAND PLCINGERSOLL-RAND PLC SHS | put | 11,500 | $1.03M | new |
| INGERSOLL-RAND PLCINGERSOLL-RAND PLC SHS | call | 11,500 | $1.03M | new |
| LVSLAS VEGAS SANDS CORP Stock | put | 13,000 | $993K | new |
| LVSLAS VEGAS SANDS CORP Stock | call | 13,000 | $993K | new |
| BACBANK OF AMER CORP COM | call | 30,500 | $860K | +4,000 |
| MSMORGAN STANLEY COM | put | 18,000 | $853K | 0 |
| XOMEXXON MOBIL CORP COM | call | 10,000 | $827K | new |
| MUMICRON TECHNOLOGY INC COM | put | 15,000 | $787K | 0 |
| SBUXSTARBUCKS CORP COM | put | 15,400 | $752K | +2,500 |
| TXTTEXTRON INC Stock | put | 11,200 | $738K | new |
| TXTTEXTRON INC Stock | call | 11,200 | $738K | new |
| CTRIP COM INTL LTDCTRIP COM INTL LTD AMERICAN DEP SHS | put | 15,000 | $714K | new |
| UALUNITED AIRLS HLDGS INC Stock | put | 10,000 | $697K | new |
| UALUNITED AIRLS HLDGS INC Stock | call | 10,000 | $697K | new |
| TAT&T INC COM | put | 20,000 | $642K | 0 |
| BACBANK OF AMER CORP COM | put | 21,500 | $606K | -25,000 |
| ADMARCHER DANIELS MIDLAND CO Stock | put | 13,100 | $600K | new |
| ADMARCHER DANIELS MIDLAND CO Stock | call | 13,100 | $600K | new |
| HALHALLIBURTON CO Stock | call | 12,500 | $563K | -7,400 |
| GDXVANECK ETF TRUST GOLD MINERS ETF | put | 25,000 | $558K | new |
| GDXVANECK ETF TRUST GOLD MINERS ETF | call | 25,000 | $558K | new |
| WFCWELLS FARGO & CO COM | put | 10,000 | $554K | new |
| WFCWELLS FARGO & CO COM | call | 10,000 | $554K | new |
| SLVISHARES SILVER TR COM | put | 35,000 | $530K | +20,000 |
| SLVISHARES SILVER TR COM | call | 35,000 | $530K | +20,000 |
| BARCLAYS BK PLCBARCLAYS BK PLC IPATH S&P500 VIX | call | 14,000 | $517K | -31,000 |
| GMGENERAL MTRS CO Stock | put | 12,000 | $473K | 0 |
| EXCEXELON CORP Stock | call | 11,100 | $473K | new |
| GDXJVANECK ETF TRUST JUNIOR GOLD MINE | put | 13,800 | $451K | new |
| GDXJVANECK ETF TRUST JUNIOR GOLD MINE | call | 13,800 | $451K | new |
| TSMTAIWAN SEMICONDUCTOR MANUFAC SPONSORED ADS | call | 11,400 | $417K | new |
| WYWEYERHAEUSER CO REIT | put | 11,000 | $401K | -10,500 |
| WYWEYERHAEUSER CO REIT | call | 11,000 | $401K | -10,500 |
| XLFSELECT SECTOR SPDR TR SHS | call | 15,000 | $399K | new |
| IRMIRON MTN INC DEL REIT | put | 10,000 | $350K | -5,700 |
| IRMIRON MTN INC DEL REIT | call | 10,000 | $350K | -5,700 |
| TAT&T INC COM | call | 10,000 | $321K | 0 |
| GTGOODYEAR TIRE & RUBR CO COM | put | 13,400 | $312K | new |
| GTGOODYEAR TIRE & RUBR CO COM | call | 13,400 | $312K | new |
| FFORD MTR CO Stock | put | 20,000 | $221K | +7,500 |
| FFORD MTR CO Stock | call | 20,000 | $221K | +7,500 |
Sold out in Q2 2018
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| SPYSTATE STR SPDR S&P 500 ETF T | 67,980 | $17.9M | shares |
| PowerShares QQQ Trust Unit …PowerShares QQQ Trust Unit Ser | 31,500 | $5.04M | put |
| NFLXNETFLIX INC. | 13,000 | $3.84M | put |
| AAPLAPPLE INC | 21,300 | $3.57M | put |
| BABAALIBABA GROUP HLDG LTD | 10,500 | $1.93M | put |
| CVXCHEVRON CORPORATION | 14,000 | $1.6M | put |
| JPMJPMORGAN CHASE & CO | 11,000 | $1.21M | put |
| EOGEOG RES INC | 10,800 | $1.14M | put |
| EOGEOG RES INC | 10,800 | $1.14M | call |
| AXPAMERICAN EXPRESS CO | 10,000 | $933K | put |
| OXYOCCIDENTAL PETE CORP | 14,000 | $909K | call |
| RGLDROYAL GOLD INC | 10,000 | $859K | put |
| NEMNEWMONT CORP | 21,800 | $852K | put |
| NEMNEWMONT CORP | 21,800 | $852K | call |
| GRMNGARMIN LTD | 13,800 | $813K | put |
| XLFSELECT SECTOR SPDR TR | 28,512 | $786K | shares |
| SBUXSTARBUCKS CORP | 12,900 | $747K | call |
| LNCLINCOLN NATL CORP IND | 10,000 | $731K | put |
| LNCLINCOLN NATL CORP IND | 10,000 | $731K | call |
| SLBSLB LIMITED | 10,000 | $648K | call |
| BARCLAYS BK PLCBARCLAYS BK PLC | 12,290 | $581K | shares |
| CSCOCISCO SYS INC | 12,500 | $536K | put |
| TLTISHARES TR | 3,825 | $466K | shares |
| XLYSELECT SECTOR SPDR TR | 3,529 | $357K | shares |
| GLWCORNING INC | 12,500 | $349K | put |
| GLWCORNING INC | 12,500 | $349K | call |
| PowerShares QQQ Trust Unit …PowerShares QQQ Trust Unit Ser | 1,987 | $318K | shares |
How Q2 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 0001085146-18-001695 | base | 2018-07-16 | acceptance time not in the bulk data set |