Bach Option Ltd
Follow13F filer, CIK 1667391, WANCHAI, Hong Kong
Bach Option Ltd reported $311,364,000 across 113 holdings for the quarter ended 2018-09-30, in a 13F-HR filed 2018-10-10. Its ten largest share positions make up 84.59% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001085146-18-002312
- Period
- 2018-09-30
- Reported value
- $311M
- Holdings
- 113
- Top 10 weight
- 84.59%
- New
- 31
- Sold out
- 15
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| SPYnew | +30,327 | $8.82M |
| GLDadded | +17,096 | $1.93M |
| EFAadded | +22,521 | $1.53M |
| QQQadded | +7,719 | $1.43M |
| TLTnew | +7,267 | $852K |
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 |
|---|---|---|
| HYGreduced | -23,500 | -$2.03M |
| PRUexited | -5,703 | -$533K |
| TSMexited | -9,184 | -$336K |
| BIIBexited | -1,148 | -$333K |
| LNCexited | -4,840 | -$301K |
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, Q3 2018
Share positions as resolved from 13F-HR 0001085146-18-002312, largest first. % of portfolio is the value over $23,378,000, 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 | 30,327 | $8.82M | 37.71% | new | Timeline | ||
| GLDSPDR GOLD TR | 22,425 | $2.53M | 10.82% | +17,096 | Timeline | ||
| EFAISHARES TR | 26,333 | $1.79M | 7.66% | +22,521 | Timeline | ||
| QQQINVESCO QQQ TR | 8,935 | $1.66M | 7.1% | +7,719 | Timeline | ||
| EEMISHARES TR | 29,935 | $1.28M | 5.5% | +16,666 | Timeline | ||
| AMZNAMAZON COM INC | 445 | $891K | 3.81% | +319 | Timeline | ||
| TLTISHARES TR | 7,267 | $852K | 3.64% | new | Timeline | ||
| HYGISHARES TR | 9,628 | $832K | 3.56% | -23,500 | Timeline | ||
| LVSLAS VEGAS SANDS CORP | 10,317 | $612K | 2.62% | new | Timeline | ||
| IWMISHARES TR | 2,997 | $506K | 2.16% | +598 | Timeline | ||
| MSMORGAN STANLEY | 9,805 | $457K | 1.95% | +3,266 | Timeline | ||
| NFLXNETFLIX INC. | 1,061 | $397K | 1.7% | +419 | Timeline | ||
| METAMETA PLATFORMS INC | 2,327 | $383K | 1.64% | +667 | Timeline | ||
| TAT&T INC | 9,872 | $332K | 1.42% | -662 | Timeline | ||
| SLVISHARES SILVER TR | 23,738 | $326K | 1.39% | new | Timeline | ||
| BLACKROCK INCBLACKROCK INC | 679 | $320K | 1.37% | new | |||
| BABOEING CO | 845 | $314K | 1.34% | new | Timeline | ||
| DISDISNEY WALT CO | 2,306 | $270K | 1.15% | new | Timeline | ||
| SBUXSTARBUCKS CORP | 4,679 | $266K | 1.14% | -199 | Timeline | ||
| MMM3M CO | 1,053 | $222K | 0.95% | new | Timeline | ||
| MASMASCO CORP | 5,525 | $202K | 0.86% | new | Timeline | ||
| FFORD MTR CO | 12,361 | $114K | 0.49% | 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 | 221,500 | $64.4M | +81,900 |
| SPYSTATE STR SPDR S&P 500 ETF T SHS | call | 139,300 | $40.5M | -54,200 |
| AMZNAMAZON COM INC COM | put | 5,300 | $10.6M | new |
| HYGISHARES TR IBOXX HI YD ETF | put | 116,500 | $10.1M | -900 |
| EFAISHARES TR MSCI EAFE ETF | put | 148,000 | $10.1M | new |
| IWMISHARES TR SHS | put | 57,000 | $9.62M | +37,000 |
| QQQINVESCO QQQ TR COM | call | 51,000 | $9.48M | -29,000 |
| EEMISHARES TR MSCI EMG MKT ETF | call | 214,000 | $9.19M | +140,000 |
| IWMISHARES TR SHS | call | 54,000 | $9.11M | +42,000 |
| QQQINVESCO QQQ TR COM | put | 37,500 | $6.97M | +27,500 |
| GLDSPDR GOLD TR GOLD SHS | put | 56,500 | $6.37M | +11,500 |
| EEMISHARES TR MSCI EMG MKT ETF | put | 134,000 | $5.75M | +60,000 |
| BABAALIBABA GROUP HLDG LTD SPONSORED ADS | put | 34,000 | $5.6M | new |
| TLTISHARES TR 20 YR TR BD ETF | put | 47,200 | $5.54M | 0 |
| TLTISHARES TR 20 YR TR BD ETF | call | 47,200 | $5.54M | 0 |
| BARCLAYS BK PLCBARCLAYS BK PLC IPATH S&P500 VIX | put | 142,700 | $3.79M | +2,500 |
| NVDANVIDIA CORPORATION COM | put | 10,000 | $2.81M | 0 |
| GLDSPDR GOLD TR GOLD SHS | call | 24,000 | $2.71M | +4,000 |
| AAPLAPPLE INC COM | put | 11,700 | $2.64M | new |
| MUMICRON TECHNOLOGY INC COM | put | 55,000 | $2.49M | +40,000 |
| MSMORGAN STANLEY COM | call | 42,500 | $1.98M | +17,000 |
| EWJISHARES INC SHS | call | 30,000 | $1.81M | new |
| MSFTMICROSOFT CORP COM | put | 15,500 | $1.77M | 0 |
| VVISA INC COM | put | 11,500 | $1.73M | +1,000 |
| VVISA INC COM | call | 11,500 | $1.73M | +1,000 |
| MSMORGAN STANLEY COM | put | 35,000 | $1.63M | +17,000 |
| COPCONOCOPHILLIPS COM | call | 21,000 | $1.62M | +5,600 |
| TSMTAIWAN SEMICONDUCTOR MANUFAC SPONSORED ADS | put | 34,200 | $1.51M | +5,000 |
| BARCLAYS BK PLCBARCLAYS BK PLC IPATH S&P500 VIX | call | 54,000 | $1.43M | +40,000 |
| ETNEATON CORP PLC COM | put | 15,700 | $1.36M | -2,500 |
| ETNEATON CORP PLC COM | call | 15,700 | $1.36M | -2,500 |
| PRUPRUDENTIAL FINL INC Stock | put | 13,000 | $1.32M | +1,000 |
| PRUPRUDENTIAL FINL INC Stock | call | 13,000 | $1.32M | +1,000 |
| SLBSLB LIMITED COM | call | 20,500 | $1.25M | new |
| IEFISHARES TR 7-10 YR TRSY BD | call | 12,300 | $1.24M | +200 |
| IEFISHARES TR 7-10 YR TRSY BD | put | 12,100 | $1.22M | 0 |
| PLDPROLOGIS INC. COM | put | 18,000 | $1.22M | new |
| PLDPROLOGIS INC. COM | call | 18,000 | $1.22M | new |
| MSFTMICROSOFT CORP COM | call | 10,500 | $1.2M | -2,500 |
| XOMEXXON MOBIL CORP COM | call | 14,000 | $1.19M | +4,000 |
| INGERSOLL-RAND PLCINGERSOLL-RAND PLC SHS | put | 11,500 | $1.18M | 0 |
| INGERSOLL-RAND PLCINGERSOLL-RAND PLC SHS | call | 11,500 | $1.18M | 0 |
| GDXJVANECK ETF TRUST JUNIOR GOLD MINE | call | 40,000 | $1.1M | +26,200 |
| SMHVANECK ETF TRUST COM | call | 10,000 | $1.06M | new |
| BACBANK OF AMER CORP COM | call | 36,000 | $1.06M | +5,500 |
| CCITIGROUP INC COM | put | 14,000 | $1M | -6,000 |
| CCITIGROUP INC COM | call | 14,000 | $1M | -6,000 |
| GILDGILEAD SCIENCES INC COM | put | 12,500 | $965K | -3,500 |
| GILDGILEAD SCIENCES INC COM | call | 12,500 | $965K | -3,500 |
| UALUNITED AIRLS HLDGS INC Stock | put | 10,000 | $891K | 0 |
| UALUNITED AIRLS HLDGS INC Stock | call | 10,000 | $891K | 0 |
| SBUXSTARBUCKS CORP COM | put | 15,400 | $875K | 0 |
| MRKMERCK & CO INC COM | call | 12,200 | $865K | new |
| COPCONOCOPHILLIPS COM | put | 11,000 | $851K | new |
| TAT&T INC COM | put | 25,000 | $840K | +5,000 |
| GMGENERAL MTRS CO Stock | call | 24,500 | $825K | -7,500 |
| GDXJVANECK ETF TRUST JUNIOR GOLD MINE | put | 30,000 | $822K | +16,200 |
| BACBANK OF AMER CORP COM | put | 27,000 | $795K | +5,500 |
| DALDELTA AIR LINES INC Stock | put | 13,500 | $781K | new |
| DALDELTA AIR LINES INC Stock | call | 13,500 | $781K | new |
| CCLCARNIVAL CORP Stock | put | 12,100 | $772K | new |
| CCLCARNIVAL CORP Stock | call | 12,100 | $772K | new |
| LVSLAS VEGAS SANDS CORP Stock | put | 13,000 | $771K | 0 |
| LVSLAS VEGAS SANDS CORP Stock | call | 13,000 | $771K | 0 |
| SLVISHARES SILVER TR COM | put | 55,000 | $755K | +20,000 |
| SLVISHARES SILVER TR COM | call | 55,000 | $755K | +20,000 |
| TSMTAIWAN SEMICONDUCTOR MANUFAC SPONSORED ADS | call | 16,400 | $724K | +5,000 |
| TXTTEXTRON INC Stock | put | 10,000 | $715K | -1,200 |
| TXTTEXTRON INC Stock | call | 10,000 | $715K | -1,200 |
| PFEPFIZER INC COM | put | 15,100 | $665K | new |
| PFEPFIZER INC COM | call | 15,100 | $665K | new |
| ADMARCHER DANIELS MIDLAND CO Stock | put | 13,100 | $659K | 0 |
| ADMARCHER DANIELS MIDLAND CO Stock | call | 13,100 | $659K | 0 |
| CTRIP COM INTL LTDCTRIP COM INTL LTD AMERICAN DEP SHS | put | 15,000 | $558K | 0 |
| MASMASCO CORP COM | put | 14,300 | $523K | new |
| MASMASCO CORP COM | call | 14,300 | $523K | new |
| IRMIRON MTN INC DEL REIT | put | 15,000 | $518K | +5,000 |
| IRMIRON MTN INC DEL REIT | call | 15,000 | $518K | +5,000 |
| TAT&T INC COM | call | 15,000 | $504K | +5,000 |
| CSCOCISCO SYS INC COM | put | 10,000 | $487K | new |
| CSCOCISCO SYS INC COM | call | 10,000 | $487K | new |
| HALHALLIBURTON CO Stock | call | 11,500 | $466K | -1,000 |
| GDXVANECK ETF TRUST GOLD MINERS ETF | put | 25,000 | $463K | 0 |
| GDXVANECK ETF TRUST GOLD MINERS ETF | call | 25,000 | $463K | 0 |
| WYWEYERHAEUSER CO REIT | put | 11,000 | $355K | 0 |
| WYWEYERHAEUSER CO REIT | call | 11,000 | $355K | 0 |
| GTGOODYEAR TIRE & RUBR CO COM | put | 13,400 | $313K | 0 |
| GTGOODYEAR TIRE & RUBR CO COM | call | 13,400 | $313K | 0 |
| XLFSELECT SECTOR SPDR TR SHS | call | 10,000 | $276K | -5,000 |
| FFORD MTR CO Stock | put | 20,000 | $185K | 0 |
| FFORD MTR CO Stock | call | 20,000 | $185K | 0 |
Sold out in Q3 2018
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| WFCWELLS FARGO & CO | 10,000 | $554K | put |
| WFCWELLS FARGO & CO | 10,000 | $554K | call |
| PRUPRUDENTIAL FINL INC | 5,703 | $533K | shares |
| GMGENERAL MTRS CO | 12,000 | $473K | put |
| EXCEXELON CORP | 11,100 | $473K | call |
| TSMTAIWAN SEMICONDUCTOR MANUFAC | 9,184 | $336K | shares |
| BIIBBIOGEN INC | 1,148 | $333K | shares |
| LNCLINCOLN NATL CORP IND | 4,840 | $301K | shares |
| ETNEATON CORP PLC | 3,792 | $283K | shares |
| UNHUNITEDHEALTH GROUP INC | 1,154 | $283K | shares |
| JPMJPMORGAN CHASE & CO | 2,533 | $264K | shares |
| CCITIGROUP INC | 3,718 | $249K | shares |
| CMICUMMINS INC | 1,784 | $237K | shares |
| SMHVANECK ETF TRUST | 2,293 | $235K | shares |
| AVGOBROADCOM INC | 916 | $222K | shares |
How Q3 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 0001085146-18-002312 | base | 2018-10-10 | acceptance time not in the bulk data set |