Bach Option Ltd
Follow13F filer, CIK 1667391, WANCHAI, Hong Kong
Bach Option Ltd reported $379,980,000 across 152 holdings for the quarter ended 2018-12-31, in a 13F-HR filed 2019-01-28. Its ten largest share positions make up 66.84% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001085146-19-000229
- Period
- 2018-12-31
- Reported value
- $380M
- Holdings
- 152
- Top 10 weight
- 66.84%
- New
- 64
- Sold out
- 25
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| SPYadded | +49,679 | $12.4M |
| EFAadded | +94,379 | $5.54M |
| IWMadded | +19,818 | $2.66M |
| BARCLAYS BK PLCnew | +53,587 | $2.51M |
| HYGadded | +17,555 | $1.42M |
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 |
|---|---|---|
| GLDexited | -22,425 | -$2.53M |
| QQQexited | -8,935 | -$1.66M |
| TLTreduced | -3,303 | -$402K |
| SLVexited | -23,738 | -$326K |
| BLACKROCK INCexited | -679 | -$320K |
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, Q4 2018
Share positions as resolved from 13F-HR 0001085146-19-000229, largest first. % of portfolio is the value over $60,911,000, 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 | 80,006 | $20M | 32.85% | +49,679 | Timeline | ||
| EFAISHARES TR | 120,712 | $7.09M | 11.64% | +94,379 | Timeline | ||
| IWMISHARES TR | 22,815 | $3.06M | 5.03% | +19,818 | Timeline | ||
| BARCLAYS BK PLCBARCLAYS BK PLC | 53,587 | $2.51M | 4.12% | new | |||
| HYGISHARES TR | 27,183 | $2.21M | 3.62% | +17,555 | Timeline | ||
| EEMISHARES TR | 43,563 | $1.7M | 2.8% | +13,628 | Timeline | ||
| MUMICRON TECHNOLOGY INC | 33,564 | $1.06M | 1.75% | new | Timeline | ||
| MSMORGAN STANLEY | 26,582 | $1.05M | 1.73% | +16,777 | Timeline | ||
| XLVSELECT SECTOR SPDR TR | 11,677 | $1.01M | 1.66% | new | Timeline | ||
| NFLXNETFLIX INC. | 3,759 | $1.01M | 1.65% | +2,698 | Timeline | ||
| AMZNAMAZON COM INC | 665 | $999K | 1.64% | +220 | Timeline | ||
| METAMETA PLATFORMS INC | 6,875 | $901K | 1.48% | +4,548 | Timeline | ||
| BIDUBAIDU INC | 5,417 | $859K | 1.41% | new | Timeline | ||
| PRUPRUDENTIAL FINL INC | 8,147 | $664K | 1.09% | new | Timeline | ||
| PKGPACKAGING CORP AMER | 7,744 | $646K | 1.06% | new | Timeline | ||
| TAT&T INC | 22,156 | $632K | 1.04% | +12,284 | Timeline | ||
| BABAALIBABA GROUP HLDG LTD | 4,567 | $626K | 1.03% | new | Timeline | ||
| IBMINTERNATIONAL BUSINESS MACHS | 5,240 | $596K | 0.98% | new | Timeline | ||
| LYBLYONDELLBASELL INDUSTRIES NV | 6,765 | $563K | 0.92% | new | Timeline | ||
| BKNGBOOKING HOLDINGS INC | 326 | $562K | 0.92% | new | Timeline | ||
| BACBANK OF AMER CORP | 21,763 | $536K | 0.88% | new | Timeline | ||
| ETNEATON CORP PLC | 7,802 | $536K | 0.88% | new | Timeline | ||
| MSFTMICROSOFT CORP | 5,109 | $519K | 0.85% | new | Timeline | ||
| TLTISHARES TR | 3,964 | $482K | 0.79% | -3,303 | Timeline | ||
| BIIBBIOGEN INC | 1,566 | $471K | 0.77% | new | Timeline | ||
| PLDPROLOGIS INC. | 7,886 | $463K | 0.76% | new | Timeline | ||
| CCLCARNIVAL CORP | 9,225 | $455K | 0.75% | new | Timeline | ||
| TSMTAIWAN SEMICONDUCTOR MANUFAC | 11,570 | $427K | 0.7% | new | Timeline | ||
| ROKROCKWELL AUTOMATION INC | 2,788 | $420K | 0.69% | new | Timeline | ||
| JPMJPMORGAN CHASE & CO | 4,005 | $391K | 0.64% | new | Timeline | ||
| SUNTRUST BANKS INCSUNTRUST BANKS INC | 7,703 | $389K | 0.64% | new | |||
| LNCLINCOLN NATL CORP IND | 7,223 | $371K | 0.61% | new | Timeline | ||
| GSGOLDMAN SACHS GROUP INC | 2,192 | $366K | 0.6% | new | Timeline | ||
| VNOVORNADO RLTY TR | 5,814 | $361K | 0.59% | new | Timeline | ||
| CMICUMMINS INC | 2,489 | $333K | 0.55% | new | Timeline | ||
| SPGIS&P GLOBAL INC | 1,899 | $323K | 0.53% | new | Timeline | ||
| KMXCARMAX INC | 5,021 | $315K | 0.52% | new | Timeline | ||
| NSCNORFOLK SOUTHN CORP | 2,027 | $303K | 0.5% | new | Timeline | ||
| LUVSOUTHWEST AIRLS CO | 6,304 | $293K | 0.48% | new | Timeline | ||
| BB & T CORPBB & T CORP | 6,600 | $286K | 0.47% | new | |||
| WDCWESTERN DIGITAL CORP | 7,670 | $284K | 0.47% | new | Timeline | ||
| VVISA INC | 2,124 | $280K | 0.46% | new | Timeline | ||
| DOVDOVER CORP | 3,877 | $275K | 0.45% | new | Timeline | ||
| CMACOMERICA INC | 3,864 | $265K | 0.44% | new | Timeline | ||
| LVSLAS VEGAS SANDS CORP | 4,817 | $251K | 0.41% | -5,500 | Timeline | ||
| EMNEASTMAN CHEM CO | 3,375 | $247K | 0.41% | new | Timeline | ||
| GTGOODYEAR TIRE & RUBR CO | 11,891 | $243K | 0.4% | new | Timeline | ||
| KANSAS CITY SOUTHERNKANSAS CITY SOUTHERN | 2,537 | $242K | 0.4% | new | |||
| NVDANVIDIA CORPORATION | 1,799 | $240K | 0.39% | new | Timeline | ||
| EBAYEBAY INC. | 8,528 | $239K | 0.39% | new | Timeline | ||
| IPINTERNATIONAL PAPER CO | 5,800 | $234K | 0.38% | new | Timeline | ||
| WYWEYERHAEUSER CO | 10,677 | $233K | 0.38% | new | Timeline | ||
| EMREMERSON ELEC CO | 3,847 | $230K | 0.38% | new | Timeline | ||
| TXNTEXAS INSTRS INC | 2,348 | $222K | 0.36% | new | Timeline | ||
| VMCVULCAN MATLS CO | 2,238 | $221K | 0.36% | new | Timeline | ||
| PSXPHILLIPS 66 | 2,503 | $216K | 0.35% | new | Timeline | ||
| SLBSLB LIMITED | 5,957 | $215K | 0.35% | new | Timeline | ||
| TIFFANY & CO NEWTIFFANY & CO NEW | 2,667 | $215K | 0.35% | new | |||
| COFCAPITAL ONE FINL CORP | 2,748 | $208K | 0.34% | new | Timeline | ||
| TSNTYSON FOODS INC | 3,836 | $205K | 0.34% | new | Timeline | ||
| XOMEXXON MOBIL CORP | 2,959 | $202K | 0.33% | new | Timeline | ||
| FFORD MTR CO | 19,015 | $145K | 0.24% | +6,654 | 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 | 462,600 | $116M | +241,100 |
| SPYSTATE STR SPDR S&P 500 ETF T SHS | call | 187,500 | $46.9M | +48,200 |
| IWMISHARES TR SHS | call | 83,000 | $11.1M | +29,000 |
| TLTISHARES TR 20 YR TR BD ETF | put | 87,200 | $10.6M | +40,000 |
| EFAISHARES TR MSCI EAFE ETF | put | 150,000 | $8.81M | +2,000 |
| AMZNAMAZON COM INC COM | put | 5,100 | $7.66M | -200 |
| TLTISHARES TR 20 YR TR BD ETF | call | 57,200 | $6.95M | +10,000 |
| IWMISHARES TR SHS | put | 42,000 | $5.64M | -15,000 |
| HYGISHARES TR IBOXX HI YD ETF | put | 64,000 | $5.19M | -52,500 |
| QQQINVESCO QQQ TR COM | call | 30,000 | $4.63M | -21,000 |
| BARCLAYS BK PLCBARCLAYS BK PLC IPATH S&P500 VIX | put | 97,500 | $4.57M | -45,200 |
| BABAALIBABA GROUP HLDG LTD SPONSORED ADS | put | 31,000 | $4.25M | -3,000 |
| AAPLAPPLE INC COM | put | 25,200 | $3.98M | +13,500 |
| GLDSPDR GOLD TR GOLD SHS | put | 31,500 | $3.82M | -25,000 |
| EEMISHARES TR MSCI EMG MKT ETF | put | 90,000 | $3.52M | -44,000 |
| EEMISHARES TR MSCI EMG MKT ETF | call | 90,000 | $3.52M | -124,000 |
| GLDSPDR GOLD TR GOLD SHS | call | 26,500 | $3.21M | +2,500 |
| QQQINVESCO QQQ TR COM | put | 20,000 | $3.09M | -17,500 |
| BARCLAYS BANK PLCBARCLAYS BANK PLC IPTH SR B S&P | call | 50,000 | $2.35M | new |
| NFLXNETFLIX INC. COM | put | 8,000 | $2.14M | new |
| SBUXSTARBUCKS CORP COM | put | 30,400 | $1.96M | +15,000 |
| MUMICRON TECHNOLOGY INC COM | put | 60,000 | $1.9M | +5,000 |
| MSFTMICROSOFT CORP COM | put | 18,500 | $1.88M | +3,000 |
| BARCLAYS BK PLCBARCLAYS BK PLC IPATH S&P500 VIX | call | 39,000 | $1.83M | -15,000 |
| VVISA INC COM | put | 13,500 | $1.78M | +2,000 |
| VVISA INC COM | call | 13,500 | $1.78M | +2,000 |
| XLVSELECT SECTOR SPDR TR SHS | put | 20,000 | $1.73M | new |
| EWJISHARES INC SHS | call | 30,000 | $1.52M | 0 |
| MSMORGAN STANLEY COM | put | 38,000 | $1.51M | +3,000 |
| MSMORGAN STANLEY COM | call | 38,000 | $1.51M | -4,500 |
| COPCONOCOPHILLIPS COM | call | 23,000 | $1.43M | +2,000 |
| TSMTAIWAN SEMICONDUCTOR MANUFAC SPONSORED ADS | put | 38,200 | $1.41M | +4,000 |
| CVXCHEVRON CORPORATION COM | call | 12,500 | $1.36M | new |
| XOMEXXON MOBIL CORP COM | call | 19,500 | $1.33M | +5,500 |
| SBUXSTARBUCKS CORP COM | call | 20,400 | $1.31M | new |
| IEFISHARES TR 7-10 YR TRSY BD | put | 12,100 | $1.26M | 0 |
| IEFISHARES TR 7-10 YR TRSY BD | call | 12,100 | $1.26M | -200 |
| MRKMERCK & CO INC COM | call | 16,200 | $1.24M | +4,000 |
| MSFTMICROSOFT CORP COM | call | 11,000 | $1.12M | +500 |
| METAMETA PLATFORMS INC COM | put | 8,500 | $1.11M | new |
| PRUPRUDENTIAL FINL INC Stock | put | 12,000 | $979K | -1,000 |
| PRUPRUDENTIAL FINL INC Stock | call | 12,000 | $979K | -1,000 |
| BIDUBAIDU INC ADR | put | 6,000 | $952K | new |
| LYBLYONDELLBASELL INDUSTRIES NV Stock | put | 11,000 | $915K | new |
| LYBLYONDELLBASELL INDUSTRIES NV Stock | call | 11,000 | $915K | new |
| GDXJVANECK ETF TRUST JUNIOR GOLD MINE | call | 30,000 | $905K | -10,000 |
| ETNEATON CORP PLC COM | put | 13,000 | $893K | -2,700 |
| ETNEATON CORP PLC COM | call | 13,000 | $893K | -2,700 |
| BACBANK OF AMER CORP COM | call | 36,000 | $887K | 0 |
| COPCONOCOPHILLIPS COM | put | 14,000 | $873K | +3,000 |
| SMHVANECK ETF TRUST COM | call | 10,000 | $873K | 0 |
| ICEINTERCONTINENTAL EXCHANGE IN COM | put | 11,000 | $829K | new |
| ICEINTERCONTINENTAL EXCHANGE IN COM | call | 11,000 | $829K | new |
| PLDPROLOGIS INC. COM | put | 14,000 | $822K | -4,000 |
| PLDPROLOGIS INC. COM | call | 14,000 | $822K | -4,000 |
| GMGENERAL MTRS CO Stock | call | 24,500 | $820K | 0 |
| TSMTAIWAN SEMICONDUCTOR MANUFAC SPONSORED ADS | call | 20,400 | $753K | +4,000 |
| SLBSLB LIMITED COM | call | 20,500 | $740K | 0 |
| TAT&T INC COM | put | 25,000 | $714K | 0 |
| VNOVORNADO RLTY TR SH BEN INT | put | 11,000 | $682K | new |
| VNOVORNADO RLTY TR SH BEN INT | call | 11,000 | $682K | new |
| DALDELTA AIR LINES INC Stock | put | 13,500 | $674K | 0 |
| DALDELTA AIR LINES INC Stock | call | 13,500 | $674K | 0 |
| BACBANK OF AMER CORP COM | put | 27,000 | $665K | 0 |
| PFEPFIZER INC COM | put | 15,100 | $659K | 0 |
| PFEPFIZER INC COM | call | 15,100 | $659K | 0 |
| GILDGILEAD SCIENCES INC COM | put | 10,000 | $626K | -2,500 |
| GILDGILEAD SCIENCES INC COM | call | 10,000 | $626K | -2,500 |
| GDXJVANECK ETF TRUST JUNIOR GOLD MINE | put | 20,000 | $603K | -10,000 |
| CCLCARNIVAL CORP Stock | put | 12,100 | $597K | 0 |
| CCLCARNIVAL CORP Stock | call | 12,100 | $597K | 0 |
| SLVISHARES SILVER TR COM | put | 40,000 | $581K | -15,000 |
| SLVISHARES SILVER TR COM | call | 40,000 | $581K | -15,000 |
| BMYBRISTOL-MYERS SQUIBB CO COM | put | 11,000 | $572K | new |
| GDXVANECK ETF TRUST GOLD MINERS ETF | put | 25,000 | $527K | 0 |
| GDXVANECK ETF TRUST GOLD MINERS ETF | call | 25,000 | $527K | 0 |
| XLFSELECT SECTOR SPDR TR SHS | call | 20,000 | $477K | +10,000 |
| CSCOCISCO SYS INC COM | put | 10,000 | $433K | 0 |
| CSCOCISCO SYS INC COM | call | 10,000 | $433K | 0 |
| TAT&T INC COM | call | 15,000 | $428K | 0 |
| HALHALLIBURTON CO Stock | call | 11,500 | $306K | 0 |
| WDCWESTERN DIGITAL CORP COM | put | 8,000 | $296K | new |
| MASMASCO CORP COM | put | 10,000 | $292K | -4,300 |
| MASMASCO CORP COM | call | 10,000 | $292K | -4,300 |
| GTGOODYEAR TIRE & RUBR CO COM | put | 13,400 | $273K | 0 |
| GTGOODYEAR TIRE & RUBR CO COM | call | 13,400 | $273K | 0 |
| WYWEYERHAEUSER CO REIT | put | 11,000 | $240K | 0 |
| WYWEYERHAEUSER CO REIT | call | 11,000 | $240K | 0 |
| FFORD MTR CO Stock | put | 20,000 | $153K | 0 |
| FFORD MTR CO Stock | call | 20,000 | $153K | 0 |
Sold out in Q4 2018
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| NVDANVIDIA CORPORATION | 10,000 | $2.81M | put |
| GLDSPDR GOLD TR | 22,425 | $2.53M | shares |
| QQQINVESCO QQQ TR | 8,935 | $1.66M | shares |
| INGERSOLL-RAND PLCINGERSOLL-RAND PLC | 11,500 | $1.18M | put |
| INGERSOLL-RAND PLCINGERSOLL-RAND PLC | 11,500 | $1.18M | call |
| CCITIGROUP INC | 14,000 | $1M | put |
| CCITIGROUP INC | 14,000 | $1M | call |
| UALUNITED AIRLS HLDGS INC | 10,000 | $891K | put |
| UALUNITED AIRLS HLDGS INC | 10,000 | $891K | call |
| LVSLAS VEGAS SANDS CORP | 13,000 | $771K | put |
| LVSLAS VEGAS SANDS CORP | 13,000 | $771K | call |
| TXTTEXTRON INC | 10,000 | $715K | put |
| TXTTEXTRON INC | 10,000 | $715K | call |
| ADMARCHER DANIELS MIDLAND CO | 13,100 | $659K | put |
| ADMARCHER DANIELS MIDLAND CO | 13,100 | $659K | call |
| CTRIP COM INTL LTDCTRIP COM INTL LTD | 15,000 | $558K | put |
| IRMIRON MTN INC DEL | 15,000 | $518K | put |
| IRMIRON MTN INC DEL | 15,000 | $518K | call |
| SLVISHARES SILVER TR | 23,738 | $326K | shares |
| BLACKROCK INCBLACKROCK INC | 679 | $320K | shares |
| BABOEING CO | 845 | $314K | shares |
| DISDISNEY WALT CO | 2,306 | $270K | shares |
| SBUXSTARBUCKS CORP | 4,679 | $266K | shares |
| MMM3M CO | 1,053 | $222K | shares |
| MASMASCO CORP | 5,525 | $202K | shares |
How Q4 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 0001085146-19-000229 | base | 2019-01-28 | acceptance time not in the bulk data set |