Bach Option Ltd
Follow13F filer, CIK 1667391, WANCHAI, Hong Kong
Bach Option Ltd reported $236,498,000 across 86 holdings for the quarter ended 2019-03-31, in a 13F-HR filed 2019-04-12. Its ten largest share positions make up 87.29% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001667391-19-000002
- Period
- 2019-03-31
- Reported value
- $236M
- Holdings
- 86
- Top 10 weight
- 87.29%
- New
- 21
- Sold out
- 87
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| IWMadded | +18,416 | $2.82M |
| AAPLnew | +3,394 | $645K |
| BMYnew | +6,450 | $308K |
| COPnew | +3,858 | $257K |
| MPCnew | +4,147 | $248K |
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 |
|---|---|---|
| SPYreduced | -35,514 | -$10M |
| EFAreduced | -92,033 | -$5.96M |
| BARCLAYS BK PLCexited | -53,587 | -$2.51M |
| HYGreduced | -22,167 | -$1.92M |
| EEMexited | -43,563 | -$1.7M |
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 2019
Share positions as resolved from 13F-HR 0001667391-19-000002, largest first. % of portfolio is the value over $28,002,000, 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 | 44,492 | $12.6M | 44.94% | -35,514 | Timeline | ||
| IWMISHARES TR | 41,231 | $6.32M | 22.55% | +18,416 | Timeline | ||
| EFAISHARES TR | 28,679 | $1.86M | 6.64% | -92,033 | Timeline | ||
| XLVSELECT SECTOR SPDR TR | 7,771 | $712K | 2.54% | -3,906 | Timeline | ||
| AAPLAPPLE INC | 3,394 | $645K | 2.3% | new | Timeline | ||
| BIDUBAIDU INC | 3,205 | $528K | 1.89% | -2,212 | Timeline | ||
| MSMORGAN STANLEY | 11,911 | $503K | 1.8% | -14,671 | Timeline | ||
| NFLXNETFLIX INC. | 1,224 | $436K | 1.56% | -2,535 | Timeline | ||
| HYGISHARES TR | 5,016 | $434K | 1.55% | -22,167 | Timeline | ||
| TLTISHARES TR | 3,400 | $430K | 1.54% | -564 | Timeline | ||
| JPMJPMORGAN CHASE & CO | 3,959 | $401K | 1.43% | -46 | Timeline | ||
| BACBANK OF AMER CORP | 14,339 | $396K | 1.41% | -7,424 | Timeline | ||
| BMYBRISTOL-MYERS SQUIBB CO | 6,450 | $308K | 1.1% | new | Timeline | ||
| GSGOLDMAN SACHS GROUP INC | 1,574 | $302K | 1.08% | -618 | Timeline | ||
| IBMINTERNATIONAL BUSINESS MACHS | 1,908 | $269K | 0.96% | -3,332 | Timeline | ||
| NVDANVIDIA CORPORATION | 1,456 | $261K | 0.93% | -343 | Timeline | ||
| COPCONOCOPHILLIPS | 3,858 | $257K | 0.92% | new | Timeline | ||
| MPCMARATHON PETE CORP | 4,147 | $248K | 0.89% | new | Timeline | ||
| IPINTERNATIONAL PAPER CO | 5,276 | $244K | 0.87% | -524 | Timeline | ||
| CMECME GROUP INC | 1,441 | $237K | 0.85% | new | Timeline | ||
| BLACKROCK INCBLACKROCK INC | 502 | $215K | 0.77% | new | |||
| SUNTRUST BANKS INCSUNTRUST BANKS INC | 3,616 | $214K | 0.76% | -4,087 | |||
| CMACOMERICA INC | 2,811 | $206K | 0.74% | -1,053 | 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 | 186,400 | $52.7M | -276,200 |
| SPYSTATE STR SPDR S&P 500 ETF T SHS | call | 144,600 | $40.9M | -42,900 |
| HYGISHARES TR IBOXX HI YD ETF | put | 131,200 | $11.3M | +67,200 |
| GLDSPDR GOLD TR GOLD SHS | call | 60,700 | $7.41M | +34,200 |
| TLTISHARES TR 20 YR TR BD ETF | put | 57,800 | $7.31M | -29,400 |
| QQQINVESCO QQQ TR COM | call | 37,500 | $6.75M | +7,500 |
| EFAISHARES TR MSCI EAFE ETF | put | 77,800 | $5.04M | -72,200 |
| BARCLAYS BANK PLCBARCLAYS BANK PLC IPTH SR B S&P | call | 154,700 | $4.52M | +104,700 |
| AAPLAPPLE INC COM | put | 23,500 | $4.46M | -1,700 |
| IWMISHARES TR SHS | put | 27,000 | $4.13M | -15,000 |
| GLDSPDR GOLD TR GOLD SHS | put | 31,500 | $3.84M | 0 |
| TLTISHARES TR 20 YR TR BD ETF | call | 27,800 | $3.52M | -29,400 |
| BABAALIBABA GROUP HLDG LTD SPONSORED ADS | put | 18,500 | $3.38M | -12,500 |
| EEMISHARES TR MSCI EMG MKT ETF | call | 70,600 | $3.03M | -19,400 |
| ADBEADOBE INC COM | put | 10,000 | $2.67M | new |
| IWMISHARES TR SHS | call | 17,000 | $2.6M | -66,000 |
| EEMISHARES TR MSCI EMG MKT ETF | put | 60,000 | $2.58M | -30,000 |
| XLVSELECT SECTOR SPDR TR SHS | put | 20,000 | $1.83M | 0 |
| QQQINVESCO QQQ TR COM | put | 10,000 | $1.8M | -10,000 |
| MSFTMICROSOFT CORP COM | put | 14,500 | $1.71M | -4,000 |
| MRKMERCK & CO INC COM | call | 18,700 | $1.55M | +2,500 |
| SBUXSTARBUCKS CORP COM | put | 20,000 | $1.49M | -10,400 |
| MSFTMICROSOFT CORP COM | call | 12,000 | $1.42M | +1,000 |
| PRUPRUDENTIAL FINL INC Stock | put | 15,000 | $1.38M | +3,000 |
| PRUPRUDENTIAL FINL INC Stock | call | 15,000 | $1.38M | +3,000 |
| COPCONOCOPHILLIPS COM | call | 20,500 | $1.37M | -2,500 |
| CVXCHEVRON CORPORATION COM | call | 11,000 | $1.35M | -1,500 |
| IEFISHARES TR 7-10 YR TRSY BD | put | 12,100 | $1.29M | 0 |
| IEFISHARES TR 7-10 YR TRSY BD | call | 12,100 | $1.29M | 0 |
| MUMICRON TECHNOLOGY INC COM | put | 30,000 | $1.24M | -30,000 |
| XOMEXXON MOBIL CORP COM | call | 14,500 | $1.17M | -5,000 |
| SBUXSTARBUCKS CORP COM | call | 15,000 | $1.11M | -5,400 |
| COPCONOCOPHILLIPS COM | put | 16,500 | $1.1M | +2,500 |
| SLVISHARES SILVER TR COM | call | 75,000 | $1.06M | +35,000 |
| JPMJPMORGAN CHASE & CO COM | put | 10,500 | $1.06M | new |
| JPMJPMORGAN CHASE & CO COM | call | 10,500 | $1.06M | new |
| MSMORGAN STANLEY COM | put | 24,000 | $1.01M | -14,000 |
| MSMORGAN STANLEY COM | call | 24,000 | $1.01M | -14,000 |
| BACBANK OF AMER CORP COM | put | 35,000 | $966K | +8,000 |
| BACBANK OF AMER CORP COM | call | 35,000 | $966K | -1,000 |
| GDXJVANECK ETF TRUST JUNIOR GOLD MINE | call | 30,000 | $953K | 0 |
| TSMTAIWAN SEMICONDUCTOR MANUFAC SPONSORED ADS | put | 21,000 | $860K | -17,200 |
| TSMTAIWAN SEMICONDUCTOR MANUFAC SPONSORED ADS | call | 21,000 | $860K | +600 |
| XOMEXXON MOBIL CORP COM | put | 10,500 | $848K | new |
| LYBLYONDELLBASELL INDUSTRIES NV Stock | call | 10,000 | $841K | -1,000 |
| CSCOCISCO SYS INC COM | put | 13,000 | $702K | +3,000 |
| CSCOCISCO SYS INC COM | call | 13,000 | $702K | +3,000 |
| GDXJVANECK ETF TRUST JUNIOR GOLD MINE | put | 20,000 | $635K | 0 |
| NEMNEWMONT CORP COM | call | 15,600 | $558K | new |
| BMYBRISTOL-MYERS SQUIBB CO COM | put | 11,000 | $525K | 0 |
| BENFRANKLIN TEMPLETON INC Stock | call | 14,300 | $474K | new |
| E TRADE FINANCIAL CORPE TRADE FINANCIAL CORP COM NEW | put | 10,000 | $464K | new |
| BARCLAYS BANK PLCBARCLAYS BANK PLC IPTH SR B S&P | put | 15,600 | $456K | new |
| BLACKSTONE GROUP LP/THEBLACKSTONE GROUP LP/THE COM UNIT LTD | put | 12,100 | $423K | new |
| BLACKSTONE GROUP LP/THEBLACKSTONE GROUP LP/THE COM UNIT LTD | call | 12,100 | $423K | new |
| SUSUNCOR ENERGY INC NEW Stock | put | 12,500 | $405K | new |
| SUSUNCOR ENERGY INC NEW Stock | call | 12,500 | $405K | new |
| KMIKINDER MORGAN INC DEL Stock | call | 20,000 | $400K | new |
| MASMASCO CORP COM | put | 10,000 | $393K | 0 |
| MASMASCO CORP COM | call | 10,000 | $393K | 0 |
| PPLPPL CORP Stock | put | 10,600 | $336K | new |
| PPLPPL CORP Stock | call | 10,600 | $336K | new |
| SLVISHARES SILVER TR COM | put | 20,000 | $284K | -20,000 |
Sold out in Q1 2019
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| AMZNAMAZON COM INC | 5,100 | $7.66M | put |
| BARCLAYS BK PLCBARCLAYS BK PLC | 97,500 | $4.57M | put |
| BARCLAYS BK PLCBARCLAYS BK PLC | 53,587 | $2.51M | shares |
| NFLXNETFLIX INC. | 8,000 | $2.14M | put |
| BARCLAYS BK PLCBARCLAYS BK PLC | 39,000 | $1.83M | call |
| VVISA INC | 13,500 | $1.78M | put |
| VVISA INC | 13,500 | $1.78M | call |
| EEMISHARES TR | 43,563 | $1.7M | shares |
| EWJISHARES INC | 30,000 | $1.52M | call |
| METAMETA PLATFORMS INC | 8,500 | $1.11M | put |
| MUMICRON TECHNOLOGY INC | 33,564 | $1.06M | shares |
| AMZNAMAZON COM INC | 665 | $999K | shares |
| BIDUBAIDU INC | 6,000 | $952K | put |
| LYBLYONDELLBASELL INDUSTRIES NV | 11,000 | $915K | put |
| METAMETA PLATFORMS INC | 6,875 | $901K | shares |
| ETNEATON CORP PLC | 13,000 | $893K | put |
| ETNEATON CORP PLC | 13,000 | $893K | call |
| SMHVANECK ETF TRUST | 10,000 | $873K | call |
| ICEINTERCONTINENTAL EXCHANGE IN | 11,000 | $829K | put |
| ICEINTERCONTINENTAL EXCHANGE IN | 11,000 | $829K | call |
| PLDPROLOGIS INC. | 14,000 | $822K | put |
| PLDPROLOGIS INC. | 14,000 | $822K | call |
| GMGENERAL MTRS CO | 24,500 | $820K | call |
| SLBSLB LIMITED | 20,500 | $740K | call |
| TAT&T INC | 25,000 | $714K | put |
| VNOVORNADO RLTY TR | 11,000 | $682K | put |
| VNOVORNADO RLTY TR | 11,000 | $682K | call |
| DALDELTA AIR LINES INC | 13,500 | $674K | put |
| DALDELTA AIR LINES INC | 13,500 | $674K | call |
| PRUPRUDENTIAL FINL INC | 8,147 | $664K | shares |
| PFEPFIZER INC | 15,100 | $659K | put |
| PFEPFIZER INC | 15,100 | $659K | call |
| PKGPACKAGING CORP AMER | 7,744 | $646K | shares |
| TAT&T INC | 22,156 | $632K | shares |
| GILDGILEAD SCIENCES INC | 10,000 | $626K | put |
| GILDGILEAD SCIENCES INC | 10,000 | $626K | call |
| BABAALIBABA GROUP HLDG LTD | 4,567 | $626K | shares |
| CCLCARNIVAL CORP | 12,100 | $597K | put |
| CCLCARNIVAL CORP | 12,100 | $597K | call |
| LYBLYONDELLBASELL INDUSTRIES NV | 6,765 | $563K | shares |
| BKNGBOOKING HOLDINGS INC | 326 | $562K | shares |
| ETNEATON CORP PLC | 7,802 | $536K | shares |
| GDXVANECK ETF TRUST | 25,000 | $527K | put |
| GDXVANECK ETF TRUST | 25,000 | $527K | call |
| MSFTMICROSOFT CORP | 5,109 | $519K | shares |
| XLFSELECT SECTOR SPDR TR | 20,000 | $477K | call |
| BIIBBIOGEN INC | 1,566 | $471K | shares |
| PLDPROLOGIS INC. | 7,886 | $463K | shares |
| CCLCARNIVAL CORP | 9,225 | $455K | shares |
| TAT&T INC | 15,000 | $428K | call |
| TSMTAIWAN SEMICONDUCTOR MANUFAC | 11,570 | $427K | shares |
| ROKROCKWELL AUTOMATION INC | 2,788 | $420K | shares |
| LNCLINCOLN NATL CORP IND | 7,223 | $371K | shares |
| VNOVORNADO RLTY TR | 5,814 | $361K | shares |
| CMICUMMINS INC | 2,489 | $333K | shares |
| SPGIS&P GLOBAL INC | 1,899 | $323K | shares |
| KMXCARMAX INC | 5,021 | $315K | shares |
| HALHALLIBURTON CO | 11,500 | $306K | call |
| NSCNORFOLK SOUTHN CORP | 2,027 | $303K | shares |
| WDCWESTERN DIGITAL CORP | 8,000 | $296K | put |
| LUVSOUTHWEST AIRLS CO | 6,304 | $293K | shares |
| BB & T CORPBB & T CORP | 6,600 | $286K | shares |
| WDCWESTERN DIGITAL CORP | 7,670 | $284K | shares |
| VVISA INC | 2,124 | $280K | shares |
| DOVDOVER CORP | 3,877 | $275K | shares |
| GTGOODYEAR TIRE & RUBR CO | 13,400 | $273K | put |
| GTGOODYEAR TIRE & RUBR CO | 13,400 | $273K | call |
| LVSLAS VEGAS SANDS CORP | 4,817 | $251K | shares |
| EMNEASTMAN CHEM CO | 3,375 | $247K | shares |
| GTGOODYEAR TIRE & RUBR CO | 11,891 | $243K | shares |
| KANSAS CITY SOUTHERNKANSAS CITY SOUTHERN | 2,537 | $242K | shares |
| WYWEYERHAEUSER CO | 11,000 | $240K | put |
| WYWEYERHAEUSER CO | 11,000 | $240K | call |
| EBAYEBAY INC. | 8,528 | $239K | shares |
| WYWEYERHAEUSER CO | 10,677 | $233K | shares |
| EMREMERSON ELEC CO | 3,847 | $230K | shares |
| TXNTEXAS INSTRS INC | 2,348 | $222K | shares |
| VMCVULCAN MATLS CO | 2,238 | $221K | shares |
| PSXPHILLIPS 66 | 2,503 | $216K | shares |
| SLBSLB LIMITED | 5,957 | $215K | shares |
| TIFFANY & CO NEWTIFFANY & CO NEW | 2,667 | $215K | shares |
| COFCAPITAL ONE FINL CORP | 2,748 | $208K | shares |
| TSNTYSON FOODS INC | 3,836 | $205K | shares |
| XOMEXXON MOBIL CORP | 2,959 | $202K | shares |
| FFORD MTR CO | 20,000 | $153K | put |
| FFORD MTR CO | 20,000 | $153K | call |
| FFORD MTR CO | 19,015 | $145K | shares |
How Q1 2019 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 0001667391-19-000002 | base | 2019-04-12 | acceptance time not in the bulk data set |