Bach Option Ltd
Follow13F filer, CIK 1667391, WANCHAI, Hong Kong
Bach Option Ltd reported $319,201,000 across 78 holdings for the quarter ended 2019-06-30, in a 13F-HR filed 2019-07-25. Its ten largest share positions make up 99.11% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001667391-19-000003
- Period
- 2019-06-30
- Reported value
- $319M
- Holdings
- 78
- Top 10 weight
- 99.11%
- New
- 34
- Sold out
- 42
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| SPYadded | +19,555 | $5.75M |
| BABAnew | +2,876 | $487K |
| UNHnew | +1,468 | $358K |
| GOOGLnew | +229 | $248K |
| SCHWnew | +5,749 | $231K |
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 |
|---|---|---|
| IWMreduced | -31,147 | -$4.85M |
| EFAreduced | -14,807 | -$973K |
| XLVexited | -7,771 | -$712K |
| AAPLexited | -3,394 | -$645K |
| MSexited | -11,911 | -$503K |
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 2019
Share positions as resolved from 13F-HR 0001667391-19-000003, largest first. % of portfolio is the value over $24,078,000, 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 | 64,047 | $18.8M | 78.23% | +19,555 | Timeline | ||
| IWMISHARES TR | 10,084 | $1.57M | 6.52% | -31,147 | Timeline | ||
| EFAISHARES TR | 13,872 | $912K | 3.79% | -14,807 | Timeline | ||
| HYGISHARES TR | 7,537 | $657K | 2.73% | +2,521 | Timeline | ||
| BABAALIBABA GROUP HLDG LTD | 2,876 | $487K | 2.02% | new | Timeline | ||
| UNHUNITEDHEALTH GROUP INC | 1,468 | $358K | 1.49% | new | Timeline | ||
| BIDUBAIDU INC | 2,951 | $346K | 1.44% | -254 | Timeline | ||
| GOOGLALPHABET INC | 229 | $248K | 1.03% | new | Timeline | ||
| SCHWCHARLES SCHWAB CORP (THE) | 5,749 | $231K | 0.96% | new | Timeline | ||
| E TRADE FINANCIAL CORPE TRADE FINANCIAL CORP | 4,864 | $217K | 0.9% | new | |||
| VNOVORNADO RLTY TR | 3,333 | $214K | 0.89% | 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 | 276,600 | $81.4M | +90,200 |
| SPYSTATE STR SPDR S&P 500 ETF T SHS | call | 249,600 | $73.4M | +105,000 |
| GLDSPDR GOLD TR GOLD SHS | call | 145,900 | $19.4M | +85,200 |
| TLTISHARES TR 20 YR TR BD ETF | put | 93,800 | $12.5M | +36,000 |
| HYGISHARES TR IBOXX HI YD ETF | put | 108,900 | $9.49M | -22,300 |
| QQQINVESCO QQQ TR COM | call | 50,000 | $9.37M | +12,500 |
| GLDSPDR GOLD TR GOLD SHS | put | 55,000 | $7.33M | +23,500 |
| EEMISHARES TR MSCI EMG MKT ETF | call | 160,600 | $6.9M | +90,000 |
| EFAISHARES TR MSCI EAFE ETF | put | 70,000 | $4.6M | -7,800 |
| TLTISHARES TR 20 YR TR BD ETF | call | 33,800 | $4.49M | +6,000 |
| NFLXNETFLIX INC. COM | put | 10,500 | $3.86M | new |
| AAPLAPPLE INC COM | put | 18,000 | $3.56M | -5,500 |
| GDXVANECK ETF TRUST GOLD MINERS ETF | call | 132,500 | $3.39M | new |
| SLVISHARES SILVER TR COM | call | 217,100 | $3.11M | +142,100 |
| MSFTMICROSOFT CORP COM | put | 22,500 | $3.01M | +8,000 |
| ADBEADOBE INC COM | put | 10,000 | $2.95M | 0 |
| MSFTMICROSOFT CORP COM | call | 20,000 | $2.68M | +8,000 |
| EEMISHARES TR MSCI EMG MKT ETF | put | 60,000 | $2.58M | 0 |
| FXIISHARES TR CHINA LG-CAP ETF | put | 39,200 | $1.68M | new |
| FXIISHARES TR CHINA LG-CAP ETF | call | 39,200 | $1.68M | new |
| XLVSELECT SECTOR SPDR TR SHS | call | 17,500 | $1.62M | new |
| IWMISHARES TR SHS | put | 10,000 | $1.56M | -17,000 |
| PPGPPG INDS INC Stock | call | 12,800 | $1.49M | new |
| PRUPRUDENTIAL FINL INC Stock | call | 13,600 | $1.37M | -1,400 |
| NEMNEWMONT CORP COM | call | 35,600 | $1.37M | +20,000 |
| IEFISHARES TR 7-10 YR TRSY BD | put | 12,100 | $1.33M | 0 |
| IEFISHARES TR 7-10 YR TRSY BD | call | 12,100 | $1.33M | 0 |
| CVXCHEVRON CORPORATION COM | call | 10,000 | $1.24M | -1,000 |
| SMHVANECK ETF TRUST COM | call | 11,000 | $1.21M | new |
| JPMJPMORGAN CHASE & CO COM | call | 10,500 | $1.17M | 0 |
| COPCONOCOPHILLIPS COM | call | 18,000 | $1.1M | -2,500 |
| IBBISHARES TR ISHARES BIOTECH | call | 10,000 | $1.09M | new |
| SUSUNCOR ENERGY INC NEW Stock | call | 34,400 | $1.07M | +21,900 |
| GMGENERAL MTRS CO Stock | call | 26,000 | $1M | new |
| ABBVABBVIE INC COM | call | 13,500 | $982K | new |
| GDXJVANECK ETF TRUST JUNIOR GOLD MINE | call | 27,500 | $962K | -2,500 |
| ETNEATON CORP PLC COM | put | 11,500 | $958K | new |
| ETNEATON CORP PLC COM | call | 11,500 | $958K | new |
| ABTABBOTT LABORATORIES COM | put | 10,000 | $841K | new |
| ABTABBOTT LABORATORIES COM | call | 10,000 | $841K | new |
| BACBANK OF AMER CORP COM | call | 28,000 | $812K | -7,000 |
| DALDELTA AIR LINES INC Stock | call | 14,000 | $795K | new |
| GMGENERAL MTRS CO Stock | put | 20,000 | $771K | new |
| HPHELMERICH & PAYNE INC COM | call | 15,000 | $759K | new |
| BB & T CORPBB & T CORP COM | call | 15,000 | $737K | new |
| GDXJVANECK ETF TRUST JUNIOR GOLD MINE | put | 20,000 | $700K | 0 |
| COPCONOCOPHILLIPS COM | put | 11,000 | $671K | -5,500 |
| TSMTAIWAN SEMICONDUCTOR MANUFAC SPONSORED ADS | put | 16,000 | $627K | -5,000 |
| TSMTAIWAN SEMICONDUCTOR MANUFAC SPONSORED ADS | call | 16,000 | $627K | -5,000 |
| KMIKINDER MORGAN INC DEL Stock | call | 30,000 | $626K | +10,000 |
| DALDELTA AIR LINES INC Stock | put | 11,000 | $624K | new |
| BACBANK OF AMER CORP COM | put | 18,000 | $522K | -17,000 |
| IRMIRON MTN INC DEL REIT | call | 16,600 | $520K | new |
| BENFRANKLIN TEMPLETON INC Stock | call | 14,300 | $498K | 0 |
| SCHWCHARLES SCHWAB CORP (THE) COM | put | 12,000 | $482K | new |
| SCHWCHARLES SCHWAB CORP (THE) COM | call | 12,000 | $482K | new |
| IRMIRON MTN INC DEL REIT | put | 14,600 | $457K | new |
| E TRADE FINANCIAL CORPE TRADE FINANCIAL CORP COM NEW | put | 10,000 | $446K | 0 |
| CMCSACOMCAST CORP NEW COM | call | 10,000 | $423K | new |
| SUSUNCOR ENERGY INC NEW Stock | put | 12,500 | $390K | 0 |
| MUMICRON TECHNOLOGY INC COM | put | 10,000 | $386K | -20,000 |
| SPDR SERIES TRUSTSPDR SERIES TRUST S&P OILGAS EXP | call | 12,500 | $341K | new |
| PPLPPL CORP Stock | put | 10,600 | $329K | 0 |
| PPLPPL CORP Stock | call | 10,600 | $329K | 0 |
| FASTFASTENAL CO Stock | put | 10,000 | $326K | new |
| FASTFASTENAL CO Stock | call | 10,000 | $326K | new |
| XLFSELECT SECTOR SPDR TR SHS | call | 10,000 | $277K | new |
Sold out in Q2 2019
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| BARCLAYS BANK PLCBARCLAYS BANK PLC | 154,700 | $4.52M | call |
| BABAALIBABA GROUP HLDG LTD | 18,500 | $3.38M | put |
| IWMISHARES TR | 17,000 | $2.6M | call |
| XLVSELECT SECTOR SPDR TR | 20,000 | $1.83M | put |
| QQQINVESCO QQQ TR | 10,000 | $1.8M | put |
| MRKMERCK & CO INC | 18,700 | $1.55M | call |
| SBUXSTARBUCKS CORP | 20,000 | $1.49M | put |
| PRUPRUDENTIAL FINL INC | 15,000 | $1.38M | put |
| XOMEXXON MOBIL CORP | 14,500 | $1.17M | call |
| SBUXSTARBUCKS CORP | 15,000 | $1.11M | call |
| JPMJPMORGAN CHASE & CO | 10,500 | $1.06M | put |
| MSMORGAN STANLEY | 24,000 | $1.01M | put |
| MSMORGAN STANLEY | 24,000 | $1.01M | call |
| XOMEXXON MOBIL CORP | 10,500 | $848K | put |
| LYBLYONDELLBASELL INDUSTRIES NV | 10,000 | $841K | call |
| XLVSELECT SECTOR SPDR TR | 7,771 | $712K | shares |
| CSCOCISCO SYS INC | 13,000 | $702K | put |
| CSCOCISCO SYS INC | 13,000 | $702K | call |
| AAPLAPPLE INC | 3,394 | $645K | shares |
| BMYBRISTOL-MYERS SQUIBB CO | 11,000 | $525K | put |
| MSMORGAN STANLEY | 11,911 | $503K | shares |
| BARCLAYS BANK PLCBARCLAYS BANK PLC | 15,600 | $456K | put |
| NFLXNETFLIX INC. | 1,224 | $436K | shares |
| TLTISHARES TR | 3,400 | $430K | shares |
| BLACKSTONE GROUP LP/THEBLACKSTONE GROUP LP/THE | 12,100 | $423K | put |
| BLACKSTONE GROUP LP/THEBLACKSTONE GROUP LP/THE | 12,100 | $423K | call |
| JPMJPMORGAN CHASE & CO | 3,959 | $401K | shares |
| BACBANK OF AMER CORP | 14,339 | $396K | shares |
| MASMASCO CORP | 10,000 | $393K | put |
| MASMASCO CORP | 10,000 | $393K | call |
| BMYBRISTOL-MYERS SQUIBB CO | 6,450 | $308K | shares |
| GSGOLDMAN SACHS GROUP INC | 1,574 | $302K | shares |
| SLVISHARES SILVER TR | 20,000 | $284K | put |
| IBMINTERNATIONAL BUSINESS MACHS | 1,908 | $269K | shares |
| NVDANVIDIA CORPORATION | 1,456 | $261K | shares |
| COPCONOCOPHILLIPS | 3,858 | $257K | shares |
| MPCMARATHON PETE CORP | 4,147 | $248K | shares |
| IPINTERNATIONAL PAPER CO | 5,276 | $244K | shares |
| CMECME GROUP INC | 1,441 | $237K | shares |
| BLACKROCK INCBLACKROCK INC | 502 | $215K | shares |
| SUNTRUST BANKS INCSUNTRUST BANKS INC | 3,616 | $214K | shares |
| CMACOMERICA INC | 2,811 | $206K | shares |
How Q2 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 0001667391-19-000003 | base | 2019-07-25 | acceptance time not in the bulk data set |