Bach Option Ltd
Follow13F filer, CIK 1667391, WANCHAI, Hong Kong
Bach Option Ltd reported $249,469,000 across 67 holdings for the quarter ended 2019-09-30, in a 13F-HR filed 2019-10-29. Its ten largest share positions make up 93.11% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001667391-19-000004
- Period
- 2019-09-30
- Reported value
- $249M
- Holdings
- 67
- Top 10 weight
- 93.11%
- New
- 21
- Sold out
- 32
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| GLDnew | +17,574 | $2.44M |
| NFLXnew | +2,438 | $652K |
| AMZNnew | +310 | $538K |
| TLTnew | +3,560 | $509K |
| FXInew | +12,563 | $500K |
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 | -57,444 | -$17.1M |
| EFAexited | -13,872 | -$912K |
| HYGexited | -7,537 | -$657K |
| IWMreduced | -4,265 | -$646K |
| UNHexited | -1,468 | -$358K |
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 2019
Share positions as resolved from 13F-HR 0001667391-19-000004, largest first. % of portfolio is the value over $9,310,000, the sum of the share positions whose value is usable for ratios (method).
| Security | History | Shares | Value | % of portfolio | Change | Latest event | Timeline |
|---|---|---|---|---|---|---|---|
| GLDSPDR GOLD TR | 17,574 | $2.44M | 26.22% | new | Timeline | ||
| SPYSTATE STR SPDR S&P 500 ETF T | 6,603 | $1.96M | 21.1% | -57,444 | Timeline | ||
| IWMISHARES TR | 5,819 | $882K | 9.47% | -4,265 | Timeline | ||
| NFLXNETFLIX INC. | 2,438 | $652K | 7% | new | Timeline | ||
| AMZNAMAZON COM INC | 310 | $538K | 5.78% | new | Timeline | ||
| TLTISHARES TR | 3,560 | $509K | 5.47% | new | Timeline | ||
| FXIISHARES TR | 12,563 | $500K | 5.37% | new | Timeline | ||
| CRMSALESFORCE INC | 2,891 | $429K | 4.61% | new | Timeline | ||
| BIDUBAIDU INC | 3,689 | $379K | 4.07% | +738 | Timeline | ||
| BABAALIBABA GROUP HLDG LTD | 2,245 | $375K | 4.03% | -631 | Timeline | ||
| IBBISHARES TR | 2,210 | $220K | 2.36% | new | Timeline | ||
| CATCATERPILLAR INC | 1,707 | $216K | 2.32% | new | Timeline | ||
| HUMHUMANA INC | 801 | $205K | 2.2% | 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 | 200,000 | $59.5M | -49,600 |
| SPYSTATE STR SPDR S&P 500 ETF T SHS | put | 119,000 | $35.4M | -157,600 |
| GLDSPDR GOLD TR GOLD SHS | call | 170,900 | $23.7M | +25,000 |
| TLTISHARES TR 20 YR TR BD ETF | put | 131,300 | $18.8M | +37,500 |
| GLDSPDR GOLD TR GOLD SHS | put | 95,300 | $13.2M | +40,300 |
| QQQINVESCO QQQ TR COM | call | 43,500 | $8.23M | -6,500 |
| SLVISHARES SILVER TR COM | call | 490,100 | $7.8M | +273,000 |
| HYGISHARES TR IBOXX HI YD ETF | put | 78,800 | $6.87M | -30,100 |
| QQQINVESCO QQQ TR COM | put | 28,000 | $5.3M | new |
| AAPLAPPLE INC COM | put | 19,000 | $4.25M | +1,000 |
| EEMISHARES TR MSCI EMG MKT ETF | call | 102,800 | $4.21M | -57,800 |
| GDXVANECK ETF TRUST GOLD MINERS ETF | call | 120,000 | $3.21M | -12,500 |
| MSFTMICROSOFT CORP COM | put | 22,500 | $3.13M | 0 |
| MSFTMICROSOFT CORP COM | call | 20,000 | $2.78M | 0 |
| ADBEADOBE INC COM | put | 10,000 | $2.76M | 0 |
| CRMSALESFORCE INC COM | put | 18,500 | $2.75M | new |
| IWMISHARES TR SHS | call | 17,500 | $2.65M | new |
| TLTISHARES TR 20 YR TR BD ETF | call | 17,800 | $2.55M | -16,000 |
| EEMISHARES TR MSCI EMG MKT ETF | put | 58,800 | $2.4M | -1,200 |
| NFLXNETFLIX INC. COM | put | 8,500 | $2.27M | -2,000 |
| FXIISHARES TR CHINA LG-CAP ETF | put | 42,100 | $1.68M | +2,900 |
| PPGPPG INDS INC Stock | call | 12,800 | $1.52M | 0 |
| IWMISHARES TR SHS | put | 10,000 | $1.52M | 0 |
| SLVISHARES SILVER TR COM | put | 95,000 | $1.51M | new |
| IEFISHARES TR 7-10 YR TRSY BD | put | 12,100 | $1.36M | 0 |
| IEFISHARES TR 7-10 YR TRSY BD | call | 12,100 | $1.36M | 0 |
| SMHVANECK ETF TRUST COM | call | 11,000 | $1.31M | 0 |
| PRUPRUDENTIAL FINL INC Stock | call | 14,100 | $1.27M | +500 |
| XLVSELECT SECTOR SPDR TR SHS | call | 12,500 | $1.13M | -5,000 |
| FXIISHARES TR CHINA LG-CAP ETF | call | 28,100 | $1.12M | -11,100 |
| COPCONOCOPHILLIPS COM | call | 18,000 | $1.03M | 0 |
| GDXJVANECK ETF TRUST JUNIOR GOLD MINE | call | 27,500 | $998K | 0 |
| NEMNEWMONT CORP COM | call | 25,600 | $971K | -10,000 |
| MRKMERCK & CO INC COM | put | 11,000 | $926K | new |
| BACBANK OF AMER CORP COM | call | 30,000 | $875K | +2,000 |
| LNCLINCOLN NATL CORP IND Stock | call | 13,900 | $838K | new |
| ABBVABBVIE INC COM | call | 10,500 | $795K | -3,000 |
| GDXJVANECK ETF TRUST JUNIOR GOLD MINE | put | 20,000 | $726K | 0 |
| NUENUCOR CORP Stock | call | 14,000 | $713K | new |
| IRMIRON MTN INC DEL REIT | call | 21,600 | $700K | +5,000 |
| IRMIRON MTN INC DEL REIT | put | 19,600 | $635K | +5,000 |
| GMGENERAL MTRS CO Stock | call | 16,000 | $600K | -10,000 |
| BACBANK OF AMER CORP COM | put | 20,000 | $583K | +2,000 |
| BMYBRISTOL-MYERS SQUIBB CO COM | put | 10,500 | $532K | new |
| MSMORGAN STANLEY COM | put | 10,600 | $452K | new |
| MSMORGAN STANLEY COM | call | 10,600 | $452K | new |
| CMCSACOMCAST CORP NEW COM | call | 10,000 | $451K | 0 |
| MUMICRON TECHNOLOGY INC COM | put | 10,000 | $429K | 0 |
| GMGENERAL MTRS CO Stock | put | 10,000 | $375K | -10,000 |
| FASTFASTENAL CO Stock | put | 10,000 | $327K | 0 |
| FASTFASTENAL CO Stock | call | 10,000 | $327K | 0 |
| BENFRANKLIN TEMPLETON INC Stock | call | 10,000 | $289K | -4,300 |
| WYWEYERHAEUSER CO REIT | put | 10,000 | $277K | new |
| WYWEYERHAEUSER CO REIT | call | 10,000 | $277K | new |
Sold out in Q3 2019
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| EFAISHARES TR | 70,000 | $4.6M | put |
| CVXCHEVRON CORPORATION | 10,000 | $1.24M | call |
| JPMJPMORGAN CHASE & CO | 10,500 | $1.17M | call |
| IBBISHARES TR | 10,000 | $1.09M | call |
| SUSUNCOR ENERGY INC NEW | 34,400 | $1.07M | call |
| ETNEATON CORP PLC | 11,500 | $958K | put |
| ETNEATON CORP PLC | 11,500 | $958K | call |
| EFAISHARES TR | 13,872 | $912K | shares |
| ABTABBOTT LABORATORIES | 10,000 | $841K | put |
| ABTABBOTT LABORATORIES | 10,000 | $841K | call |
| DALDELTA AIR LINES INC | 14,000 | $795K | call |
| HPHELMERICH & PAYNE INC | 15,000 | $759K | call |
| BB & T CORPBB & T CORP | 15,000 | $737K | call |
| COPCONOCOPHILLIPS | 11,000 | $671K | put |
| HYGISHARES TR | 7,537 | $657K | shares |
| TSMTAIWAN SEMICONDUCTOR MANUFAC | 16,000 | $627K | put |
| TSMTAIWAN SEMICONDUCTOR MANUFAC | 16,000 | $627K | call |
| KMIKINDER MORGAN INC DEL | 30,000 | $626K | call |
| DALDELTA AIR LINES INC | 11,000 | $624K | put |
| SCHWCHARLES SCHWAB CORP (THE) | 12,000 | $482K | put |
| SCHWCHARLES SCHWAB CORP (THE) | 12,000 | $482K | call |
| E TRADE FINANCIAL CORPE TRADE FINANCIAL CORP | 10,000 | $446K | put |
| SUSUNCOR ENERGY INC NEW | 12,500 | $390K | put |
| UNHUNITEDHEALTH GROUP INC | 1,468 | $358K | shares |
| SPDR SERIES TRUSTSPDR SERIES TRUST | 12,500 | $341K | call |
| PPLPPL CORP | 10,600 | $329K | put |
| PPLPPL CORP | 10,600 | $329K | call |
| XLFSELECT SECTOR SPDR TR | 10,000 | $277K | call |
| GOOGLALPHABET INC | 229 | $248K | shares |
| SCHWCHARLES SCHWAB CORP (THE) | 5,749 | $231K | shares |
| E TRADE FINANCIAL CORPE TRADE FINANCIAL CORP | 4,864 | $217K | shares |
| VNOVORNADO RLTY TR | 3,333 | $214K | shares |
How Q3 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 0001667391-19-000004 | base | 2019-10-29 | acceptance time not in the bulk data set |