Graticule Asia Macro Advisors LLC Hedge Fund

CIK: 0001619390 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $863,093 (100.0% shares, 0.0% debt)

Holdings (43)

SPY SPDR S&P 500 ETF TR 71.6%

Value ($000) $617,708 Shares 2,003,200 Est. Cost $308.37 Unrealized —

HYG ISHARES TR 3.4%

Value ($000) $29,383 Shares 360,000 Est. Cost — Unrealized —

PCG PG&E CORP 3.0%

Value ($000) $25,711 Shares 2,898,700 Est. Cost $11.82 Unrealized -8.9%

SPY SPDR S&P 500 ETF TR 2.9%

Value ($000) $25,286 Shares 82,000 Est. Cost $308.37 Unrealized —

C CITIGROUP INC 2.1%

Value ($000) $18,549 Shares 363,000 Est. Cost $38.68 Unrealized 0.0%

DQ DAQO NEW ENERGY CORP 1.8%

Value ($000) $15,666 Shares 211,020 Est. Cost $74.24 Unrealized —

SLV ISHARES SILVER TR 1.8%

Value ($000) $15,309 Shares 900,000 Est. Cost — Unrealized —

MELI MERCADOLIBRE INC 1.7%

Value ($000) $15,087 Shares 15,305 Est. Cost $749.93 Unrealized 0.0%

— MATCH GROUP INC 1.5%

Value ($000) $13,055 Shares 121,951 Est. Cost $107.05 Unrealized —

PLUG PLUG POWER INC 1.3%

Value ($000) $11,186 Shares 1,362,500 Est. Cost $4.68 Unrealized 0.0%

SNAP SNAP INC 1.2%

Value ($000) $10,308 Shares 438,820 Est. Cost $17.78 Unrealized 0.0%

VST VISTRA ENERGY CORP 1.1%

Value ($000) $9,368 Shares 503,138 Est. Cost $18.95 Unrealized -12.3%

WDC WESTERN DIGITAL CORP. 0.9%

Value ($000) $8,168 Shares 185,000 Est. Cost — Unrealized —

CME CME GROUP INC 0.8%

Value ($000) $7,314 Shares 45,000 Est. Cost $64.11 Unrealized +125.1%

CCJ CAMECO CORP 0.8%

Value ($000) $7,226 Shares 705,000 Est. Cost $9.81 Unrealized 0.0%

ACMR ACM RESEARCH INC 0.8%

Value ($000) $7,118 Shares 114,138 Est. Cost $16.41 Unrealized 0.0%

SEDG SOLAREDGE TECHNOLOGIES INC 0.6%

Value ($000) $5,551 Shares 40,000 Est. Cost — Unrealized —

— MARVELL TECHNOLOGY GROUP LTD 0.5%

Value ($000) $4,207 Shares 120,000 Est. Cost $35.06 Unrealized —

C CITIGROUP INC 0.4%

Value ($000) $3,066 Shares 60,000 Est. Cost $38.68 Unrealized 0.0%

BNTX BIONTECH SE 0.3%

Value ($000) $2,580 Shares 38,650 Est. Cost $66.75 Unrealized —

— XILINX INC 0.2%

Value ($000) $2,079 Shares 21,130 Est. Cost $98.39 Unrealized —

— BARRICK GOLD CORPORATION 0.1%

Value ($000) $1,051 Shares 39,000 Est. Cost $26.95 Unrealized —

NEM NEWMONT CORP 0.1%

Value ($000) $1,050 Shares 17,000 Est. Cost $49.87 Unrealized 0.0%

GAP GAP INC 0.1%

Value ($000) $481 Shares 38,130 Est. Cost $7.43 Unrealized 0.0%

— FOOT LOCKER INC 0.0%

Value ($000) $399 Shares 13,690 Est. Cost $29.15 Unrealized —

FOSL FOSSIL GROUP INC 0.0%

Value ($000) $390 Shares 83,860 Est. Cost $3.84 Unrealized 0.0%

— HANESBRANDS INC 0.0%

Value ($000) $387 Shares 34,310 Est. Cost $11.28 Unrealized —

— L BRANDS INC 0.0%

Value ($000) $386 Shares 25,770 Est. Cost $14.98 Unrealized —

M MACYS INC 0.0%

Value ($000) $383 Shares 55,630 Est. Cost $6.16 Unrealized 0.0%

ANF ABERCROMBIE & FITCH CO 0.0%

Value ($000) $372 Shares 34,930 Est. Cost $10.91 Unrealized 0.0%

KSS KOHLS CORP 0.0%

Value ($000) $365 Shares 17,560 Est. Cost $19.27 Unrealized 0.0%

AEO AMERICAN EAGLE OUTFITTERS IN 0.0%

Value ($000) $364 Shares 33,360 Est. Cost $8.17 Unrealized 0.0%

LUV SOUTHWEST AIRLS CO 0.0%

Value ($000) $358 Shares 10,480 Est. Cost $29.57 Unrealized 0.0%

BA BOEING CO 0.0%

Value ($000) $357 Shares 1,950 Est. Cost $153.71 Unrealized 0.0%

ALK ALASKA AIR GROUP INC 0.0%

Value ($000) $339 Shares 9,360 Est. Cost $32.56 Unrealized 0.0%

DAL DELTA AIR LINES INC DEL 0.0%

Value ($000) $328 Shares 11,710 Est. Cost $24.75 Unrealized 0.0%

UAL UNITED AIRLS HLDGS INC 0.0%

Value ($000) $326 Shares 9,430 Est. Cost $29.99 Unrealized 0.0%

— TRIUMPH GROUP INC NEW 0.0%

Value ($000) $322 Shares 35,780 Est. Cost $9.00 Unrealized —

JBLU JETBLUE AWYS CORP 0.0%

Value ($000) $318 Shares 29,220 Est. Cost $9.85 Unrealized 0.0%

— SPIRIT AIRLS INC 0.0%

Value ($000) $315 Shares 17,680 Est. Cost $17.82 Unrealized —

PLAY DAVE & BUSTERS ENTMT INC 0.0%

Value ($000) $312 Shares 23,390 Est. Cost $13.32 Unrealized 0.0%

— SPIRIT AEROSYSTEMS HLDGS INC 0.0%

Value ($000) $284 Shares 11,870 Est. Cost $23.93 Unrealized —

AAL AMERICAN AIRLS GROUP INC 0.0%

Value ($000) $281 Shares 21,520 Est. Cost $12.13 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,003,200	$617,708	71.6%	$308.37	—	Put	78462F103
HYG	ISHARES TR	360,000	$29,383	3.4%	—	—	Put	464288513
PCG	PG&E CORP	2,898,700	$25,711	3.0%	$11.82	-8.9%	COM	69331C108
SPY	SPDR S&P 500 ETF TR	82,000	$25,286	2.9%	$308.37	—	TR UNIT	78462F103
C	CITIGROUP INC	363,000	$18,549	2.1%	$38.68	0.0%	Call	172967424
DQ	DAQO NEW ENERGY CORP	211,020	$15,666	1.8%	$74.24	—	SPNSRD ADR NEW	23703Q203
SLV	ISHARES SILVER TR	900,000	$15,309	1.8%	—	—	Call	46428Q109
MELI	MERCADOLIBRE INC	15,305	$15,087	1.7%	$749.93	0.0%	COM	58733R102
—	MATCH GROUP INC	121,951	$13,055	1.5%	$107.05	—	COM	57665R106
PLUG	PLUG POWER INC	1,362,500	$11,186	1.3%	$4.68	0.0%	COM NEW	72919P202
SNAP	SNAP INC	438,820	$10,308	1.2%	$17.78	0.0%	CL A	83304A106
VST	VISTRA ENERGY CORP	503,138	$9,368	1.1%	$18.95	-12.3%	COM	92840M102
WDC	WESTERN DIGITAL CORP.	185,000	$8,168	0.9%	—	—	Put	958102105
CME	CME GROUP INC	45,000	$7,314	0.8%	$64.11	+125.1%	COM	12572Q105
CCJ	CAMECO CORP	705,000	$7,226	0.8%	$9.81	0.0%	COM	13321L108
ACMR	ACM RESEARCH INC	114,138	$7,118	0.8%	$16.41	0.0%	COM CL A	00108J109
SEDG	SOLAREDGE TECHNOLOGIES INC	40,000	$5,551	0.6%	—	—	Put	83417M104
—	MARVELL TECHNOLOGY GROUP LTD	120,000	$4,207	0.5%	$35.06	—	ORD	G5876H105
C	CITIGROUP INC	60,000	$3,066	0.4%	$38.68	0.0%	COM NEW	172967424
BNTX	BIONTECH SE	38,650	$2,580	0.3%	$66.75	—	SPONSORED ADS	09075V102
—	XILINX INC	21,130	$2,079	0.2%	$98.39	—	COM	983919101
—	BARRICK GOLD CORPORATION	39,000	$1,051	0.1%	$26.95	—	COM	067901108
NEM	NEWMONT CORP	17,000	$1,050	0.1%	$49.87	0.0%	COM	651639106
GAP	GAP INC	38,130	$481	0.1%	$7.43	0.0%	COM	364760108
—	FOOT LOCKER INC	13,690	$399	0.0%	$29.15	—	COM	344849104
FOSL	FOSSIL GROUP INC	83,860	$390	0.0%	$3.84	0.0%	COM	34988V106
—	HANESBRANDS INC	34,310	$387	0.0%	$11.28	—	COM	410345102
—	L BRANDS INC	25,770	$386	0.0%	$14.98	—	COM	501797104
M	MACYS INC	55,630	$383	0.0%	$6.16	0.0%	COM	55616P104
ANF	ABERCROMBIE & FITCH CO	34,930	$372	0.0%	$10.91	0.0%	CL A	002896207
KSS	KOHLS CORP	17,560	$365	0.0%	$19.27	0.0%	COM	500255104
AEO	AMERICAN EAGLE OUTFITTERS IN	33,360	$364	0.0%	$8.17	0.0%	COM	02553E106
LUV	SOUTHWEST AIRLS CO	10,480	$358	0.0%	$29.57	0.0%	COM	844741108
BA	BOEING CO	1,950	$357	0.0%	$153.71	0.0%	COM	097023105
ALK	ALASKA AIR GROUP INC	9,360	$339	0.0%	$32.56	0.0%	COM	011659109
DAL	DELTA AIR LINES INC DEL	11,710	$328	0.0%	$24.75	0.0%	COM NEW	247361702
UAL	UNITED AIRLS HLDGS INC	9,430	$326	0.0%	$29.99	0.0%	COM	910047109
—	TRIUMPH GROUP INC NEW	35,780	$322	0.0%	$9.00	—	COM	896818101
JBLU	JETBLUE AWYS CORP	29,220	$318	0.0%	$9.85	0.0%	COM	477143101
—	SPIRIT AIRLS INC	17,680	$315	0.0%	$17.82	—	COM	848577102
PLAY	DAVE & BUSTERS ENTMT INC	23,390	$312	0.0%	$13.32	0.0%	COM	238337109
—	SPIRIT AEROSYSTEMS HLDGS INC	11,870	$284	0.0%	$23.93	—	COM CL A	848574109
AAL	AMERICAN AIRLS GROUP INC	21,520	$281	0.0%	$12.13	0.0%	COM	02376R102