Graticule Asia Macro Advisors LLC Hedge Fund

Location: New York, NY

CIK: 0001619390 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

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

Holdings (43)

SPY SPDR S&P 500 ETF TR 71.6%

Value $618M Shares 2,003,200 Est. Cost $308.37 Unrealized —

HYG ISHARES TR 3.4%

Value $29.38M Shares 360,000 Est. Cost — Unrealized —

PCG PG&E CORP 3.0%

Value $25.71M Shares 2,898,700 Est. Cost $11.82 Unrealized -8.9%

SPY SPDR S&P 500 ETF TR 2.9%

Value $25.29M Shares 82,000 Est. Cost $308.37 Unrealized —

C CITIGROUP INC 2.1%

Value $18.55M Shares 363,000 Est. Cost $38.68 Unrealized 0.0%

DQ DAQO NEW ENERGY CORP 1.8%

Value $15.67M Shares 211,020 Est. Cost $74.24 Unrealized —

SLV ISHARES SILVER TR 1.8%

Value $15.31M Shares 900,000 Est. Cost — Unrealized —

MELI MERCADOLIBRE INC 1.7%

Value $15.09M Shares 15,305 Est. Cost $749.93 Unrealized 0.0%

— MATCH GROUP INC 1.5%

Value $13.05M Shares 121,951 Est. Cost $107.05 Unrealized —

PLUG PLUG POWER INC 1.3%

Value $11.19M Shares 1,362,500 Est. Cost $4.68 Unrealized 0.0%

SNAP SNAP INC 1.2%

Value $10.31M Shares 438,820 Est. Cost $17.78 Unrealized 0.0%

VST VISTRA ENERGY CORP 1.1%

Value $9.368M Shares 503,138 Est. Cost $18.95 Unrealized -12.3%

WDC WESTERN DIGITAL CORP. 0.9%

Value $8.168M Shares 185,000 Est. Cost — Unrealized —

CME CME GROUP INC 0.8%

Value $7.314M Shares 45,000 Est. Cost $64.11 Unrealized +125.1%

CCJ CAMECO CORP 0.8%

Value $7.226M Shares 705,000 Est. Cost $9.81 Unrealized 0.0%

ACMR ACM RESEARCH INC 0.8%

Value $7.118M Shares 114,138 Est. Cost $16.41 Unrealized 0.0%

SEDG SOLAREDGE TECHNOLOGIES INC 0.6%

Value $5.551M Shares 40,000 Est. Cost — Unrealized —

— MARVELL TECHNOLOGY GROUP LTD 0.5%

Value $4.207M Shares 120,000 Est. Cost $35.06 Unrealized —

C CITIGROUP INC 0.4%

Value $3.066M Shares 60,000 Est. Cost $38.68 Unrealized 0.0%

BNTX BIONTECH SE 0.3%

Value $2.58M Shares 38,650 Est. Cost $66.75 Unrealized —

— XILINX INC 0.2%

Value $2.079M Shares 21,130 Est. Cost $98.39 Unrealized —

— BARRICK GOLD CORPORATION 0.1%

Value $1.051M Shares 39,000 Est. Cost $26.95 Unrealized —

NEM NEWMONT CORP 0.1%

Value $1.05M Shares 17,000 Est. Cost $49.87 Unrealized 0.0%

GAP GAP INC 0.1%

Value $481K Shares 38,130 Est. Cost $7.43 Unrealized 0.0%

— FOOT LOCKER INC 0.0%

Value $399K Shares 13,690 Est. Cost $29.15 Unrealized —

FOSL FOSSIL GROUP INC 0.0%

Value $390K Shares 83,860 Est. Cost $3.84 Unrealized 0.0%

— HANESBRANDS INC 0.0%

Value $387K Shares 34,310 Est. Cost $11.28 Unrealized —

— L BRANDS INC 0.0%

Value $386K Shares 25,770 Est. Cost $14.98 Unrealized —

M MACYS INC 0.0%

Value $383K Shares 55,630 Est. Cost $6.16 Unrealized 0.0%

ANF ABERCROMBIE & FITCH CO 0.0%

Value $372K Shares 34,930 Est. Cost $10.91 Unrealized 0.0%

KSS KOHLS CORP 0.0%

Value $365K Shares 17,560 Est. Cost $19.27 Unrealized 0.0%

AEO AMERICAN EAGLE OUTFITTERS IN 0.0%

Value $364K Shares 33,360 Est. Cost $8.17 Unrealized 0.0%

LUV SOUTHWEST AIRLS CO 0.0%

Value $358K Shares 10,480 Est. Cost $29.57 Unrealized 0.0%

BA BOEING CO 0.0%

Value $357K Shares 1,950 Est. Cost $153.71 Unrealized 0.0%

ALK ALASKA AIR GROUP INC 0.0%

Value $339K Shares 9,360 Est. Cost $32.56 Unrealized 0.0%

DAL DELTA AIR LINES INC DEL 0.0%

Value $328K Shares 11,710 Est. Cost $24.75 Unrealized 0.0%

UAL UNITED AIRLS HLDGS INC 0.0%

Value $326K Shares 9,430 Est. Cost $29.99 Unrealized 0.0%

— TRIUMPH GROUP INC NEW 0.0%

Value $322K Shares 35,780 Est. Cost $9.00 Unrealized —

JBLU JETBLUE AWYS CORP 0.0%

Value $318K Shares 29,220 Est. Cost $9.85 Unrealized 0.0%

— SPIRIT AIRLS INC 0.0%

Value $315K Shares 17,680 Est. Cost $17.82 Unrealized —

PLAY DAVE & BUSTERS ENTMT INC 0.0%

Value $312K Shares 23,390 Est. Cost $13.32 Unrealized 0.0%

— SPIRIT AEROSYSTEMS HLDGS INC 0.0%

Value $284K Shares 11,870 Est. Cost $23.93 Unrealized —

AAL AMERICAN AIRLS GROUP INC 0.0%

Value $281K Shares 21,520 Est. Cost $12.13 Unrealized 0.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,003,200	$618M	71.6%	$308.37	—	Put	78462F103
HYG	ISHARES TR	360,000	$29.38M	3.4%	—	—	Put	464288513
PCG	PG&E CORP	2,898,700	$25.71M	3.0%	$11.82	-8.9%	COM	69331C108
SPY	SPDR S&P 500 ETF TR	82,000	$25.29M	2.9%	$308.37	—	TR UNIT	78462F103
C	CITIGROUP INC	363,000	$18.55M	2.1%	$38.68	0.0%	Call	172967424
DQ	DAQO NEW ENERGY CORP	211,020	$15.67M	1.8%	$74.24	—	SPNSRD ADR NEW	23703Q203
SLV	ISHARES SILVER TR	900,000	$15.31M	1.8%	—	—	Call	46428Q109
MELI	MERCADOLIBRE INC	15,305	$15.09M	1.7%	$749.93	0.0%	COM	58733R102
—	MATCH GROUP INC	121,951	$13.05M	1.5%	$107.05	—	COM	57665R106
PLUG	PLUG POWER INC	1,362,500	$11.19M	1.3%	$4.68	0.0%	COM NEW	72919P202
SNAP	SNAP INC	438,820	$10.31M	1.2%	$17.78	0.0%	CL A	83304A106
VST	VISTRA ENERGY CORP	503,138	$9.368M	1.1%	$18.95	-12.3%	COM	92840M102
WDC	WESTERN DIGITAL CORP.	185,000	$8.168M	0.9%	—	—	Put	958102105
CME	CME GROUP INC	45,000	$7.314M	0.8%	$64.11	+125.1%	COM	12572Q105
CCJ	CAMECO CORP	705,000	$7.226M	0.8%	$9.81	0.0%	COM	13321L108
ACMR	ACM RESEARCH INC	114,138	$7.118M	0.8%	$16.41	0.0%	COM CL A	00108J109
SEDG	SOLAREDGE TECHNOLOGIES INC	40,000	$5.551M	0.6%	—	—	Put	83417M104
—	MARVELL TECHNOLOGY GROUP LTD	120,000	$4.207M	0.5%	$35.06	—	ORD	G5876H105
C	CITIGROUP INC	60,000	$3.066M	0.4%	$38.68	0.0%	COM NEW	172967424
BNTX	BIONTECH SE	38,650	$2.58M	0.3%	$66.75	—	SPONSORED ADS	09075V102
—	XILINX INC	21,130	$2.079M	0.2%	$98.39	—	COM	983919101
—	BARRICK GOLD CORPORATION	39,000	$1.051M	0.1%	$26.95	—	COM	067901108
NEM	NEWMONT CORP	17,000	$1.05M	0.1%	$49.87	0.0%	COM	651639106
GAP	GAP INC	38,130	$481K	0.1%	$7.43	0.0%	COM	364760108
—	FOOT LOCKER INC	13,690	$399K	0.0%	$29.15	—	COM	344849104
FOSL	FOSSIL GROUP INC	83,860	$390K	0.0%	$3.84	0.0%	COM	34988V106
—	HANESBRANDS INC	34,310	$387K	0.0%	$11.28	—	COM	410345102
—	L BRANDS INC	25,770	$386K	0.0%	$14.98	—	COM	501797104
M	MACYS INC	55,630	$383K	0.0%	$6.16	0.0%	COM	55616P104
ANF	ABERCROMBIE & FITCH CO	34,930	$372K	0.0%	$10.91	0.0%	CL A	002896207
KSS	KOHLS CORP	17,560	$365K	0.0%	$19.27	0.0%	COM	500255104
AEO	AMERICAN EAGLE OUTFITTERS IN	33,360	$364K	0.0%	$8.17	0.0%	COM	02553E106
LUV	SOUTHWEST AIRLS CO	10,480	$358K	0.0%	$29.57	0.0%	COM	844741108
BA	BOEING CO	1,950	$357K	0.0%	$153.71	0.0%	COM	097023105
ALK	ALASKA AIR GROUP INC	9,360	$339K	0.0%	$32.56	0.0%	COM	011659109
DAL	DELTA AIR LINES INC DEL	11,710	$328K	0.0%	$24.75	0.0%	COM NEW	247361702
UAL	UNITED AIRLS HLDGS INC	9,430	$326K	0.0%	$29.99	0.0%	COM	910047109
—	TRIUMPH GROUP INC NEW	35,780	$322K	0.0%	$9.00	—	COM	896818101
JBLU	JETBLUE AWYS CORP	29,220	$318K	0.0%	$9.85	0.0%	COM	477143101
—	SPIRIT AIRLS INC	17,680	$315K	0.0%	$17.82	—	COM	848577102
PLAY	DAVE & BUSTERS ENTMT INC	23,390	$312K	0.0%	$13.32	0.0%	COM	238337109
—	SPIRIT AEROSYSTEMS HLDGS INC	11,870	$284K	0.0%	$23.93	—	COM CL A	848574109
AAL	AMERICAN AIRLS GROUP INC	21,520	$281K	0.0%	$12.13	0.0%	COM	02376R102