Graticule Asia Macro Advisors as of Sept. 30, 2018
Portfolio Holdings for Graticule Asia Macro Advisors
Graticule Asia Macro Advisors holds 222 positions in its portfolio as reported in the September 2018 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf Tr option | 14.4 | $261M | 897k | 290.72 | |
| Activision Blizzard | 6.9 | $126M | 1.5M | 83.19 | |
| Ishares Tr Index option | 6.1 | $111M | 660k | 168.55 | |
| Powershares Qqq Etf Put Opt 01/19 154.0 put | 3.1 | $56M | 300k | 185.79 | |
| Alibaba Group Hldg | 2.9 | $53M | 323k | 164.76 | |
| VMware | 2.5 | $46M | 293k | 156.06 | |
| iShares MSCI Emerging Markets Indx (EEM) | 2.5 | $46M | 1.1M | 42.92 | |
| Tableau Software Inc Cl A | 2.3 | $41M | 368k | 111.74 | |
| Amazon (AMZN) | 2.2 | $40M | 20k | 2003.01 | |
| Ishares Tr Index option | 2.1 | $39M | 900k | 42.92 | |
| MasterCard Incorporated (MA) | 2.1 | $38M | 172k | 222.61 | |
| Activision Blizzard Inc option | 1.9 | $35M | 418k | 83.19 | |
| Altaba | 1.8 | $33M | 478k | 68.12 | |
| Vmware Inc call | 1.8 | $32M | 204k | 156.06 | |
| Bank Of America Corporation option | 1.7 | $31M | 1.0M | 29.46 | |
| Phillips 66 (PSX) | 1.6 | $29M | 259k | 112.72 | |
| Global Payments (GPN) | 1.5 | $28M | 218k | 127.40 | |
| Take-Two Interactive Software (TTWO) | 1.5 | $28M | 201k | 137.99 | |
| Salesforce Com Inc call | 1.5 | $27M | 167k | 159.03 | |
| Hasbro Inc call | 1.3 | $24M | 232k | 105.12 | |
| Wpx Energy | 1.2 | $21M | 1.1M | 20.12 | |
| Spdr Series Trust put | 1.1 | $21M | 600k | 34.16 | |
| Microsoft Corporation (MSFT) | 1.1 | $19M | 170k | 114.37 | |
| United Technologies Corporation | 1.0 | $19M | 132k | 139.81 | |
| Visa (V) | 1.0 | $19M | 124k | 150.09 | |
| Alaska Air (ALK) | 1.0 | $19M | 269k | 68.86 | |
| Godaddy Inc cl a (GDDY) | 0.9 | $17M | 205k | 83.39 | |
| Delek Us Holdings (DK) | 0.9 | $16M | 379k | 42.43 | |
| Energen Corporation | 0.7 | $13M | 156k | 86.17 | |
| Occidental Petroleum Corporation (OXY) | 0.7 | $13M | 158k | 82.17 | |
| TAKE-TWO INTERACTIVE SFT CMN Stock cmn | 0.7 | $13M | 91k | 137.99 | |
| Pioneer Natural Resources | 0.7 | $12M | 70k | 174.19 | |
| Pulte Group Inc cmn | 0.7 | $12M | 481k | 24.77 | |
| Charter Communications Inc New Cl A cl a (CHTR) | 0.7 | $12M | 37k | 325.89 | |
| CONSTELLATION BRANDS INC -CL A Cmn Stk cmn | 0.6 | $12M | 54k | 215.61 | |
| Continental Resources | 0.6 | $11M | 154k | 68.28 | |
| Facebook Inc put | 0.6 | $10M | 63k | 164.46 | |
| Kb Home put | 0.6 | $10M | 428k | 23.91 | |
| General Motors Co cmn | 0.6 | $10M | 303k | 33.67 | |
| Hollyfrontier Corp | 0.6 | $10M | 146k | 69.90 | |
| Nxp Semiconductors N V (NXPI) | 0.6 | $10M | 118k | 85.50 | |
| Lululemon Athletica Inc call | 0.5 | $9.8M | 61k | 162.50 | |
| Dell Technologies Inc Class V equity | 0.5 | $9.8M | 101k | 97.12 | |
| salesforce (CRM) | 0.5 | $9.5M | 60k | 159.03 | |
| Gopro Inc cl a | 0.5 | $9.4M | 1.3M | 7.20 | |
| Suncor Energy (SU) | 0.5 | $9.1M | 234k | 38.69 | |
| Alphabet Inc Class A cs (GOOGL) | 0.5 | $8.8M | 7.3k | 1207.12 | |
| Etsy (ETSY) | 0.5 | $8.7M | 170k | 51.38 | |
| Parsley Energy Inc-class A | 0.5 | $8.5M | 291k | 29.25 | |
| Worldpay Ord | 0.5 | $8.3M | 82k | 101.27 | |
| Alaska Air Group Common Stock Alk cmn | 0.4 | $7.9M | 114k | 68.86 | |
| Cme (CME) | 0.4 | $7.7M | 45k | 170.20 | |
| Wildhorse Resource Dev Corp | 0.4 | $7.3M | 308k | 23.64 | |
| Hyatt Hotels Corporation (H) | 0.4 | $6.9M | 86k | 79.59 | |
| Wildhorse Resource Dev Corp | 0.4 | $6.9M | 292k | 23.64 | |
| Bank of America Corporation (BAC) | 0.4 | $6.6M | 225k | 29.46 | |
| Xilinx | 0.4 | $6.7M | 83k | 80.17 | |
| Qualcomm (QCOM) | 0.4 | $6.5M | 91k | 72.03 | |
| Spirit AeroSystems Holdings (SPR) | 0.4 | $6.6M | 72k | 91.67 | |
| Adobe Systems Incorporated (ADBE) | 0.3 | $6.4M | 24k | 269.96 | |
| Anadarko Petroleum Corporation | 0.3 | $6.4M | 94k | 67.42 | |
| Ingersoll-rand Co Ltd-cl A | 0.3 | $6.3M | 62k | 102.31 | |
| Servicenow (NOW) | 0.3 | $6.3M | 32k | 195.62 | |
| CVR Energy (CVI) | 0.3 | $5.7M | 141k | 40.22 | |
| Concho Resources | 0.3 | $5.6M | 36k | 152.74 | |
| Oasis Petroleum | 0.3 | $5.7M | 399k | 14.18 | |
| Wheaton Precious Metals Corp (WPM) | 0.3 | $5.7M | 325k | 17.50 | |
| iShares Dow Jones US Tele (IYZ) | 0.3 | $5.3M | 178k | 29.74 | |
| Norfolk Southern (NSC) | 0.3 | $5.1M | 28k | 180.50 | |
| Allegheny Technologies Incorporated (ATI) | 0.3 | $5.0M | 170k | 29.55 | |
| Cheniere Energy (LNG) | 0.3 | $4.9M | 70k | 69.49 | |
| Mosaic (MOS) | 0.3 | $4.9M | 152k | 32.48 | |
| IAC/InterActive | 0.3 | $4.6M | 21k | 216.72 | |
| Lockheed Martin Corporation (LMT) | 0.2 | $4.5M | 13k | 345.97 | |
| Vipshop Hldgs | 0.2 | $4.5M | 715k | 6.24 | |
| Alibaba Group Holding (BABA) | 0.2 | $4.5M | 28k | 164.77 | |
| Square Inc cl a (SQ) | 0.2 | $4.6M | 46k | 99.01 | |
| Raytheon Company | 0.2 | $4.2M | 20k | 206.65 | |
| Chart Industries (GTLS) | 0.2 | $3.9M | 50k | 78.34 | |
| Proofpoint Inc cmn | 0.2 | $4.0M | 38k | 106.34 | |
| Consumer Discretionary SPDR (XLY) | 0.2 | $3.8M | 33k | 117.22 | |
| SPDR S&P Retail (XRT) | 0.2 | $3.4M | 66k | 51.03 | |
| Vistra Energy (VST) | 0.2 | $3.2M | 130k | 24.88 | |
| Okta Inc cl a (OKTA) | 0.2 | $3.3M | 47k | 70.36 | |
| Barrick Gold Corp (GOLD) | 0.2 | $3.0M | 275k | 11.08 | |
| Lululemon Athletica (LULU) | 0.2 | $3.2M | 20k | 162.51 | |
| Hasbro (HAS) | 0.2 | $2.9M | 27k | 105.11 | |
| Synopsys (SNPS) | 0.2 | $3.0M | 30k | 98.60 | |
| Utilities SPDR (XLU) | 0.2 | $2.9M | 55k | 52.66 | |
| Centennial Resource Developmen cs | 0.2 | $2.8M | 129k | 21.85 | |
| Blackline (BL) | 0.2 | $3.0M | 53k | 56.47 | |
| Zendesk | 0.1 | $2.7M | 38k | 71.00 | |
| Cnooc | 0.1 | $2.5M | 13k | 197.52 | |
| Adaptimmune Therapeutics (ADAP) | 0.1 | $2.5M | 185k | 13.56 | |
| China Petroleum & Chemical | 0.1 | $2.4M | 24k | 100.46 | |
| EOG Resources (EOG) | 0.1 | $2.4M | 19k | 127.55 | |
| PetroChina Company | 0.1 | $2.4M | 30k | 81.43 | |
| Baozun (BZUN) | 0.1 | $2.3M | 47k | 48.57 | |
| Louisiana-Pacific Corporation (LPX) | 0.1 | $2.1M | 80k | 26.49 | |
| Southwest Airlines (LUV) | 0.1 | $2.2M | 35k | 62.46 | |
| Guidewire Software (GWRE) | 0.1 | $2.2M | 21k | 101.03 | |
| Century Aluminum Company (CENX) | 0.1 | $1.9M | 160k | 11.97 | |
| American Express Company (AXP) | 0.1 | $1.8M | 17k | 106.51 | |
| Pampa Energia (PAM) | 0.1 | $1.9M | 60k | 31.05 | |
| Twilio Inc cl a (TWLO) | 0.1 | $1.7M | 20k | 86.30 | |
| General Motors Company (GM) | 0.1 | $1.7M | 50k | 33.68 | |
| Home Depot (HD) | 0.1 | $1.4M | 6.6k | 207.12 | |
| Pandora Media | 0.1 | $1.5M | 155k | 9.51 | |
| Gopro (GPRO) | 0.1 | $1.5M | 206k | 7.20 | |
| Autodesk (ADSK) | 0.1 | $1.3M | 8.3k | 156.14 | |
| Ringcentral (RNG) | 0.1 | $1.3M | 14k | 93.07 | |
| Arconic | 0.1 | $1.3M | 61k | 22.01 | |
| Sendgrid | 0.1 | $1.3M | 35k | 36.80 | |
| Smartsheet (SMAR) | 0.1 | $1.3M | 42k | 31.26 | |
| Amgen (AMGN) | 0.1 | $1.1M | 5.3k | 207.36 | |
| Procter & Gamble Company (PG) | 0.1 | $1.1M | 13k | 83.26 | |
| Netflix (NFLX) | 0.1 | $1.1M | 2.9k | 374.14 | |
| Consumer Staples Select Sect. SPDR (XLP) | 0.1 | $1.1M | 20k | 53.94 | |
| iShares Dow Jones Transport. Avg. (IYT) | 0.1 | $1.1M | 5.6k | 204.46 | |
| Yandex Nv-a (YNDX) | 0.1 | $1.1M | 34k | 32.88 | |
| Turquoisehillres | 0.1 | $1.1M | 500k | 2.12 | |
| Shopify Inc cl a (SHOP) | 0.1 | $1.2M | 7.1k | 164.51 | |
| PNC Financial Services (PNC) | 0.1 | $926k | 6.8k | 136.18 | |
| Johnson & Johnson (JNJ) | 0.1 | $898k | 6.5k | 138.15 | |
| Eli Lilly & Co. (LLY) | 0.1 | $934k | 8.7k | 107.36 | |
| Walt Disney Company (DIS) | 0.1 | $842k | 7.2k | 116.94 | |
| 3M Company (MMM) | 0.1 | $864k | 4.1k | 210.73 | |
| Automatic Data Processing (ADP) | 0.1 | $979k | 6.5k | 150.62 | |
| Everest Re Group (EG) | 0.1 | $960k | 4.2k | 228.57 | |
| Aetna | 0.1 | $933k | 4.6k | 202.83 | |
| Air Products & Chemicals (APD) | 0.1 | $919k | 5.5k | 167.09 | |
| CIGNA Corporation | 0.1 | $916k | 4.4k | 208.18 | |
| Colgate-Palmolive Company (CL) | 0.1 | $991k | 15k | 66.96 | |
| Honeywell International (HON) | 0.1 | $915k | 5.5k | 166.36 | |
| International Business Machines (IBM) | 0.1 | $953k | 6.3k | 151.27 | |
| Nextera Energy (NEE) | 0.1 | $972k | 5.8k | 167.59 | |
| Lowe's Companies (LOW) | 0.1 | $838k | 7.3k | 114.79 | |
| Motorola Solutions (MSI) | 0.1 | $963k | 7.4k | 130.14 | |
| Invesco Qqq Trust Series 1 (QQQ) | 0.1 | $979k | 5.3k | 185.84 | |
| Tenable Hldgs (TENB) | 0.1 | $867k | 22k | 38.88 | |
| BlackRock (BLK) | 0.0 | $801k | 1.7k | 471.18 | |
| Goldman Sachs (GS) | 0.0 | $695k | 3.1k | 224.19 | |
| Bristol Myers Squibb (BMY) | 0.0 | $782k | 13k | 62.06 | |
| United Parcel Service (UPS) | 0.0 | $665k | 5.7k | 116.67 | |
| Travelers Companies (TRV) | 0.0 | $804k | 6.2k | 129.68 | |
| Union Pacific Corporation (UNP) | 0.0 | $700k | 4.3k | 162.79 | |
| Emerson Electric (EMR) | 0.0 | $750k | 9.8k | 76.53 | |
| Cincinnati Financial Corporation (CINF) | 0.0 | $799k | 10k | 76.83 | |
| Capital One Financial (COF) | 0.0 | $769k | 8.1k | 94.94 | |
| Intuitive Surgical (ISRG) | 0.0 | $746k | 1.3k | 573.85 | |
| Accenture (ACN) | 0.0 | $647k | 3.8k | 170.26 | |
| Advanced Micro Devices (AMD) | 0.0 | $794k | 26k | 30.89 | |
| Entergy Corporation (ETR) | 0.0 | $722k | 8.9k | 81.12 | |
| DTE Energy Company (DTE) | 0.0 | $666k | 6.1k | 109.18 | |
| Intuit (INTU) | 0.0 | $705k | 3.1k | 227.42 | |
| O'reilly Automotive (ORLY) | 0.0 | $729k | 2.1k | 347.14 | |
| Duke Energy (DUK) | 0.0 | $672k | 8.4k | 80.00 | |
| stock | 0.0 | $750k | 6.2k | 120.97 | |
| Alphabet Inc Class C cs (GOOG) | 0.0 | $716k | 600.00 | 1193.33 | |
| Hilton Worldwide Holdings (HLT) | 0.0 | $759k | 9.4k | 80.74 | |
| State Street Corporation (STT) | 0.0 | $561k | 6.7k | 83.73 | |
| U.S. Bancorp (USB) | 0.0 | $486k | 9.2k | 52.83 | |
| Fidelity National Information Services (FIS) | 0.0 | $545k | 5.0k | 109.00 | |
| Northern Trust Corporation (NTRS) | 0.0 | $613k | 6.0k | 102.17 | |
| Carnival Corporation (CCL) | 0.0 | $466k | 7.3k | 63.84 | |
| Nucor Corporation (NUE) | 0.0 | $527k | 8.3k | 63.49 | |
| Wells Fargo & Company (WFC) | 0.0 | $604k | 12k | 52.52 | |
| Harris Corporation | 0.0 | $626k | 3.7k | 169.19 | |
| Valero Energy Corporation (VLO) | 0.0 | $512k | 4.5k | 113.78 | |
| Altria (MO) | 0.0 | $627k | 10k | 60.29 | |
| Philip Morris International (PM) | 0.0 | $506k | 6.2k | 81.61 | |
| Schlumberger (SLB) | 0.0 | $512k | 8.4k | 60.95 | |
| TJX Companies (TJX) | 0.0 | $538k | 4.8k | 112.08 | |
| Illinois Tool Works (ITW) | 0.0 | $621k | 4.4k | 141.14 | |
| Marriott International (MAR) | 0.0 | $475k | 3.6k | 131.94 | |
| Prudential Financial (PRU) | 0.0 | $557k | 5.5k | 101.27 | |
| Varian Medical Systems | 0.0 | $604k | 5.4k | 111.85 | |
| Alexion Pharmaceuticals | 0.0 | $598k | 4.3k | 139.07 | |
| Industries N shs - a - (LYB) | 0.0 | $625k | 6.1k | 102.46 | |
| Anthem (ELV) | 0.0 | $493k | 1.8k | 273.89 | |
| Principal Financial (PFG) | 0.0 | $293k | 5.0k | 58.60 | |
| Total System Services | 0.0 | $316k | 3.2k | 98.75 | |
| Discover Financial Services (DFS) | 0.0 | $420k | 5.5k | 76.36 | |
| Ameriprise Financial (AMP) | 0.0 | $310k | 2.1k | 147.62 | |
| Affiliated Managers (AMG) | 0.0 | $369k | 2.7k | 136.67 | |
| Costco Wholesale Corporation (COST) | 0.0 | $423k | 1.8k | 235.00 | |
| M&T Bank Corporation (MTB) | 0.0 | $378k | 2.3k | 164.35 | |
| J.B. Hunt Transport Services (JBHT) | 0.0 | $345k | 2.9k | 118.97 | |
| W.W. Grainger (GWW) | 0.0 | $429k | 1.2k | 357.50 | |
| AFLAC Incorporated (AFL) | 0.0 | $372k | 7.9k | 47.09 | |
| Ross Stores (ROST) | 0.0 | $436k | 4.4k | 99.09 | |
| ConocoPhillips (COP) | 0.0 | $325k | 4.2k | 77.38 | |
| Merck & Co (MRK) | 0.0 | $447k | 6.3k | 70.95 | |
| Praxair | 0.0 | $273k | 1.7k | 160.59 | |
| Stryker Corporation (SYK) | 0.0 | $302k | 1.7k | 177.65 | |
| Biogen Idec (BIIB) | 0.0 | $283k | 800.00 | 353.75 | |
| Gilead Sciences (GILD) | 0.0 | $286k | 3.7k | 77.30 | |
| Clorox Company (CLX) | 0.0 | $346k | 2.3k | 150.43 | |
| Hershey Company (HSY) | 0.0 | $357k | 3.5k | 102.00 | |
| Roper Industries (ROP) | 0.0 | $385k | 1.3k | 296.15 | |
| Edison International (EIX) | 0.0 | $379k | 5.6k | 67.68 | |
| Cimarex Energy | 0.0 | $372k | 4.0k | 93.00 | |
| KLA-Tencor Corporation (KLAC) | 0.0 | $386k | 3.8k | 101.58 | |
| Kansas City Southern | 0.0 | $385k | 3.4k | 113.24 | |
| Workday Inc cl a (WDAY) | 0.0 | $336k | 2.3k | 146.09 | |
| Walgreen Boots Alliance (WBA) | 0.0 | $386k | 5.3k | 72.83 | |
| Box Inc cl a (BOX) | 0.0 | $426k | 18k | 23.93 | |
| Monster Beverage Corp (MNST) | 0.0 | $291k | 5.0k | 58.20 | |
| Chubb (CB) | 0.0 | $321k | 2.4k | 133.75 | |
| Dropbox Inc-class A (DBX) | 0.0 | $419k | 16k | 26.86 | |
| Wal-Mart Stores (WMT) | 0.0 | $207k | 2.2k | 94.09 | |
| Waste Management (WM) | 0.0 | $253k | 2.8k | 90.36 | |
| NVIDIA Corporation (NVDA) | 0.0 | $253k | 900.00 | 281.11 | |
| Northrop Grumman Corporation (NOC) | 0.0 | $254k | 800.00 | 317.50 | |
| Stanley Black & Decker (SWK) | 0.0 | $205k | 1.4k | 146.43 | |
| Waters Corporation (WAT) | 0.0 | $214k | 1.1k | 194.55 | |
| Southern Company (SO) | 0.0 | $270k | 6.2k | 43.55 | |
| Humana (HUM) | 0.0 | $203k | 600.00 | 338.33 | |
| Marathon Petroleum Corp (MPC) | 0.0 | $256k | 3.2k | 80.00 | |
| Perrigo Company (PRGO) | 0.0 | $255k | 3.6k | 70.83 | |
| Vaneck Vectors Semiconductor Etf semiconductor (SMH) | 0.0 | $242k | 2.3k | 106.42 | |
| L3 Technologies | 0.0 | $234k | 1.1k | 212.73 |
