13F-HR filed by Graticule Asia Macro Advisors LLC
Graticule Asia Macro Advisors LLC filed this 13F-HR for the quarter ended 2015-12-31, filed 2016-02-12, with 165 holding rows worth $612,354,000.
- Accession
- 0001085146-16-003116
- Filer
- CIK 1619390
- Filed
- 2016-02-12
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2015
A holdings report, 289 entries on the cover page, a total value of $612,354,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $612,354,000 with VALUE read as thousands by filing date, 13F file number 028-16786. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerFortress Macro Advisors LLC028-13498
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 37,000 | $28,786,000 | thousands by filing date | call |
| ALLERGAN PLC | G0177J108 | SHS | 79,448 | $24,828,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 204,000 | $21,541,000 | thousands by filing date | |
| ISHARES TR | 464288752 | US HOME CONS ETF | 741,900 | $20,106,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 25,171 | $19,583,000 | thousands by filing date | |
| SPDR S&P Homebuilders ETF | 78464A888 | SHS | 567,500 | $19,397,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 230,500 | $18,733,000 | thousands by filing date | call |
| NVIDIA Corp | 67066G104 | COM | 551,000 | $18,161,000 | thousands by filing date | call |
| NVIDIA Corp | 67066G104 | COM | 459,000 | $15,127,000 | thousands by filing date | |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 200,000 | $15,021,000 | thousands by filing date | put |
| Amazon.com, Inc | 023135106 | COM | 20,944 | $14,156,000 | thousands by filing date | |
| MARKET VECTORS ETF TR | 57060U506 | RUSSIA ETF | 936,300 | $13,717,000 | thousands by filing date | |
| AVIS BUDGET GROUP INC | 053774105 | COM | 327,000 | $11,867,000 | thousands by filing date | put |
| Amazon.com, Inc | 023135106 | COM | 17,500 | $11,829,000 | thousands by filing date | call |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 28,500 | $9,642,000 | thousands by filing date | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 260,800 | $9,204,000 | thousands by filing date | |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 48,000 | $9,073,000 | thousands by filing date | put |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 150,000 | $9,003,000 | thousands by filing date | put |
| RAYTHEON CO | 755111507 | COM NEW | 63,500 | $7,908,000 | thousands by filing date | |
| ORBITAL ATK INC | 68557N103 | COM | 87,500 | $7,817,000 | thousands by filing date | |
| ILLUMINA INC | 452327109 | COM | 40,000 | $7,679,000 | thousands by filing date | put |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 40,500 | $7,646,000 | thousands by filing date | |
| PAMPA ENERGIA SA | 697660207 | SPONS ADR LVL I | 370,277 | $7,610,000 | thousands by filing date | |
| SOMNIGROUP INTERNATIONAL INC COM | 88023U101 | Stock | 105,000 | $7,398,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 59,695 | $7,150,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 138,083 | $6,708,000 | thousands by filing date | |
| COTY INC | 222070203 | COM CL A | 260,000 | $6,664,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 58,000 | $6,070,000 | thousands by filing date | |
| NEUROCRINE BIOSCIENCES INC | 64125C109 | COM | 94,585 | $5,351,000 | thousands by filing date | |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 41,628 | $5,239,000 | thousands by filing date | |
| NEW RELIC INC | 64829B100 | COMMON STOCK | 141,644 | $5,161,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 23,500 | $5,102,000 | thousands by filing date | |
| DELPHI AUTOMOTIVE PLC | G27823106 | COMMON STOCK-FO | 59,000 | $5,058,000 | thousands by filing date | call |
| LENDINGCLUB CORP | 52603A109 | COM | 417,000 | $4,607,000 | thousands by filing date | call |
| HOLLYFRONTIER CORP | 436106108 | COM | 112,300 | $4,480,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 45,000 | $4,077,000 | thousands by filing date | |
| FIRST AMERN FINL CORP | 31847R102 | COM | 110,000 | $3,948,000 | thousands by filing date | |
| MAKEMYTRIP LIMITED MAURITIUS SHS | V5633W109 | Stock | 225,000 | $3,861,000 | thousands by filing date | |
| GRUPO FINANCIERO GALICIA | 399909100 | SPONSORED ADR | 137,117 | $3,714,000 | thousands by filing date | |
| HOLLYSYS AUTOMATION TCHNGY L | G45667105 | SHS | 158,549 | $3,516,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 42,500 | $3,454,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 66,300 | $3,438,000 | thousands by filing date | |
| BANCO MACRO S A | 05961W105 | SPON ADR B | 56,380 | $3,278,000 | thousands by filing date | |
| YPF SOCIEDAD ANONIMA | 984245100 | SPON ADR CL D | 208,000 | $3,271,000 | thousands by filing date | |
| TELECOM ARGENTINA SA | 879273209 | SPON ADR REP B | 166,296 | $2,672,000 | thousands by filing date | |
| IRSA INVERSIONES Y REP S A SPON GDS ECH 10 | 450047204 | ADR | 196,276 | $2,416,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 7,796 | $2,389,000 | thousands by filing date | |
| WESTERN REFNG INC | 959319104 | COM | 65,000 | $2,316,000 | thousands by filing date | |
| PUMA BIOTECHNOLOGY INC | 74587V107 | COMMON STOCK | 26,700 | $2,093,000 | thousands by filing date | |
| ALNYLAM PHARMACEUTICALS INC COM | 02043Q107 | Stock | 21,437 | $2,019,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 23,805 | $2,005,000 | thousands by filing date | |
| BELLICUM PHARMACEUTICALS INC | 079481107 | COM | 87,000 | $1,763,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 243,374 | $1,730,000 | thousands by filing date | |
| WHITING PETE CORP NEW | 966387102 | COM | 180,198 | $1,700,000 | thousands by filing date | |
| WILLIAMS COS INC COM | 969457100 | Stock | 66,153 | $1,699,000 | thousands by filing date | |
| ONEOK INC NEW | 682680103 | COM | 68,408 | $1,687,000 | thousands by filing date | |
| NRG ENERGY INC COM NEW | 629377508 | Stock | 142,442 | $1,677,000 | thousands by filing date | |
| Rocket Pharmaceuticals Inc | 45780V102 | SHS | 148,000 | $1,676,000 | thousands by filing date | |
| ENCANA CORP | 292505104 | COM | 327,730 | $1,669,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075F106 | COM | 308,669 | $1,666,000 | thousands by filing date | |
| OFFICE DEPOT INC | 676220106 | COM | 294,313 | $1,660,000 | thousands by filing date | |
| SPECTRA ENERGY CORP | 847560109 | COM | 69,214 | $1,657,000 | thousands by filing date | |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 44,429 | $1,655,000 | thousands by filing date | |
| CONTINENTAL RES INC | 212015101 | COM | 71,875 | $1,651,000 | thousands by filing date | |
| KANSAS CITY SOUTHERN | 485170302 | COM NEW | 22,110 | $1,650,000 | thousands by filing date | |
| HUNTSMAN CORP | 447011107 | COM | 145,080 | $1,649,000 | thousands by filing date | |
| ENOVIS CORP | 194014106 | COMMON STOCK | 70,610 | $1,649,000 | thousands by filing date | |
| NATIONAL FUEL GAS CO COM | 636180101 | Stock | 38,548 | $1,648,000 | thousands by filing date | |
| RANGE RES CORP COM | 75281A109 | Stock | 66,988 | $1,648,000 | thousands by filing date | |
| REGAL REXNORD CORPORATION | 758750103 | COM | 28,090 | $1,644,000 | thousands by filing date | |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 27,810 | $1,643,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 138,719 | $1,642,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 25,374 | $1,641,000 | thousands by filing date | |
| BROOKDALE SR LIVING INC | 112463104 | COM | 88,834 | $1,640,000 | thousands by filing date | |
| AES CORP COM | 00130H105 | Stock | 171,198 | $1,639,000 | thousands by filing date | |
| VIACOM INC | 92553P201 | CL B | 39,807 | $1,639,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 26,704 | $1,638,000 | thousands by filing date | |
| BROCADE COMMUNICATIONS SYS I | 111621306 | COM NEW | 178,246 | $1,637,000 | thousands by filing date | |
| F5 INC COM | 315616102 | Stock | 16,866 | $1,636,000 | thousands by filing date | |
| DICKS SPORTING GOODS INC COM | 253393102 | Stock | 46,227 | $1,634,000 | thousands by filing date | |
| EXELON CORP COM | 30161N101 | Stock | 58,863 | $1,634,000 | thousands by filing date | |
| VMWARE, INC. | 928563402 | CL A COM | 28,894 | $1,634,000 | thousands by filing date | |
| DISCOVERY INC | 25470F302 | COM SER C | 64,823 | $1,634,000 | thousands by filing date | |
| TECHNIPFMC PLC | 30249U101 | COM | 56,343 | $1,634,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 51,030 | $1,632,000 | thousands by filing date | |
| RYDER SYS INC COM | 783549108 | Stock | 28,753 | $1,632,000 | thousands by filing date | |
| CANADIAN PACIFIC RAILWAYS | 13645T100 | COM | 12,800 | $1,632,000 | thousands by filing date | |
| DONALDSON INC COM | 257651109 | Stock | 56,967 | $1,631,000 | thousands by filing date | |
| GENESEE & WYOMING INC | 371559105 | CL A | 30,394 | $1,631,000 | thousands by filing date | |
| CALPINE CORP | 131347304 | COM | 112,840 | $1,631,000 | thousands by filing date | |
| PVH CORPORATION COM | 693656100 | Stock | 22,143 | $1,630,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 20,834 | $1,629,000 | thousands by filing date | |
| BUNGE LTD | G16962105 | COM | 23,872 | $1,629,000 | thousands by filing date | |
| STAPLES INC | 855030102 | COM | 172,093 | $1,629,000 | thousands by filing date | |
| MURPHY OIL CORP COM | 626717102 | Stock | 72,540 | $1,628,000 | thousands by filing date | |
| SHAW COMMUNICATIONS INC | 82028K200 | CL B CONV | 94,716 | $1,628,000 | thousands by filing date | |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 44,358 | $1,627,000 | thousands by filing date | |
| TEAM HEALTH HOLDINGS INC | 87817A107 | COMMON STOCK | 37,080 | $1,627,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 108,954 | $1,626,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 114,729 | $1,624,000 | thousands by filing date | |
| LINCOLN ELEC HLDGS INC | 533900106 | COM | 31,314 | $1,624,000 | thousands by filing date | |
| NETAPP INC COM | 64110D104 | Stock | 61,206 | $1,623,000 | thousands by filing date | |
| BED BATH & BEYOND INC | 075896100 | COM | 33,652 | $1,623,000 | thousands by filing date | |
| Lincoln National Corporat | 524901105 | COM | 41,379 | $1,623,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 23,320 | $1,622,000 | thousands by filing date | |
| HARLEY DAVIDSON INC COM | 412822108 | Stock | 35,750 | $1,622,000 | thousands by filing date | |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 59,674 | $1,621,000 | thousands by filing date | |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 43,990 | $1,620,000 | thousands by filing date | |
| AVIS BUDGET GROUP INC | 053774105 | COM | 44,646 | $1,620,000 | thousands by filing date | |
| O-I GLASS, INC. | 690768403 | COM | 93,002 | $1,620,000 | thousands by filing date | |
| B/E AEROSPACE INC | 073302101 | COM | 38,226 | $1,620,000 | thousands by filing date | |
| CSX Corporation | 126408103 | COM | 62,366 | $1,619,000 | thousands by filing date | |
| POLARIS INC COM | 731068102 | Stock | 18,835 | $1,619,000 | thousands by filing date | |
| EQT CORP COM | 26884L109 | Stock | 31,054 | $1,619,000 | thousands by filing date | |
| CENOVUS ENERGY INC | 15135U109 | COM | 128,232 | $1,619,000 | thousands by filing date | |
| HESS CORP | 42809H107 | COM | 33,331 | $1,617,000 | thousands by filing date | |
| FLOWSERVE CORP | 34354P105 | COM | 38,377 | $1,615,000 | thousands by filing date | |
| PENTAIR PLC SHS | G7S00T104 | Stock | 32,592 | $1,614,000 | thousands by filing date | |
| HERTZ GLOBAL HLDGS INC N | 42805T105 | COM | 113,385 | $1,614,000 | thousands by filing date | |
| VERINT SYS INC | 92343X100 | COM | 39,749 | $1,613,000 | thousands by filing date | |
| CHIPOTLEMEXICANGRILLI | 169656105 | STOK | 3,358 | $1,612,000 | thousands by filing date | |
| CUMMINS INC COM | 231021106 | Stock | 18,311 | $1,612,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 46,085 | $1,612,000 | thousands by filing date | |
| MSC INDL DIRECT INC CL A | 553530106 | Stock | 28,643 | $1,612,000 | thousands by filing date | |
| PACCAR INC COM | 693718108 | Stock | 34,006 | $1,612,000 | thousands by filing date | |
| NORDSTROM INC | 655664100 | COM | 32,335 | $1,611,000 | thousands by filing date | |
| CREDICORP LTD | G2519Y108 | COM | 16,539 | $1,610,000 | thousands by filing date | |
| RALPH LAUREN CORP | 751212101 | CL A | 14,435 | $1,610,000 | thousands by filing date | |
| TYCO INTL PLC | G91442106 | SHS | 50,390 | $1,608,000 | thousands by filing date | |
| TERADATA CORP DEL | 88076W103 | COM | 60,776 | $1,607,000 | thousands by filing date | |
| WEATHERFORD INTL INC ORD SHS | G48833100 | Stock | 191,303 | $1,606,000 | thousands by filing date | |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 42,567 | $1,605,000 | thousands by filing date | |
| KIRBY CORP | 497266106 | COM | 30,479 | $1,605,000 | thousands by filing date | |
| MAGNA INTL INC COM | 559222401 | Stock | 39,492 | $1,602,000 | thousands by filing date | |
| CENTURYLINK INC | 156700106 | COM | 63,571 | $1,599,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 236,041 | $1,597,000 | thousands by filing date | |
| WADDELL & REED FINL INC | 930059100 | CL A | 55,732 | $1,596,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 126,263 | $1,589,000 | thousands by filing date | |
| ENERGEN CORP | 29265N108 | COM | 38,766 | $1,589,000 | thousands by filing date | |
| POTASH CORP OF SASKATCHEWAN | 73755L107 | COMMON STOCK-FO | 92,793 | $1,588,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 64,191 | $1,586,000 | thousands by filing date | |
| BANK NOVA SCOTIA B C COM | 064149107 | Stock | 39,098 | $1,582,000 | thousands by filing date | |
| MOSAIC CO COM | 61945C103 | Stock | 56,987 | $1,573,000 | thousands by filing date | |
| TRANSPORTADORA DE GAS SUR | 893870204 | SPONSORED ADS B | 257,269 | $1,567,000 | thousands by filing date | |
| JUNO THERAPEUTICS INC | 48205A109 | COM | 35,000 | $1,540,000 | thousands by filing date | |
| SAREPTA THERAPEUTICS INC | 803607100 | COM | 39,000 | $1,505,000 | thousands by filing date | |
| DYAX CORP | 26746E103 | COM | 37,000 | $1,393,000 | thousands by filing date | |
| HIMAX TECHNOLOGIES INC SPONSORED ADR | 43289P106 | ADR | 160,000 | $1,312,000 | thousands by filing date | |
| ADVAXIS INC | 007624208 | COM NEW | 112,000 | $1,126,000 | thousands by filing date | |
| INCYTE CORP COM | 45337C102 | Stock | 10,000 | $1,085,000 | thousands by filing date | |
| ROYAL BANK OF SCOTLAND GROUP PLC | 780097713 | PREFERRED STOCK | 28,050 | $727,000 | thousands by filing date | |
| VITAE PHARMACEUTICALS INC | 92847N103 | COM | 39,800 | $721,000 | thousands by filing date | |
| REGENXBIO INC | 75901B107 | COM | 39,800 | $662,000 | thousands by filing date | |
| ADAPTIMMUNE THERAPEUTICS PLC | 00653A107 | SPONDS ADR | 50,000 | $603,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 8,500 | $601,000 | thousands by filing date | |
| PBF ENERGY INC | 69318G106 | CL A | 15,700 | $578,000 | thousands by filing date | |
| FIBROGEN INC | 31572Q808 | COM | 17,000 | $518,000 | thousands by filing date | |
| PORTOLA PHARMACEUTICALS INC COM | 737010108 | Stock | 9,183 | $474,000 | thousands by filing date | |
| ALON USA ENERGY INC | 020520102 | COM | 29,300 | $435,000 | thousands by filing date | |
| FIVE PRIME THERAPEUTICS INC. | 33830X104 | Common Stock | 10,300 | $427,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 6,871 | $414,000 | thousands by filing date | |
| ROYAL BANK SCOTLAND GRP PLC 6.6% PFD SER B | 780097739 | PFD | 15,650 | $398,000 | thousands by filing date | |
| NATIONAL WESTMINSTER BK PLC | 638539882 | SPON ADR C | 9,875 | $255,000 | thousands by filing date | |
| ROYAL BK SCOTLND GRP PLC | 780097804 | SPON | 5,049 | $131,000 | thousands by filing date | |
| SPDR SER TR | 78464A870 | S&P BIOTECH | 200 | $14,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-16-003116 | this filing | 2016-02-12 | acceptance time not in the bulk data set |