Caxton Associates LP's Q4 2021 13F: 255 new positions, 149 exits

Form 13F-HR for the quarter ended Dec 31, 2021 · filed Feb 14, 2022 · 515 reported positions · accession 0001567619-22-004443

What changed this quarter

Caxton Associates LP's changes in reported equity positions, Q4 2021
Activity Security Weight before Weight now Change Shares Shares %
Reduced TESLA INC (TSLA) 19.4% 0.0% −19.4 pts −178K sh −100%
Exited APTIV PLC (APTV) 12.6% — −12.6 pts −600K sh −100%
New SPDR S&P 500 ETF TR (SPY) — 10.0% +10.0 pts +166K sh new
Increased PFIZER INC (PFE) 9.0% 17.9% +9.0 pts +910K sh +62%
New UNITED RENTALS INC (URI) — 4.6% +4.6 pts +109K sh new
New TAIWAN SEMICONDUCTOR MFG LTD (TSM) — 4.4% +4.4 pts +291K sh new
Exited SALESFORCE COM INC (CRM) 2.9% — −2.9 pts −77,218 sh −100%
Increased MICRON TECHNOLOGY INC (MU) 0.6% 2.6% +2.0 pts +160K sh +255%
Increased AMAZON COM INC (AMZN) 1.2% 2.7% +1.5 pts +3,730 sh +145%
New ISHARES TR (EEM) — 1.4% +1.4 pts +228K sh new
Reduced ALPHABET INC (GOOGL) 1.5% 0.2% −1.4 pts −3,647 sh −90%
New SELECT SECTOR SPDR TR (XLE) — 1.2% +1.2 pts +176K sh new
Exited ISHARES SILVER TR (SLV) 1.0% — −1.0 pts −333K sh −100%
Increased SELECT SECTOR SPDR TR (XLI) 0.0% 0.9% +0.9 pts +64,600 sh +6460%
Exited ANALOG DEVICES INC (ADI) 0.8% — −0.8 pts −34,500 sh −100%
New ISHARES TR (FXI) — 0.8% +0.8 pts +166K sh new
Increased MICROSOFT CORP (MSFT) 2.2% 3.0% +0.8 pts +13,791 sh +25%
New GENERAL ELECTRIC CO (GE) — 0.6% +0.6 pts +47,545 sh new
Exited CHESAPEAKE ENERGY CORP (EXE) 0.5% — −0.5 pts −62,405 sh −100%
Reduced SELECT SECTOR SPDR TR (XLF) 1.2% 0.6% −0.6 pts −102K sh −44%
Reduced ISHARES TR (IWM) 1.2% 0.6% −0.6 pts −16,600 sh −42%
Exited SUNRUN INC (RUN) 0.5% — −0.5 pts −74,925 sh −100%
Exited HORMEL FOODS CORP (HRL) 0.5% — −0.5 pts −78,057 sh −100%
New QUALCOMM INC (QCOM) — 0.4% +0.4 pts +16,200 sh new
Reduced NETFLIX INC (NFLX) 0.4% 0.0% −0.4 pts −4,809 sh −92%
New INVESCO QQQ TR (QQQ) — 0.4% +0.4 pts +7,150 sh new
Exited LIBERTY GLOBAL PLC (LBTYA) 0.4% — −0.4 pts −84,500 sh −100%
Exited CIMAREX ENERGY CO (XEC) 0.3% — −0.3 pts −28,127 sh −100%
Reduced INTUIT (INTU) 0.4% 0.1% −0.3 pts −4,140 sh −77%
Exited DEVON ENERGY CORP NEW (DVN) 0.3% — −0.3 pts −66,506 sh −100%
Increased MACQUARIE INFRASTR HOLD LLC (MIC) 0.0% 0.3% +0.3 pts +709K sh +9415%
Exited MONSTER BEVERAGE CORP NEW (MNST) 0.3% — −0.3 pts −24,643 sh −100%
Reduced ANTERO RESOURCES CORP (AR) 0.5% 0.1% −0.4 pts −135K sh −71%
Reduced CONOCOPHILLIPS (COP) 0.4% 0.1% −0.3 pts −32,112 sh −80%
Exited UNITEDHEALTH GROUP INC (UNH) 0.3% — −0.3 pts −5,126 sh −100%
Exited OVINTIV INC (OVV) 0.3% — −0.3 pts −59,031 sh −100%
New HUBBELL INC (HUBB) — 0.3% +0.3 pts +9,971 sh new
Exited PELOTON INTERACTIVE INC (PTON) 0.2% — −0.2 pts −20,000 sh −100%
New CISCO SYS INC (CSCO) — 0.2% +0.2 pts +30,285 sh new
New ARK ETF TR (ARKK) — 0.2% +0.2 pts +20,000 sh new
New LANDSTAR SYS INC (LSTR) — 0.2% +0.2 pts +10,561 sh new
Exited NEXTERA ENERGY INC (NEE) 0.2% — −0.2 pts −20,180 sh −100%
New YUM CHINA HLDGS INC (YUMC) — 0.2% +0.2 pts +35,218 sh new
New GENTEX CORP (GNTX) — 0.2% +0.2 pts +50,341 sh new
New PUBLIC STORAGE (PSA) — 0.2% +0.2 pts +4,635 sh new
Increased CITIGROUP INC (C) 0.1% 0.3% +0.2 pts +28,300 sh +442%
Exited ADOBE SYSTEMS INCORPORATED (ADBE) 0.2% — −0.2 pts −2,514 sh −100%
Exited DOLBY LABORATORIES INC (DLB) 0.2% — −0.2 pts −16,359 sh −100%
Increased AMERICAN NATIONAL GROUP INC (ANAT) 0.1% 0.2% +0.2 pts +8,045 sh +390%
New DTE ENERGY CO (DTE) — 0.2% +0.2 pts +12,686 sh new

The 50 largest of 616 changes, by size of the trade. Full holdings for this quarter.

Reported by the fund in its Form 13F filed with the SEC; holdings are as of the quarter-end report date and may have changed since. For informational purposes only — not investment advice or a recommendation to buy or sell any security. FilingExplorer is not affiliated with or endorsed by this fund. How this brief is compiled

Top 10 positions — 51.2% of the equity book

Changes in the top 10 this quarter: SPY entered · URI entered · TSM entered · AMZN entered · MU entered · TSLA left · APTV left · CRM left · ISRG left · GOOGL left

# Security Weight before Weight now
1 PFIZER INC (PFE) 9.0% 17.9%
2 SPDR S&P 500 ETF TR (SPY) 0.0% 10.0% Entered the top 10
3 UNITED RENTALS INC (URI) 0.0% 4.6% Entered the top 10
4 TAIWAN SEMICONDUCTOR MFG LTD (TSM) 0.0% 4.4% Entered the top 10
5 MICROSOFT CORP (MSFT) 2.2% 3.0%
6 AMAZON COM INC (AMZN) 1.2% 2.7% Entered the top 10
7 MICRON TECHNOLOGY INC (MU) 0.6% 2.6% Entered the top 10
8 MODERNA INC (MRNA) 3.5% 2.1%
9 ZEBRA TECHNOLOGIES CORPORATI (ZBRA) 1.9% 1.9%
10 CME GROUP INC (CME) 1.6% 1.9%
— TESLA INC (TSLA) 19.4% 0.0% Left the top 10
— APTIV PLC (APTV) 12.6% 0.0% Left the top 10
— SALESFORCE COM INC (CRM) 2.9% 0.0% Left the top 10
— INTUITIVE SURGICAL INC (ISRG) 1.7% 1.7% Left the top 10
— ALPHABET INC (GOOGL) 1.5% 0.2% Left the top 10

Weights are each position's reported value as a share of the fund's reported equity positions (options and principal-amount holdings excluded).

Option positions (puts and calls)

Reported separately from the positions above. The value a 13F reports for an option is that of the underlying shares, not the option itself.

Activity Security Type Shares before Shares now Reported value
Reduced ISHARES TR (IWM) Put 310K 172K $38.3M
New SELECT SECTOR SPDR TR (XLB) Put 0 500K $27.8M
New SELECT SECTOR SPDR TR (XLU) Call 0 300K $21.5M
Exited PFIZER INC (PFE) Call 469K 0 $0
Exited SELECT SECTOR SPDR TR (XLF) Put 500K 0 $0
New META PLATFORMS INC (META) Call 0 50,000 $16.8M
Increased SELECT SECTOR SPDR TR (XLB) Call 15,000 300K $16.7M
Exited ISHARES SILVER TR (SLV) Put 750K 0 $0
Exited ANALOG DEVICES INC (ADI) Put 70,000 0 $0
New GENERAL ELECTRIC CO (GE) Put 0 110K $10.4M
Exited CONOCOPHILLIPS (COP) Put 140K 0 $0
Exited FACEBOOK INC (META) Put 27,500 0 $0
Exited ALPHABET INC (GOOG) Call 3,500 0 $0
New ISHARES TR (FXI) Put 0 250K $9.15M
New SELECT SECTOR SPDR TR (XLC) Put 0 100K $7.77M
New SELECT SECTOR SPDR TR (XLC) Call 0 100K $7.77M
Exited ISHARES TR (TLT) Put 50,000 0 $0
New SPDR S&P 500 ETF TR (SPY) Put 0 15,000 $7.12M
New SPDR S&P 500 ETF TR (SPY) Call 0 15,000 $7.12M
Increased KRANESHARES TR (KWEB) Call 5,000 110K $4.01M
Exited ISHARES INC (EWJ) Call 48,800 0 $0
Exited INVESCO QQQ TR (QQQ) Put 8,500 0 $0
Exited ADOBE SYSTEMS INCORPORATED (ADBE) Put 5,000 0 $0
New ARK ETF TR (ARKK) Put 0 25,100 $2.37M
New ISHARES TR (EEM) Call 0 35,000 $1.71M