Caxton Associates LP's Q1 2022 13F: 212 new positions, 264 exits
Form 13F-HR for the quarter ended Mar 31, 2022 · filed May 16, 2022 · 463 reported positions · accession 0001567619-22-010961
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| New | FREEPORT-MCMORAN INC (FCX) | — | 18.2% | +18.2 pts | +3.76M sh | new |
| New | APTIV PLC (APTV) | — | 15.1% | +15.1 pts | +1.29M sh | new |
| Increased | TESLA INC (TSLA) | 0.0% | 10.4% | +10.4 pts | +99,216 sh | +37725% |
| Exited | SPDR S&P 500 ETF TR (SPY) | 10.0% | — | −10.0 pts | −166K sh | −100% |
| Exited | UNITED RENTALS INC (URI) | 4.6% | — | −4.6 pts | −109K sh | −100% |
| Exited | TAIWAN SEMICONDUCTOR MFG LTD (TSM) | 4.4% | — | −4.4 pts | −291K sh | −100% |
| Increased | ISHARES TR (IWM) | 0.6% | 3.1% | +2.5 pts | +135K sh | +599% |
| Exited | MICRON TECHNOLOGY INC (MU) | 2.6% | — | −2.6 pts | −223K sh | −100% |
| Increased | PFIZER INC (PFE) | 17.9% | 14.6% | −3.4 pts | +499K sh | +21% |
| Exited | ZEBRA TECHNOLOGIES CORPORATI (ZBRA) | 1.9% | — | −1.9 pts | −25,635 sh | −100% |
| Increased | MODERNA INC (MRNA) | 2.1% | 2.8% | +0.8 pts | +105K sh | +163% |
| Exited | INTUITIVE SURGICAL INC (ISRG) | 1.7% | — | −1.7 pts | −37,065 sh | −100% |
| Exited | ISHARES TR (EEM) | 1.4% | — | −1.4 pts | −228K sh | −100% |
| Exited | SELECT SECTOR SPDR TR (XLE) | 1.2% | — | −1.2 pts | −176K sh | −100% |
| New | VANECK ETF TRUST (GDX) | — | 1.0% | +1.0 pts | +256K sh | new |
| Exited | SELECT SECTOR SPDR TR (XLI) | 0.9% | — | −0.9 pts | −65,600 sh | −100% |
| Reduced | AMAZON COM INC (AMZN) | 2.7% | 1.2% | −1.4 pts | −2,409 sh | −38% |
| Reduced | SELECT SECTOR SPDR TR (XLV) | 1.4% | 0.5% | −1.0 pts | −46,250 sh | −57% |
| Increased | APPLE INC (AAPL) | 0.2% | 0.7% | +0.5 pts | +34,887 sh | +413% |
| New | ISHARES TR (TLT) | — | 0.5% | +0.5 pts | +37,000 sh | new |
| Reduced | META PLATFORMS INC (META) | 1.0% | 0.1% | −1.0 pts | −21,870 sh | −89% |
| Reduced | SELECT SECTOR SPDR TR (XLF) | 0.6% | 0.0% | −0.6 pts | −126K sh | −99% |
| New | ISHARES SILVER TR (SLV) | — | 0.5% | +0.5 pts | +211K sh | new |
| Exited | QUALCOMM INC (QCOM) | 0.4% | — | −0.4 pts | −16,200 sh | −100% |
| Exited | INVESCO QQQ TR (QQQ) | 0.4% | — | −0.4 pts | −7,150 sh | −100% |
| Reduced | EQUITY COMWLTH (EQC) | 0.6% | 0.1% | −0.5 pts | −130K sh | −72% |
| Increased | CERNER CORP (CERN) | 0.1% | 0.4% | +0.3 pts | +32,905 sh | +455% |
| Exited | CHENIERE ENERGY INC (LNG) | 0.3% | — | −0.3 pts | −22,773 sh | −100% |
| Exited | HUBBELL INC (HUBB) | 0.3% | — | −0.3 pts | −9,971 sh | −100% |
| Increased | ISHARES TR (FXI) | 0.8% | 0.8% | 0.0 pts | +84,000 sh | +51% |
| Exited | CUBESMART (CUBE) | 0.3% | — | −0.3 pts | −35,172 sh | −100% |
| Exited | ENDAVA PLC (DAVA) | 0.3% | — | −0.3 pts | −11,901 sh | −100% |
| Exited | ARK ETF TR (ARKK) | 0.2% | — | −0.2 pts | −20,000 sh | −100% |
| Exited | INTEL CORP (INTC) | 0.2% | — | −0.2 pts | −34,632 sh | −100% |
| Exited | YUM CHINA HLDGS INC (YUMC) | 0.2% | — | −0.2 pts | −35,218 sh | −100% |
| Increased | AMERICAN NATIONAL GROUP INC (ANAT) | 0.2% | 0.4% | +0.2 pts | +11,238 sh | +111% |
| Exited | BROWN FORMAN CORP (BFB) | 0.2% | — | −0.2 pts | −21,660 sh | −100% |
| Exited | NVIDIA CORPORATION (NVDA) | 0.2% | — | −0.2 pts | −5,347 sh | −100% |
| Exited | AMERICAN TOWER CORP NEW (AMT) | 0.2% | — | −0.2 pts | −5,271 sh | −100% |
| Exited | DTE ENERGY CO (DTE) | 0.2% | — | −0.2 pts | −12,686 sh | −100% |
| Exited | HP INC (HPQ) | 0.2% | — | −0.2 pts | −39,929 sh | −100% |
| New | 3M CO (MMM) | — | 0.2% | +0.2 pts | +12,858 sh | new |
| Increased | VIRTU FINL INC (VIRT) | 0.0% | 0.2% | +0.2 pts | +51,275 sh | +409% |
| New | ALPHA METALLURGICAL RESOUR I (AMR) | — | 0.2% | +0.2 pts | +14,167 sh | new |
| New | MATSON INC (MATX) | — | 0.2% | +0.2 pts | +15,438 sh | new |
| Increased | INNOVIVA INC (INVA) | 0.1% | 0.3% | +0.2 pts | +93,807 sh | +211% |
| Reduced | PTC INC (PTC) | 0.3% | 0.1% | −0.3 pts | −16,534 sh | −77% |
| Exited | DEXCOM INC (DXCM) | 0.2% | — | −0.2 pts | −2,535 sh | −100% |
| Exited | SLM CORP (SLM) | 0.2% | — | −0.2 pts | −68,569 sh | −100% |
| Exited | MONOLITHIC PWR SYS INC (MPWR) | 0.2% | — | −0.2 pts | −2,698 sh | −100% |
The 50 largest of 692 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
† Security identifier (CUSIP) changed — read as one continuing position, not an exit and a new position:
- SL GREEN RLTY CORP (SLG): 78440X804 → 78440X887, 5,884 → 14,124 shares (share count changed with the identifier; not shown as a trade)
Top 10 positions — 69.9% of the equity book
Changes in the top 10 this quarter: FCX entered · APTV entered · TSLA entered · IWM entered · GDX entered · SPY left · URI left · TSM left · MU left · ZBRA left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | FREEPORT-MCMORAN INC (FCX) | 0.0% | 18.2% | Entered the top 10 |
| 2 | APTIV PLC (APTV) | 0.0% | 15.1% | Entered the top 10 |
| 3 | PFIZER INC (PFE) | 17.9% | 14.6% | |
| 4 | TESLA INC (TSLA) | 0.0% | 10.4% | Entered the top 10 |
| 5 | ISHARES TR (IWM) | 0.6% | 3.1% | Entered the top 10 |
| 6 | MODERNA INC (MRNA) | 2.1% | 2.8% | |
| 7 | MICROSOFT CORP (MSFT) | 3.0% | 2.0% | |
| 8 | CME GROUP INC (CME) | 1.9% | 1.4% | |
| 9 | AMAZON COM INC (AMZN) | 2.7% | 1.2% | |
| 10 | VANECK ETF TRUST (GDX) | 0.0% | 1.0% | Entered the top 10 |
| — | SPDR S&P 500 ETF TR (SPY) | 10.0% | 0.0% | Left the top 10 |
| — | UNITED RENTALS INC (URI) | 4.6% | 0.0% | Left the top 10 |
| — | TAIWAN SEMICONDUCTOR MFG LTD (TSM) | 4.4% | 0.0% | Left the top 10 |
| — | MICRON TECHNOLOGY INC (MU) | 2.6% | 0.0% | Left the top 10 |
| — | ZEBRA TECHNOLOGIES CORPORATI (ZBRA) | 1.9% | 0.0% | 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 |
|---|---|---|---|---|---|
| Exited | SELECT SECTOR SPDR TR (XLB) | Put | 500K | 0 | $0 |
| New | SELECT SECTOR SPDR TR (XLE) | Put | 0 | 300K | $22.9M |
| New | SELECT SECTOR SPDR TR (XLE) | Call | 0 | 300K | $22.9M |
| Exited | SELECT SECTOR SPDR TR (XLU) | Call | 300K | 0 | $0 |
| New | SELECT SECTOR SPDR TR (XLF) | Call | 0 | 495K | $19M |
| New | SELECT SECTOR SPDR TR (XLF) | Put | 0 | 495K | $19M |
| New | INVESCO QQQ TR (QQQ) | Call | 0 | 50,000 | $18.1M |
| Exited | SELECT SECTOR SPDR TR (XLB) | Call | 300K | 0 | $0 |
| Reduced | META PLATFORMS INC (META) | Call | 50,000 | 1,000 | $222K |
| New | SELECT SECTOR SPDR TR (XLV) | Put | 0 | 120K | $16.5M |
| New | ISHARES TR (TLT) | Put | 0 | 60,000 | $7.93M |
| Exited | SELECT SECTOR SPDR TR (XLC) | Put | 100K | 0 | $0 |
| Exited | SELECT SECTOR SPDR TR (XLC) | Call | 100K | 0 | $0 |
| Exited | MICRON TECHNOLOGY INC (MU) | Put | 81,000 | 0 | $0 |
| Exited | SPDR S&P 500 ETF TR (SPY) | Put | 15,000 | 0 | $0 |
| Exited | SPDR S&P 500 ETF TR (SPY) | Call | 15,000 | 0 | $0 |
| Reduced | ISHARES TR (IWM) | Put | 172K | 165K | $33.9M |
| New | SPDR GOLD TR (GLD) | Call | 0 | 23,400 | $4.23M |
| Exited | ISHARES INC (EWZ) | Call | 110K | 0 | $0 |
| Reduced | KRANESHARES TR (KWEB) | Call | 110K | 40,000 | $1.14M |
| Increased | EXXON MOBIL CORP (XOM) | Call | 25,000 | 53,000 | $4.38M |
| New | ISHARES TR (TLT) | Call | 0 | 20,000 | $2.64M |
| New | ISHARES TR (HYG) | Put | 0 | 30,000 | $2.47M |
| Exited | ARK ETF TR (ARKK) | Put | 25,100 | 0 | $0 |
| Exited | ISHARES TR (EEM) | Call | 35,000 | 0 | $0 |