Caxton Associates LP's Q2 2022 13F: 306 new positions, 246 exits
Form 13F-HR for the quarter ended Jun 30, 2022 · filed Aug 15, 2022 · 526 reported positions · accession 0001567619-22-016233
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| Exited | TESLA INC (TSLA) | 10.4% | — | −10.4 pts | −99,479 sh | −100% |
| Exited | ISHARES TR (IWM) | 3.1% | — | −3.1 pts | −157K sh | −100% |
| Reduced | APTIV PLC (APTV) | 15.1% | 12.0% | −3.1 pts | −222K sh | −17% |
| New | VALARIS LIMITED (VAL) | — | 2.4% | +2.4 pts | +451K sh | new |
| Exited | MICROSOFT CORP (MSFT) | 2.0% | — | −2.0 pts | −67,423 sh | −100% |
| Exited | AMAZON COM INC (AMZN) | 1.2% | — | −1.2 pts | −3,901 sh | −100% |
| Increased | MODERNA INC (MRNA) | 2.8% | 4.2% | +1.4 pts | +67,399 sh | +40% |
| New | T-MOBILE US INC (TMUS) | — | 1.2% | +1.2 pts | +69,101 sh | new |
| Increased | ISHARES SILVER TR (SLV) | 0.5% | 1.5% | +1.1 pts | +443K sh | +210% |
| New | ISHARES TR (EEM) | — | 0.8% | +0.8 pts | +157K sh | new |
| Exited | APPLE INC (AAPL) | 0.7% | — | −0.7 pts | −43,331 sh | −100% |
| Reduced | ISHARES TR (FXI) | 0.8% | 0.4% | −0.4 pts | −157K sh | −63% |
| New | NOBLE CORP NEW (NE) | — | 0.7% | +0.7 pts | +205K sh | new |
| New | INVESCO QQQ TR (QQQ) | — | 0.6% | +0.6 pts | +16,450 sh | new |
| New | SPDR SER TR (XOP) | — | 0.5% | +0.5 pts | +34,193 sh | new |
| Exited | GENERAL ELECTRIC CO (GE) | 0.5% | — | −0.5 pts | −56,280 sh | −100% |
| Reduced | VANECK ETF TRUST (GDX) | 1.0% | 0.4% | −0.6 pts | −146K sh | −57% |
| Increased | ISHARES TR (TLT) | 0.5% | 1.0% | +0.5 pts | +34,000 sh | +92% |
| Increased | FREEPORT-MCMORAN INC (FCX) | 18.2% | 14.2% | −4.0 pts | +128K sh | +3% |
| Exited | SELECT SECTOR SPDR TR (XLV) | 0.5% | — | −0.5 pts | −34,500 sh | −100% |
| Exited | AMERICAN NATIONAL GROUP INC (ANAT) | 0.4% | — | −0.4 pts | −21,347 sh | −100% |
| Exited | CERNER CORP (CERN) | 0.4% | — | −0.4 pts | −40,140 sh | −100% |
| New | CNH INDL N V (CNHI) | — | 0.3% | +0.3 pts | +231K sh | new |
| New | ROCKWELL AUTOMATION INC (ROK) | — | 0.3% | +0.3 pts | +12,773 sh | new |
| New | FERRARI N V (RACE) | — | 0.3% | +0.3 pts | +11,354 sh | new |
| New | HUDSON PAC PPTYS INC (HPP) | — | 0.3% | +0.3 pts | +137K sh | new |
| Increased | SANDERSON FARMS INC (SAFM) | 0.1% | 0.5% | +0.3 pts | +9,454 sh | +129% |
| Reduced | SPDR GOLD TR (GLD) | 0.2% | 0.0% | −0.2 pts | −11,750 sh | −90% |
| Exited | PREFERRED APT CMNTYS INC (APTS) | 0.2% | — | −0.2 pts | −102K sh | −100% |
| New | LENNOX INTL INC (LII) | — | 0.2% | +0.2 pts | +9,217 sh | new |
| New | PENTAIR PLC (PNR) | — | 0.2% | +0.2 pts | +41,585 sh | new |
| Exited | VIRTU FINL INC (VIRT) | 0.2% | — | −0.2 pts | −63,800 sh | −100% |
| New | TE CONNECTIVITY LTD (TELXXXX) | — | 0.2% | +0.2 pts | +16,293 sh | new |
| New | HOWARD HUGHES CORP (HHC) | — | 0.2% | +0.2 pts | +27,058 sh | new |
| New | GARMIN LTD (GRMN) | — | 0.2% | +0.2 pts | +18,647 sh | new |
| Exited | MACQUARIE INFRASTR HOLD LLC (MIC) | 0.2% | — | −0.2 pts | −627K sh | −100% |
| New | BEST BUY INC (BBY) | — | 0.2% | +0.2 pts | +27,788 sh | new |
| New | DOVER CORP (DOV) | — | 0.2% | +0.2 pts | +14,897 sh | new |
| New | MEDTRONIC PLC (MDT) | — | 0.2% | +0.2 pts | +20,065 sh | new |
| Exited | KT CORP (KT) | 0.2% | — | −0.2 pts | −161K sh | −100% |
| New | TELEPHONE & DATA SYS INC (TDS) | — | 0.2% | +0.2 pts | +113K sh | new |
| New | INTERCONTINENTAL EXCHANGE IN (ICE) | — | 0.2% | +0.2 pts | +18,575 sh | new |
| New | HCA HEALTHCARE INC (HCA) | — | 0.2% | +0.2 pts | +10,362 sh | new |
| New | NEW YORK TIMES CO (NYT) | — | 0.2% | +0.2 pts | +61,629 sh | new |
| New | JANUS HENDERSON GROUP PLC (JHG) | — | 0.2% | +0.2 pts | +69,178 sh | new |
| Increased | TELEFONICA BRASIL SA (VIV) | 0.1% | 0.3% | +0.2 pts | +179K sh | +343% |
| New | COGNEX CORP (CGNX) | — | 0.2% | +0.2 pts | +37,847 sh | new |
| New | ZEBRA TECHNOLOGIES CORPORATI (ZBRA) | — | 0.2% | +0.2 pts | +5,388 sh | new |
| Increased | V F CORP (VFC) | 0.1% | 0.3% | +0.2 pts | +35,276 sh | +318% |
| New | SHUTTERSTOCK INC (SSTK) | — | 0.2% | +0.2 pts | +27,105 sh | new |
The 50 largest of 735 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:
- MFA FINL INC (MFA): 55272X102 → 55272X607, 35,024 → 13,874 shares (share count changed with the identifier; not shown as a trade)
Top 10 positions — 57.8% of the equity book
Changes in the top 10 this quarter: VAL entered · SLV entered · TMUS entered · TLT entered · EEM entered · TSLA left · IWM left · MSFT left · AMZN left · GDX left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | PFIZER INC (PFE) | 14.6% | 19.0% | |
| 2 | FREEPORT-MCMORAN INC (FCX) | 18.2% | 14.2% | |
| 3 | APTIV PLC (APTV) | 15.1% | 12.0% | |
| 4 | MODERNA INC (MRNA) | 2.8% | 4.2% | |
| 5 | VALARIS LIMITED (VAL) | 0.0% | 2.4% | Entered the top 10 |
| 6 | CME GROUP INC (CME) | 1.4% | 1.5% | |
| 7 | ISHARES SILVER TR (SLV) | 0.5% | 1.5% | Entered the top 10 |
| 8 | T-MOBILE US INC (TMUS) | 0.0% | 1.2% | Entered the top 10 |
| 9 | ISHARES TR (TLT) | 0.5% | 1.0% | Entered the top 10 |
| 10 | ISHARES TR (EEM) | 0.0% | 0.8% | Entered the top 10 |
| — | TESLA INC (TSLA) | 10.4% | 0.0% | Left the top 10 |
| — | ISHARES TR (IWM) | 3.1% | 0.0% | Left the top 10 |
| — | MICROSOFT CORP (MSFT) | 2.0% | 0.0% | Left the top 10 |
| — | AMAZON COM INC (AMZN) | 1.2% | 0.0% | Left the top 10 |
| — | VANECK ETF TRUST (GDX) | 1.0% | 0.4% | 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 |
|---|---|---|---|---|---|
| New | INVESCO QQQ TR (QQQ) | Put | 0 | 260K | $72.9M |
| New | ISHARES TR (IWM) | Call | 0 | 200K | $33.9M |
| New | SPDR SER TR (XOP) | Call | 0 | 255K | $30.5M |
| Exited | SELECT SECTOR SPDR TR (XLE) | Put | 300K | 0 | $0 |
| Reduced | SELECT SECTOR SPDR TR (XLE) | Call | 300K | 17,000 | $1.22M |
| Exited | SELECT SECTOR SPDR TR (XLF) | Put | 495K | 0 | $0 |
| Exited | SELECT SECTOR SPDR TR (XLF) | Call | 495K | 0 | $0 |
| Exited | SELECT SECTOR SPDR TR (XLV) | Put | 120K | 0 | $0 |
| Increased | ISHARES TR (FXI) | Put | 250K | 700K | $23.7M |
| New | ISHARES TR (EEM) | Put | 0 | 286K | $11.5M |
| Reduced | INVESCO QQQ TR (QQQ) | Call | 50,000 | 26,500 | $7.43M |
| New | SELECT SECTOR SPDR TR (XLU) | Call | 0 | 150K | $10.5M |
| Exited | GENERAL ELECTRIC CO (GE) | Put | 110K | 0 | $0 |
| New | ISHARES TR (FXI) | Call | 0 | 250K | $8.48M |
| Reduced | ISHARES TR (IWM) | Put | 165K | 150K | $25.4M |
| Exited | ISHARES TR (TLT) | Put | 60,000 | 0 | $0 |
| Exited | EXXON MOBIL CORP (XOM) | Call | 53,000 | 0 | $0 |
| Exited | SPDR GOLD TR (GLD) | Call | 23,400 | 0 | $0 |
| Exited | ISHARES TR (TLT) | Call | 20,000 | 0 | $0 |
| Exited | ISHARES TR (HYG) | Put | 30,000 | 0 | $0 |
| New | COMSTOCK RES INC (CRK) | Call | 0 | 128K | $1.54M |
| New | ISHARES TR (EEM) | Call | 0 | 36,200 | $1.45M |
| Exited | SELECT SECTOR SPDR TR (XLV) | Call | 10,100 | 0 | $0 |
| Exited | HESS CORP (HES) | Call | 12,500 | 0 | $0 |
| Exited | PBF ENERGY INC (PBF) | Call | 50,000 | 0 | $0 |