Caxton Associates LP's Q3 2022 13F: 180 new positions, 259 exits
Form 13F-HR for the quarter ended Sep 30, 2022 · filed Nov 14, 2022 · 449 reported positions · accession 0001567619-22-020027
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| Exited | FREEPORT-MCMORAN INC (FCX) | 14.2% | — | −14.2 pts | −3.89M sh | −100% |
| Exited | APTIV PLC (APTV) | 12.0% | — | −12.0 pts | −1.07M sh | −100% |
| New | AMAZON COM INC (AMZN) | — | 4.6% | +4.6 pts | +237K sh | new |
| Increased | ALPHABET INC (GOOGL) | 0.0% | 3.1% | +3.1 pts | +189K sh | +13472% |
| New | BROADCOM INC (AVGO) | — | 2.9% | +2.9 pts | +37,390 sh | new |
| New | MARVELL TECHNOLOGY INC (MRVL) | — | 2.5% | +2.5 pts | +334K sh | new |
| Exited | VALARIS LIMITED (VAL) | 2.4% | — | −2.4 pts | −451K sh | −100% |
| Increased | NETFLIX INC (NFLX) | 0.1% | 1.8% | +1.7 pts | +41,177 sh | +965% |
| New | ON SEMICONDUCTOR CORP (ON) | — | 1.6% | +1.6 pts | +151K sh | new |
| Exited | ISHARES SILVER TR (SLV) | 1.5% | — | −1.5 pts | −654K sh | −100% |
| Increased | T-MOBILE US INC (TMUS) | 1.2% | 3.1% | +1.9 pts | +65,721 sh | +95% |
| New | LULULEMON ATHLETICA INC (LULU) | — | 1.5% | +1.5 pts | +31,500 sh | new |
| New | MICROSOFT CORP (MSFT) | — | 1.2% | +1.2 pts | +29,034 sh | new |
| Increased | MICRON TECHNOLOGY INC (MU) | 0.0% | 1.1% | +1.1 pts | +127K sh | +2219% |
| Increased | ADVANCED MICRO DEVICES INC (AMD) | 0.2% | 1.3% | +1.1 pts | +96,700 sh | +513% |
| Exited | ISHARES TR (TLT) | 1.0% | — | −1.0 pts | −71,000 sh | −100% |
| Exited | ISHARES TR (EEM) | 0.8% | — | −0.8 pts | −157K sh | −100% |
| Exited | NOBLE CORP NEW (NE) | 0.7% | — | −0.7 pts | −205K sh | −100% |
| New | NVIDIA CORPORATION (NVDA) | — | 0.6% | +0.6 pts | +30,800 sh | new |
| Reduced | FORMA THERAPEUTICS HLDGS INC (FMTX) | 0.2% | 0.1% | −0.1 pts | −170K sh | −83% |
| Exited | INVESCO QQQ TR (QQQ) | 0.6% | — | −0.6 pts | −16,450 sh | −100% |
| New | ISHARES TR (IWM) | — | 0.6% | +0.6 pts | +19,700 sh | new |
| Exited | SPDR SER TR (XOP) | 0.5% | — | −0.5 pts | −34,193 sh | −100% |
| Exited | SANDERSON FARMS INC (SAFM) | 0.5% | — | −0.5 pts | −16,780 sh | −100% |
| New | EATON CORP PLC (ETN) | — | 0.4% | +0.4 pts | +19,550 sh | new |
| New | SELECT SECTOR SPDR TR (XLV) | — | 0.4% | +0.4 pts | +19,750 sh | new |
| Exited | ISHARES TR (FXI) | 0.4% | — | −0.4 pts | −93,000 sh | −100% |
| Exited | VANECK ETF TRUST (GDX) | 0.4% | — | −0.4 pts | −110K sh | −100% |
| New | DOMINOS PIZZA INC (DPZ) | — | 0.4% | +0.4 pts | +7,083 sh | new |
| Reduced | ROCKWELL AUTOMATION INC (ROK) | 0.3% | 0.1% | −0.2 pts | −10,020 sh | −78% |
| New | ALIBABA GROUP HLDG LTD (BABA) | — | 0.4% | +0.4 pts | +25,750 sh | new |
| Exited | CNH INDL N V (CNHI) | 0.3% | — | −0.3 pts | −231K sh | −100% |
| New | BOSTON SCIENTIFIC CORP (BSX) | — | 0.3% | +0.3 pts | +50,000 sh | new |
| New | CARMAX INC (KMX) | — | 0.3% | +0.3 pts | +28,140 sh | new |
| New | WHITE MTNS INS GROUP LTD (WTM) | — | 0.3% | +0.3 pts | +1,356 sh | new |
| Reduced | PRICE T ROWE GROUP INC (TROW) | 0.3% | 0.1% | −0.2 pts | −16,399 sh | −77% |
| New | AVIENT CORPORATION (AVNT) | — | 0.3% | +0.3 pts | +50,574 sh | new |
| Exited | TELEFONICA BRASIL SA (VIV) | 0.3% | — | −0.3 pts | −232K sh | −100% |
| Exited | HUDSON PAC PPTYS INC (HPP) | 0.3% | — | −0.3 pts | −137K sh | −100% |
| New | UNITED PARCEL SERVICE INC (UPS) | — | 0.3% | +0.3 pts | +9,102 sh | new |
| Reduced | FERRARI N V (RACE) | 0.3% | 0.1% | −0.1 pts | −7,826 sh | −69% |
| Increased | WALGREENS BOOTS ALLIANCE INC (WBA) | 0.0% | 0.3% | +0.3 pts | +46,029 sh | +486% |
| New | EDWARDS LIFESCIENCES CORP (EW) | — | 0.2% | +0.2 pts | +17,395 sh | new |
| New | STERIS PLC (STE) | — | 0.2% | +0.2 pts | +8,544 sh | new |
| New | YPF SOCIEDAD ANONIMA (YPF) | — | 0.2% | +0.2 pts | +229K sh | new |
| Increased | COOPER COS INC (COO) | 0.1% | 0.3% | +0.2 pts | +5,285 sh | +345% |
| Increased | ADOBE SYSTEMS INCORPORATED (ADBE) | 0.1% | 0.3% | +0.2 pts | +5,061 sh | +363% |
| Exited | LENNOX INTL INC (LII) | 0.2% | — | −0.2 pts | −9,217 sh | −100% |
| New | SITEONE LANDSCAPE SUPPLY INC (SITE) | — | 0.2% | +0.2 pts | +13,284 sh | new |
| New | MASTERCARD INCORPORATED (MA) | — | 0.2% | +0.2 pts | +4,858 sh | new |
The 50 largest of 689 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 — 48.0% of the equity book
Changes in the top 10 this quarter: AMZN entered · GOOGL entered · AVGO entered · MRVL entered · NFLX entered · ON entered · FCX left · APTV left · VAL left · SLV left · TLT left · EEM left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | PFIZER INC (PFE) | 19.0% | 21.5% | |
| 2 | MODERNA INC (MRNA) | 4.2% | 4.9% | |
| 3 | AMAZON COM INC (AMZN) | 0.0% | 4.6% | Entered the top 10 |
| 4 | ALPHABET INC (GOOGL) | 0.0% | 3.1% | Entered the top 10 |
| 5 | T-MOBILE US INC (TMUS) | 1.2% | 3.1% | |
| 6 | BROADCOM INC (AVGO) | 0.0% | 2.9% | Entered the top 10 |
| 7 | MARVELL TECHNOLOGY INC (MRVL) | 0.0% | 2.5% | Entered the top 10 |
| 8 | CME GROUP INC (CME) | 1.5% | 2.0% | |
| 9 | NETFLIX INC (NFLX) | 0.1% | 1.8% | Entered the top 10 |
| 10 | ON SEMICONDUCTOR CORP (ON) | 0.0% | 1.6% | Entered the top 10 |
| — | FREEPORT-MCMORAN INC (FCX) | 14.2% | 0.0% | Left the top 10 |
| — | APTIV PLC (APTV) | 12.0% | 0.0% | Left the top 10 |
| — | VALARIS LIMITED (VAL) | 2.4% | 0.0% | Left the top 10 |
| — | ISHARES SILVER TR (SLV) | 1.5% | 0.0% | Left the top 10 |
| — | ISHARES TR (TLT) | 1.0% | 0.0% | Left the top 10 |
| — | ISHARES TR (EEM) | 0.8% | 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 | INVESCO QQQ TR (QQQ) | Put | 260K | 0 | $0 |
| Increased | ISHARES TR (IWM) | Put | 150K | 440K | $72.6M |
| Exited | SPDR SER TR (XOP) | Call | 255K | 0 | $0 |
| New | ISHARES TR (HYG) | Put | 0 | 405K | $28.9M |
| Reduced | ISHARES TR (IWM) | Call | 200K | 50,000 | $8.25M |
| Exited | ISHARES TR (FXI) | Put | 700K | 0 | $0 |
| New | LULULEMON ATHLETICA INC (LULU) | Put | 0 | 45,000 | $12.6M |
| New | SELECT SECTOR SPDR TR (XLK) | Call | 0 | 100K | $11.9M |
| Exited | ISHARES TR (EEM) | Put | 286K | 0 | $0 |
| Exited | SELECT SECTOR SPDR TR (XLU) | Call | 150K | 0 | $0 |
| New | NVIDIA CORPORATION (NVDA) | Put | 0 | 70,000 | $8.5M |
| Exited | ISHARES TR (FXI) | Call | 250K | 0 | $0 |
| Exited | INVESCO QQQ TR (QQQ) | Call | 26,500 | 0 | $0 |
| New | MICROSOFT CORP (MSFT) | Put | 0 | 27,500 | $6.41M |
| New | EATON CORP PLC (ETN) | Put | 0 | 37,500 | $5M |
| New | ISHARES INC (EWZ) | Call | 0 | 161K | $4.78M |
| New | UNITED STS OIL FD LP (USO) | Call | 0 | 44,900 | $2.93M |
| New | VANECK ETF TRUST (GDX) | Call | 0 | 102K | $2.47M |
| New | MODERNA INC (MRNA) | Call | 0 | 15,000 | $1.77M |
| Exited | ISHARES TR (EEM) | Call | 36,200 | 0 | $0 |
| Exited | SELECT SECTOR SPDR TR (XLE) | Call | 17,000 | 0 | $0 |
| Exited | ALPHABET INC (GOOGL) | Call | 400 | 0 | $0 |
| Exited | TWITTER INC (TWTR) | Call | 22,000 | 0 | $0 |
| Increased | APPLE INC (AAPL) | Put | 2,000 | 5,500 | $760K |
| New | COSTCO WHSL CORP NEW (COST) | Put | 0 | 1,000 | $472K |