Caxton Associates LP's Q4 2022 13F: 184 new positions, 221 exits
Form 13F-HR for the quarter ended Dec 31, 2022 · filed Feb 14, 2023 · 412 reported positions · accession 0000899140-23-000414
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| New | SPDR S&P 500 ETF TR (SPY) | — | 37.6% | +37.6 pts | +1.36M sh | new |
| New | ISHARES TR (IBB) | — | 11.0% | +11.0 pts | +1.16M sh | new |
| New | LILLY ELI & CO (LLY) | — | 5.6% | +5.6 pts | +211K sh | new |
| New | GILEAD SCIENCES INC (GILD) | — | 4.8% | +4.8 pts | +769K sh | new |
| Exited | BROADCOM INC (AVGO) | 2.9% | — | −2.9 pts | −37,390 sh | −100% |
| Exited | MARVELL TECHNOLOGY INC (MRVL) | 2.5% | — | −2.5 pts | −334K sh | −100% |
| Exited | NETFLIX INC (NFLX) | 1.8% | — | −1.8 pts | −45,444 sh | −100% |
| Exited | LULULEMON ATHLETICA INC (LULU) | 1.5% | — | −1.5 pts | −31,500 sh | −100% |
| Reduced | AMAZON COM INC (AMZN) | 4.6% | 0.1% | −4.5 pts | −216K sh | −91% |
| Exited | ADVANCED MICRO DEVICES INC (AMD) | 1.3% | — | −1.3 pts | −116K sh | −100% |
| Reduced | ALPHABET INC (GOOGL) | 3.1% | 0.1% | −3.1 pts | −179K sh | −94% |
| New | INVESCO QQQ TR (QQQ) | — | 1.1% | +1.1 pts | +56,775 sh | new |
| Increased | VISA INC (V) | 0.2% | 1.1% | +0.9 pts | +64,461 sh | +1125% |
| Reduced | T-MOBILE US INC (TMUS) | 3.1% | 0.4% | −2.7 pts | −92,562 sh | −69% |
| Increased | BOOKING HOLDINGS INC (BKNG) | 0.1% | 0.8% | +0.7 pts | +4,924 sh | +1647% |
| New | KRANESHARES TR (KWEB) | — | 0.7% | +0.7 pts | +324K sh | new |
| Exited | NVIDIA CORPORATION (NVDA) | 0.6% | — | −0.6 pts | −30,800 sh | −100% |
| Increased | SPDR GOLD TR (GLD) | 0.0% | 0.6% | +0.6 pts | +50,150 sh | +2866% |
| Reduced | ON SEMICONDUCTOR CORP (ON) | 1.6% | 0.1% | −1.5 pts | −126K sh | −83% |
| New | ENDEAVOR GROUP HLDGS INC (EDR) | — | 0.5% | +0.5 pts | +280K sh | new |
| Exited | SELECT SECTOR SPDR TR (XLV) | 0.4% | — | −0.4 pts | −19,750 sh | −100% |
| New | AMBARELLA INC (AMBA) | — | 0.4% | +0.4 pts | +63,429 sh | new |
| Reduced | MICRON TECHNOLOGY INC (MU) | 1.1% | 0.2% | −1.0 pts | −89,388 sh | −67% |
| Exited | CARMAX INC (KMX) | 0.3% | — | −0.3 pts | −28,140 sh | −100% |
| Exited | COOPER COS INC (COO) | 0.3% | — | −0.3 pts | −6,817 sh | −100% |
| Exited | SCOTTS MIRACLE-GRO CO (SMG) | 0.3% | — | −0.3 pts | −41,757 sh | −100% |
| Exited | ADOBE SYSTEMS INCORPORATED (ADBE) | 0.3% | — | −0.3 pts | −6,455 sh | −100% |
| Exited | WALGREENS BOOTS ALLIANCE INC (WBA) | 0.3% | — | −0.3 pts | −55,507 sh | −100% |
| Increased | SELECT SECTOR SPDR TR (XLE) | 0.0% | 0.3% | +0.3 pts | +47,050 sh | +1176% |
| Increased | FERRARI N V (RACE) | 0.1% | 0.3% | +0.2 pts | +17,683 sh | +501% |
| Exited | IDEXX LABS INC (IDXX) | 0.3% | — | −0.3 pts | −4,823 sh | −100% |
| Exited | CIENA CORP (CIEN) | 0.3% | — | −0.3 pts | −38,797 sh | −100% |
| Exited | COGNIZANT TECHNOLOGY SOLUTIO (CTSH) | 0.3% | — | −0.3 pts | −27,079 sh | −100% |
| Exited | AVIENT CORPORATION (AVNT) | 0.3% | — | −0.3 pts | −50,574 sh | −100% |
| Exited | SMITH A O CORP (AOS) | 0.3% | — | −0.3 pts | −31,339 sh | −100% |
| Exited | UNITED PARCEL SERVICE INC (UPS) | 0.3% | — | −0.3 pts | −9,102 sh | −100% |
| Exited | STERIS PLC (STE) | 0.2% | — | −0.2 pts | −8,544 sh | −100% |
| Exited | YPF SOCIEDAD ANONIMA (YPF) | 0.2% | — | −0.2 pts | −229K sh | −100% |
| Exited | COUSINS PPTYS INC (CUZ) | 0.2% | — | −0.2 pts | −60,162 sh | −100% |
| Exited | SITEONE LANDSCAPE SUPPLY INC (SITE) | 0.2% | — | −0.2 pts | −13,284 sh | −100% |
| Exited | MASTERCARD INCORPORATED (MA) | 0.2% | — | −0.2 pts | −4,858 sh | −100% |
| Exited | INTERCONTINENTAL EXCHANGE IN (ICE) | 0.2% | — | −0.2 pts | −15,039 sh | −100% |
| Exited | SS&C TECHNOLOGIES HLDGS INC (SSNC) | 0.2% | — | −0.2 pts | −28,428 sh | −100% |
| Exited | EMERSON ELEC CO (EMR) | 0.2% | — | −0.2 pts | −17,769 sh | −100% |
| Exited | VONTIER CORPORATION (VNT) | 0.2% | — | −0.2 pts | −75,021 sh | −100% |
| Exited | ACCENTURE PLC IRELAND (ACN) | 0.2% | — | −0.2 pts | −4,724 sh | −100% |
| Exited | UNIVERSAL HLTH SVCS INC (UHS) | 0.2% | — | −0.2 pts | −13,760 sh | −100% |
| Reduced | EATON CORP PLC (ETN) | 0.4% | 0.0% | −0.4 pts | −17,706 sh | −91% |
| Exited | DELL TECHNOLOGIES INC (DELL) | 0.2% | — | −0.2 pts | −33,705 sh | −100% |
| Exited | TELEFLEX INCORPORATED (TFX) | 0.2% | — | −0.2 pts | −5,672 sh | −100% |
The 50 largest of 608 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 — 76.6% of the equity book
Changes in the top 10 this quarter: SPY entered · IBB entered · LLY entered · GILD entered · QQQ entered · V entered · BKNG entered · AMZN left · GOOGL left · TMUS left · AVGO left · MRVL left · NFLX left · ON left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR (SPY) | 0.0% | 37.6% | Entered the top 10 |
| 2 | ISHARES TR (IBB) | 0.0% | 11.0% | Entered the top 10 |
| 3 | PFIZER INC (PFE) | 21.5% | 10.7% | |
| 4 | LILLY ELI & CO (LLY) | 0.0% | 5.6% | Entered the top 10 |
| 5 | GILEAD SCIENCES INC (GILD) | 0.0% | 4.8% | Entered the top 10 |
| 6 | MODERNA INC (MRNA) | 4.9% | 3.1% | |
| 7 | INVESCO QQQ TR (QQQ) | 0.0% | 1.1% | Entered the top 10 |
| 8 | VISA INC (V) | 0.2% | 1.1% | Entered the top 10 |
| 9 | CME GROUP INC (CME) | 2.0% | 0.9% | |
| 10 | BOOKING HOLDINGS INC (BKNG) | 0.1% | 0.8% | Entered the top 10 |
| — | AMAZON COM INC (AMZN) | 4.6% | 0.1% | Left the top 10 |
| — | ALPHABET INC (GOOGL) | 3.1% | 0.1% | Left the top 10 |
| — | T-MOBILE US INC (TMUS) | 3.1% | 0.4% | Left the top 10 |
| — | BROADCOM INC (AVGO) | 2.9% | 0.0% | Left the top 10 |
| — | MARVELL TECHNOLOGY INC (MRVL) | 2.5% | 0.0% | Left the top 10 |
| — | NETFLIX INC (NFLX) | 1.8% | 0.0% | Left the top 10 |
| — | ON SEMICONDUCTOR CORP (ON) | 1.6% | 0.1% | 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 | 440K | 70,000 | $12.2M |
| Reduced | ISHARES TR (HYG) | Put | 405K | 10,000 | $736K |
| New | SPDR GOLD TR (GLD) | Call | 0 | 150K | $25.4M |
| New | INVESCO QQQ TR (QQQ) | Put | 0 | 62,500 | $16.6M |
| Exited | LULULEMON ATHLETICA INC (LULU) | Put | 45,000 | 0 | $0 |
| New | SELECT SECTOR SPDR TR (XLF) | Put | 0 | 250K | $8.55M |
| New | SELECT SECTOR SPDR TR (XLF) | Call | 0 | 250K | $8.55M |
| Exited | NVIDIA CORPORATION (NVDA) | Put | 70,000 | 0 | $0 |
| New | INVESCO QQQ TR (QQQ) | Call | 0 | 27,500 | $7.32M |
| Reduced | SELECT SECTOR SPDR TR (XLK) | Call | 100K | 50,000 | $6.22M |
| Increased | ISHARES TR (IWM) | Call | 50,000 | 70,000 | $12.2M |
| Reduced | ISHARES INC (EWZ) | Call | 161K | 30,000 | $839K |
| Exited | VANECK ETF TRUST (GDX) | Call | 102K | 0 | $0 |
| Reduced | UNITED STS OIL FD LP (USO) | Call | 44,900 | 7,000 | $491K |
| New | SELECT SECTOR SPDR TR (XLV) | Call | 0 | 15,000 | $2.04M |
| Exited | COMSTOCK RES INC (CRK) | Call | 65,000 | 0 | $0 |
| New | FIRST MAJESTIC SILVER CORP (AG) | Call | 0 | 100K | $834K |
| New | SELECT SECTOR SPDR TR (XLI) | Put | 0 | 7,600 | $746K |
| Reduced | APPLE INC (AAPL) | Put | 5,500 | 2,000 | $260K |
| Exited | COSTCO WHSL CORP NEW (COST) | Put | 1,000 | 0 | $0 |
| New | ISHARES TR (TLT) | Put | 0 | 2,000 | $199K |
| New | ISHARES TR (FXI) | Call | 0 | 5,600 | $158K |
| New | NORDIC AMERICAN TANKERS LIMI (NAT) | Call | 0 | 50,000 | $153K |
| Reduced | MODERNA INC (MRNA) | Call | 15,000 | 10,000 | $1.8M |