Moore Capital Management 13F holdings, Q2 2010
Holdings as of June 30, 2010 · filings on SEC EDGAR · latest filing →
Moore Capital Management disclosed 179 US equity positions worth $1.8bn in its Q2 2010 13F filing. The largest position was FXI at 15.0% of the reported book, followed by XLE and SPY. Against the Q1 2010 filing, it opened 33 new positions, added to 6 and reduced 9 among the top 50 holdings.
What did Moore Capital Management own in Q2 2010? Top 50 positions
| # | Stock | Sector | Weight | Value | Shares | Δ shares | vs Q1 2010 |
|---|---|---|---|---|---|---|---|
| 1 | FXI D FXI US (01/22/11 C40) OPTIONS - CALLS | 15.0% | $265.4m | 6,782,500 | -29% | reduced | |
| 2 | XLE D AMEX ENERGY SELECT INDX US ETF'S - US TR | 12.9% | $228.7m | 4,603,000 | 7% | added | |
| 3 | SPY D SPDR S&P 500 ETF TRUST OPTIONS - PUTS | 8.9% | $158.1m | 1,532,089 | -63% | reduced | |
| 4 | EEM D EEM JAN'11 39 CALLS (ZAL+AM) OPTIONS - CALLS | 7.4% | $131.7m | 3,530,000 | -25% | reduced | |
| 5 | D GDX US (01/22/11 C48) OPTIONS - CALLS | 7.1% | $125.7m | 2,420,000 | – | new | |
| 6 | GLD D SPDR GLD TR (09/18/10 C140) OPTIONS - CALLS | 4.9% | $86.4m | 710,000 | – | new | |
| 7 | AGO D ASSURED GUARANTY LTD (BERMUDA | Financial Services | 3.1% | $55.4m | 4,175,000 | -34% | reduced |
| 8 | D ALTERRA CAPITAL HOLDINGS LTD | 2.5% | $43.8m | 2,333,334 | – | new | |
| 9 | VZ D VERIZON COMMUNICATIONS | Communication Services | 2.2% | $38.8m | 1,385,400 | – | new |
| 10 | PG D PROCTER & GAMBLE CO | Consumer Defensive | 1.7% | $30.0m | 500,000 | 0% | held |
| 11 | BP D BP (BP US 07/17/10 P25) OPTIONS - PUTS | Energy | 1.3% | $23.1m | 800,000 | – | new |
| 12 | D DANAHER CORP CONB 0.0% PRFD STK (CONVRT | 1.1% | $19.2m | 21,015,000 | – | new | |
| 13 | D SPROTT PHYSICAL GOLD TRUST | 1.0% | $17.6m | 1,500,000 | -40% | reduced | |
| 14 | CME D CHICAGO MERCANTILE EXCHANG-A | Financial Services | 0.9% | $15.3m | 54,500 | 160% | added |
| 15 | D ALCON INC | 0.8% | $14.8m | 99,700 | -20% | reduced | |
| 16 | D ETFS PHY PLDM SH US ETF'S - US TR | 0.8% | $13.7m | 311,000 | -47% | reduced | |
| 17 | D DOLLAR THRIFTY (07/17/10 C50) OPTIONS - CALLS | 0.7% | $13.3m | 311,500 | – | new | |
| 18 | EXMOC D EXXON MOBIL CORP | 0.7% | $12.8m | 225,000 | 12% | added | |
| 19 | CNP D CENTERPOINT ENERGY I NC | Utilities | 0.7% | $12.8m | 975,000 | – | new |
| 20 | UNH D UNITEDHEALTH GRP | Healthcare | 0.7% | $12.8m | 450,000 | 0% | held |
| 21 | D PLAINS EXPLORATION & PRODUCTI | 0.7% | $11.9m | 575,000 | 92% | added | |
| 22 | 9990302D D APACHE CORP | 0.6% | $10.9m | 130,000 | – | new | |
| 23 | D LIBERTY ACQUISITION HOLDINGS | 0.6% | $10.7m | 1,082,200 | 80% | added | |
| 24 | AAPL D APPLE INC | Technology | 0.6% | $9.8m | 39,100 | – | new |
| 25 | D ETFS PHY PTNM SH US ETF'S - US TR | 0.5% | $9.5m | 62,000 | -62% | reduced | |
| 26 | D LABORA CORP OF AMERI HLDGS 0% PRFD STK (CONVRT | 0.5% | $9.3m | 11,157,000 | – | new | |
| 27 | HSBC D HSBC HOLDINGS PLC-SPONS | Financial Services | 0.5% | $9.1m | 200,000 | – | new |
| 28 | PPL D PPL CORP | Utilities | 0.5% | $8.7m | 350,000 | – | new |
| 29 | T D AT&T INC | Communication Services | 0.5% | $8.7m | 358,000 | – | new |
| 30 | D HUMAN GENOME SCIENCE S INC | 0.5% | $8.5m | 375,000 | – | new | |
| 31 | ALXN D ALEXION PHARMACEUTIC ALS INC C | 0.5% | $8.2m | 160,000 | – | new | |
| 32 | ZBH D ZIMMER HOLDINGS INC | Healthcare | 0.5% | $8.1m | 150,000 | – | new |
| 33 | ADBE D ADOBE SYS INC | Technology | 0.4% | $7.5m | 285,000 | – | new |
| 34 | D VALEANT PHARMACEUTICALS INTE | 0.4% | $6.9m | 132,270 | – | new | |
| 35 | TMO D THERMO FISHER SCIENTIFIC INC C | Healthcare | 0.4% | $6.9m | 140,000 | – | new |
| 36 | CVX D CHEVRON CORP | Energy | 0.4% | $6.8m | 100,000 | – | new |
| 37 | D CIT US (07/17/10 C40) OPTIONS - CALLS | 0.4% | $6.8m | 200,000 | -67% | reduced | |
| 38 | CNQ D CNQ US (12/18/10 C42.5) OPTIONS - CALLS | Energy | 0.4% | $6.6m | 200,000 | – | new |
| 39 | D QQQQ US (09/18/10 P47) OPTIONS - PUTS | 0.4% | $6.4m | 150,000 | – | new | |
| 40 | D FLUOR CORP CONB 1.5% PRFD STK (CONVRT | 0.4% | $6.4m | 4,675,000 | – | new | |
| 41 | D ECLIPSYS CORP | 0.4% | $6.3m | 354,800 | – | new | |
| 42 | D ARG US (10/16/10 C70) OPTIONS - CALLS | 0.4% | $6.2m | 100,000 | – | new | |
| 43 | D CYBERSOURCE CORP DEL | 0.4% | $6.2m | 243,100 | – | new | |
| 44 | MO D ALTRIA GROUP (07/17/10 P19) OPTIONS - PUTS | Consumer Defensive | 0.3% | $6.0m | 300,000 | – | new |
| 45 | D CHIMERA INVESTMENT CORP | 0.3% | $5.9m | 1,630,000 | 226% | added | |
| 46 | D SALIX PHARMACEUTICALS | 0.3% | $5.9m | 150,000 | – | new | |
| 47 | D GERDAU AMERISTEEL CORP | 0.3% | $5.9m | 537,000 | – | new | |
| 48 | D WATSON PHARMACEUTICALS INC | 0.3% | $5.7m | 140,000 | – | new | |
| 49 | D DRIL-QUIP INC | 0.3% | $5.5m | 125,000 | – | new | |
| 50 | D SYMANTEC CORP | 0.3% | $5.4m | 390,000 | – | new |
Weights are shares of the reported long US equity book (options excluded). Values are as filed, normalised to whole dollars. Share changes compare against the immediately preceding filing only.