Moore Capital Management 13F holdings, Q3 2011
Holdings as of September 30, 2011 · filings on SEC EDGAR · latest filing →
Moore Capital Management disclosed 244 US equity positions worth $2.5bn in its Q3 2011 13F filing. The largest position was SPY at 17.0% of the reported book, followed by XLP and D ISHARES DJ SELECT DIVIDEND DJ SEL DIV INX. Against the Q2 2011 filing, it opened 23 new positions, added to 16 and reduced 10 among the top 50 holdings.
What did Moore Capital Management own in Q3 2011? Top 50 positions
| # | Stock | Sector | Weight | Value | Shares | Δ shares | vs Q2 2011 |
|---|---|---|---|---|---|---|---|
| 1 | SPY D S&P 500 INDEX TR UNIT | 17.0% | $427.4m | 3,776,500 | 13% | added | |
| 2 | XLP D CNSMR STAPES SLCT SCTR SPDR FD SBI CONS STPLS | 8.0% | $200.5m | 6,752,000 | – | new | |
| 3 | D ISHARES DJ SELECT DIVIDEND DJ SEL DIV INX | 6.8% | $171.3m | 3,550,000 | – | new | |
| 4 | XLU D UTLITIES SELECT SECTOR INDEX SBI INT-UTILS | 5.8% | $146.4m | 4,352,000 | – | new | |
| 5 | D MARKET VECTORS GOLD MINERS - ETGOLD MINER ETF | 2.8% | $71.2m | 1,290,000 | 50% | added | |
| 6 | FXI D ISHARES FTSE/XINHUA CHINA 25 FTSE CHINA25 IDX | 2.6% | $64.3m | 2,085,000 | 148% | added | |
| 7 | VZ D VERIZON COMMUNICATIONS | Communication Services | 2.5% | $62.6m | 1,700,000 | 4757% | added |
| 8 | D 99 CENTS ONLY STORES | 2.3% | $57.6m | 3,125,000 | -2% | reduced | |
| 9 | D MOTOROLA MOBILIT | 2.2% | $56.4m | 1,493,831 | 1394% | added | |
| 10 | D BLACKBOARD INC | 2.2% | $56.2m | 1,258,735 | 1019% | added | |
| 11 | D KINETIC CONCEPTS INC | 2.2% | $55.7m | 844,865 | – | new | |
| 12 | XLY D CONSUMER DISCRETIONARY SELT SBI CONS DISCR | 2.1% | $52.3m | 1,500,000 | – | new | |
| 13 | D CEPHALON INC | 2.0% | $50.4m | 625,000 | 9% | added | |
| 14 | D GOODRICH CORP | 2.0% | $49.7m | 412,000 | 869% | added | |
| 15 | PPL D PPL CORPORATION | Utilities | 1.6% | $41.4m | 1,450,000 | – | new |
| 16 | IWM D RUSSELL 2000 INDEX RUSSELL 2000 | 1.4% | $35.0m | 545,000 | – | new | |
| 17 | D CENTURYTEL INC | 1.4% | $34.8m | 1,050,000 | 536% | added | |
| 18 | D ALTERRA CAPITAL HOLDINGS LTD | 1.3% | $33.9m | 1,785,745 | 0% | held | |
| 19 | SO D SOUTHERN CO | Utilities | 1.3% | $31.8m | 750,000 | – | new |
| 20 | EEM D ISHARES MSCI EMERGING MKT IN MSCI EMERG MKT | 1.3% | $31.6m | 900,000 | -72% | reduced | |
| 21 | MRK D MERCK & CO. INC | Healthcare | 1.2% | $30.1m | 919,000 | 1571% | added |
| 22 | PG D PROCTER & GAMBLE CO | Consumer Defensive | 1.2% | $29.4m | 465,000 | 4550% | added |
| 23 | MO D ALTRIA GROUP INC | Consumer Defensive | 1.2% | $29.3m | 1,091,938 | – | new |
| 24 | PEP D PEPSICO INC | Consumer Defensive | 1.1% | $28.7m | 464,000 | 1447% | added |
| 25 | D KRAFT FOODS INC-A | 1.1% | $28.5m | 848,240 | – | new | |
| 26 | D NEWS CORP-CL B | 1.1% | $27.3m | 1,751,067 | 14% | added | |
| 27 | D ISHARES DJ US TELECOMMUNICAT DJ US TELECOMM | 1.0% | $25.5m | 1,250,000 | – | new | |
| 28 | D NETLOGIC MICROSYSTEMS INC | 0.9% | $21.9m | 455,000 | – | new | |
| 29 | D SCANA CORP | 0.8% | $20.2m | 500,000 | – | new | |
| 30 | AEP D AMERICAN ELECTRIC POWER | Utilities | 0.8% | $19.0m | 500,000 | – | new |
| 31 | BCE D BCE INC | Communication Services | 0.7% | $18.7m | 500,000 | – | new |
| 32 | D WINDSTREAM CORP | 0.7% | $17.5m | 1,500,000 | – | new | |
| 33 | GILD D GILEAD SCIENCES INC | Healthcare | 0.6% | $15.5m | 400,000 | -38% | reduced |
| 34 | D PLAINS EXPLORATION & PRODUCT | 0.6% | $14.2m | 625,000 | – | new | |
| 35 | MRO* D MARATHON OIL CORP | 0.6% | $14.0m | 650,000 | 54% | added | |
| 36 | AGO D ASSURED GUARANTY LTD | Financial Services | 0.5% | $12.7m | 1,157,070 | -19% | reduced |
| 37 | D DOLLAR THRIFTY AUTOMOTIVE GP | 0.5% | $11.9m | 211,960 | 97% | added | |
| 38 | T D AT&T INC | Communication Services | 0.5% | $11.4m | 400,000 | – | new |
| 39 | AAPL D APPLE INC | Technology | 0.4% | $10.8m | 28,338 | -68% | reduced |
| 40 | GLD D STREETTRACKS GOLD TRUST GOLD | 0.4% | $9.8m | 62,000 | -79% | reduced | |
| 41 | D FRONTIER COMMUNICATIONS CORP | 0.4% | $9.2m | 1,500,000 | – | new | |
| 42 | TMO D THERMO FISHER SCIENTIFIC INC | Healthcare | 0.4% | $8.9m | 175,000 | -30% | reduced |
| 43 | MOS D MOSAIC CO/THE | Basic Materials | 0.3% | $8.1m | 165,000 | -89% | reduced |
| 44 | EXC D EXELON CORP | Utilities | 0.3% | $7.9m | 186,000 | – | new |
| 45 | D HEWLETT-PACKARD CO | 0.3% | $7.6m | 340,000 | – | new | |
| 46 | D HERTZ GLOBAL HOLDINGS INC | 0.3% | $7.0m | 790,600 | -15% | reduced | |
| 47 | D AETNA INC | 0.3% | $6.9m | 190,582 | -49% | reduced | |
| 48 | D KBW BANK ETF SPDR KBW BK ETF | 0.3% | $6.9m | 391,088 | – | new | |
| 49 | D EMULEX CORP | 0.3% | $6.8m | 1,070,000 | 206% | added | |
| 50 | FITB D FIFTH THIRD BANCORP | Financial Services | 0.3% | $6.6m | 650,000 | – | 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.