Moore Capital Management 13F holdings, Q2 2012
Holdings as of June 30, 2012 · filings on SEC EDGAR · latest filing →
Moore Capital Management disclosed 190 US equity positions worth $1.4bn in its Q2 2012 13F filing. The largest position was SPY at 47.1% of the reported book, followed by XLU and D ALTERRA CAPITAL HOLDINGS LTD. Against the Q1 2012 filing, it opened 13 new positions, added to 10 and reduced 25 among the top 50 holdings.
What did Moore Capital Management own in Q2 2012? Top 50 positions
| # | Stock | Sector | Weight | Value | Shares | Δ shares | vs Q1 2012 |
|---|---|---|---|---|---|---|---|
| 1 | SPY D S&P 500 INDEX TR UNIT | 47.1% | $666.0m | 4,887,400 | -59% | reduced | |
| 2 | XLU D UTLITIES SELECT SECTOR INDEX SBI INT-UTILS | 4.3% | $60.1m | 1,625,000 | -44% | reduced | |
| 3 | D ALTERRA CAPITAL HOLDINGS LTD | 2.1% | $29.6m | 1,265,692 | -20% | reduced | |
| 4 | LVS D LAS VEGAS SANDS CORP | Consumer Cyclical | 2.0% | $28.8m | 661,212 | -1% | reduced |
| 5 | GLD D SPDR GOLD TRUST GOLD | 1.9% | $27.2m | 175,000 | – | new | |
| 6 | HYG D iShares iBoxx $ High Yield Cor HIGH YLD CORP | 1.8% | $25.1m | 275,000 | – | new | |
| 7 | D NEWS CORP-CL B | 1.8% | $24.9m | 1,105,881 | -18% | reduced | |
| 8 | AGO D ASSURED GUARANTY LTD | Financial Services | 1.7% | $24.7m | 1,751,580 | 1652% | added |
| 9 | EEM D ISHARES MSCI EMERGING MKT IN . MSCI EMERG MKT | 1.5% | $21.4m | 545,000 | 172% | added | |
| 10 | JNJ D JOHNSON & JOHNSON | Healthcare | 1.4% | $20.4m | 302,600 | – | new |
| 11 | D Halcon Resources Corp | 1.4% | $19.5m | 2,061,602 | – | new | |
| 12 | D HUMAN GENOME SCIENCES INC | 1.4% | $19.3m | 1,472,891 | – | new | |
| 13 | D HERTZ GLOBAL HOLDINGS INC | 1.1% | $16.1m | 1,258,342 | -51% | reduced | |
| 14 | GNCIQ D GNC HOLDINGS INC | 0.9% | $13.4m | 341,875 | -55% | reduced | |
| 15 | VALE D CIA VALE DO RIO DOCE | Basic Materials | 0.9% | $13.0m | 656,700 | -37% | reduced |
| 16 | D POWERSHARES DB AGRICULTURE F PS DB AGRICUL FD | 0.9% | $13.0m | 460,000 | – | new | |
| 17 | ET D ENERGY TRANSFER EQUITY LP | Energy | 0.9% | $12.3m | 300,000 | -30% | reduced |
| 18 | D Diamond Foods Inc | 0.9% | $12.1m | 678,267 | 578% | added | |
| 19 | AMT D AMERICAN TOWER CORP-CL A | Real Estate | 0.8% | $11.4m | 163,000 | -52% | reduced |
| 20 | LLY D ELI LILLY & CO | Healthcare | 0.8% | $10.9m | 254,755 | -49% | reduced |
| 21 | D Rouse Properties Inc | 0.7% | $10.2m | 750,000 | 0% | held | |
| 22 | DG D DOLLAR GENERAL CORP | Consumer Defensive | 0.7% | $9.8m | 180,000 | -10% | reduced |
| 23 | D YAHOO INC | 0.7% | $9.6m | 605,800 | -78% | reduced | |
| 24 | MLCO D MELCO PBL ENTERTAINMENT-ADR | Consumer Cyclical | 0.7% | $9.6m | 830,000 | 183% | added |
| 25 | D Nationstar Mortgage Holdings I | 0.6% | $9.1m | 425,000 | 11% | added | |
| 26 | DKS D DICK'S SPORTING GOODS INC | Consumer Cyclical | 0.6% | $8.4m | 174,387 | 17% | added |
| 27 | D WARNER CHILCOTT LTD CL-A | 0.6% | $7.9m | 440,000 | – | new | |
| 28 | D COMVERSE TECHNOLOGY INC | 0.6% | $7.8m | 1,337,900 | 1% | added | |
| 29 | GILD D GILEAD SCIENCES INC | Healthcare | 0.5% | $7.7m | 150,000 | -91% | reduced |
| 30 | MRO* D MARATHON OIL CORP | 0.5% | $7.7m | 300,000 | -89% | reduced | |
| 31 | D CHIMERA INVESTMENT CORP | 0.5% | $7.1m | 3,000,000 | 57% | added | |
| 32 | D PLAINS EXPLORATION & PRODUCT | 0.5% | $7.0m | 200,000 | -91% | reduced | |
| 33 | FXI D ISHARES FTSE/XINHUA CHINA 25 FTSE CHINA25 IDX | 0.5% | $6.8m | 202,500 | -92% | reduced | |
| 34 | D AMYLIN PHARMACEUTICALS INC | 0.5% | $6.6m | 235,000 | – | new | |
| 35 | IYR D ISHARES DJ US REAL ESTATE DJ US REAL EST | 0.5% | $6.4m | 100,000 | – | new | |
| 36 | URI D UNITED RENTALS INC | Industrials | 0.4% | $6.0m | 176,500 | -78% | reduced |
| 37 | D JPMorgan Alerian MLP Index ETN ALERIAN ML ETN | 0.4% | $5.8m | 150,000 | 50% | added | |
| 38 | D AMARIN CORP -ADR SPONS | 0.4% | $5.8m | 400,000 | 45% | added | |
| 39 | BAC D BANK OF AMERICA CORP | Financial Services | 0.4% | $5.7m | 700,000 | -90% | reduced |
| 40 | CME D CHICAGO MERCANTILE EXCHANG-A | Financial Services | 0.4% | $5.6m | 21,000 | 0% | held |
| 41 | XLP D CNSMR STAPES SLCT SCTR SPDR FD SBI CONS STPLS | 0.4% | $5.2m | 150,000 | – | new | |
| 42 | D AMERICA MOVIL-ADR SERIES L SPON | 0.4% | $5.0m | 190,000 | -7% | reduced | |
| 43 | D CHESAPEAKE ENERGY CORP | 0.3% | $4.9m | 6,000,000 | – | new | |
| 44 | D SUNTRUST BANKS INC | 0.3% | $4.8m | 200,000 | -83% | reduced | |
| 45 | D AVON PRODUCTS INC | 0.3% | $4.7m | 290,000 | – | new | |
| 46 | AAPL D APPLE INC | Technology | 0.3% | $4.6m | 7,862 | -87% | reduced |
| 47 | IWM D RUSSELL 2000 INDEX RUSSELL 2000 | 0.3% | $4.4m | 55,500 | -98% | reduced | |
| 48 | D ENERGY TRANSFER PARTNERS LP UNIT LTD PARTN | 0.3% | $4.4m | 100,000 | – | new | |
| 49 | CR D CRANE CO | Industrials | 0.3% | $4.1m | 112,500 | -15% | reduced |
| 50 | EMN D EASTMAN CHEMICAL COMPANY | Basic Materials | 0.3% | $4.0m | 78,809 | -76% | reduced |
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.