Moore Capital Management 13F holdings, Q3 2012
Holdings as of September 30, 2012 · filings on SEC EDGAR · latest filing →
Moore Capital Management disclosed 160 US equity positions worth $1.6bn in its Q3 2012 13F filing. The largest position was SPY at 20.6% of the reported book, followed by EEM and JPM. Against the Q2 2012 filing, it opened 25 new positions, added to 15 and reduced 9 among the top 50 holdings.
What did Moore Capital Management own in Q3 2012? Top 50 positions
| # | Stock | Sector | Weight | Value | Shares | Δ shares | vs Q2 2012 |
|---|---|---|---|---|---|---|---|
| 1 | SPY D SPDR S&P 500 ETF TR UNIT | 20.6% | $337.9m | 2,347,500 | -52% | reduced | |
| 2 | EEM D ISHARES MSCI EMERGING MKT IN MSCI EMERG MKI | 11.2% | $182.8m | 4,425,000 | 712% | added | |
| 3 | JPM D JPMORGAN CHASE & CO | Financial Services | 9.4% | $154.4m | 3,815,000 | – | new |
| 4 | USB D U.S. BANCORP | Financial Services | 6.4% | $105.5m | 3,075,000 | – | new |
| 5 | WFC D WELLS FARGO COMPANY | Financial Services | 4.2% | $68.1m | 1,973,500 | – | new |
| 6 | FXI D FTSE China 25 Index FTSE CHINA25 IDX | 3.3% | $53.5m | 1,545,000 | 663% | added | |
| 7 | GLD D SPDR GOLD TRUST GOLD | 2.1% | $34.4m | 200,000 | 14% | added | |
| 8 | AGO D ASSURED GUARANTY LTD | Financial Services | 2.1% | $34.1m | 2,501,580 | 43% | added |
| 9 | MLCO D MELCO PBL ENTERTAINMENT-ADR | Consumer Cyclical | 2.0% | $32.8m | 2,430,000 | 193% | added |
| 10 | D NEXEN INC | 2.0% | $32.3m | 1,275,000 | – | new | |
| 11 | HYG D iShares iBoxx $ High Yield Cor HIGH YLD CORP | 1.9% | $30.5m | 330,000 | 20% | added | |
| 12 | D SPROTT PHYSICAL GOLD TRUST UNITUNIT | 1.7% | $27.4m | 1,800,000 | – | new | |
| 13 | DG D DOLLAR GENERAL CORP | Consumer Defensive | 1.4% | $23.2m | 450,000 | 150% | added |
| 14 | IWM D ISHARES RUSSELL 2000 RUSSELL 2000 | 1.3% | $20.9m | 250,000 | 350% | added | |
| 15 | DVN D DEVON ENERGY CORPORATION | Energy | 1.2% | $19.1m | 315,000 | 530% | added |
| 16 | D ALTERRA CAPITAL HOLDINGS LTD | 1.1% | $18.7m | 780,451 | -38% | reduced | |
| 17 | MRO* D MARATHON OIL CORP | 1.1% | $18.5m | 625,000 | 108% | added | |
| 18 | D AMERICAN CAPITAL AGENCY CORP | 1.0% | $16.4m | 475,000 | – | new | |
| 19 | EWZ D ISHARES MSCI BRAZIL MSCI BRAZIL | 0.9% | $14.3m | 265,000 | – | new | |
| 20 | RL D POLO RALPH LAUREN CORP | Consumer Cyclical | 0.8% | $13.6m | 90,000 | – | new |
| 21 | D ENERGY TRANSFER PARTNERS LP UNIT LTD PARTN | 0.8% | $12.8m | 300,000 | 200% | added | |
| 22 | IYR D ISHARES DJ US REAL ESTATE DJ US REAL EST | 0.7% | $11.9m | 185,000 | 85% | added | |
| 23 | EWY D ISHARES MSCI SOUTH KOREA IND MSCI S KOREA | 0.7% | $11.8m | 200,000 | – | new | |
| 24 | GNCIQ D GNC HOLDINGS INC | 0.7% | $11.7m | 300,000 | -12% | reduced | |
| 25 | D Rouse Properties Inc | 0.7% | $10.8m | 750,000 | 0% | held | |
| 26 | D Nationstar Mortgage Holdings I | 0.6% | $10.5m | 315,000 | -26% | reduced | |
| 27 | D PHH CORP | 0.6% | $10.2m | 500,000 | – | new | |
| 28 | CBRE D CB RICHARD ELLIS GROUP INC-A | Real Estate | 0.6% | $10.1m | 550,000 | – | new |
| 29 | DIA D DIAMONDS TRUST SERIES I UT SER 1 | 0.6% | $9.9m | 74,000 | – | new | |
| 30 | XLY D CONSUMER DISCRETIONARY SELT SBI CONS DISCR | 0.6% | $9.4m | 200,000 | 300% | added | |
| 31 | JNJ D JOHNSON & JOHNSON | Healthcare | 0.6% | $9.1m | 132,600 | -56% | reduced |
| 32 | D YAHOO INC | 0.5% | $8.9m | 560,000 | -8% | reduced | |
| 33 | AMT D AMERICAN TOWER CORP-CL A | Real Estate | 0.5% | $8.9m | 125,000 | -23% | reduced |
| 34 | D CBL & ASSOCIATES PROPERTIES | 0.5% | $7.5m | 350,000 | – | new | |
| 35 | XLE D AMEX ENERGY SELECT INDX SBI INT-ENERGY | 0.4% | $7.3m | 100,000 | – | new | |
| 36 | D CHICAGO BRIDGE & IRON-NY SHR N Y REGISTRY SH | 0.4% | $6.9m | 180,000 | – | new | |
| 37 | YPF D YPF SA-ADR SPON | Energy | 0.4% | $6.5m | 500,000 | – | new |
| 38 | TLT D ISHARES BARCLYS 20+ YR TREAS BARCLYS 20+ YR | 0.4% | $6.2m | 50,000 | – | new | |
| 39 | CME D CHICAGO MERCANTILE EXCHANG-A | Financial Services | 0.4% | $6.0m | 105,000 | 400% | added |
| 40 | VWO D VANGUARD EM MK E MSCI EMR MKT ETF | 0.4% | $5.8m | 140,000 | – | new | |
| 41 | D GENERAL GROWTH PROPERTIES CALLS | 0.4% | $5.8m | 300,000 | – | new | |
| 42 | MA D MASTERCARD INC-CLASS A | Financial Services | 0.3% | $5.6m | 12,500 | – | new |
| 43 | D WARNER CHILCOTT LTD CL-A | 0.3% | $5.4m | 400,000 | -9% | reduced | |
| 44 | D PowerShares KBW Bank Portfolio KBW BK PORT | 0.3% | $5.3m | 210,000 | – | new | |
| 45 | IBN D ICICI BANK LTD-SPON | Financial Services | 0.3% | $5.1m | 127,500 | – | new |
| 46 | D PAR PHARMACEUTICAL COS INC | 0.3% | $5.0m | 100,000 | – | new | |
| 47 | GILD D GILEAD SCIENCES INC | Healthcare | 0.3% | $5.0m | 75,000 | -50% | reduced |
| 48 | MRK D MERCK & CO. INC | Healthcare | 0.3% | $4.4m | 97,457 | 1888% | added |
| 49 | D POTASH CORP OF SASKATCHEWAN | 0.3% | $4.3m | 100,000 | – | new | |
| 50 | D BABCOCK & WILCOX COMPANY CALLS | 0.3% | $4.3m | 170,000 | – | 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.