Amaranth Hedge Fund Equity Portfolio - A Quick Look:
http://nastybrutishandtall.com/2006/09/amaranth-hedge-fund-equity-portfolio.html
First we took a look at the top ten holdings as % of the portfolio on 6/30:
SPY US - 127.23
GG US - 30.22
S US - 19.99
HUM US - 53.70
RAIL US - 55.51
SEA US - 10.16
IMA US - 28.23
FE US - 54.21
OKE US - 34.04
UNH US - 44.78
STJ US - 32.42
DADE US - 41.64
The top ten positions accounted for 23% of the entire equity portfolio of about 1,600 total positions. The SPY we can ignore, itâs just an index.
http://nastybrutishandtall.com/2006/09/amaranth-hedge-fund-equity-portfolio.html
First we took a look at the top ten holdings as % of the portfolio on 6/30:
SPY US - 127.23
GG US - 30.22
S US - 19.99
HUM US - 53.70
RAIL US - 55.51
SEA US - 10.16
IMA US - 28.23
FE US - 54.21
OKE US - 34.04
UNH US - 44.78
STJ US - 32.42
DADE US - 41.64
The top ten positions accounted for 23% of the entire equity portfolio of about 1,600 total positions. The SPY we can ignore, itâs just an index.