So I found this on several blogs a few days ago, I WISH I would have bookmarked tham, but they claim this is the excel file that documents their positions as of 06/30/06. (Direct link to the Excel file itself) http://www.financialhub.info/blog/wp-content/uploads/2006/09/amaranthportfolio.xls
Pretty interesting if legit. The Anormed trade is damn fishy though going from 0 to .61% then suprise MLNM buys them out today. That was the only new equity position in their top 50 % holdings for that time period.
I was really thinking, with as much news media they have been getting, I guess something was bound to leak. ( I mean it's no Paris Hilton tape lol) The blog I remember was going through their top 10 holdings other than SPY (which was #1) and seeing what in the top 10 was had selling pressure from possibly Amaranth selling to have cash for they wouldn't become insolvent.
Assuming that it isn't fake the file ID points to Bill Cara. Maybe it's this guy? http://www.billcara.com/ -Neo PS. The top holdings of Humana and SPY seem to confirm that either it came from Bill's site or that Bill was using info from this spreadsheet as a source.
http://pro.edgar-online.com/Vertica...4-84ab-61dc63470810&cik=0001279990&tabIndex=2 This is the June 30 filing from Amaranth... Don