Over the past days hedge funds have been filing their form 13-F, which is a quarterly report of equity holdings by filed institutional investment managers with at least $100 million in equity assets under management, as required by the United States Securities and Exchange Commission (SEC). In this article, let´s concentrate in one particular hedge fund and try to see the principal holdings in its portfolio. I will look into Citadel Advisor LLC from Kenneth C. Griffin, a Chicago-based investment firm.
Recently the fund reported its equity portfolio, as at the end of last year. The total value of the portfolio amounted to $53.6 billion, up from $49.2 billion disclosed at the end of the previous quarter. Consequently, the equity market change value in the last quarter was $2.2 billion. The filing revealed that the fund added 475 new positions to its equity portfolio, and sold out of 459 other companies. The top ten portfolio holdings as of the end of the quarter represented 7%.The largest changes from previous 13-F´s fillings are in the consumer staples sector (1%) and technological stocks (minus 2.1% each). Continue Reading »