- Using the quarterly 13F filings, we extract 50 consensus stocks from 40 large hedge funds, each fund with more than $3.5 billion Assets Under Management.
- After the Q1-2021 13F filings, the consensus holdings are updated, 5 stocks were removed and 6 added from the universe now holding 48 stocks.
- From 1/2/2016 to date, investing in all 50 stocks, equally weighted, would have produced a total return of 191.0%, an active return of 64.9% when compared to SPY’s 126.2%.
- A strategy selecting 10 of the 50 stocks, equally weighted, would have increased the total return to 224.2%, an active return of 92.4% when compared to SPY.
- Here we report the most recent holdings and the trading signals for 6/14/2021.
For further details see:
Outperforming The S&P 500 By Trading The Top 10 Stocks From 40 Large Hedge Funds: Trading Update 6/13/2021