- This portfolio strategy uses the quarterly 13F filings to extract 50 consensus stocks from 40 large hedge funds that have more than $3.5 billion in Assets Under Management.
- After the Q2-2021 13F filings, the consensus holdings were updated, 6 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 213.1%, an active return of 62.6% when compared SPY’s 150.5%.
- A strategy selecting 10 of the 50 stocks, equally weighted, would have increased the total return to 233.6%, an active return of 83% when compared to SPY.
- Here we report the most recent holdings and the trading signals for 11/1/2021.
For further details see:
Outperforming The S&P 500 By Trading The Top 10 Stocks From 40 Large Hedge Funds: Trading Update 10/30/2021