- 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 Assets Under Management.
- After the Q4-2021 13F filings the consensus holdings were updated, 7 stocks were removed and 7 added from the universe now holds 48 stocks.
- From 1/2/2016 to date investing in all 50 stocks, equally weighted, would have produced a total return of 89.0%, an active return of -31.6% when compared SPY’s 110.6%.
- A strategy selecting 10 of the 50 stocks, equally weighted, would have increased the total return to 181.7%, an active return of 61.1% when compared to SPY.
- Here we report the most recent holdings and the trading signals for 5/16/2022.
For further details see:
Trading The Top 10 Stocks From 40 Large Hedge Funds: Trading Update 5/15/2022