iM-Top 50 of 40 Large Hedge Fund Universe

May 23, 2021
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Days Held: Days that the named ticker is held within this stock uninverse.

Mkt Cap:  Market Capitalization ($ billions)

Sector Code: P123 codes which map to Global Industry Classification Standard codes

Dbt LTQ:  Long Term Debt reported for the most recent fiscal quarter ($ billions)

ROE TTM: Income Before Extraordinary Items for the Trailing 12 month period divided by the Average Common Equity expressed as a percentage.

EPS 3Y CGr: Compound annual growth rate of Earnings Per Share Excluding Extraordinary Items and Discontinued Operations over the last 3 years expressed as a percentage.

SI Ratio:  Number of days it would take to cover the Short Interest if trading continued at the average daily volume for the month

Yield: Dividend Yield (%) – Projection of the dividends that will be paid in the next 12 months divided by the latest closing price.

PEG: Price to Earnings growth ratio (uses the past 12 months earnings and next year’s EPS consensus estimate)

3Yr Beta:  Beta using up to 3 years of weekly returns of the stock and benchmark S&P 500 index.

 

The 40 Large Hedge Fund Filers

  1. Akre Capital Management LLC
  2. Alkeon Capital Management LLC
  3. Altimeter Capital Management, LP
  4. Aristotle Capital Management, LLC
  5. Baker Bros. Advisors LP
  6. Barings LLC
  7. Calamos Advisors LLC
  8. Capital International Ltd
  9. Citadel Advisors LLC
  10. Coatue Management LLC
  11. D. E. Shaw & Company, Inc.
  12. Disciplined Growth Investors Inc
  13. DSM Capital Partners LLC
  14. Echo Street Capital Management LLC
  15. FMR LLC
  16. Fort Washington Investment Advisors Inc
  17. GW&K Investment Management, LLC
  18. Hitchwood Capital Management LP
  19. Jennison Associates LLC
  20. King Luther Capital Management Corp
  21. Kohlberg Kravis Roberts & Company LP
  22. Lone Pine Capital LLC
  23. Loomis Sayles & Company LP
  24. Matrix Capital Management Company, LP
  25. Meritage Group LP
  26. PanAgora Asset Management Inc
  27. Perceptive Advisors LLC
  28. PineBridge Investments, LP
  29. Redmile Group, LLC
  30. Renaissance Technologies LLC
  31. Riverbridge Partners LLC
  32. Ruane, Cunniff & Goldfarb LP
  33. Steadfast Capital Management LP
  34. TCI Fund Management Ltd
  35. Tiger Global Management LLC
  36. Verition Fund Management LLC
  37. Viking Global Investors LP
  38. Westfield Capital Management Company LP
  39. Whale Rock Capital Management LLC
  40. Winslow Capital Management, LLC
2 comments on “iM-Top 50 of 40 Large Hedge Fund Universe”
  1. jsamples53 says:

    Do you have the performance history for this model somewhere? I can find the top 6 but not the top 20.

  2. jlombard says:

    Is there an archive available for the Capital Strength top 20?

    Thank you,

    John

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