iM-Top 50 Consensus Holdings of 40 Large Hedge Fund Universe

Every 3 months, we analyze the 13F filings of 40 large hedge funds and extract the top 50¹⁾ consensus holdings to make up this universe

Notes:
1) Could be less, historically ranged from 45 to 50.

May21, 2022

Mkt Cap:  Market Capitalization ($ billions)

Sector Code: P123 codes which map to  FactSet’s Reverse Business Industry Classification System (RBICS)

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.