Fidelity & Guaranty Life Insurance Co

CCAP

10% OWNER · CRESCENT CAPITAL BDC, INC. · CIK 0000854241

FILING MIX · LIFETIME100%/0%

BUYS

SELLS

TOTAL VALUE

$14.48M

COMPANIES

ACTIVE SINCE

Nov 2019

HOLDINGS NOW

4,205,307

AVG SELL PX

—

Trades · vs SPY

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Performance · forward returns vs SPY

2 backtested trades · 8 horizons

Forward-return performance of every backtestable P/S trade by Fidelity & Guaranty Life Insurance Co, measured at 8 horizons from 7 days to 2 years. Deduped per economic event so co-filings count once. Excess return = trade return minus SPY return over the same window.

HORIZON	TRADES	WIN RATE	INSIDER RETURN	SPY RETURN	MEAN EXCESS	MEDIAN EXCESS	T-STAT
7d	2	+0.00%	-1.34%	+1.92%	-3.26%	-3.26%	—
14d	2	+0.00%	-1.68%	+2.86%	-4.55%	-4.55%	—
30d	2	+0.00%	-7.67%	-9.59%	+1.92%	+1.92%	—
60d	2	+0.00%	-42.37%	-19.68%	-22.69%	-22.69%	—
90d	2	+0.00%	-35.81%	-9.99%	-25.82%	-25.82%	—
180d	2	+0.00%	-25.66%	-0.98%	-24.68%	-24.68%	—
1y	2	+100.00%	+3.92%	+15.05%	-11.13%	-11.13%	—
2y	2	+100.00%	+31.10%	+39.23%	-8.13%	-8.13%	—

How to read this: Insider Returnis the average raw return of the filer's trades over the horizon. SPY Return is what SPY did over those same windows — reference only, not a comparison. The headline alpha number is Mean Excess = Insider − SPY; green means the filer beat SPY, red means they trailed it. Win rate is the share of individual trades where the filer beat SPY. T-statvalues above 2 mean the alpha is unlikely to be chance given the sample size. "Pending" counts trades where the horizon hasn't elapsed yet; their stats are not included in the row average.

Holdings over time

CCAP · 4,205,307.151 shares · as of Jan 30, 2020

Trading cadence · quarterly flow

BUY ● SELL ●

2019

2020

FLOW · 3 buys / 0 sellsCOVERAGE · 2 quarters

Form 4 filings · all activity

COMPANY	TYPE	SHARES	PRICE	VALUE	HELD AFTER	TRADE DATE	FILED
CCAP CRESCENT CAPITAL BDC, INC.	PURCHASE	306,408.909	$19.56	$5.99M	3,796,246.457	Jan 30, 2020	May 7, 2021 ↗
CCAP CRESCENT CAPITAL BDC, INC.	PURCHASE	409,060.694	$19.56	$8.00M	4,205,307.151	Jan 30, 2020	May 7, 2021 ↗
CCAP CRESCENT CAPITAL BDC, INC.	PURCHASE	25,028.669	$19.40	$485.6K	3,489,837.548	Nov 8, 2019	May 7, 2021 ↗

Other insiders · CCAP

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About this filer

CIK 0000854241

ROLE

10% Owner

PRIMARY

CCAP

COMPANIES

ACTIVE SINCE

Nov 2019

MARKETPEEL · /INSIDER/0000854241DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE

Fidelity & Guaranty Life Insurance Co

The morning brief, before the bell.