MarketPeel
Insider Trading Intelligence
TA

Thomas H. Atteberry

SOR
VP & PORTFOLIO MANAGER · SOURCE CAPITAL /DE/ · CIK 0001186270
FILING MIX · LIFETIME100%/0%
BUYS
4
SELLS
0
TOTAL VALUE
$167.1K
COMPANIES
1
ACTIVE SINCE
Sep 2020
HOLDINGS NOW
9,044
AVG SELL PX
TRADE KIND
SHOWING 4 / 4
Trades · vs SPY
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Performance · forward returns vs SPY
4 backtested trades · 8 horizons
Forward-return performance of every backtestable P/S trade by Thomas H. Atteberry, 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.
HORIZONTRADESWIN RATEINSIDER RETURNSPY RETURNMEAN EXCESSMEDIAN EXCESST-STAT
7d4+100.00%+1.15%+2.06%-0.90%-0.30%
14d4+100.00%+2.14%+4.50%-2.36%-2.25%
30d4+25.00%-1.73%-0.42%-1.31%-1.23%
60d4+100.00%+9.41%+9.24%+0.17%-0.11%
90d4+100.00%+11.21%+12.12%-0.91%-0.76%
180d4+100.00%+21.71%+19.09%+2.62%+2.33%
1y4+100.00%+29.52%+33.02%-3.50%-3.29%
2y4+100.00%+13.51%+12.16%+1.35%+1.70%
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
SOR · 9,044 shares · as of Oct 2, 2020
02,2614,5226,7839,044SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2020
2020
FLOW · 4 buys / 0 sellsCOVERAGE · 2 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILED
SOR
SOURCE CAPITAL /DE/
PURCHASE
VP & Portfolio Manager
919$36.92$33.9K9,044Oct 2, 2020Oct 5, 2020
SOR
SOURCE CAPITAL /DE/
PURCHASE
VP & Portfolio Manager
1,725$37.01$63.8K8,125Oct 1, 2020Oct 2, 2020
SOR
SOURCE CAPITAL /DE/
PURCHASE
VP & Portfolio Manager
1,800$36.50$65.7K6,400Sep 29, 2020Sep 30, 2020
SOR
SOURCE CAPITAL /DE/
PURCHASE
VP & Portfolio Manager
100$36.04$3.6K4,600Sep 25, 2020Sep 28, 2020
Other insiders · SOR
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About this filer
CIK 0001186270
ROLE
VP & Portfolio Manager
PRIMARY
SOR
COMPANIES
1
ACTIVE SINCE
Sep 2020
MARKETPEEL · /INSIDER/0001186270DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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