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Penelope F. Roll

ARCC
CHIEF FINANCIAL OFFICER · ARES CAPITAL CORP · CIK 0001205623
FILING MIX · LIFETIME75%/25%
BUYS
6
SELLS
2
TOTAL VALUE
$1.30M
COMPANIES
1
ACTIVE SINCE
Mar 2020
HOLDINGS NOW
60,500
AVG SELL PX
$19.23
TRADE KIND
SHOWING 8 / 8
Trades · vs SPY
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Performance · forward returns vs SPY
8 backtested trades · 8 horizonsHow are these numbers computed? →
Forward-return performance of every backtestable P/S trade by Penelope F. Roll, 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
7d8+25.00%-3.69%-0.54%-3.15%-1.47%
14d8+50.00%+0.53%+2.49%-1.96%+0.30%
30d8+37.50%+2.35%+3.19%-0.84%+0.30%
60d8+50.00%+3.94%+4.26%-0.33%+0.64%
90d8+75.00%+6.95%+7.98%-1.02%-2.04%
180d8+75.00%+6.99%+9.60%-2.61%-2.76%
1y8+75.00%+22.96%+27.92%-4.96%-8.75%
2y8+75.00%+33.33%+39.84%-6.51%-13.63%
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
ARCC · 60,500 shares · as of Mar 16, 2023
015,12530,25045,37560,500202120222023SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2020
2020
2020
2020
2021
2021
2021
2021
2022
2022
2022
2022
2023
FLOW · 6 buys / 2 sellsCOVERAGE · 13 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILEDDETAILS
ARCC
ARES CAPITAL CORP
PURCHASE
Chief Financial Officer
3,000$17.44$52.3K60,500Mar 16, 2023Mar 17, 2023View →
ARCC
ARES CAPITAL CORP
PURCHASE
Chief Financial Officer
3,000$17.50$52.5K57,500Mar 15, 2023Mar 17, 2023View →
ARCC
ARES CAPITAL CORP
PURCHASE
Chief Financial Officer
2,500$19.04$47.6K54,500Sep 14, 2022Sep 16, 2022View →
ARCC
ARES CAPITAL CORP
PURCHASE
Chief Financial Officer
25,000$19.77$494.3K52,000Aug 3, 2022Aug 4, 2022View →
ARCC
ARES CAPITAL CORP
SALE
Chief Financial Officer
25,805$19.96$515.1K27,000Dec 14, 2021Dec 15, 2021View →
ARCC
ARES CAPITAL CORP
SALE
Chief Financial Officer
7,000$16.54$115.8K52,805Nov 23, 2020Nov 25, 2020View →
ARCC
ARES CAPITAL CORP
PURCHASE
Chief Financial Officer
500$13.28$6.6K59,805May 6, 2020May 8, 2020View →
ARCC
ARES CAPITAL CORP
PURCHASE
Chief Financial Officer
1,000$14.34$14.3K59,305Mar 12, 2020Mar 13, 2020View →
Other insiders · ARCC
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About this filer
CIK 0001205623
ROLE
Chief Financial Officer
PRIMARY
ARCC
COMPANIES
1
ACTIVE SINCE
Mar 2020
MARKETPEEL · /INSIDER/0001205623DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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