Douglas J. Peebles

AWF

PORTFOLIO MANAGER · ALLIANCEBERNSTEIN GLOBAL HIGH INCOME FUND INC · CIK 0001285665

FILING MIX · LIFETIME100%/0%

BUYS

SELLS

TOTAL VALUE

$81.6K

COMPANIES

ACTIVE SINCE

Mar 2020

HOLDINGS NOW

40,004

AVG SELL PX

—

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 Douglas J. Peebles, 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	4	+0.00%	-18.22%	-6.50%	-11.73%	-11.73%	—
14d	4	+100.00%	+2.08%	+9.74%	-7.66%	-7.66%	—
30d	4	+100.00%	+6.37%	+16.50%	-10.13%	-10.13%	—
60d	4	+100.00%	+2.98%	+20.07%	-17.09%	-17.09%	—
90d	4	+100.00%	+15.62%	+28.78%	-13.16%	-13.16%	—
180d	4	+100.00%	+22.34%	+40.73%	-18.39%	-18.39%	—
1y	4	+100.00%	+35.61%	+68.16%	-32.55%	-32.55%	—
2y	4	+100.00%	+25.18%	+87.50%	-62.31%	-62.31%	—

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

AWF · 40,004 shares · as of Mar 16, 2020

Trading cadence · quarterly flow

BUY ● SELL ●

2020

FLOW · 4 buys / 0 sellsCOVERAGE · 1 quarters

Form 4 filings · all activity

COMPANY	TYPE	SHARES	PRICE	VALUE	HELD AFTER	TRADE DATE	FILED
AWF ALLIANCEBERNSTEIN GLOBAL HIGH INCOME FUND INC	PURCHASE Portfolio Manager	2,876	$9.10	$26.2K	48,876	Mar 16, 2020	Mar 16, 2020 ↗
AWF ALLIANCEBERNSTEIN GLOBAL HIGH INCOME FUND INC	PURCHASE Portfolio Manager	5,000	$9.23	$46.1K	46,000	Mar 16, 2020	Mar 16, 2020 ↗
AWF ALLIANCEBERNSTEIN GLOBAL HIGH INCOME FUND INC	PURCHASE Portfolio Manager	996	$9.26	$9.2K	41,000	Mar 16, 2020	Mar 16, 2020 ↗
AWF ALLIANCEBERNSTEIN GLOBAL HIGH INCOME FUND INC	PURCHASE Portfolio Manager	4	$9.10	$36	40,004	Mar 16, 2020	Mar 16, 2020 ↗

Other insiders · AWF

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About this filer

CIK 0001285665

ROLE

Portfolio Manager

PRIMARY

AWF

COMPANIES

ACTIVE SINCE

Mar 2020

MARKETPEEL · /INSIDER/0001285665DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE

Douglas J. Peebles

The morning brief, before the bell.