MarketPeel
Insider Trading Intelligence
AE

Aviv Efrat

PFLT
CHIEF FINANCIAL OFFICER · PENNANTPARK FLOATING RATE CAPITAL LTD. · CIK 0001396916
FILING MIX · LIFETIME100%/0%
BUYS
5
SELLS
0
TOTAL VALUE
$498.2K
COMPANIES
2
ACTIVE SINCE
Feb 2020
HOLDINGS NOW
271,203
AVG SELL PX
TRADE KIND
SHOWING 5 / 5
Trades · vs SPY
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Performance · forward returns vs SPY
5 backtested trades · 8 horizons
Forward-return performance of every backtestable P/S trade by Aviv Efrat, 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
7d5+100.00%+23.33%+9.87%+13.46%+14.63%
14d5+80.00%+9.86%+8.04%+1.82%+0.94%
30d5+80.00%+26.62%+16.48%+10.14%+17.23%
60d5+80.00%+54.66%+22.66%+32.00%+31.57%
90d5+80.00%+73.78%+30.04%+43.74%+55.88%
180d5+80.00%+80.13%+41.78%+38.35%+49.71%
1y5+100.00%+186.65%+64.99%+121.66%+148.57%
2y5+100.00%+270.97%+90.75%+180.22%+210.68%
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
PFLT · 109,000 shares · as of Mar 23, 2020
027,25054,50081,750109,000SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2020
FLOW · 5 buys / 0 sellsCOVERAGE · 1 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILED
PNNT
PENNANTPARK INVESTMENT CORP
PURCHASE
CFO and Treasurer
29,100$2.01$58.5K162,203Mar 23, 2020Mar 25, 2020
PFLT
PENNANTPARK FLOATING RATE CAPITAL LTD.
PURCHASE
Chief Financial Officer
18,050$3.90$70.4K109,000Mar 23, 2020Mar 25, 2020
PFLT
PENNANTPARK FLOATING RATE CAPITAL LTD.
PURCHASE
Chief Financial Officer
28,800$4.36$125.6K90,950Mar 20, 2020Mar 24, 2020
PNNT
PENNANTPARK INVESTMENT CORP
PURCHASE
CFO and Treasurer
27,000$2.22$59.9K133,102Mar 18, 2020Mar 23, 2020
PFLT
PENNANTPARK FLOATING RATE CAPITAL LTD.
PURCHASE
Chief Financial Officer
17,000$10.81$183.8K62,150Feb 28, 2020Mar 3, 2020
Other insiders · PFLT
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About this filer
CIK 0001396916
ROLE
Chief Financial Officer
PRIMARY
PFLT
COMPANIES
2
ACTIVE SINCE
Feb 2020
MARKETPEEL · /INSIDER/0001396916DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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