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TO

Thomas J. Otterbein

PDI
INSIDER · PIMCO DYNAMIC INCOME FUND · CIK 0001423452
FILING MIX · LIFETIME100%/0%
BUYS
4
SELLS
0
TOTAL VALUE
$145.6K
COMPANIES
1
ACTIVE SINCE
Sep 2015
HOLDINGS NOW
20,298
AVG SELL PX
TRADE KIND
SHOWING 4 / 4
Trades · vs SPY
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Performance · forward returns vs SPY
1 backtested trades · 8 horizons
Forward-return performance of every backtestable P/S trade by Thomas J. Otterbein, 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
7d1+0.00%-21.28%-12.53%-8.74%-8.74%
14d1+0.00%-38.43%-18.22%-20.21%-20.21%
30d1+0.00%-16.27%+0.53%-16.80%-16.80%
60d1+0.00%-16.70%+7.27%-23.97%-23.97%
90d1+0.00%-4.68%+18.57%-23.24%-23.24%
180d1+0.00%-11.12%+26.22%-37.34%-37.34%
1y1+100.00%+8.43%+43.83%-35.40%-35.40%
2y1+100.00%+1.01%+60.91%-59.90%-59.90%
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
PDI · 20,298 shares · as of Mar 9, 2020
05,07510,14915,22420,29820162017201820192020SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2015
2015
2016
2016
2016
2016
2017
2017
2017
2017
2018
2018
2018
2018
2019
2019
2019
2019
2020
FLOW · 4 buys / 0 sellsCOVERAGE · 19 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILED
PDI
PIMCO DYNAMIC INCOME FUND
PURCHASE
5,000$29.12$145.6K20,298Mar 9, 2020Mar 10, 2020
PDI
PIMCO DYNAMIC INCOME FUND
PURCHASE
4,00013,142Oct 11, 2018Feb 12, 2020
PDI
PIMCO DYNAMIC INCOME FUND
PURCHASE
1,1006,889Apr 20, 2016Feb 12, 2020
PDI
PIMCO DYNAMIC INCOME FUND
PURCHASE
5,0005,000Sep 4, 2015Feb 12, 2020
Other insiders · PDI
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About this filer
CIK 0001423452
ROLE
Insider
PRIMARY
PDI
COMPANIES
1
ACTIVE SINCE
Sep 2015
MARKETPEEL · /INSIDER/0001423452DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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