John R. Mowrey

NFJ

INSIDER · VIRTUS DIVIDEND, INTEREST & PREMIUM STRATEGY FUND · CIK 0001711739

FILING MIX · LIFETIME38%/62%

BUYS

SELLS

TOTAL VALUE

$67.0K

COMPANIES

ACTIVE SINCE

Mar 2020

HOLDINGS NOW

4,602

AVG SELL PX

$10.10

Trades · vs SPY

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Performance · forward returns vs SPY

8 backtested trades · 8 horizons

Forward-return performance of every backtestable P/S trade by John R. Mowrey, 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	8	+0.00%	-4.56%	-4.11%	-0.45%	-1.67%	—
14d	8	+37.50%	+1.83%	+0.57%	+1.26%	-2.59%	—
30d	8	+100.00%	+3.14%	+2.45%	+0.69%	-2.63%	—
60d	8	+37.50%	+9.84%	+9.12%	+0.72%	-1.38%	—
90d	8	+37.50%	+14.82%	+13.80%	+1.02%	-1.12%	—
180d	8	+37.50%	+25.90%	+27.10%	-1.20%	-3.27%	—
1y	8	+37.50%	+51.55%	+51.01%	+0.55%	-2.00%	—
2y	8	+37.50%	+53.51%	+63.41%	-9.90%	-12.49%	—

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

NFJ · 4,601.726 shares · as of Apr 13, 2020

Trading cadence · quarterly flow

BUY ● SELL ●

2020

FLOW · 3 buys / 5 sellsCOVERAGE · 2 quarters

Form 4 filings · all activity

COMPANY	TYPE	SHARES	PRICE	VALUE	HELD AFTER	TRADE DATE	FILED
NFJ VIRTUS DIVIDEND, INTEREST & PREMIUM STRATEGY FUND	SALE	300	$10.12	$3.0K	4,101.726	Apr 13, 2020	Apr 15, 2020 ↗
NFJ VIRTUS DIVIDEND, INTEREST & PREMIUM STRATEGY FUND	SALE	200	$10.14	$2.0K	4,401.726	Apr 13, 2020	Apr 15, 2020 ↗
NFJ VIRTUS DIVIDEND, INTEREST & PREMIUM STRATEGY FUND	SALE	2,000	$10.09	$20.2K	1,201.726	Apr 13, 2020	Apr 15, 2020 ↗
NFJ VIRTUS DIVIDEND, INTEREST & PREMIUM STRATEGY FUND	SALE	900	$10.10	$9.1K	3,201.726	Apr 13, 2020	Apr 15, 2020 ↗
NFJ VIRTUS DIVIDEND, INTEREST & PREMIUM STRATEGY FUND	SALE	100	$10.11	$1.0K	4,601.726	Apr 13, 2020	Apr 15, 2020 ↗
NFJ VIRTUS DIVIDEND, INTEREST & PREMIUM STRATEGY FUND	PURCHASE	1,800	$9.07	$16.3K	2,800	Mar 13, 2020	Mar 17, 2020 ↗
NFJ VIRTUS DIVIDEND, INTEREST & PREMIUM STRATEGY FUND	PURCHASE	1,600	$9.02	$14.4K	4,400	Mar 13, 2020	Mar 17, 2020 ↗
NFJ VIRTUS DIVIDEND, INTEREST & PREMIUM STRATEGY FUND	PURCHASE	100	$9.01	$901	4,500	Mar 13, 2020	Mar 17, 2020 ↗

Other insiders · NFJ

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About this filer

CIK 0001711739

ROLE

Insider

PRIMARY

NFJ

COMPANIES

ACTIVE SINCE

Mar 2020

MARKETPEEL · /INSIDER/0001711739DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE

John R. Mowrey

The morning brief, before the bell.