Loan Security Holdings I. Llc

ASRT

10% OWNER · ASSERTIO HOLDINGS, INC. · CIK 0001781518

FILING MIX · LIFETIME0%/100%

BUYS

SELLS

TOTAL VALUE

$4.15M

COMPANIES

ACTIVE SINCE

Dec 2020

HOLDINGS NOW

200,000

AVG SELL PX

$0.37

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 Loan Security Holdings I. Llc, 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	5	+20.00%	+1.26%	+0.96%	+0.30%	+1.16%	—
14d	5	+20.00%	+24.55%	+1.40%	+23.15%	+25.09%	—
30d	5	+0.00%	+90.41%	+3.74%	+86.67%	+81.31%	—
60d	5	+0.00%	+205.62%	+5.73%	+199.89%	+197.60%	—
90d	5	+0.00%	+130.06%	+6.41%	+123.65%	+137.94%	—
180d	5	+20.00%	+10.97%	+14.85%	-3.88%	+1.03%	—
1y	5	+0.00%	+47.17%	+28.37%	+18.81%	+16.92%	—
2y	5	+0.00%	+167.02%	+7.01%	+160.01%	+161.76%	—

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

ASRT · 200,000 shares · as of Dec 24, 2020

Trading cadence · quarterly flow

BUY ● SELL ●

2020

FLOW · 0 buys / 5 sellsCOVERAGE · 1 quarters

Form 4 filings · all activity

COMPANY	TYPE	SHARES	PRICE	VALUE	HELD AFTER	TRADE DATE	FILED
ASRT ASSERTIO HOLDINGS, INC.	SALE	1,982,851	$0.37	$730.1K	200,000	Dec 24, 2020	Dec 29, 2020 ↗
ASRT ASSERTIO HOLDINGS, INC.	SALE	6,784,334	$0.37	$2.54M	2,182,851	Dec 23, 2020	Dec 29, 2020 ↗
ASRT ASSERTIO HOLDINGS, INC.	SALE	1,500,000	$0.34	$508.5K	8,967,185	Dec 22, 2020	Dec 22, 2020 ↗
ASRT ASSERTIO HOLDINGS, INC.	SALE	500,000	$0.36	$180.1K	10,467,185	Dec 21, 2020	Dec 22, 2020 ↗
ASRT ASSERTIO HOLDINGS, INC.	SALE	500,000	$0.38	$188.8K	10,967,185	Dec 18, 2020	Dec 22, 2020 ↗

Other insiders · ASRT

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About this filer

CIK 0001781518

ROLE

10% Owner

PRIMARY

ASRT

COMPANIES

ACTIVE SINCE

Dec 2020

MARKETPEEL · /INSIDER/0001781518DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE

Loan Security Holdings I. Llc

The morning brief, before the bell.