MarketPeel
Insider Trading Intelligence
JH

Jillian Halm

TWO
CHIEF ACCOUNTING OFFICER · TWO HARBORS INVESTMENT CORP. · CIK 0002035881
FILING MIX · LIFETIME44%/56%
BUYS
4
SELLS
5
TOTAL VALUE
$54.0K
COMPANIES
1
ACTIVE SINCE
Jan 2025
HOLDINGS NOW
18,833
AVG SELL PX
$12.13
TRADE KIND
SHOWING 9 / 9
Trades · vs SPY
Loading price series…
Performance · forward returns vs SPY
5 backtested trades · 8 horizons · 9 pendingHow are these numbers computed? →
Forward-return performance of every backtestable P/S trade by Jillian Halm, 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+0.00%+4.38%+0.45%+3.93%+2.59%
14d5+20.00%+5.06%+1.07%+3.98%+2.18%
30d5+40.00%+1.80%-0.59%+2.39%+10.52%
60d5+60.00%-6.91%-5.55%-1.35%-6.36%
90d5+100.00%-8.30%-5.23%-3.07%-4.66%
180d5(2 pending)+100.00%-14.78%+6.30%-21.08%-18.40%
1y5(2 pending)+66.67%-1.72%+17.01%-18.73%-20.33%
2y5(5 pending)
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
TWO · 18,833 shares · as of Jan 15, 2026
05,23910,47815,71720,9562026SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2025
2025
2025
2025
2026
FLOW · 4 buys / 5 sellsCOVERAGE · 5 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILEDDETAILS
TWO
TWO HARBORS INVESTMENT CORP.
SALE10b5-1
10b5-1 plan
379$13.18$5.0K18,833Jan 15, 2026Jan 15, 2026View →
TWO
TWO HARBORS INVESTMENT CORP.
SALE10b5-1
10b5-1 plan
1,744$12.25$21.4K19,212Jan 12, 2026Jan 12, 2026View →
TWO
TWO HARBORS INVESTMENT CORP.
PURCHASEGRANT
Stock grant
1,84720,956Jan 12, 2026Jan 12, 2026View →
TWO
TWO HARBORS INVESTMENT CORP.
PURCHASEGRANT
Stock grant
9,33719,109Jan 7, 2026Jan 9, 2026View →
TWO
TWO HARBORS INVESTMENT CORP.
SALE10b5-1
10b5-1 plan
821$12.98$10.7K9,772Feb 10, 2025Feb 11, 2025View →
TWO
TWO HARBORS INVESTMENT CORP.
SALE10b5-1
10b5-1 plan
1,030$11.23$11.6K10,593Jan 14, 2025Jan 14, 2025View →
TWO
TWO HARBORS INVESTMENT CORP.
SALE10b5-1
10b5-1 plan
481$11.31$5.4K11,623Jan 8, 2025Jan 10, 2025View →
TWO
TWO HARBORS INVESTMENT CORP.
PURCHASEGRANT
Stock grant
8,74111,623Jan 7, 2025Jan 10, 2025View →
TWO
TWO HARBORS INVESTMENT CORP.
PURCHASEGRANT
Stock grant
48112,104Jan 7, 2025Jan 10, 2025View →
Other insiders · TWO
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About this filer
CIK 0002035881
ROLE
Chief Accounting Officer
PRIMARY
TWO
COMPANIES
1
ACTIVE SINCE
Jan 2025
MARKETPEEL · /INSIDER/0002035881DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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