{"schema_version":"secwatch.filing_event.v1","accession":"0001465740-22-000075","form_type":"8-K","ticker":"TWO","cik":"0001465740","company_name":"TWO HARBORS INVESTMENT CORP.","filed_at":"2022-11-08T23:59:59+00:00","discovered_at":"2026-05-14T18:03:50.744451+00:00","generated_at":"2026-06-22T03:21:18.021825+00:00","sec_items":["2.02","8.01","9.01"],"event_type":"earnings","sentiment":"negative","materiality_score":0.8,"calibrated_materiality_score":0.8,"confidence":"high","headline":"Two Harbors Q3 comprehensive loss $287.8M; book value falls 16.2% to $16.42","bullets":["Comprehensive loss of $287.8M ($3.35 per share); book value declined 16.2% to $16.42 per share.","Earnings available for distribution (EAD) of $55.2M ($0.64 per share) vs $0.68 dividend declared.","GAAP debt-to-equity rose to 5.5x from 3.8x; economic debt-to-equity to 7.5x from 6.4x.","Sold ~$20B UPB of MSR during quarter; post-quarter repurchased ~2.9M preferred shares adding $0.26 to BV.","Effective Nov 1, 2022, completed 1-for-4 reverse stock split; convertible note conversion rate adjusted to 33.8752 shares per $1,000 principal."],"urls":{"canonical":"https://secwatch.observer/filing/0001465740-22-000075","json":"https://secwatch.observer/filing/0001465740-22-000075.json","markdown":"https://secwatch.observer/filing/0001465740-22-000075.md","text":"https://secwatch.observer/filing/0001465740-22-000075.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1465740/000146574022000075/0001465740-22-000075-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1465740/000146574022000075/two-20221108.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-22T03:21:18.021825+00:00"},"review":{"review_status":"machine_generated","human_reviewed":false,"corrected":false,"correction_note":null,"correction_timestamp":null,"superseded_by":null,"related_filings":[]},"source_grounded_claims":[{"claim_id":"eb5ae54bac671f8d49eefa46ce86a3e2bd926784","claim":"TWO HARBORS INVESTMENT CORP. reported the quarter ended September 30, 2022 results: net income Comprehensive Loss of $287.8 million, or $(3.35) per weighted average basic common share.","evidence_excerpt":"On November 8, 2022, Two Harbors Investment Corp. issued a press release announcing its financial results for the fiscal quarter ended September 30, 2022.","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1465740/000146574022000075/0001465740-22-000075-index.htm","confidence":0.85,"family_label":"Earnings Releases","details":[{"label":"Period","value":"the quarter ended September 30, 2022"},{"label":"Net income","value":"Comprehensive Loss of $287.8 million, or $(3.35) per weighted average basic common share"},{"label":"Result","value":"reported results"}],"fact_type":"earnings_release"}],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}