{"schema_version":"secwatch.filing_event.v1","accession":"0001465740-24-000161","form_type":"8-K","ticker":"TWO","cik":"0001465740","company_name":"TWO HARBORS INVESTMENT CORP.","filed_at":"2024-07-30T23:59:59+00:00","discovered_at":"2026-05-14T18:03:13.131313+00:00","generated_at":"2026-05-31T15:12:51.734722+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"neutral","materiality_score":0.65,"calibrated_materiality_score":0.65,"confidence":"high","headline":"Two Harbors reports Q2 book value $15.19, flat economic return; dividend $0.45","bullets":["Comprehensive income of $0.5M ($0.00 EPS); GAAP net income $44.6M ($0.43 EPS).","Book value per share fell to $15.19 from $15.64 in Q1; H1 total economic return 5.8%.","Repurchased $10M of convertible notes; increased ATM offering by 11.2M shares.","MSR portfolio: sold $6.4B UPB, settled $327.8M flow acquisitions; post-Q2 bulk buy of $1.6B UPB.","Debt-to-equity ratio 4.5x; economic debt-to-equity 6.8x; cost of financing 4.76% including hedges."],"urls":{"canonical":"https://secwatch.observer/filing/0001465740-24-000161","json":"https://secwatch.observer/filing/0001465740-24-000161.json","markdown":"https://secwatch.observer/filing/0001465740-24-000161.md","text":"https://secwatch.observer/filing/0001465740-24-000161.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1465740/000146574024000161/0001465740-24-000161-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1465740/000146574024000161/two-20240730.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-05-31T15:12:51.734722+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":[],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}