{"schema_version":"secwatch.filing_event.v1","accession":"0001465740-24-000193","form_type":"8-K","ticker":"TWO","cik":"0001465740","company_name":"TWO HARBORS INVESTMENT CORP.","filed_at":"2024-10-28T23:59:59+00:00","discovered_at":"2026-05-14T18:03:08.502056+00:00","generated_at":"2026-05-30T09:38:47.759475+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"neutral","materiality_score":0.7,"calibrated_materiality_score":0.7,"confidence":"high","headline":"Two Harbors Q3 comprehensive income $19.3M; GAAP net loss $250M; book value $14.93","bullets":["Comprehensive income $19.3M ($0.18/share); GAAP net loss $250.3M ($2.42/share) due to mark-to-market on MSR and RMBS.","Book value per common share $14.93, down from $15.19 in Q2; declared dividend $0.45; economic return on BV 1.3% for Q3.","Settled $3.3B UPB of MSR acquisitions in Q3; post-quarter committed to purchase additional $2.1B UPB bulk.","Launched direct-to-consumer originations: funded $22.4M UPB in first lien loans, brokered $7.5M in second lien."],"urls":{"canonical":"https://secwatch.observer/filing/0001465740-24-000193","json":"https://secwatch.observer/filing/0001465740-24-000193.json","markdown":"https://secwatch.observer/filing/0001465740-24-000193.md","text":"https://secwatch.observer/filing/0001465740-24-000193.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1465740/000146574024000193/0001465740-24-000193-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1465740/000146574024000193/two-20241028.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-05-30T09:38:47.759475+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"}