{"schema_version":"secwatch.filing_event.v1","accession":"0001465740-25-000061","form_type":"8-K","ticker":"TWO","cik":"0001465740","company_name":"TWO HARBORS INVESTMENT CORP.","filed_at":"2025-01-29T23:59:59+00:00","discovered_at":"2026-05-14T18:03:03.705455+00:00","generated_at":"2026-05-27T06:43:37.820006+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 Q4 comprehensive loss $0.03/sh; book value $14.47; dividend $0.45 flat","bullets":["Comprehensive loss of $1.6M ($0.03/sh); GAAP net income $264.9M ($2.54/sh) on mark-to-market gains.","Book value per share fell to $14.47 from $14.93; declared $0.45 dividend (flat q/q).","Earnings Available for Distribution (EAD) of $21.2M ($0.20/sh), up from $13.2M in Q3.","MSR portfolio fair value $2.99B; settled $2.5B UPB in acquisitions during Q4.","Full year 2024 total economic return on book value of 7.0%; annualized Q4 dividend yield 15.2%."],"urls":{"canonical":"https://secwatch.observer/filing/0001465740-25-000061","json":"https://secwatch.observer/filing/0001465740-25-000061.json","markdown":"https://secwatch.observer/filing/0001465740-25-000061.md","text":"https://secwatch.observer/filing/0001465740-25-000061.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1465740/000146574025000061/0001465740-25-000061-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1465740/000146574025000061/two-20250129.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-05-27T06:43:37.820006+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"}