{"schema_version":"secwatch.filing_event.v1","accession":"0001465740-25-000100","form_type":"8-K","ticker":"TWO","cik":"0001465740","company_name":"TWO HARBORS INVESTMENT CORP.","filed_at":"2025-04-28T23:59:59+00:00","discovered_at":"2026-05-14T18:02:48.375531+00:00","generated_at":"2026-05-23T04:54:19.722032+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"neutral","materiality_score":0.6,"calibrated_materiality_score":0.6,"confidence":"high","headline":"Two Harbors reports Q1 comprehensive income $64.9M ($0.62/share); book value $14.66; GAAP net loss $92.2M","bullets":["Book value per common share $14.66, up from $14.47 at Dec 2024; quarterly dividend $0.45 (4.4% economic return).","Comprehensive income $64.9M vs loss $1.6M in Q4 2024; GAAP net loss $92.2M ($0.89) vs income $264.9M ($2.54).","Earnings available for distribution (non-GAAP) $25.1M ($0.24) vs $21.2M ($0.20) in Q4.","Settled $174.9M UPB of MSR via flow acquisitions; post-quarter committed to $1.7B UPB via two bulk deals.","MSR 60+ day delinquencies 0.85% (up from 0.69%); 3-month CPR 4.2% vs 3.9% year ago."],"urls":{"canonical":"https://secwatch.observer/filing/0001465740-25-000100","json":"https://secwatch.observer/filing/0001465740-25-000100.json","markdown":"https://secwatch.observer/filing/0001465740-25-000100.md","text":"https://secwatch.observer/filing/0001465740-25-000100.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1465740/000146574025000100/0001465740-25-000100-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1465740/000146574025000100/two-20250428.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-05-23T04:54:19.722032+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"}