{"schema_version":"secwatch.filing_event.v1","accession":"0001465740-25-000133","form_type":"8-K","ticker":"TWO","cik":"0001465740","company_name":"TWO HARBORS INVESTMENT CORP.","filed_at":"2025-07-28T23:59:59+00:00","discovered_at":"2026-05-14T18:02:44.041253+00:00","generated_at":"2026-05-18T00:14:05.715029+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"negative","materiality_score":0.8,"calibrated_materiality_score":0.8,"confidence":"high","headline":"Two Harbors posts $221.8M comprehensive loss; $199.9M litigation charge sinks book value to $12.14","bullets":["Comprehensive loss of $221.8M ($2.13/share); GAAP net loss $272.3M ($2.62/share).","Recorded $199.9M contingency liability for PRCM Advisers litigation; excluding this, comprehensive loss was $21.9M.","Declared Q2 common dividend of $0.39/share; quarterly economic return on book value of -14.5%.","Issued $115M of 9.375% senior notes due 2030, net proceeds $110.8M.","Book value per share fell to $12.14 from $14.66 at March 31, 2025."],"urls":{"canonical":"https://secwatch.observer/filing/0001465740-25-000133","json":"https://secwatch.observer/filing/0001465740-25-000133.json","markdown":"https://secwatch.observer/filing/0001465740-25-000133.md","text":"https://secwatch.observer/filing/0001465740-25-000133.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1465740/000146574025000133/0001465740-25-000133-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1465740/000146574025000133/two-20250728.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-05-18T00:14:05.715029+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"}