{"schema_version":"secwatch.filing_event.v1","accession":"0001465740-25-000138","form_type":"8-K/A","ticker":"TWO","cik":"0001465740","company_name":"TWO HARBORS INVESTMENT CORP.","filed_at":"2025-07-29T23:59:59+00:00","discovered_at":"2026-05-14T18:02:44.041026+00:00","generated_at":"2026-05-17T23:37:25.451910+00:00","sec_items":["9.01"],"event_type":"earnings","sentiment":"negative","materiality_score":0.85,"calibrated_materiality_score":0.85,"confidence":"high","headline":"Two Harbors corrects Q2 financials: comprehensive loss $221.8M, contingency $199.9M","bullets":["Corrected calculation of total liabilities, interest expense, and MSR bulk purchases count in press release and presentation.","Comprehensive loss of $221.8M ($2.13/share) including $199.9M litigation contingency for PRCM Advisers.","Book value per common share $12.14; quarterly dividend $0.39/share; quarterly economic return on book value (14.5)%.","Issued $115M of 9.375% Senior Notes due 2030; settled $6.6B UPB of MSR through four bulk purchases."],"urls":{"canonical":"https://secwatch.observer/filing/0001465740-25-000138","json":"https://secwatch.observer/filing/0001465740-25-000138.json","markdown":"https://secwatch.observer/filing/0001465740-25-000138.md","text":"https://secwatch.observer/filing/0001465740-25-000138.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1465740/000146574025000138/0001465740-25-000138-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1465740/000146574025000138/two-20250728.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-05-17T23:37:25.451910+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"}