{"schema_version":"secwatch.filing_event.v1","accession":"0001465740-26-000029","form_type":"8-K","ticker":"TWO","cik":"0001465740","company_name":"TWO HARBORS INVESTMENT CORP.","filed_at":"2026-07-28T20:17:41+00:00","discovered_at":"2026-07-28T20:19:00.656314+00:00","generated_at":"2026-07-28T20:19:19.480067+00:00","sec_items":["2.02","9.01"],"event_type":"m_and_a","sentiment":"positive","materiality_score":0.9,"calibrated_materiality_score":0.9,"confidence":"high","headline":"Two Harbors reports Q2 results; merger with CrossCountry Mortgage at $12.00/share to close Aug 3","bullets":["Merger with CrossCountry Mortgage (CCM) at $12.00 per share approved by stockholders; expected to close August 3, 2026.","Declared stub period dividend of $0.12196 per common share for Q3 2026, subject to merger consummation.","Q2 2026 comprehensive income of $47.9M ($0.45 per share); GAAP net income $49.4M ($0.47 per share).","Book value per common share $10.68; declared Q2 dividend of $0.34 per share (4.3% quarterly economic return).","MSR portfolio UPB $155.1B; debt-to-equity ratio 3.8:1.0; economic debt-to-equity 6.0:1.0."],"urls":{"canonical":"https://secwatch.observer/filing/0001465740-26-000029","json":"https://secwatch.observer/filing/0001465740-26-000029.json","markdown":"https://secwatch.observer/filing/0001465740-26-000029.md","text":"https://secwatch.observer/filing/0001465740-26-000029.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1465740/000146574026000029/0001465740-26-000029-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1465740/000146574026000029/two-20260728.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-07-28T20:19:19.480067+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"}