TWO-PB
TWO-PB
US90187B3096
Two Harbors Investments Corp 7.
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Company Profile

Two Harbors Investment Corp. invests in, finances, and manages mortgage servicing rights (MSRs), agency residential mortgage-backed securities (RMBS), and other financial assets through RoundPoint in the United States. The company target assets include agency RMBS collateralized by fixed rate mortgage loans, adjustable rate mortgage loans, hybrid mortgage loans, or derivatives; and other assets, such as financial and mortgage-related assets, comprising non-agency securities and non-hedging transactions. It qualifies as a REIT for federal income tax purposes. The company was incorporated in 2009 and is headquartered in Saint Louis Park, Minnesota. As of August 25, 2026, Two Harbors Investment Corp. operates as a subsidiary of CrossCountry Mortgage, LLC.

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Key Metrics & Overview

Detailed metrics & financial data of the company

Company Profile
5 Metrics

🛡️ Risk & Structural Analysis

Multi-Factor Risk Model & Market Data

5/7 Elevated
5Y Volatility
17.3% p.a.
Max Drawdown (5Y)
-36.5%
Sharpe Ratio (5Y)
-0.18
Beta Factor
1.06
Notes & Warnings
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Critical leverage: Debt-to-Equity is at 379%.
Unprofitable business model: The company is currently generating net losses.
🔴 High valuation risk: Avg P/E of 46.0 (Elevated multiple compression risk)
Strong cyclicality: The business model is sensitive to economic downturns.
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (17.3% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -72.1% in the extended horizon.
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