{"schema_version":"secwatch.filing_event.v1","accession":"0001465740-23-000114","form_type":"8-K","ticker":"TWO","cik":"0001465740","company_name":"TWO HARBORS INVESTMENT CORP.","filed_at":"2023-07-31T23:59:59+00:00","discovered_at":"2026-05-14T18:03:34.002219+00:00","generated_at":"2026-06-12T21:56:24.172496+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"neutral","materiality_score":0.7,"calibrated_materiality_score":0.7,"confidence":"high","headline":"Two Harbors Q2 book value $16.39, GAAP net income $187.8M; dividend cut to $0.45","bullets":["Book value per common share $16.39 vs $16.48 prior Q; quarterly economic return 2.2%.","GAAP net income $187.8M ($1.94/diluted share) vs prior Q loss of $189.2M.","core IXM earnings $0.60/share; EAD (distributable) -$0.04/share.","Q2 dividend declared $0.45/common share, down from $0.60 in Q1.","Repurchased 593,453 common shares at avg $11.89; settled $14.8B UPB of MSR."],"urls":{"canonical":"https://secwatch.observer/filing/0001465740-23-000114","json":"https://secwatch.observer/filing/0001465740-23-000114.json","markdown":"https://secwatch.observer/filing/0001465740-23-000114.md","text":"https://secwatch.observer/filing/0001465740-23-000114.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1465740/000146574023000114/0001465740-23-000114-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1465740/000146574023000114/two-20230731.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-12T21:56:24.172496+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":[{"claim_id":"13be39e9085fd94ec7aff50a3b043fd24ea3beb5","claim":"TWO HARBORS INVESTMENT CORP. reported financial results for the quarter ended June 30, 2023.","evidence_excerpt":"On July 31, 2023, Two Harbors Investment Corp. issued a press release announcing its financial results for the fiscal quarter ended June 30, 2023.","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1465740/000146574023000114/0001465740-23-000114-index.htm","confidence":0.92,"family_label":"Earnings Releases","details":[{"label":"Period","value":"the quarter ended June 30, 2023"},{"label":"Result","value":"reported results"}],"fact_type":"earnings_release"}],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}