{"schema_version":"secwatch.filing_event.v1","accession":"0001465740-24-000042","form_type":"8-K","ticker":"TWO","cik":"0001465740","company_name":"TWO HARBORS INVESTMENT CORP.","filed_at":"2024-01-29T23:59:59+00:00","discovered_at":"2026-05-14T18:03:24.250407+00:00","generated_at":"2026-06-06T15:51:21.957929+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 reports Q4 2023 book value $15.21, comprehensive income $38.9M ($0.40/share), dividend $0.45","bullets":["Book value per common share $15.21; quarterly dividend $0.45 per share; 2.0% quarterly economic return on book value.","Comprehensive income $38.9 million ($0.40 per basic share); IXM (non-GAAP) $0.39 per share.","Issued 7.0M common shares via ATM for $97.8 million; repurchased 221,806 preferred shares.","Portfolio: $11.4B Agency RMBS and MSR; net TBA position $3.2B; economic debt-to-equity 6.0:1.","MSR UPB $215.6B, net servicing fee 25.3 bps; 60+ day delinquencies 0.7%; fair value losses $172.6M."],"urls":{"canonical":"https://secwatch.observer/filing/0001465740-24-000042","json":"https://secwatch.observer/filing/0001465740-24-000042.json","markdown":"https://secwatch.observer/filing/0001465740-24-000042.md","text":"https://secwatch.observer/filing/0001465740-24-000042.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1465740/000146574024000042/0001465740-24-000042-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1465740/000146574024000042/two-20240129.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-06T15:51:21.957929+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":"8ee92153d9aa71c31db19645ba53f7fe5671ffe4","claim":"TWO HARBORS INVESTMENT CORP. reported Q4 2023 results: net income -444693, EPS -4.56.","evidence_excerpt":"GAAP Net (Loss) Income $ (444,693) $ (4.56) (120.4) % $ 294,077 $ 3.04 75.0 %","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1465740/000146574024000042/0001465740-24-000042-index.htm","confidence":1.0,"family_label":"Earnings Releases","details":[{"label":"Period","value":"Q4 2023"},{"label":"Net income","value":"-444693"},{"label":"EPS","value":"-4.56"},{"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"}