{"schema_version":"secwatch.filing_event.v1","accession":"0001465740-24-000112","form_type":"8-K","ticker":"TWO","cik":"0001465740","company_name":"TWO HARBORS INVESTMENT CORP.","filed_at":"2024-04-29T23:59:59+00:00","discovered_at":"2026-05-14T18:03:18.510756+00:00","generated_at":"2026-06-03T05:29:25.594253+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"neutral","materiality_score":0.75,"calibrated_materiality_score":0.75,"confidence":"high","headline":"Two Harbors Q1 book value $15.64/shr, comprehensive income $89.4M ($0.85/shr)","bullets":["Book value per common share $15.64, up from $15.21 in Q4 2023; quarterly economic return on book value of 5.8%.","GAAP net income $192.4M ($1.85/shr) vs loss of $444.7M in Q4 2023; comprehensive income $89.4M ($0.85/shr).","Earnings available for distribution (EAD) of $4.7M ($0.05/shr); common dividend declared $0.45/shr.","MSR portfolio grew to $3.08B (27.4% of total portfolio) with $3.1B UPB settled via bulk and flow acquisitions.","Repurchased 485,609 preferred shares across Series A, B, and C to reduce preferred equity ratio."],"urls":{"canonical":"https://secwatch.observer/filing/0001465740-24-000112","json":"https://secwatch.observer/filing/0001465740-24-000112.json","markdown":"https://secwatch.observer/filing/0001465740-24-000112.md","text":"https://secwatch.observer/filing/0001465740-24-000112.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1465740/000146574024000112/0001465740-24-000112-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1465740/000146574024000112/two-20240429.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-03T05:29:25.594253+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":"091443e2fa732b7bbd78199014ca0d2e0958e059","claim":"TWO HARBORS INVESTMENT CORP. reported the fiscal quarter ended March 31, 2024 results: net income GAAP Net Income (Loss) $ 192,448, EPS $1.85.","evidence_excerpt":"Two Harbors Investment Corp. Reports First Quarter 2024 Financial Results","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1465740/000146574024000112/0001465740-24-000112-index.htm","confidence":0.9,"family_label":"Earnings Releases","details":[{"label":"Period","value":"the fiscal quarter ended March 31, 2024"},{"label":"Net income","value":"GAAP Net Income (Loss) $ 192,448"},{"label":"EPS","value":"$1.85"},{"label":"Result","value":"reported results"}]}],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}