{"url_path":"/sec/two/8-k/2026-06-23/item-9-01","section_key":"item-9-01","section_title":"Item 9.01 Financial Statements and Exhibits.**","topic":"sec","document":{"doc_type":"8-K","doc_date":"2026-06-23","source_url":"https://www.sec.gov/Archives/edgar/data/1465740/0001104659-26-076817-index.html","accession_number":"0001104659-26-076817","cik":"0001465740","ticker":"TWO","issuer_name":"TWO HARBORS INVESTMENT CORP.","edgar_url":"https://www.sec.gov/Archives/edgar/data/1465740/0001104659-26-076817-index.html","primary_entity_key":"0001465740","primary_entity_name":"TWO HARBORS INVESTMENT CORP."},"word_count":1361,"has_tables":true,"body_markdown":"**Item 9.01 Financial Statements and Exhibits.**\n\n \n\n(d)\nExhibits.\n\n \n\n**Exhibit\nNo.**\n \n**Description**\n\n[99.1](tm2618523d1_ex99-1.htm)\n \n[Press Release, dated June 23, 2026](tm2618523d1_ex99-1.htm)\n\n104\n \nCover Page Interactive Data File, formatted in Inline XBRL\n\n \n\n**FORWARD-LOOKING STATEMENTS**\n\n \n\nThis report on Form 8-K\nmay contain “forward-looking statements,” including certain plans, expectations, goals, projections and statements about the\nproposed CCM transaction, TWO’s and CCM’s plans, objectives, expectations and intentions, the expected timing of completion\nof the proposed CCM transaction, the ability of the parties to complete the proposed CCM transaction considering the various closing conditions;\nand other statements that are not historical facts. Such statements are subject to numerous assumptions, risks, and uncertainties. Statements\nthat do not describe historical or current facts, including statements about beliefs and expectations, are forward-looking statements.\nThe forward-looking statements are intended to be subject to the safe harbor provided by Section 27A of the Securities Act of 1933,\nas amended, and Section 21E of the Securities Exchange Act of 1934, as amended, and the Private Securities Litigation Reform Act\nof 1995. All statements, other than statements of historical fact, included in this report on Form 8-K that address activities, events\nor developments that TWO or CCM expects, believes or anticipates will or may occur in the future are forward-looking statements. Words\nsuch as “project,” “predict,” “believe,” “expect,” “anticipate,” “potential,”\n“create,” “estimate,” “plan,” “continue,” “intend,” “could,” “foresee,”\n“should,” “would,” “may,” “will,” “guidance,” “look,” “outlook,”\n“goal,” “future,” “assume,” “forecast,” “build,” “focus,” “work,”\nor the negative of such terms or other variations thereof and words and terms of similar substance used in connection with any discussion\nof future plans, actions, or events identify forward-looking statements. However, the absence of these words does not mean that the statements\nare not forward-looking. Projected and estimated numbers are used for illustrative purposes only, are not forecasts and may not reflect\nactual results. These statements are not guarantees of future performance and involve certain risks, uncertainties and assumptions that\nare difficult to predict. TWO’s ability to predict results or the actual effect of future events, actions, plans or strategies is\ninherently uncertain. Although TWO believes the expectations reflected in any forward-looking statements are based on reasonable assumptions,\nit can give no assurance that its expectations will be attained and therefore, actual outcomes and results may differ materially from\nwhat is expressed or forecasted in such forward-looking statements.\n\n \n\nThere are a number of risks\nand uncertainties that could cause actual results to differ materially from the forward-looking statements included in this report on\nForm 8-K. These include, among other things: the expected timing and likelihood of completion of the proposed CCM transaction; the\noccurrence of any event, change or other circumstances that could give rise to the termination of the proposed CCM transaction; the potential\nfailure to receive, on a timely basis or otherwise, the required approvals of the proposed CCM transaction, including stockholder approval\nby TWO stockholders, and the potential failure to satisfy the other conditions to the consummation of the proposed CCM transaction in\na timely manner or at all; risks related to disruption of management’s attention from ongoing business operations due to the proposed\nCCM transaction; the risk that any announcements relating to the proposed CCM transaction could have adverse effects on the market price\nof TWO common stock; the risk that the proposed CCM transaction and its announcement could have an adverse effect on the ability of TWO\nto retain and hire key personnel and the effect on TWO’s operating results and business generally; the outcome of any legal proceedings\nrelating to the proposed CCM transaction, including stockholder litigation in connection with the proposed CCM transaction; the risk that\nrestrictions during the pendency of the proposed CCM transaction may impact TWO’s ability to pursue certain business opportunities\nor strategic transactions; that TWO may be adversely affected by other economic, business or competitive factors; changes in future loan\nproduction; the availability of suitable investment opportunities; changes in interest rates; changes in the yield curve; changes in prepayment\nrates; the availability and terms of financing; general economic conditions and market conditions; conditions in the market for mortgage-related\ninvestments; and legislative and regulatory changes that could adversely affect TWO’s business. All such factors are difficult to\npredict and are beyond the control of TWO and CCM, including those detailed in TWO’s annual reports on Form 10-K, quarterly\nreports on Form 10-Q and periodic reports on Form 8-K that are available on TWO’s website at www.twoinv.com/investors\nand on the Securities and Exchange Commission’s (the “SEC”) website at www.sec.gov.\n\n \n\n 2 \n\n \n\n \n\nEach of the forward-looking\nstatements of TWO is based on assumptions that TWO believes to be reasonable but that may not prove to be accurate. Any forward-looking\nstatement speaks only as of the date on which such statement is made, and TWO does not undertake any obligation to correct or update any\nforward-looking statement, whether as a result of new information, future events or otherwise, except as required by applicable law. Readers\nare cautioned not to place undue reliance on these forward-looking statements that speak only as of the date hereof.\n\n \n\n**IMPORTANT ADDITIONAL INFORMATION AND WHERE TO FIND IT**\n\n \n\nIn connection with the proposed\nCCM transaction, TWO filed with the SEC a definitive proxy statement (the “Proxy Statement”) on April 20, 2026. The Proxy\nStatement was first mailed to TWO stockholders on or about April 20, 2026, and was thereafter supplemented. The proposed CCM transaction\nwill be submitted to the TWO stockholders for their approval. TWO may also file other documents with the SEC regarding the proposed CCM\ntransaction. The Proxy Statement contains important information about the proposed CCM transaction and related matters. This report on\nForm 8-K is not a substitute for the Proxy Statement or any other documents that TWO may file with the SEC or send to TWO stockholders\nin connection with the proposed CCM transaction. **INVESTORS AND SECURITYHOLDERS OF TWO ARE ADVISED TO READ THE PROXY STATEMENT REGARDING\nTHE PROPOSED CCM TRANSACTION (INCLUDING ALL OTHER RELEVANT DOCUMENTS THAT ARE FILED OR WILL BE FILED WITH THE SEC, AS WELL AS ANY AMENDMENTS\nOR SUPPLEMENTS TO THESE DOCUMENTS) CAREFULLY AND IN THEIR ENTIRETY BECAUSE THEY CONTAIN AND WILL CONTAIN IMPORTANT INFORMATION ABOUT THE\nPROPOSED CCM TRANSACTION AND RELATED MATTERS**. Investors and securityholders may obtain a free copy of the Proxy Statement and all\nother documents filed or that will be filed with the SEC by TWO on the SEC’s website at www.sec.gov. Copies of documents filed with\nthe SEC by TWO will be made available free of charge on TWO’s website at www.twoinv.com/investors or by directing a request to:\nTwo Harbors Investment Corp., 1601 Utica Avenue South, Suite 900, St. Louis Park, MN 55416, Attention: Investor Relations.\n\n \n\n**PARTICIPANTS IN THE SOLICITATION**\n\n \n\nTWO and its directors, executive\nofficers and certain other members of management and employees of TWO may be deemed to be “participants” in the solicitation\nof proxies from the TWO stockholders in connection with the proposed CCM transaction. Securityholders can find information about TWO and\nits directors and executive officers and their ownership of TWO common stock in the Proxy Statement. Please also refer to the sections\nin TWO’s Form 10-K/A filed with the SEC on April 27, 2026, captioned “Compensation Discussion and Analysis,”\n“Summary Compensation Table” and “Item 12. Security Ownership of Certain Beneficial Owners and Management and Related\nStockholder Matters.” Any changes in the holdings of TWO’s securities by its directors or executive officers from the amounts\ndescribed in the Form 10-K/A have been reflected in Statements of Change in Ownership on Form 4 filed with the SEC subsequent\nto the filing date of the Form 10-K/A and are available on the SEC’s website at www.sec.gov. Additional information regarding\nthe interests of such individuals in the proposed CCM transaction is included in the Proxy Statement relating to the proposed CCM transaction.\nFree copies of these documents may be obtained as described in the preceding paragraph.\n\n \n\n 3 \n\n \n\n \n\n**SIGNATURE**\n\n \n\nPursuant to the requirements of the Securities\nExchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.\n\n \n\nTWO HARBORS INVESTMENT CORP.\n \n\n \n \n \n\nBy:\n/s/ Rebecca B. Sandberg\n \n\n \nRebecca B. Sandberg\n \n\n \nChief Legal Officer and Secretary\n \n\n \n\nDate: June 23, 2026"}