{"url_path":"/sec/two/8-k/2026-07-06/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":"2026-07-06","source_url":"https://www.sec.gov/Archives/edgar/data/1465740/0001104659-26-080748-index.html","accession_number":"0001104659-26-080748","cik":"0001465740","ticker":"TWO","issuer_name":"TWO HARBORS INVESTMENT CORP.","edgar_url":"https://www.sec.gov/Archives/edgar/data/1465740/0001104659-26-080748-index.html","primary_entity_key":"0001465740","primary_entity_name":"TWO HARBORS INVESTMENT CORP."},"word_count":769,"has_tables":true,"body_markdown":"Item 9.01\nFinancial Statements and Exhibits.\n\n \n\n(d)       Exhibits.\n\n \n\n**Exhibit No.**\n \n**Description**\n\n[99.1](tm2619671d1_ex99-1.htm)\n \n[Press Release, dated July 2, 2026](tm2619671d1_ex99-1.htm)\n\n104\n \nCover Page Interactive Data File, formatted in Inline XBRL****\n\n \n\nFORWARD-LOOKING STATEMENTS\n\n \n\nThis report on Form 8-K may\ncontain “forward-looking statements,” including certain plans, expectations, goals, projections and statements about the proposed\nCCM Merger, TWO’s and CCM’s plans, objectives, expectations and intentions, the expected timing of completion of the proposed\nCCM Merger, the ability of the parties to complete the proposed CCM Merger considering the various closing conditions, and other statements\nthat are not historical facts. Such statements are subject to numerous assumptions, risks, and uncertainties. Statements that do not describe\nhistorical or current facts, including statements about beliefs and expectations, are forward-looking statements. The forward-looking\nstatements are intended to be subject to the safe harbor provided by Section 27A of the Securities Act of 1933, as amended, and Section\n21E of the Securities Exchange Act of 1934, as amended, and the Private Securities Litigation Reform Act of 1995. All statements, other\nthan statements of historical fact, included in this report on Form 8-K that address activities, events or developments that TWO or CCM\nexpects, believes or anticipates will or may occur in the future are forward-looking statements. Words such as “project,”\n“predict,” “believe,” “expect,” “anticipate,” “potential,” “create,”\n“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 Merger; the occurrence\nof any event, change or other circumstances that could give rise to the termination of the proposed CCM Merger; the potential failure\nto receive, on a timely basis or otherwise, the required approvals of the proposed CCM Merger, and the potential failure to satisfy the\nother conditions to the consummation of the proposed CCM Merger in a timely manner or at all; risks related to disruption of management’s\nattention from ongoing business operations due to the proposed CCM Merger; the risk that any announcements relating to the proposed CCM\nMerger could have adverse effects on the market price of TWO common stock; the outcome of any legal proceedings relating to the proposed\nCCM Merger, including stockholder litigation in connection with the proposed CCM Merger; and that TWO may be adversely affected by other\neconomic, business or competitive factors. All such factors are difficult to predict and are beyond the control of TWO and CCM, including\nthose detailed in TWO’s annual reports on Form 10-K, quarterly reports on Form 10-Q and periodic reports on Form 8-K that are available\non TWO’s website at www.twoinv.com/investors and on the Securities and Exchange Commission’s website at www.sec.gov.\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 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\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\nDate: July 6, 2026"}