X0303 4 2010-03-04 0 0001465740 Two Harbors Investment Corp. TWO 0001387809 TAYLOR BRIAN C/O PINE RIVER CAPITAL MANAGEMENT 601 CARLSON PARKWAY, SUITE 330 MINNETONKA MN 55305 1 0 0 0 Common Stock, par value $0.01 per share 2010-03-04 4 P 0 5300 9.07 A 5300 D Per share price reflects the average price paid for all transactions on the day indicated. The reported securities are directly owned by Brian Taylor, who is a Reporting Person. Mr. Taylor may also be deemed the beneficial owner of 2,906,918 of the Issuer's warrants through his relationship to Nisswa Acquisition Master Fund Ltd., Pine River Capital Management L.P., and Pine River Capital Management LLC, as disclosed in the Form 3 filed by Mr. Taylor and such other Reporting Persons on October 27, 2009. /s/ Brian Taylor 2010-03-08