TWO SIGMA SECURITIES, LLC

Broker-Dealer

Position in ORC — Orchid Island Capital, Inc.

CIK 1450144 NEW YORK, NY

Position in ORC

as of Jun 30, 2026 · filed Aug 14, 2026 Compact

Position Value

$97,628

-$267,756 QoQ

Shares Held

14,007

-73.1% QoQ

Ownership

0.007%

of shares outstanding

% of Portfolio

0.01%

of 13F equity value

Holder Rank

#130

of 200 holders

Holding Since

Dec 2021

11 quarters on record

Voting authority Sole 100% Shared 0% None 0%

Real Estate · as of Jun 30, 2026

TWO SIGMA SECURITIES, LLC holds $4,144,104 across 13 REIT - Mortgage names. ORC ranks #12 (2.4% of the industry book) .

#	Ticker	Company	Shares	Value (USD)
1	NLY	Annaly Capital Management Inc	40,858	$913,584
2	IVR	Invesco Mortgage Capital Inc.	81,219	$641,630
3	ARR	Armour Residential REIT, Inc.	28,874	$503,851
4	AGNC	AGNC Investment Corp.	44,937	$489,813
5	ARI	Apollo Commercial Real Estate Finance, Inc.	39,646	$423,419
6	DX	Dynex Capital Inc	19,431	$254,740
7	MFA	Mfa Financial, Inc.	21,475	$208,092
8	FBRT	Franklin BSP Realty Trust, Inc.	22,844	$185,950

11 filing rows on record

Report Date	Value (USD)	Shares	Change	Type	Discretion	Filed
2026-06-30	$97,628	14,007	-73.1%	Shares	Sole	2026-08-14
2026-03-31	$365,384	51,975	-46.3%	Shares	Sole	2026-05-15
2025-12-31	$697,248	96,840	-44.4%	Shares	Sole	2026-02-17
2025-09-30	$1,220,497	174,108	+361.8%	Shares	Sole	2025-11-14
2025-06-30	$264,298	37,703	+212.1%	Shares	Sole	2025-08-14
2024-12-31	$93,974	12,079	-37.1%	Shares	Sole	2025-02-14
2024-06-30	$160,194	19,208	-55.9%	Shares	Sole	2024-08-14
2023-06-30	$450,504	43,527	+91.0%	Shares	Sole	2023-08-14
2022-06-30	$64,954	22,791	-21.3%	Shares	Sole	2022-08-15
2022-03-31	$94,061	28,942	+50.1%	Shares	Sole	2022-05-16
2021-12-31	$86,742	19,276	—	Shares	Sole	2022-02-14
No filing history on record for this holder in this stock.