Cliff Asness’s Orchid Island Capital ORC Stock Holding History

Cliff Asness’s Portfolio ORC Stock Details ORC Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2026 Q2	$975K	Sell	139,914 -55,353	-28%	-$382K	﹤0.01%	3016
2026 Q1	$1.37M	Sell	195,267 -1,345	-0.7%	-$10.1K	﹤0.01%	2601
2025 Q4	$1.42M	Buy	196,612 +92,810	+89%	+$676K	﹤0.01%	2352
2025 Q3	$728K	Buy	103,802 +34,797	+50%	+$247K	﹤0.01%	2616
2025 Q2	$484K	Buy	69,005 +57,863	+519%	+$401K	﹤0.01%	2626
2025 Q1	$83.8K	Buy	+11,142	New	+$91.6K	﹤0.01%	3041
2024 Q4	–	Sell	-10,573	Closed	-$86.9K	–	2924
2024 Q3	$86.9K	Sell	10,573 -5,517	-34%	-$45.5K	﹤0.01%	2666
2024 Q2	$134K	Buy	+16,090	New	+$137K	﹤0.01%	2467

Other funds holding ORC

BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return

Vanguard Capital Management Malvern, Pennsylvania $4.68T AUM

Geode Capital Management Boston, Massachusetts $1.88T AUM 44.46% 1-Year Est. Return

State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return

Mirae Asset Global ETFs Holdings Causeway Bay, Hong Kong $83.9B AUM 60.43% 1-Year Est. Return

Goldman Sachs New York $1.15T AUM 47.82% 1-Year Est. Return

Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return

VanEck Associates New York $164B AUM 112.45% 1-Year Est. Return

Northern Trust Chicago, Illinois $860B AUM 41.15% 1-Year Est. Return

UBS Group Zurich, Switzerland $786B AUM 40.34% 1-Year Est. Return

Cliff Asness's ORC Position: Q2 2026 in Review

Cliff Asness reduced its Orchid Island Capital (ORC) stake by 28% in Q2 2026, selling an estimated $382K and leaving 139,914 shares worth $975K. The position accounts for ﹤0.01% of the portfolio, ranked #3016.

Cliff Asness first reported a position in ORC in Q2 2024 and has held it in 8 quarters since. The position peaked at $1.42M in Q4 2025. 200 funds tracked by Wall St. Rank hold ORC as of Q2 2026.

Cliff Asness held 139,914 shares of Orchid Island Capital worth $975K as of Q2 2026.
Cliff Asness sold 55,353 Orchid Island Capital shares in Q2 2026, an estimated $382K.
Orchid Island Capital made up ﹤0.01% of Cliff Asness's portfolio in Q2 2026, its #3016 holding.
Cliff Asness first reported a position in Orchid Island Capital in Q2 2024 and has held it in 8 quarters since.
Cliff Asness's Orchid Island Capital position peaked at $1.42M in Q4 2025.
200 funds tracked by Wall St. Rank held Orchid Island Capital as of Q2 2026.

Based on AQR Capital Management's 13F filing for Q2 2026, filed 14 Aug 2026.