Orchid Island Capital declares $0.10/share June dividend, discloses $11.2B RMBS portfolio

Filed June 10, 2026 · Period ending June 9, 2026 · ~1 min read

Key Changes

• high

  Company holds $11.2B in RMBS at 5.52% weighted average coupon with 9.5x leverage ($10.7B repo borrowings at 3.77%), creating significant interest rate and refinancing risk despite $9.8B in hedges.

  Exhibit 99.1 view on EDGAR →
• high

  Rate sensitivity models show portfolio would lose $18.4M if rates fall 50bp and $24.0M if rates rise 50bp, indicating vulnerability to rate movements in either direction.

  Exhibit 99.1 view on EDGAR →
• medium

  Board declared $0.10/share monthly dividend for June 2026, payable July 30 to June 30 holders, continuing the company's routine REIT distribution pattern.

  Item 8.01 verify on EDGAR →