Ellington Financial Inc. bonds EFC
Who owns Ellington Financial Inc.'s debt and what their own filings say it is worth. Bond prices and yields are fund-reported marks (SEC Form N-PORT) as of Jul 2026; they lag the market by about two months. EFC stock page.
Every bond funds hold
Each bond's latest fund-reported mark. Price per 100 of face value; yield to maturity from price, coupon and maturity; spread over the matched-maturity Treasury for US-dollar bonds.
| Bond | Coupon | Maturity | Ccy | Price | Yield | Spread | Funds | Held | As of |
|---|---|---|---|---|---|---|---|---|---|
| 31574BAA4 | 7.375% fixed | 2030-09-30 | USD | 99.39 | 7.54% | 324 bp | 24 | $58.8M | Jul 2026 |
Spread history
Median spread of the US-dollar bonds over Treasuries, month-ends with complete filings. Fund-reported.
Price history
Median fund-marked price across the bonds, per 100 of face value.
By month
Funds file on staggered quarter-ends, so each month-end is marked by the funds that reported for it; the amount held moves with which funds filed, not only with buying and selling.
| Month-end | Bonds | Held | Median price | USD yield | USD spread | Most funds on one bond |
|---|---|---|---|---|---|---|
| Jul 2026 | 1 | $58.8M | 99.39 | 7.54% | 324 bp | 24 |
| Jun 2026 | 1 | $53.2M | 99.57 | 7.49% | 330 bp | 40 |
| May 2026 | 1 | $17.7M | 99.94 | 7.39% | 327 bp | 21 |
| Apr 2026 | 1 | $57.7M | 99.38 | 7.54% | 364 bp | 25 |
| Mar 2026 | 1 | $52.4M | 96.36 | 8.36% | 454 bp | 37 |
| Feb 2026 | 1 | $14.2M | 101.05 | 7.10% | 345 bp | 20 |
| Jan 2026 | 1 | $56.4M | 101.13 | 7.08% | 333 bp | 25 |
| Dec 2025 | 1 | $57.6M | 100.83 | 7.16% | 348 bp | 37 |
| Nov 2025 | 1 | $13.6M | 101.08 | 7.10% | 344 bp | 20 |
| Oct 2025 | 1 | $49.4M | 100.30 | 7.30% | 366 bp | 23 |
Who holds the debt
Fund series in their latest quarterly N-PORT report, largest first, with the change in face value against each fund's own previous report. Names as reported in the filings. 22 added, 10 cut, 5 new holders and 3 exits in the latest quarter.
| Fund series | Report | Face value | Value | Change in face value |
|---|---|---|---|---|
| Lord Abbett Short Duration High Yield Fund LORD ABBETT TRUST I | 2026-07-31 | $25.1M | $25.0M | $14.0M |
| Janus Henderson Multi-Sector Income Fund Janus Investment Fund | 2026-06-30 | $17.8M | $17.7M | $449K |
| VANGUARD HIGH-YIELD CORPORATE FUND VANGUARD FIXED INCOME SECURITIES FUNDS | 2026-07-31 | $8.6M | $8.6M | $0 |
| iShares Broad USD High Yield Corporate Bond ETF iShares Trust | 2026-07-31 | $7.5M | $7.5M | $750K |
| PIMCO High Yield Fund PIMCO FUNDS | 2026-06-30 | $7.0M | $7.0M | $0 |
| Lord Abbett High Yield Fund LORD ABBETT INVESTMENT TRUST | 2026-05-31 | $6.9M | $6.9M | $3.4M |
| PIMCO Multisector Bond Active Exchange-Traded Fund PIMCO ETF Trust | 2026-06-30 | $4.6M | $4.6M | $1.3M |
| State Street(R) SPDR(R) Portfolio High Yield Bond ETF SPDR SERIES TRUST | 2026-06-30 | $4.3M | $4.3M | $1.0M |
| iShares 0-5 Year High Yield Corporate Bond ETF iShares Trust | 2026-07-31 | $3.5M | $3.4M | $10K |
| Janus Henderson High-Yield Fund Janus Investment Fund | 2026-06-30 | $3.0M | $3.0M | $0 |
| Impax High Yield Bond Fund IMPAX FUNDS SERIES TRUST I | 2026-06-30 | $3.0M | $3.0M | $0 |
| Fidelity High Income Fund Fidelity Summer Street Trust | 2026-07-31 | $3.0M | $3.0M | $0 |
| Fidelity SAI High Income Fund Fidelity Summer Street Trust | 2026-07-31 | $2.7M | $2.7M | $120K |
| High Yield Fixed Income Fund Northern Funds | 2026-06-30 | $2.5M | $2.4M | $0 |
| PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund PIMCO ETF Trust | 2026-06-30 | $2.2M | $2.2M | $922K |
| FlexShares High Yield Value - Scored Bond Index Fund FlexShares Trust | 2026-07-31 | $2.2M | $2.2M | -$560K |
| Fidelity Total Bond Fund Fidelity Income Fund | 2026-05-31 | $2.1M | $2.1M | $0 |
| Principal Active High Yield ETF Principal Exchange-Traded Funds | 2026-06-30 | $1.8M | $1.8M | -$4.8M |
| SIIT HIGH YIELD BOND FUND SEI INSTITUTIONAL INVESTMENTS TRUST | 2026-05-31 | $1.6M | $1.6M | $0 |
| Xtrackers USD High Yield Corporate Bond ETF DBX ETF Trust | 2026-05-29 | $1.2M | $1.2M | -$12K |
| Fidelity Total Bond ETF Fidelity Merrimack Street Trust | 2026-05-31 | $1.2M | $1.2M | $0 |
| Neuberger Strategic Income Fund NEUBERGER BERMAN INCOME FUNDS | 2026-07-31 | $1.1M | $1.1M | $0 |
| Fidelity SAI Total Bond Fund Fidelity Salem Street Trust | 2026-05-31 | $1.1M | $1.1M | $0 |
| State Street(R) SPDR Bloomberg Short Term High Yield Bond ETF SPDR SERIES TRUST | 2026-06-30 | $1.0M | $1.0M | $297K |
| Xtrackers USD High Yield BB-B ex Financials ETF DBX ETF Trust | 2026-05-31 | $900K | $899K | $167K |
Largest exits in the latest quarter (fund held the bonds in its previous report, none now): High Yield Fund ($14.2M), Core Plus Bond Fund ($665K), State Street(R) Loomis Sayles Opportunistic Bond ETF ($39K).
ETFs holding these bonds
From each ETF's own latest N-PORT report: the issuer's bonds as a share of the ETF's net assets. A holdings list, not a recommendation.
| ETF | Report | Bonds | Face value | Value | % of net assets |
|---|---|---|---|---|---|
| USHY iShares Broad USD High Yield Corporate Bond ETF | 2026-07-31 | 1 | $7.5M | $7.5M | 0.03% |
| SPHY State Street(R) SPDR(R) Portfolio High Yield Bond ETF | 2026-06-30 | 1 | $4.3M | $4.3M | 0.04% |
| SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 2026-07-31 | 1 | $3.5M | $3.4M | 0.05% |
| HYS PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund | 2026-06-30 | 1 | $2.2M | $2.2M | 0.13% |
| HYGV FlexShares High Yield Value - Scored Bond Index Fund | 2026-07-31 | 1 | $2.2M | $2.2M | 0.20% |
| YLD Principal Active High Yield ETF | 2026-06-30 | 1 | $1.8M | $1.8M | 0.31% |
| HYLB Xtrackers USD High Yield Corporate Bond ETF | 2026-05-29 | 1 | $1.2M | $1.2M | 0.03% |
| FBND Fidelity Total Bond ETF | 2026-05-31 | 1 | $1.2M | $1.2M | 0.00% |
| SJNK State Street(R) SPDR Bloomberg Short Term High Yield Bond ETF | 2026-06-30 | 1 | $1.0M | $1.0M | 0.02% |
| BHYB Xtrackers USD High Yield BB-B ex Financials ETF | 2026-05-31 | 1 | $900K | $899K | 0.04% |
| FDHY Fidelity Enhanced High Yield ETF | 2026-05-31 | 1 | $640K | $639K | 0.12% |
| IUSB iShares Core Universal USD Bond ETF | 2026-07-31 | 1 | $590K | $587K | 0.00% |
| SCYB Schwab High Yield Bond ETF | 2026-05-31 | 1 | $573K | $573K | 0.02% |
| JIII Janus Henderson Income ETF | 2026-07-31 | 1 | $395K | $392K | 0.21% |
| NBSD Neuberger Short Duration Income ETF | 2026-07-31 | 1 | $355K | $353K | 0.03% |
Default risk, three ways
Stock market: distance-to-default
Not computed: financial company (banks, insurers, BDCs and REITs carry leverage as their business, which the model misreads).
Bond market: priced-in odds
A 324 bp spread prices in about 5.4% a year of default odds (spread ÷ (1 − 40% recovery)). Fund-reported marks as of Jul 2026; the spread also pays for liquidity and risk premium, so this overstates actual defaults.
Accounts: Altman Z
Not available.
The stock side: 13F filings
What institutions report holding in EFC's stock and options. Options are reported at the value of the underlying shares, not the premium paid; 13F lists long positions only, lags 45 days after quarter-end, and does not show whether puts hedge a stock position.
| Quarter-end | Stock holders | Stock value | Put managers | Puts (underlying value) | Call managers | Calls (underlying value) | Convertible holders |
|---|---|---|---|---|---|---|---|
| 2026-09-30 filings still arriving | 19 | $4.1M | 0 | — | 0 | — | 0 |
| 2026-06-30 | 235 | $867.9M | 8 | $4.7M | 5 | $4.4M | 0 |
| 2026-03-31 | 218 | $604.3M | 8 | $4.0M | 7 | $3.0M | 0 |
| 2025-12-31 | 238 | $700.3M | 4 | $645K | 5 | $1.8M | 0 |
| 2025-09-30 | 218 | $646.0M | 3 | $3.6M | 3 | $1.1M | 0 |
| 2025-06-30 | 195 | $636.9M | 5 | $2.4M | 5 | $2.5M | 0 |
Officials trading EFC bonds
| Trade date | Official | Type | Description | Amount | Filing |
|---|---|---|---|---|---|
| 2026-06-30 | Virginia Foxx | purchase | ELLINGTON FINANCIAL INC | $1,001 - $15,000 | filing |
| 2026-06-30 | Virginia Ann Foxx | purchase | Ellington Financial Inc. 7.00% Series D Cumulative Perpetual Redeemable Preferred Stock | $1,001 - $15,000 | filing |
| 2026-06-29 | Virginia Ann Foxx | purchase | Ellington Financial Inc. 7.00% Series D Cumulative Perpetual Redeemable Preferred Stock | $1,001 - $15,000 | filing |
| 2026-06-18 | Virginia Foxx | sale | ELLINGTON FINANCIAL INC | $15,001 - $50,000 | filing |
| 2026-06-18 | Virginia Ann Foxx | sale partial | Ellington Financial Inc. 7.00% Series D Cumulative Perpetual Redeemable Preferred Stock | $15,001 - $50,000 | filing |
| 2026-06-17 | Virginia Ann Foxx | sale partial | Ellington Financial Inc. 7.00% Series D Cumulative Perpetual Redeemable Preferred Stock | $15,001 - $50,000 | filing |
| 2025-09-29 | Virginia Ann Foxx | purchase | Ellington Financial Inc. 7.00% Series D Cumulative Perpetual Redeemable Preferred Stock | $1,001 - $15,000 | filing |
| 2024-07-01 | Virginia Foxx | purchase | Ellington Financial Inc. 7.00% Series D Cumulative Perpetual Redeemable Preferred Stock | $1,001 - $15,000 | filing |
| 2024-04-02 | Virginia Foxx | purchase | Ellington Financial Inc. 7.00% Series D Cumulative Perpetual Redeemable Preferred Stock | $1,001 - $15,000 | filing |
| 2023-12-14 | Virginia Foxx | exchange | Ellington Financial Inc. 7.00% Series D Cumulative Perpetual Redeemable Preferred Stock | $15,001 - $50,000 | filing |
Sources: fund holdings and fund-reported marks from SEC Form N-PORT (published about 60 days after each month-end); 13F filings; House and Senate periodic transaction reports and OGE Form 278-T; Treasury yields from FRED. Findings from filings, not advice. How each number is computed.