EFC
Ellington Financial Inc.
OpenVolumeMkt capP/EEPSDiv yield
Day – 52-wk –
Expected move
InputsNext report
Last report
Largest filed tie
13F top-10 QoQ
Top fund weight
Fund move
Fund move
Last report1 of 8 at or beyond impliedshaded = implied▲▼ = realized× = |realized| ÷ implied
+3.50%
vs ±5.3% implied · ×0.66
shaded = implied · ▲▼ = realized
No thesis.
Largest filed tie
—
Ellington Financial Inc.
11.42
−0.28 · −2.39%
post 11.51 +0.79%
| Rank | Manager | Value | % 13F | ||
|---|---|---|---|---|---|
| 1 | BlackRockBlackRockindex-like | $284.1M | 32.24% | +5.97% | |
| 2 | Vanguard Capital ManagementVanguardindex-like | $72.7M | 8.25% | +5.79% | |
| 3 | State StreetState Streetindex-like | $68.0M | 7.72% | +7.55% | |
| 4 | Geode Capital ManagementGeodeindex-like | $43.3M | 4.91% | +8.74% | |
| 5 | Mirae Asset Global Etfs HoldingsMirae Asset Global Etfs | $30.6M | 3.47% | +3.23% | |
| 6 | Vanguard Portfolio ManagementVanguard Portfolioindex-like | $29.4M | 3.34% | +8.33% | |
| 7 | InvescoInvesco | $25.0M | 2.84% | new | |
| 8 | JPMorgan ChaseJPMorgan Chase | $20.2M | 2.30% | new | |
| 9 | Northern TrustNorthern Trustindex-like | $20.2M | 2.30% | +9.09% | |
| 10 | Delphi Financial GroupDelphi Financial | $19.2M | 2.17% | 0.00% | |
| 11 | VAN ECK AssociatesVAN ECK | $17.1M | 1.94% | −8.17% | |
| 12 | Charles Schwab Investment ManagementCharles Schwabindex-like | $15.7M | 1.78% | +3.94% | |
| 13 | EMG HoldingsEMG | $15.3M | 1.73% | +16.85% | |
| 14 | Victory Capital ManagementVictory | $11.7M | 1.33% | +2.72% | |
| 15 | Morgan StanleyMorgan Stanley | $11.6M | 1.32% | −7.11% | |
| 16 | Vanguard Fiduciary TrustVanguard Fiduciary Trustindex-like | $11.2M | 1.27% | new | |
| 17 | Bank of New York MellonBank of New York Mellonindex-like | $11.1M | 1.26% | +0.88% | |
| 18 | D. E. ShawD. E. Shaw | $10.0M | 1.14% | +36.80% | |
| 19 | Two Sigma InvestmentsTwo Sigma | $9.4M | 1.06% | +2007.78% | |
| 20 | Principal Financial GroupPrincipal Financial | $8.2M | 0.94% | +0.05% | |
| 21 | Dana Investment AdvisorsDana Investment | $7.3M | 0.83% | −1.59% | |
| 22 | Bank of AmericaBank of America | $6.1M | 0.69% | −17.08% | |
| 23 | Public Sector Pension Investment BoardPublic Sector Pension Investment Board | $5.9M | 0.67% | −3.40% | |
| 24 | Citadel AdvisorsCitadel | $5.7M | 0.65% | +104.09% | |
| 25 | Goldman Sachs GroupGoldman Sachs | $5.3M | 0.60% | −3.84% |
246 managers report $881.3M of Ellington Financial on form 13F for the quarter ended Jun 30 '26. 17 of them hold 80% of it; BlackRock is largest at 32.24%.
Expected move
Inputsspot 11.41exp Nov 20ATM strike 12.5ATM straddle 1.48IV 52%