{"schema_version":"secwatch.filing_event.v1","accession":"0001560672-22-000054","form_type":"8-K","ticker":"EARN","cik":"0001560672","company_name":"Ellington Credit Co","filed_at":"2022-11-09T23:59:59+00:00","discovered_at":"2026-05-14T18:03:51.161284+00:00","generated_at":"2026-06-22T01:13:20.080152+00:00","sec_items":["2.02","7.01","9.01"],"event_type":"earnings","sentiment":"negative","materiality_score":0.75,"calibrated_materiality_score":0.75,"confidence":"high","headline":"Ellington Residential Q3 net loss of $13.7M ($1.04/sh); adjusted distributable earnings $0.23/sh","bullets":["Net loss of $13.7M ($1.04 per share); adjusted distributable earnings of $3.0M ($0.23 per share).","Book value per share fell to $7.78 as of Sept 30, 2022, including $0.24 in dividends.","Debt-to-equity ratio rose to 9.1:1; net mortgage assets-to-equity ratio 7.5:1.","Net interest margin (excl. catch-up adjustment) was 1.28%; weighted average CPR on fixed-rate Agency pools 9.8%.","Monthly dividend of $0.08/sh declared on Nov 7; dividend yield 13.9% based on $6.89 close."],"urls":{"canonical":"https://secwatch.observer/filing/0001560672-22-000054","json":"https://secwatch.observer/filing/0001560672-22-000054.json","markdown":"https://secwatch.observer/filing/0001560672-22-000054.md","text":"https://secwatch.observer/filing/0001560672-22-000054.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1560672/000156067222000054/0001560672-22-000054-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1560672/000156067222000054/earn-20221109.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-22T01:13:20.080152+00:00"},"review":{"review_status":"machine_generated","human_reviewed":false,"corrected":false,"correction_note":null,"correction_timestamp":null,"superseded_by":null,"related_filings":[]},"source_grounded_claims":[{"claim_id":"73f943b39b1a992357e705aeaf767f877d9bceb6","claim":"Ellington Credit Co reported quarter ended September 30, 2022 results: net income Net loss of $(13.7) million, or $(1.04) per share., EPS $(1.04) per share.","evidence_excerpt":"Ellington Residential Mortgage REIT (NYSE: EARN) (the \"Company\") today reported financial results for the quarter ended September 30, 2022. Highlights • Net loss of $(13.7) million, or $(1.04) per share.","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1560672/000156067222000054/0001560672-22-000054-index.htm","confidence":0.9,"family_label":"Earnings Releases","details":[{"label":"Period","value":"quarter ended September 30, 2022"},{"label":"Net income","value":"Net loss of $(13.7) million, or $(1.04) per share."},{"label":"EPS","value":"$(1.04) per share"},{"label":"Result","value":"reported results"}],"fact_type":"earnings_release"}],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}