{"schema_version":"secwatch.filing_event.v1","accession":"0001560672-23-000013","form_type":"8-K","ticker":"EARN","cik":"0001560672","company_name":"Ellington Credit Co","filed_at":"2023-03-06T23:59:59+00:00","discovered_at":"2026-05-14T18:03:45.577104+00:00","generated_at":"2026-06-18T11:34:42.313999+00:00","sec_items":["2.02","7.01","9.01"],"event_type":"earnings","sentiment":"positive","materiality_score":0.75,"calibrated_materiality_score":0.75,"confidence":"high","headline":"Ellington Residential Q4 net income $0.88/shr; book value $8.40; ADE $0.25/shr","bullets":["Net income $11.7M ($0.88/shr) vs dividends $0.24/shr; non-annualized economic return 11.1%.","Adjusted Distributable Earnings $3.3M ($0.25/shr); net interest margin 1.37%.","Book value $8.40/shr as of Dec 31, 2022; debt-to-equity 7.5:1 (adjusted 7.6:1).","Agency RMBS portfolio $863.3M, down 5% QoQ; turnover 18%; pay-ups increased to 1.26%.","CEO cites strong Q4 rebound in Agency RMBS; plans to rotate capital into non-Agency opportunities."],"urls":{"canonical":"https://secwatch.observer/filing/0001560672-23-000013","json":"https://secwatch.observer/filing/0001560672-23-000013.json","markdown":"https://secwatch.observer/filing/0001560672-23-000013.md","text":"https://secwatch.observer/filing/0001560672-23-000013.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1560672/000156067223000013/0001560672-23-000013-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1560672/000156067223000013/earn-20230306.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-18T11:34:42.313999+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":"cc65aa9dddaeecd5d045b2c2121bda1d8767aa37","claim":"Ellington Credit Co reported the quarter ended December 31, 2022 results: net income $11.7 million, or $0.88 per share, EPS $0.88 per share.","evidence_excerpt":"Ellington Residential Mortgage REIT Reports Fourth Quarter 2022 Results OLD GREENWICH, Connecticut—March 6, 2023 Ellington Residential Mortgage REIT (NYSE: EARN) (the \"Company\") today reported financial results for the quarter ended December 31, 2022. Highlights • Net income of $11.7 million, or $0.88 per share.","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1560672/000156067223000013/0001560672-23-000013-index.htm","confidence":0.95,"family_label":"Earnings Releases","details":[{"label":"Period","value":"the quarter ended December 31, 2022"},{"label":"Net income","value":"$11.7 million, or $0.88 per share"},{"label":"EPS","value":"$0.88 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"}