{"schema_version":"secwatch.filing_event.v1","accession":"0001560672-24-000068","form_type":"8-K","ticker":"EARN","cik":"0001560672","company_name":"Ellington Credit Co","filed_at":"2024-08-13T23:59:59+00:00","discovered_at":"2026-05-14T18:03:13.521616+00:00","generated_at":"2026-05-31T09:41:44.413206+00:00","sec_items":["2.02","7.01","9.01"],"event_type":"earnings","sentiment":"neutral","materiality_score":0.65,"calibrated_materiality_score":0.65,"confidence":"high","headline":"Ellington Credit Q2 net loss $0.8M; adjusted distributable earnings $0.36/share; CLO portfolio doubles to $85.1M","bullets":["Net loss of $0.8M ($0.04 diluted EPS); adjusted distributable earnings of $7.3M ($0.36 per share).","Book value per share $6.91 as of June 30; monthly dividend $0.08 declared (14.1% yield based on $6.81 close).","CLO portfolio increased to $85.1M (45% of net assets) from $45.1M as of March 31; total CLO holdings $108M as of Aug 9.","Net interest margin on credit portfolio 13.41%, Agency 2.85%; overall 4.24%.","Expect Q3 adjusted distributable earnings to decline from Q2 $0.36 but still exceed Q1 $0.27."],"urls":{"canonical":"https://secwatch.observer/filing/0001560672-24-000068","json":"https://secwatch.observer/filing/0001560672-24-000068.json","markdown":"https://secwatch.observer/filing/0001560672-24-000068.md","text":"https://secwatch.observer/filing/0001560672-24-000068.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1560672/000156067224000068/0001560672-24-000068-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1560672/000156067224000068/earn-20240812.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-05-31T09:41:44.413206+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":[],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}