{"schema_version":"secwatch.filing_event.v1","accession":"0001628280-25-053254","form_type":"8-K","ticker":"EARN","cik":"0001560672","company_name":"Ellington Credit Co","filed_at":"2025-11-19T23:59:59+00:00","discovered_at":"2026-05-14T18:02:39.741255+00:00","generated_at":"2026-05-16T18:26:28.133092+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 fiscal 2026: NAV $5.99, NII $0.23/sh, dividend fully covered","bullets":["GAAP net income of $4.3M ($0.11/sh); NII $8.5M ($0.23/sh) vs $6.5M ($0.17/sh) prior quarter.","CLO portfolio grew to $379.6M fair value; weighted average projected yield of 13.4% on fair value.","Monthly dividend maintained at $0.08/sh; management notes full dividend coverage from NII achieved in September.","Net realized gains on CLO mezz debt offset by unrealized losses on equity and credit hedges, lowering net income vs Q1."],"urls":{"canonical":"https://secwatch.observer/filing/0001628280-25-053254","json":"https://secwatch.observer/filing/0001628280-25-053254.json","markdown":"https://secwatch.observer/filing/0001628280-25-053254.md","text":"https://secwatch.observer/filing/0001628280-25-053254.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1560672/000162828025053254/0001628280-25-053254-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1560672/000162828025053254/earn-20251119.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-05-16T18:26:28.133092+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"}