{"schema_version":"secwatch.filing_event.v1","accession":"0001628280-26-014689","form_type":"8-K","ticker":"EARN","cik":"0001560672","company_name":"Ellington Credit Co","filed_at":"2026-03-04T23:59:59+00:00","discovered_at":"2026-05-14T18:02:35.435597+00:00","generated_at":"2026-05-15T21:40:43.018651+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 Credit Q3 FY2025 net loss $21.1M ($0.56/sh); NAV falls to $5.19","bullets":["GAAP net loss of $21.1M ($0.56 per share); net investment income $7.8M ($0.21 per share).","NAV per share $5.19 as of Dec 31, 2025, including $0.24 in distributions for the quarter.","CLO portfolio fair value $369.5M; weighted average GAAP yield 13.7% on total CLO portfolio.","Management cites CLO equity market challenges and credit spread widening as key headwinds.","Monthly distributions declared at $0.08 per share through March 31, 2026."],"urls":{"canonical":"https://secwatch.observer/filing/0001628280-26-014689","json":"https://secwatch.observer/filing/0001628280-26-014689.json","markdown":"https://secwatch.observer/filing/0001628280-26-014689.md","text":"https://secwatch.observer/filing/0001628280-26-014689.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1560672/000162828026014689/0001628280-26-014689-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1560672/000162828026014689/earn-20260304.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-05-15T21:40:43.018651+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"}