{"schema_version":"secwatch.filing_event.v1","accession":"0001628280-26-056312","form_type":"8-K","ticker":"EARN","cik":"0001560672","company_name":"Ellington Credit Co","filed_at":"2026-08-12T20:52:04+00:00","discovered_at":"2026-08-12T20:53:03.326862+00:00","generated_at":"2026-08-12T20:53:14.477408+00:00","sec_items":["2.02","7.01","9.01"],"event_type":"earnings","sentiment":"positive","materiality_score":0.65,"calibrated_materiality_score":0.65,"confidence":"high","headline":"Ellington Credit posts Q2 net income $12.3M, NAV $4.18/share","bullets":["NAV per share $4.18 at 6/30/26; quarterly economic return 8% (non-annualized)","GAAP net income $12.3M ($0.33/sh) vs Q1 net loss $32.3M ($0.86 loss/sh)","NII $6.1M ($0.16/sh); adjusted NII $5.7M ($0.15/sh)","CLO portfolio fair value $334.1M; recurring cash distributions $17.6M ($0.47/sh)","Declared $0.08/sh monthly distributions through Sept 30, 2026 payment"],"urls":{"canonical":"https://secwatch.observer/filing/0001628280-26-056312","json":"https://secwatch.observer/filing/0001628280-26-056312.json","markdown":"https://secwatch.observer/filing/0001628280-26-056312.md","text":"https://secwatch.observer/filing/0001628280-26-056312.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1560672/000162828026056312/0001628280-26-056312-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1560672/000162828026056312/earn-20260812.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-08-12T20:53:14.477408+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"}