Ellington Credit debt investor presentation details $334.1 million CLO portfolio as of June 30, 2026
EARN•Investor presentation highlights CLO portfolio and capital structure
Ellington Credit Company outlined its positioning as a CLO closed-end fund, emphasizing active trading, credit hedging, and limited balance-sheet leverage.
As of June 30, 2026, net asset value totaled $159.7 million within total capitalization of $365.6 million.
Financing mix showed $151.9 million of secured financing and $54 million of unsecured notes, supporting a 1.29x debt-to-equity ratio.
Corporate credit hedges totaled $131.8 million in CDX HY notional equivalents, representing 83% of NAV.
EARN’s CLO holdings were $334.1 million, split between $180 million of CLO equity and $154.1 million of CLO notes.
