Ellington Residential Mortgage (EARN) — Strategic Asset Allocation Index
Ellington Residential Mortgage (EARN) has a Strategic Asset Allocation Index of 169.4% as of September 2025. Strategic assets (PP&E of $- plus long-term investments of $381.32 Million) total $381.32 Million, measured against net assets of $225.09 Million. A higher index reflects capital-intensive or investment-heavy strategies where strategic assets dominate the equity base. See EARN equity to assets ratio to measure how much of total assets are equity-financed.
SAAI
Strategic Assets
PP&E
Net Assets
Ellington Residential Mortgage Strategic Asset Allocation Index (2013–2024)
This chart shows how Ellington Residential Mortgage's Strategic Asset Allocation Index has evolved across 12 annual periods from 2013 to 2024. As of September 2025, the index stands at 169.4%, representing strategic assets of $381.32 Million against net assets of $225.09 Million USD. For live market cap and overall valuation, see EARN market cap.
Annual Strategic Asset Allocation Index for Ellington Residential Mortgage (2013–2024)
The table below presents the year-by-year Strategic Asset Allocation Index for Ellington Residential Mortgage from 2013 to 2024, covering 12 annual filings. Each row shows PP&E, long-term investments, strategic assets combined, net assets, the index percentage, and the change in percentage points compared to the prior year. See EARN net asset value for net asset value and shareholders' equity analysis.
| Year | SAAI | Strategic Assets (USD) | PP&E | LT Investments | Net Assets | Change (pp) |
|---|---|---|---|---|---|---|
| 2024 | 353.0% | $683.91 Million | $- | $683.91 Million | $193.73 Million | ▼ -214.8 pp |
| 2023 | 567.8% | $773.55 Million | $- | $773.55 Million | $136.24 Million | ▲ +506.6 pp |
| 2022 | 61.2% | $68.77 Million | $- | $68.77 Million | $112.41 Million | ▲ +60.8 pp |
| 2021 | 0.4% | $6.64 Million | $- | $6.64 Million | $1.60 Billion | ▲ +0.4 pp |
| 2020 | 0.0% | $292.00K | $- | $292.00K | $1.19 Billion | ▼ -0.3 pp |
| 2019 | 0.3% | $4.18 Million | $- | $4.18 Million | $1.49 Billion | ▼ -7.4 pp |
| 2018 | 7.7% | $11.84 Million | $- | $11.84 Million | $153.82 Million | ▲ +3.1 pp |
| 2017 | 4.6% | $8.79 Million | $0.00 | $8.79 Million | $192.70 Million | ▲ +0.3 pp |
| 2016 | 4.2% | $6.01 Million | $0.00 | $6.01 Million | $141.68 Million | ▲ +2.7 pp |
| 2015 | 1.5% | $2.18 Million | $0.00 | $2.18 Million | $144.85 Million | ▼ -851.4 pp |
| 2014 | 852.9% | $1.39 Billion | $0.00 | $1.39 Billion | $163.37 Million | ▲ +832.0 pp |
| 2013 | 20.9% | $34.96 Million | $0.00 | $34.96 Million | $167.18 Million | — |