v3.20.1

Investment in Securities (Maturities of Securities) (Details) - USD ($) $ in Thousands | Mar. 31, 2020 | Dec. 31, 2019
--- | --- | ---
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) | [1] | $ 1,481,395 | $ 2,449,941
Amortized Cost |  | $ 1,537,690 | $ 2,342,369
Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 4.13% | 4.23%
Long |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 1,481,395 | $ 2,449,941
Amortized Cost |  | $ 1,550,859 | $ 2,415,210
Long | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 4.10% | 4.15%
Long | Agency RMBS |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 973,657 | $ 1,901,684
Amortized Cost |  | $ 949,234 | $ 1,886,235
Long | Agency RMBS | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 4.13% | 4.02%
Long | Agency RMBS | Less than three years [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 239,683 | $ 188,593
Amortized Cost |  | $ 235,043 | $ 187,099
Long | Agency RMBS | Less than three years [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 4.33% | 3.39%
Long | Agency RMBS | Greater than three years less than seven years [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 679,513 | $ 961,839
Amortized Cost |  | $ 658,916 | $ 953,031
Long | Agency RMBS | Greater than three years less than seven years [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 4.08% | 4.25%
Long | Agency RMBS | Greater than seven years less than eleven [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 54,461 | $ 713,862
Amortized Cost |  | $ 55,275 | $ 708,805
Long | Agency RMBS | Greater than seven years less than eleven [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 3.92% | 3.89%
Long | Agency RMBS | Greater than eleven year [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 0 | $ 37,390
Amortized Cost |  | $ 0 | $ 37,300
Long | Agency RMBS | Greater than eleven year [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 0.00% | 3.51%
Long | Agency RMBS | Interest only securities |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 42,344 | $ 35,279
Amortized Cost |  | $ 37,801 | $ 34,044
Long | Agency RMBS | Interest only securities | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 2.72% | 2.81%
Long | Agency RMBS | Interest only securities | Less than three years [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 14,682 | $ 9,011
Amortized Cost |  | $ 13,632 | $ 8,611
Long | Agency RMBS | Interest only securities | Less than three years [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 3.12% | 3.35%
Long | Agency RMBS | Interest only securities | Greater than three years less than seven years [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 27,051 | $ 25,334
Amortized Cost |  | $ 23,686 | $ 24,512
Long | Agency RMBS | Interest only securities | Greater than three years less than seven years [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 2.54% | 2.66%
Long | Agency RMBS | Interest only securities | Greater than seven years less than eleven [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 611 | $ 934
Amortized Cost |  | $ 483 | $ 921
Long | Agency RMBS | Interest only securities | Greater than seven years less than eleven [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 0.45% | 1.90%
Long | Agency RMBS | Interest only securities | Greater than eleven year [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 0 | $ 0
Amortized Cost |  | $ 0 | $ 0
Long | Agency RMBS | Interest only securities | Greater than eleven year [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 0.00% | 0.00%
Long | Non-Agency RMBS and CMBS |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 231,014 | $ 283,102
Amortized Cost |  | $ 269,699 | $ 269,124
Long | Non-Agency RMBS and CMBS | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 2.69% | 3.37%
Long | Non-Agency RMBS and CMBS | Less than three years [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 49,552 | $ 50,120
Amortized Cost |  | $ 50,047 | $ 48,213
Long | Non-Agency RMBS and CMBS | Less than three years [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 2.47% | 2.73%
Long | Non-Agency RMBS and CMBS | Greater than three years less than seven years [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 78,011 | $ 87,436
Amortized Cost |  | $ 76,645 | $ 79,326
Long | Non-Agency RMBS and CMBS | Greater than three years less than seven years [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 3.83% | 4.42%
Long | Non-Agency RMBS and CMBS | Greater than seven years less than eleven [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 89,540 | $ 127,533
Amortized Cost |  | $ 126,467 | $ 123,924
Long | Non-Agency RMBS and CMBS | Greater than seven years less than eleven [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 2.39% | 3.31%
Long | Non-Agency RMBS and CMBS | Greater than eleven year [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 13,911 | $ 18,013
Amortized Cost |  | $ 16,540 | $ 17,661
Long | Non-Agency RMBS and CMBS | Greater than eleven year [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 0.35% | 0.81%
Long | Non-Agency RMBS |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 159,232 | $ 163,136
Amortized Cost |  | $ 165,189 | $ 151,668
Long | Non-Agency RMBS | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 3.01% | 3.41%
Long | Non-Agency RMBS | Interest only securities |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 7,504 | $ 8,316
Amortized Cost |  | $ 6,044 | $ 6,517
Long | Non-Agency RMBS | Interest only securities | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 0.98% | 1.10%
Long | Non-Agency RMBS | Interest only securities | Less than three years [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 3,573 | $ 439
Amortized Cost |  | $ 2,212 | $ 401
Long | Non-Agency RMBS | Interest only securities | Less than three years [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 0.23% | 1.37%
Long | Non-Agency RMBS | Interest only securities | Greater than three years less than seven years [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 3,931 | $ 7,877
Amortized Cost |  | $ 3,832 | $ 6,116
Long | Non-Agency RMBS | Interest only securities | Greater than three years less than seven years [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 1.41% | 1.08%
Long | Non-Agency RMBS | Interest only securities | Greater than seven years less than eleven [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 0 | $ 0
Amortized Cost |  | $ 0 | $ 0
Long | Non-Agency RMBS | Interest only securities | Greater than seven years less than eleven [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 0.00% | 0.00%
Long | Non-Agency RMBS | Interest only securities | Greater than eleven year [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 0 | $ 0
Amortized Cost |  | $ 0 | $ 0
Long | Non-Agency RMBS | Interest only securities | Greater than eleven year [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 0.00% | 0.00%
Long | CLOs And Other Securities [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 226,164 | $ 220,166
Amortized Cost |  | $ 286,534 | $ 218,048
Long | CLOs And Other Securities [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 5.62% | 6.60%
Long | CLOs And Other Securities [Member] | Less than three years [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 59,366 | $ 54,446
Amortized Cost |  | $ 61,375 | $ 54,090
Long | CLOs And Other Securities [Member] | Less than three years [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 10.80% | 11.11%
Long | CLOs And Other Securities [Member] | Greater than three years less than seven years [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 154,645 | $ 157,384
Amortized Cost |  | $ 193,698 | $ 155,651
Long | CLOs And Other Securities [Member] | Greater than three years less than seven years [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 4.85% | 5.38%
Long | CLOs And Other Securities [Member] | Greater than seven years less than eleven [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 10,499 | $ 8,336
Amortized Cost |  | $ 29,804 | $ 8,307
Long | CLOs And Other Securities [Member] | Greater than seven years less than eleven [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 0.16% | 0.00%
Long | CLOs And Other Securities [Member] | Greater than eleven year [Member] |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Securities, at fair value(1) |  | $ 1,654 | $ 0
Amortized Cost |  | $ 1,657 | $ 0
Long | CLOs And Other Securities [Member] | Greater than eleven year [Member] | Weighted Average |  |  |
Securities, Available-for-sale [Line Items] |  |  |
Weighted Average Coupon |  | 2.00% | 0.00%
[1] | Ellington Financial Inc.'s Condensed Consolidated Balance Sheet includes assets and liabilities of variable interest entities it has consolidated. See Note 9 for additional details on Ellington Financial Inc.'s consolidated variable interest entities.

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