v3.20.1

(Schedule of Reverse Repurchase Agreements by Maturity) (Details) $ in Thousands | 3 Months Ended | 12 Months Ended
--- | --- | ---
Mar. 31, 2020 USD ($) counterparty | Dec. 31, 2019 USD ($) counterparty
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements | [1] | $ 2,034,225 | $ 2,445,300
Number of Counterparties with Outstanding Reverse Repurchase Agreements | counterparty |  | 28 | 28
Total secured borrowings |  | $ 2,800,000 | $ 3,200,000
Agency RMBS |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 1,287,030 | 1,864,473
Agency RMBS | 30 Days or Less |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 353,826 | 511,996
Agency RMBS | 31-60 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 750,285 | 744,387
Agency RMBS | 61-90 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 182,557 | 594,738
Agency RMBS | 91-120 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 362 | 10,270
Agency RMBS | 181-360 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 0 | 3,082
U.S. Treasury securities |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 1,654 | 0
U.S. Treasury securities | 30 Days or Less |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 1,654 | 0
Credit |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 745,541 | 580,827
Credit | 30 Days or Less |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 37,567 | 16,549
Credit | 31-60 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 160,313 | 104,491
Credit | 61-90 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 161,312 | 138,837
Credit | 91-120 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 104,950 | 0
Credit | 151-180 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 0 | 7,460
Credit | 181-360 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 211,624 | 31,498
Credit | More Than 360 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 22,725 | 186,661
Credit | Total Credit Assets |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | $ 47,050 | $ 95,331
Minimum |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | (0.15%) | 0.15%
Repurchase agreements, remaining days to maturity |  | 1 day | 2 days
Maximum |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 6.99% | 5.20%
Repurchase agreements, remaining days to maturity |  | 791 days | 882 days
Weighted Average |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 2.11% | 2.37%
Repurchase agreements, remaining days to maturity |  | 80 days | 91 days
Weighted Average | Agency RMBS |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 1.64% | 1.98%
Repurchase agreements, remaining days to maturity |  | 42 days | 48 days
Weighted Average | Agency RMBS | 30 Days or Less |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 1.65% | 2.08%
Repurchase agreements, remaining days to maturity |  | 16 days | 17 days
Weighted Average | Agency RMBS | 31-60 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 1.79% | 1.93%
Repurchase agreements, remaining days to maturity |  | 46 days | 47 days
Weighted Average | Agency RMBS | 61-90 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 1.01% | 1.96%
Repurchase agreements, remaining days to maturity |  | 75 days | 76 days
Weighted Average | Agency RMBS | 91-120 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 2.49% | 2.24%
Repurchase agreements, remaining days to maturity |  | 113 days | 93 days
Weighted Average | Agency RMBS | 181-360 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 0.00% | 2.67%
Repurchase agreements, remaining days to maturity |  | 0 days | 171 days
Weighted Average | U.S. Treasury securities |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | (0.15%) | 0.00%
Repurchase agreements, remaining days to maturity |  | 1 day | 0 days
Weighted Average | U.S. Treasury securities | 30 Days or Less |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | (0.15%) | 0.00%
Repurchase agreements, remaining days to maturity |  | 1 day | 0 days
Weighted Average | Credit |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 2.93% | 3.61%
Repurchase agreements, remaining days to maturity |  | 147 days | 229 days
Weighted Average | Credit | 30 Days or Less |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 3.04% | 3.38%
Repurchase agreements, remaining days to maturity |  | 20 days | 25 days
Weighted Average | Credit | 31-60 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 2.81% | 3.14%
Repurchase agreements, remaining days to maturity |  | 44 days | 48 days
Weighted Average | Credit | 61-90 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 2.61% | 3.03%
Repurchase agreements, remaining days to maturity |  | 74 days | 73 days
Weighted Average | Credit | 91-120 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 3.46% | 0.00%
Repurchase agreements, remaining days to maturity |  | 92 days | 0 days
Weighted Average | Credit | 151-180 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 0.00% | 3.89%
Repurchase agreements, remaining days to maturity |  | 0 days | 123 days
Weighted Average | Credit | 181-360 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 2.70% | 3.87%
Repurchase agreements, remaining days to maturity |  | 171 days | 173 days
Weighted Average | Credit | More Than 360 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 3.39% | 3.80%
Repurchase agreements, remaining days to maturity |  | 284 days | 250 days
Weighted Average | Credit | Total Credit Assets |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 3.95% | 4.52%
Repurchase agreements, remaining days to maturity |  | 791 days | 678 days
[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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- Definition Number of Counterparties with Outstanding Reverse Repurchase Agreements + References No definition available. + Details
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- Definition Total secured borrowings under reverse repurchase agreements (securities sold under agreements to repurchase) and other secured borrowing transactions. + References No definition available. + Details
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- Definition Interest rate on the amount to be repaid to the counterparty to the repurchase agreement when the carrying amount (or market value, if higher than the carrying amount) of securities or other assets sold under the repurchase agreement exceeds 10 percent of total assets. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(m)(1)(i)(A)(ii)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 + Details
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