v3.20.4

(Schedule of Reverse Repurchase Agreements by Maturity) (Details) $ in Thousands | 12 Months Ended
--- | ---
Dec. 31, 2020 USD ($) counterparty | Dec. 31, 2019 USD ($) counterparty | Dec. 31, 2018 USD ($) counterparty
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | $ 1,496,931 | [1] | $ 2,445,300 | [1] | $ 1,498,849
Number of Counterparties with Outstanding Reverse Repurchase Agreements | counterparty | 24 |  | 28 |  | 23
Total secured borrowings | $ 2,300,000 |  | $ 3,200,000 |  | $ 1,911,000
Agency RMBS |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | 921,862 |  | 1,864,473 |  | 917,262
Agency RMBS | 30 Days or Less |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | 265,556 |  | 511,996 |  | 245,956
Agency RMBS | 31-60 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | 385,141 |  | 744,387 |  | 415,379
Agency RMBS | 61-90 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | 174,586 |  | 594,738 |  | 255,421
Agency RMBS | 91-120 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | 0 |  | 10,270 |  | 506
Agency RMBS | 151 to 180 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | 59,857 |  | 3,082 |  |
Agency RMBS | More Than 360 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | 34,030 |  | 0 |  |
Agency RMBS | 121-150 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | 2,692 |  | 0 |  |
U.S. Treasury securities |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements |  |  |  |  | 273
U.S. Treasury securities | 30 Days or Less |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements |  |  |  |  | 273
Credit |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | 575,069 |  | 580,827 |  |
Credit | 30 Days or Less |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | 37,795 |  | 16,549 |  | 30,426
Credit | 31-60 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | 84,554 |  | 104,491 |  | 189,937
Credit | 61-90 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | 152,426 |  | 138,837 |  | 93,202
Credit | 91-120 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | 89,931 |  | 0 |  | 26,222
Credit | 151 to 180 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | 11,063 |  | 31,498 |  | 91,730
Credit | More Than 360 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | 38,640 |  | 186,661 |  | 140,306
Credit | Total Credit Assets |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | 94,248 |  | 95,331 |  | 581,314
Credit | 121-150 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase agreements | $ 66,412 |  | $ 7,460 |  | $ 9,491
Minimum |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase Agreements Interest Rate | 0.20% |  | 0.15% |  | 23.00%
Repurchase agreements, remaining days to maturity | 4 days |  | 2 days |  | 2 days
Maximum |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase Agreements Interest Rate | 5.00% |  | 5.20% |  | 607.00%
Repurchase agreements, remaining days to maturity | 516 days |  | 882 days |  | 871 days
Weighted Average |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase Agreements Interest Rate | 1.20% |  | 2.37% |  | 3.13%
Repurchase agreements, remaining days to maturity | 94 days |  | 91 days |  | 122 days
Weighted Average | Agency RMBS |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase Agreements Interest Rate | 0.27% |  | 1.98% |  | 2.59%
Repurchase agreements, remaining days to maturity | 57 days |  | 48 days |  | 47 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 | 0.28% |  | 2.08% |  | 2.46%
Repurchase agreements, remaining days to maturity | 17 days |  | 17 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 | 0.25% |  | 1.93% |  | 2.58%
Repurchase agreements, remaining days to maturity | 44 days |  | 47 days |  | 46 days
Weighted Average | Agency RMBS | 61-90 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase Agreements Interest Rate | 0.28% |  | 1.96% |  | 2.74%
Repurchase agreements, remaining days to maturity | 70 days |  | 76 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 | 0.00% |  | 2.24% |  | 3.31%
Repurchase agreements, remaining days to maturity | 0 days |  | 93 days |  | 91 days
Weighted Average | Agency RMBS | 151 to 180 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase Agreements Interest Rate | 0.32% |  | 2.67% |  |
Repurchase agreements, remaining days to maturity | 162 days |  | 171 days |  |
Weighted Average | Agency RMBS | More Than 360 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase Agreements Interest Rate | 0.32% |  | 0.00% |  |
Repurchase agreements, remaining days to maturity | 252 days |  | 0 days |  |
Weighted Average | Agency RMBS | 121-150 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase Agreements Interest Rate | 0.27% |  | 0.00% |  |
Repurchase agreements, remaining days to maturity | 126 days |  | 0 days |  |
Weighted Average | U.S. Treasury securities |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase Agreements Interest Rate |  |  |  |  | 3.10%
Repurchase agreements, remaining days to maturity |  |  |  |  | 2 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 |  |  |  |  | 3.10%
Repurchase agreements, remaining days to maturity |  |  |  |  | 2 days
Weighted Average | Credit |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase Agreements Interest Rate | 2.69% |  | 3.61% |  |
Repurchase agreements, remaining days to maturity | 155 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 | 2.11% |  | 3.38% |  | 2.55%
Repurchase agreements, remaining days to maturity | 17 days |  | 25 days |  | 22 days
Weighted Average | Credit | 31-60 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase Agreements Interest Rate | 2.23% |  | 3.14% |  | 3.32%
Repurchase agreements, remaining days to maturity | 50 days |  | 48 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 | 2.11% |  | 3.03% |  | 3.21%
Repurchase agreements, remaining days to maturity | 75 days |  | 73 days |  | 74 days
Weighted Average | Credit | 91-120 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase Agreements Interest Rate | 2.47% |  | 0.00% |  | 4.60%
Repurchase agreements, remaining days to maturity | 106 days |  | 0 days |  | 123 days
Weighted Average | Credit | 151 to 180 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase Agreements Interest Rate | 2.27% |  | 3.87% |  | 4.54%
Repurchase agreements, remaining days to maturity | 165 days |  | 173 days |  | 316 days
Weighted Average | Credit | More Than 360 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase Agreements Interest Rate | 2.90% |  | 3.80% |  | 5.15%
Repurchase agreements, remaining days to maturity | 289 days |  | 250 days |  | 636 days
Weighted Average | Credit | Total Credit Assets |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase Agreements Interest Rate | 2.99% |  | 4.52% |  | 3.98%
Repurchase agreements, remaining days to maturity | 447 days |  | 678 days |  | 240 days
Weighted Average | Credit | 121-150 Days |  |  |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |  |  |
Repurchase Agreements Interest Rate | 4.75% |  | 3.89% |  | 4.64%
Repurchase agreements, remaining days to maturity | 125 days |  | 123 days |  | 166 days
[1] | Ellington Financial Inc.'s 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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