v3.21.2

(Schedule of Reverse Repurchase Agreements by Maturity) (Details) $ in Thousands | 9 Months Ended | 12 Months Ended
--- | --- | ---
Sep. 30, 2021 USD ($) counterparty | Dec. 31, 2020 USD ($) counterparty
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements | [1] | $ 2,105,836 | $ 1,496,931
Number of Counterparties with Outstanding Reverse Repurchase Agreements | counterparty |  | 24 | 24
Total secured borrowings |  | $ 3,100,000 | $ 2,300,000
Agency RMBS |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 1,436,845 | 921,862
Agency RMBS | 30 Days or Less |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 367,272 | 265,556
Agency RMBS | 31-60 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 140,143 | 385,141
Agency RMBS | 61-90 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 20,351 | 174,586
Agency RMBS | 91-120 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 37,029 | 0
Agency RMBS | 151 to 180 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 83,344 | 59,857
Agency RMBS | 121-150 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 196,073 | 2,692
Agency RMBS | More Than 360 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 592,633 | 34,030
Credit |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 668,991 | 575,069
Credit | 30 Days or Less |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 28,508 | 37,795
Credit | 31-60 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 95,264 | 84,554
Credit | 61-90 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 374,547 | 152,426
Credit | 91-120 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 23,758 | 89,931
Credit | 151 to 180 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 7,091 | 11,063
Credit | Total Credit Assets |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 33,934 | 94,248
Credit | 121-150 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | 0 | 66,412
Credit | More Than 360 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements |  | $ 105,889 | $ 38,640
Minimum |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 0.10% | 0.20%
Repurchase agreements, remaining days to maturity |  | 1 day | 4 days
Maximum |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 3.75% | 5.00%
Repurchase agreements, remaining days to maturity |  | 730 days | 516 days
Weighted Average |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 0.80% | 1.20%
Repurchase agreements, remaining days to maturity |  | 147 days | 94 days
Weighted Average | Agency RMBS |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 0.17% | 0.27%
Repurchase agreements, remaining days to maturity |  | 157 days | 57 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 |  | 0.14% | 0.28%
Repurchase agreements, remaining days to maturity |  | 13 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 |  | 0.20% | 0.25%
Repurchase agreements, remaining days to maturity |  | 43 days | 44 days
Weighted Average | Agency RMBS | 61-90 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 0.33% | 0.28%
Repurchase agreements, remaining days to maturity |  | 71 days | 70 days
Weighted Average | Agency RMBS | 91-120 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 0.22% | 0.00%
Repurchase agreements, remaining days to maturity |  | 105 days | 0 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 |  | 0.19% | 0.32%
Repurchase agreements, remaining days to maturity |  | 162 days | 162 days
Weighted Average | Agency RMBS | 121-150 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 0.21% | 0.27%
Repurchase agreements, remaining days to maturity |  | 136 days | 126 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 |  | 0.17% | 0.32%
Repurchase agreements, remaining days to maturity |  | 286 days | 252 days
Weighted Average | Non-Agency RMBS | 121-150 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase agreements, remaining days to maturity |  | 0 days |
Weighted Average | Credit |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 2.14% | 2.69%
Repurchase agreements, remaining days to maturity |  | 126 days | 155 days
Weighted Average | Credit | 30 Days or Less |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 1.23% | 2.11%
Repurchase agreements, remaining days to maturity |  | 16 days | 17 days
Weighted Average | Credit | 31-60 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 1.60% | 2.23%
Repurchase agreements, remaining days to maturity |  | 48 days | 50 days
Weighted Average | Credit | 61-90 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 2.02% | 2.11%
Repurchase agreements, remaining days to maturity |  | 76 days | 75 days
Weighted Average | Credit | 91-120 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 2.94% | 2.47%
Repurchase agreements, remaining days to maturity |  | 100 days | 106 days
Weighted Average | Credit | 151 to 180 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 3.50% | 2.27%
Repurchase agreements, remaining days to maturity |  | 164 days | 165 days
Weighted Average | Credit | Total Credit Assets |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 3.16% | 2.99%
Repurchase agreements, remaining days to maturity |  | 642 days | 447 days
Weighted Average | Credit | 121-150 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 0.00% | 4.75%
Repurchase agreements, remaining days to maturity |  |  | 125 days
Weighted Average | Credit | More Than 360 Days |  |  |
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items] |  |  |
Repurchase Agreements Interest Rate |  | 2.71% | 2.90%
Repurchase agreements, remaining days to maturity |  | 243 days | 289 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 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://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08(m)(1)(ii)(A)(ii)) -URI http://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690 + Details
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