v3.21.2
Valuation (Fair Value of Other Financial Instruments) (Details) - USD ($)
$ in Thousands
 9 Months Ended 12 Months Ended
Sep. 30, 2021
Dec. 31, 2020
Assets:    
Cash and cash equivalents [1] $ 103,617 $ 111,647
Due from brokers 89,983 63,147
Reverse repurchase agreements 38,062 38,640
Liabilities:    
Repurchase agreements [1] 2,105,836 1,496,931
Other secured borrowings [1] 90,981 51,062
Senior notes, net 85,759 85,561
Due to brokers 2,560 5,059
Credit Default Swap, Selling Protection [Member]    
Liabilities:    
Total net up-front payments received 800 (2,000)
Fair Value    
Assets:    
Cash and cash equivalents 103,617 111,647
Restricted cash 175 175
Due from brokers 89,983 63,147
Reverse repurchase agreements 38,062 38,640
Liabilities:    
Repurchase agreements 2,105,836 1,496,931
Other secured borrowings 90,981 51,062
Senior notes, net 86,490 86,000
Due to brokers 2,560 5,059
Carrying Value    
Assets:    
Cash and cash equivalents 103,617 111,647
Restricted cash 175 175
Due from brokers 89,983 63,147
Reverse repurchase agreements 38,062 38,640
Liabilities:    
Repurchase agreements 2,105,836 1,496,931
Other secured borrowings 90,981 51,062
Senior notes, net 85,759 85,561
Due to brokers $ 2,560 $ 5,059
[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.