XML 73 R61.htm IDEA: XBRL DOCUMENT v3.25.2
Investment in Securities (Maturities of Securities) (Details) - USD ($)
$ in Thousands
Jun. 30, 2025
Dec. 31, 2024
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) [1],[2] $ 938,454 $ 962,254
Debt Securities, Available-for-Sale, Amortized Cost $ 694,554 $ 700,268
Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 4.89% 4.77%
Long    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 938,454 $ 962,254
Debt Securities, Available-for-Sale, Amortized Cost $ 954,720 $ 1,001,925
Long | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 4.91% 4.95%
Long | Agency RMBS    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 255,620 $ 283,500
Debt Securities, Available-for-Sale, Amortized Cost $ 271,672 $ 306,542
Long | Agency RMBS | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 3.93% 4.35%
Long | Agency RMBS | Less than three years [Member]    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 5,303 $ 7,194
Debt Securities, Available-for-Sale, Amortized Cost $ 5,306 $ 7,317
Long | Agency RMBS | Less than three years [Member] | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 3.60% 3.70%
Long | Agency RMBS | Greater than three years less than seven years [Member]    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 72,411 $ 101,099
Debt Securities, Available-for-Sale, Amortized Cost $ 74,076 $ 103,721
Long | Agency RMBS | Greater than three years less than seven years [Member] | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 5.18% 5.84%
Long | Agency RMBS | Greater than seven years less than eleven [Member]    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 177,906 $ 175,207
Debt Securities, Available-for-Sale, Amortized Cost $ 192,290 $ 195,504
Long | Agency RMBS | Greater than seven years less than eleven [Member] | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 3.47% 3.61%
Long | Agency RMBS | Greater than eleven year [Member]    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2)   $ 0
Debt Securities, Available-for-Sale, Amortized Cost   $ 0
Long | Agency RMBS | Greater than eleven year [Member] | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon   0.00%
Long | Agency RMBS | Interest only securities    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 12,887 $ 13,217
Debt Securities, Available-for-Sale, Amortized Cost $ 11,617 $ 12,430
Long | Agency RMBS | Interest only securities | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 1.11% 1.11%
Long | Agency RMBS | Interest only securities | Less than three years [Member]    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 2,124 $ 2,162
Debt Securities, Available-for-Sale, Amortized Cost $ 1,908 $ 1,976
Long | Agency RMBS | Interest only securities | Less than three years [Member] | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 1.12% 1.05%
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)(2) $ 4,811 $ 4,516
Debt Securities, Available-for-Sale, Amortized Cost $ 4,322 $ 4,497
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 1.70% 1.60%
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)(2) $ 5,952 $ 5,973
Debt Securities, Available-for-Sale, Amortized Cost $ 5,387 $ 5,419
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 0.81% 0.95%
Long | Agency RMBS | Interest only securities | Greater than eleven year [Member]    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2)   $ 566
Debt Securities, Available-for-Sale, Amortized Cost   $ 538
Long | Agency RMBS | Interest only securities | Greater than eleven year [Member] | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon   0.56%
Long | Non-Agency RMBS and CMBS    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 257,265 $ 160,306
Debt Securities, Available-for-Sale, Amortized Cost $ 251,307 $ 164,267
Long | Non-Agency RMBS and CMBS | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 4.75% 4.63%
Long | Non-Agency RMBS and CMBS | Less than three years [Member]    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 135,282 $ 89,109
Debt Securities, Available-for-Sale, Amortized Cost $ 122,359 $ 89,208
Long | Non-Agency RMBS and CMBS | Less than three years [Member] | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 4.18% 4.34%
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)(2) $ 70,185 $ 46,255
Debt Securities, Available-for-Sale, Amortized Cost $ 67,078 $ 40,565
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 5.63% 6.20%
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)(2) $ 40,119 $ 18,933
Debt Securities, Available-for-Sale, Amortized Cost $ 51,261 $ 28,703
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 4.89% 3.31%
Long | Non-Agency RMBS and CMBS | Greater than eleven year [Member]    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 11,679 $ 6,009
Debt Securities, Available-for-Sale, Amortized Cost $ 10,609 $ 5,791
Long | Non-Agency RMBS and CMBS | Greater than eleven year [Member] | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 6.87% 6.95%
Long | Non-Agency RMBS    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 223,468 $ 123,591
Debt Securities, Available-for-Sale, Amortized Cost $ 205,279 $ 115,756
Long | Non-Agency RMBS | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 4.99% 4.96%
Long | Non-Agency RMBS | Interest only securities    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 143,026 $ 88,543
Debt Securities, Available-for-Sale, Amortized Cost $ 141,396 $ 83,215
Long | Non-Agency RMBS | Interest only securities | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 0.65% 0.77%
Long | Non-Agency RMBS | Interest only securities | Less than three years [Member]    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 110,119 $ 5,907
Debt Securities, Available-for-Sale, Amortized Cost $ 114,006 $ 6,981
Long | Non-Agency RMBS | Interest only securities | Less than three years [Member] | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 1.30% 1.15%
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)(2) $ 15,087 $ 60,096
Debt Securities, Available-for-Sale, Amortized Cost $ 15,688 $ 60,809
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 0.18% 1.63%
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)(2) $ 17,542 $ 22,238
Debt Securities, Available-for-Sale, Amortized Cost $ 11,493 $ 15,198
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 0.14% 0.15%
Long | Non-Agency RMBS | Interest only securities | Greater than eleven year [Member]    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 278 $ 302
Debt Securities, Available-for-Sale, Amortized Cost $ 209 $ 227
Long | Non-Agency RMBS | Interest only securities | Greater than eleven year [Member] | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 1.24% 1.24%
Long | CLOs And Other Securities [Member]    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 134,953 $ 177,480
Debt Securities, Available-for-Sale, Amortized Cost $ 144,914 $ 185,015
Long | CLOs And Other Securities [Member] | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 4.63% 4.68%
Long | CLOs And Other Securities [Member] | Less than three years [Member]    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 80,157 $ 98,907
Debt Securities, Available-for-Sale, Amortized Cost $ 87,681 $ 104,737
Long | CLOs And Other Securities [Member] | Less than three years [Member] | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 4.81% 4.70%
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)(2) $ 38,982 $ 54,378
Debt Securities, Available-for-Sale, Amortized Cost $ 40,419 $ 55,864
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 4.63% 5.97%
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)(2) $ 15,814 $ 24,195
Debt Securities, Available-for-Sale, Amortized Cost $ 16,814 $ 24,414
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 1.23% 1.09%
Long | CLOs And Other Securities [Member] | Greater than eleven year [Member]    
Securities, Available-for-sale [Line Items]    
Securities, at fair value(1)(2) $ 0 $ 0
Debt Securities, Available-for-Sale, Amortized Cost $ 0 $ 0
Long | CLOs And Other Securities [Member] | Greater than eleven year [Member] | Weighted Average    
Securities, Available-for-sale [Line Items]    
Weighted Average Coupon 0.00% 0.00%
[1] Ellington Financial Inc.'s Condensed Consolidated Balance Sheets include assets and liabilities of variable interest entities it has consolidated. See Note 12 for additional details on Ellington Financial Inc.'s consolidated variable interest entities.
[2] Includes assets pledged as collateral to counterparties. See Note 14 for additional details on the Company's borrowings and related collateral.