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Securitization Transactions (Tables)
 6 Months Ended
Jun. 30, 2018
Securitization Transactions [Abstract]  
Securitization Transactions [Table Text Block]
The following table details the Company’s investments in notes issued by the Ellington-sponsored CLO Securitizations:
CLO Issuer(1)
 
CLO Pricing Date
 
CLO Closing Date
 
Total Face Amount of Notes Issued
 
Face Amount of Notes Initially Purchased
 
Aggregate Purchase Price
 
Notes Held(3) as of
 
 
 
 
 
 
June 30,
2018
 
December 31, 2017
 
 
 
 
 
 
(In thousands)
 
(In thousands)
 
(In thousands)
CLO I Issuer(2)
 
5/17
 
6/17
 
$
373,550

 
$
36,606

(4) 
 
$
35,926

 
$
18,215

(5) 
 
$
24,299

(6) 
CLO II Issuer
 
12/17
 
1/18
 
452,800

 
18,223

(7) 
 
16,621

 
16,806

(6) 
 
13,395

(6) 
CLO III Issuer
 
6/18
 
7/18
 
407,100

 
35,480

(7) 
 
32,394

 
22,505

(8) 
 
—

 
(1)
The Company does not have the power to direct the activities of the CLO Issuers that most significantly impact their economic performance.
(2)
Excludes the Company's equity investment in the CLO I Risk Retention Vehicle, as discussed above.
(3)
Included on the Company's Consolidated Condensed Schedule of Investments in Collateralized Loan Obligations.
(4)
The Company purchased secured and unsecured subordinated notes.
(5)
Includes unsecured subordinated notes.
(6)
Includes secured and unsecured subordinated notes.
(7)
The Company purchased secured senior and secured and unsecured subordinated notes.
(8)
Includes secured senior and secured and unsecured subordinated notes.
Schedule of Assets and Liabilities of Consolidated Securitization Trusts [Table Text Block]
The following table details the assets and liabilities of the consolidated securitization trust included in the Company’s Consolidated Statement of Assets, Liabilities, and Equity as of June 30, 2018 and December 31, 2017:
 
 
As of
(In thousands)
 
June 30, 2018
 
December 31, 2017
Assets:
 
 
 
 
Cash and cash equivalents
 
$
—

 
$
333

Investments, at fair value
 
107,856

 
132,424

Interest and dividends receivable
 
37

 
—

Liabilities:
 
 
 
 
Interest and dividends payable
 
37

 
333

Other secured borrowings, at fair value
 
101,100

 
125,105