To Be Announced RMBS (Details) - USD ($) $ in Thousands	Jun. 30, 2019		Dec. 31, 2018
To Be Announced Securities [Line Items]
Fair Value			$ 2,939,311
Unpaid Principal Balance	$ 1,100,062
Investments sold short, at fair value-	(49,583)		(850,577)
Payable for securities purchased relating to unsettled TBA purchases	(49,516)	[1]	(488,411)
Net short TBA securities, at fair value	$ (1,619,094)
To Be Announced Fixed Rate Agency Securities [Member]
To Be Announced Securities [Line Items]
Fair Value			474,860
Unpaid Principal Balance			460,037
Receivable for securities sold relating to unsettled TBA sales			766,574
TBA - Fixed Rate Agency Securities Sold Short [Member]
To Be Announced Securities [Line Items]
Investments sold short, at fair value-			(772,964)
Current Principal			(753,697)
Payable for securities purchased relating to unsettled TBA purchases			(473,386)
Net short TBA securities, at fair value			$ (298,104)

[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.