Investment in Loans Investment in Loans (Schedule of Residential Mortgage Loans: Performance) (Details) $ in Thousands	Sep. 30, 2019 USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid Principal Balance	$ 1,230,004
Loans, at fair value	1,225,843	[1]
Residential mortgage loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid Principal Balance	780,920
Loans, at fair value	797,728
Residential mortgage loans | Performing Financial Instruments [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid Principal Balance	14,992
Loans, at fair value	13,018
Residential mortgage loans | Non-performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid Principal Balance	17,942
Loans, at fair value	$ 15,940

[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.