Investment in Securities (Maturities of Securities) (Details) $ in Thousands	Dec. 31, 2019 USD ($)
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 2,449,941	[1]
Amortized Cost	$ 2,342,369
Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	4.23%
Long
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 2,449,941
Amortized Cost	$ 2,415,210
Long | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	4.15%
Long | Agency RMBS
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 1,901,684
Amortized Cost	$ 1,886,235
Long | Agency RMBS | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	4.02%
Long | Agency RMBS | Less than three years [Member]
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 188,593
Amortized Cost	$ 187,099
Long | Agency RMBS | Less than three years [Member] | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	3.39%
Long | Agency RMBS | Greater than three years less than seven years [Member]
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 961,839
Amortized Cost	$ 953,031
Long | Agency RMBS | Greater than three years less than seven years [Member] | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	4.25%
Long | Agency RMBS | Greater than seven years less than eleven [Member]
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 713,862
Amortized Cost	$ 708,805
Long | Agency RMBS | Greater than seven years less than eleven [Member] | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	3.89%
Long | Agency RMBS | Greater than eleven year [Member]
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 37,390
Amortized Cost	$ 37,300
Long | Agency RMBS | Greater than eleven year [Member] | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	3.51%
Long | Agency RMBS | Interest only securities
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 35,279
Amortized Cost	$ 34,044
Long | Agency RMBS | Interest only securities | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	2.81%
Long | Agency RMBS | Interest only securities | Less than three years [Member]
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 9,011
Amortized Cost	$ 8,611
Long | Agency RMBS | Interest only securities | Less than three years [Member] | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	3.35%
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)	$ 25,334
Amortized Cost	$ 24,512
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	2.66%
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)	$ 934
Amortized Cost	$ 921
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	1.90%
Long | Agency RMBS | Interest only securities | Greater than eleven year [Member]
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 0
Amortized Cost	$ 0
Long | Agency RMBS | Interest only securities | Greater than eleven year [Member] | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	0.00%
Long | Non-Agency RMBS and CMBS
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 283,102
Amortized Cost	$ 269,124
Long | Non-Agency RMBS and CMBS | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	3.37%
Long | Non-Agency RMBS and CMBS | Less than three years [Member]
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 50,120
Amortized Cost	$ 48,213
Long | Non-Agency RMBS and CMBS | Less than three years [Member] | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	2.73%
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)	$ 87,436
Amortized Cost	$ 79,326
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	4.42%
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)	$ 127,533
Amortized Cost	$ 123,924
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	3.31%
Long | Non-Agency RMBS and CMBS | Greater than eleven year [Member]
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 18,013
Amortized Cost	$ 17,661
Long | Non-Agency RMBS and CMBS | Greater than eleven year [Member] | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	0.81%
Long | Non-Agency RMBS
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 163,136
Amortized Cost	$ 151,668
Long | Non-Agency RMBS | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	3.41%
Long | Non-Agency RMBS | Interest only securities
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 8,316
Amortized Cost	$ 6,517
Long | Non-Agency RMBS | Interest only securities | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	1.10%
Long | Non-Agency RMBS | Interest only securities | Less than three years [Member]
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 439
Amortized Cost	$ 401
Long | Non-Agency RMBS | Interest only securities | Less than three years [Member] | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	1.37%
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)	$ 7,877
Amortized Cost	$ 6,116
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	1.08%
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)	$ 0
Amortized Cost	$ 0
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	0.00%
Long | Non-Agency RMBS | Interest only securities | Greater than eleven year [Member]
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 0
Amortized Cost	$ 0
Long | Non-Agency RMBS | Interest only securities | Greater than eleven year [Member] | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	0.00%
Long | CLOs And Other Securities [Member]
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 220,166
Amortized Cost	$ 218,048
Long | CLOs And Other Securities [Member] | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	6.60%
Long | CLOs And Other Securities [Member] | Less than three years [Member]
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 54,446
Amortized Cost	$ 54,090
Long | CLOs And Other Securities [Member] | Less than three years [Member] | Weighted Average
Securities, Available-for-sale [Line Items]
Weighted Average Coupon	11.11%
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)	$ 157,384
Amortized Cost	$ 155,651
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	5.38%
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)	$ 8,336
Amortized Cost	$ 8,307
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	0.00%
Long | CLOs And Other Securities [Member] | Greater than eleven year [Member]
Securities, Available-for-sale [Line Items]
Securities, at fair value(1)	$ 0
Amortized Cost	$ 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%

[1] Ellington Financial Inc.'s 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.