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To Be Announced RMBS (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
To Be Announced Securities [Line Items]    
Fair Value   $ 2,939,311
Unpaid Principal Balance $ 1,387,733  
Investments sold short, at fair value- (73,409) (850,577)
Payable for securities purchased relating to unsettled TBA purchases (66,133) [1] (488,411)
Net short TBA securities, at fair value $ (2,376,532)  
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 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.