Securitization Transactions Narrative (Details) - USD ($) $ in Thousands		1 Months Ended	3 Months Ended
		Aug. 31, 2016	Mar. 31, 2020	Dec. 31, 2019
Securitization Transactions [Line Items]
Securities, at fair value(1)	[1]		$ 1,481,395	$ 2,449,941
Participation in Multi-Seller Consumer Loan Securitization [Member]
Securitization Transactions [Line Items]
Aggregate unpaid principal balance of loans sold		$ 124,000
Company's share of loans sold		51.00%
Co-participants share of loans sold		49.00%
Senior notes issued in securitization transaction		$ 87,000
Subordinated notes issued in securitization transaction		$ 18,700
Company's initial percentage ownership of jointly owned entity		51.00%
Affiliated co-participants initial percentage ownership of jointly owned entity		49.00%
Company's current percentage ownership of jointly owned entity			51.00%	51.00%
Variable Interest Entity, Maximum Loss Exposure			$ 3,400	$ 3,200
CLOs | Related Party CLO securitization [Member]
Securitization Transactions [Line Items]
Securities, at fair value(1)			$ 14,100	$ 39,700
Non-QM loan securitization
Securitization Transactions [Line Items]
Threshold for exercising Optional Redemption			30.00%
Percentage used to calculate servicing administrator fee			0.03%

[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.