To Be Announced RMBS (Details) - USD ($) $ in Thousands		Sep. 30, 2020	Dec. 31, 2019
To Be Announced Securities [Line Items]
Unpaid Principal Balance		$ 1,414,410	$ 1,387,733
Investments sold short, at fair value-		(51,493)	(73,409)
Payable for securities purchased relating to unsettled TBA purchases	[1]	0	(66,133)
Net short TBA securities, at fair value		$ (1,399,927)	$ (2,376,532)

[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.