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Securitization Transactions (Schedule of Assets and Liabilities Attributable to Consolidated VIEs) (Details) - USD ($)
$ in Thousands
Sep. 30, 2021
Dec. 31, 2020
Variable Interest Entity [Line Items]    
Other secured borrowings, at fair value [1] $ 872,306 $ 754,921
Loans, at fair value [1],[2] 1,996,529 1,453,480
Real estate owned [1],[2] 37,002 23,598
Investment related receivables [1] 97,721 49,317
Residential mortgage loans    
Variable Interest Entity [Line Items]    
Loans, at fair value 1,656,701 1,187,069
Consolidated Entities [Member] | Non-QM loan securitization    
Variable Interest Entity [Line Items]    
Other secured borrowings, at fair value 872,306 754,921
Investment related receivables 26,871 15,544
Consolidated Entities [Member] | Residential mortgage loans | Securitized loans [Member] | Non-QM loan securitization    
Variable Interest Entity [Line Items]    
Loans, at fair value $ 917,275 $ 801,343
[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.
[2] Includes assets pledged as collateral to counterparties. See Note 11 for additional details on the Company's borrowings and related collateral.