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Securitization Transactions (Schedule of CLO Securitization Transactions) (Details) - USD ($)
$ in Thousands
Mar. 31, 2022
Dec. 31, 2021
Securitization Transactions [Line Items]    
Securities, at fair value(1)(2) [1],[2] $ 1,877,529 $ 2,087,360
CLOs | Related Party CLO securitization [Member]    
Securitization Transactions [Line Items]    
Securities, at fair value(1)(2) $ 17,200 $ 27,600
[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.