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Securitization Transactions Narrative (Details) - USD ($)
$ in Thousands
6 Months Ended
Jun. 30, 2022
Dec. 31, 2021
Securitization Transactions [Line Items]    
Securities, at fair value(1)(2) [1],[2] $ 1,757,513 $ 2,087,360
Investment in unconsolidated entities, at fair value [1] 192,269 195,643
Participation in Multi-Seller Consumer Loan Securitization [Member]    
Securitization Transactions [Line Items]    
Investment in unconsolidated entities, at fair value $ 10,000 $ 11,500
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.
[2] Includes assets pledged as collateral to counterparties. See Note 11 for additional details on the Company's borrowings and related collateral.