v3.19.1
To Be Announced RMBS (Details) - USD ($)
$ in Thousands
Mar. 31, 2019
Dec. 31, 2018
To Be Announced Securities [Line Items]    
TBA securities, at fair value (Current principal: $460,037)   $ 2,939,311
Investments sold short, at fair value- $ (26,212) (850,577)
Payable for securities purchased relating to unsettled TBA purchases $ (168,211) [1] (488,411)
To Be Announced Fixed Rate Agency Securities [Member]    
To Be Announced Securities [Line Items]    
TBA securities, at fair value (Current principal: $460,037)   474,860
Principal Amount   460,037
Receivable for securities sold relating to unsettled TBA sales   766,574
TBA - Fixed Rate Agency Securities Sold Short [Member]    
To Be Announced Securities [Line Items]    
Investments sold short, at fair value-   (772,964)
Principal Amount   (753,697)
Payable for securities purchased relating to unsettled TBA purchases   (473,386)
Net short TBA securities, at fair value   $ (298,104)
[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.