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Debt - Narrative (Details)
3 Months Ended 74 Months Ended
Jan. 25, 2019
Nov. 19, 2018
USD ($)
Aug. 18, 2017
USD ($)
Apr. 25, 2017
USD ($)
Mar. 31, 2020
USD ($)
securitization
Facility
Day
$ / shares
Mar. 31, 2019
USD ($)
Mar. 31, 2020
USD ($)
securitization
$ / shares
Dec. 31, 2019
USD ($)
Debt Instrument [Line Items]                
Percentage of ownership interests in joint venture         34.00%   34.00%  
Percentage of guarantors beneficial interest         100.00%   100.00%  
Number of securitizations completed | securitization             15  
Number of securitizations outstanding | securitization         6   6  
Percentage of interests in trust certificates sold to third parties         50.00%      
Interest expense         $ 13,070,000 $ 15,685,000    
Amortization of debt discount           $ 3,200,000    
Percentage of ownership interests in joint venture         34.00%   34.00%  
Debt Instrument, Basis Spread on Variable Rate 100.00%              
Collateralized Financings         $ 32,360,000   $ 32,360,000 $ 4,117,000
Increase (Decrease) in Margin Deposits Outstanding         $ 28,200,000      
Class A Notes                
Debt Instrument [Line Items]                
Period after issue         36 months      
Mortgage loans                
Debt Instrument [Line Items]                
Number of securitizations outstanding | securitization         6   6  
Convertible Notes Payable                
Debt Instrument [Line Items]                
Aggregate principal       $ 87,500,000        
Interest Rate     7.25% 7.25% 7.25%   7.25%  
Proceeds from sale of convertible senior notes     $ 20,500,000 $ 84,900,000        
Conversion premium - Convertible senior notes     200,000 $ 2,500,000        
Percentage of notes convertible to common stock       17.50%        
Additional aggregate principal   $ 15,900,000 $ 20,500,000          
Conversion premium     6.00%          
Principal amount of note (in dollars per share) | $ / shares         $ 25.00      
If-converted value in excess of principal         $ 64,900,000      
Threshold percentage of stock price trigger (at least)         130.00%      
Threshold trading days (at least) | Day         20      
Threshold consecutive trading days | Day         30      
Redemption price, percentage         100.00%      
Unamortized discount         $ 4,400,000   $ 4,400,000  
Amortization of debt discount         $ 300,000      
Interest rate, effective percentage         8.72%   8.72%  
Master Repurchase Agreement                
Debt Instrument [Line Items]                
Interest Rate         3.86%   3.86% 3.77%
Master Repurchase Agreement | Delaware Trust | Mortgage loans                
Debt Instrument [Line Items]                
Number of facilities repurchased | Facility         2      
Number of wholly-owned Delaware trusts | Facility         2      
Number of counterparties | Facility         2      
Ceiling for each repurchase facility         $ 250,000,000.0   $ 250,000,000.0  
Master Repurchase Agreement | Delaware Trust | Mortgage loans | Minimum                
Debt Instrument [Line Items]                
Percentage of purchase price for each mortgage loan or REO         70.00%      
Master Repurchase Agreement | Delaware Trust | Mortgage loans | Maximum                
Debt Instrument [Line Items]                
Percentage of purchase price for each mortgage loan or REO         85.00%      
Master Repurchase Agreement | Delaware Trust | Mortgages One                
Debt Instrument [Line Items]                
Ceiling for each repurchase facility         $ 400,000,000.0   400,000,000.0  
Master Repurchase Agreement | Delaware Trust | Bonds [Member]                
Debt Instrument [Line Items]                
Number of facilities repurchased | Facility         3,000      
Gregory                
Debt Instrument [Line Items]                
Ceiling for each repurchase facility         $ 12,000,000.0   $ 12,000,000.0  
Gregory | Servicing Agreement                
Debt Instrument [Line Items]                
Servicing fees percentage         0.42%      
Gregory | Servicing Agreement | Minimum                
Debt Instrument [Line Items]                
Servicing fees percentage         0.65%      
Gregory | Servicing Agreement | Maximum                
Debt Instrument [Line Items]                
Servicing fees percentage         1.25%      
Common Stock | Convertible Notes Payable                
Debt Instrument [Line Items]                
Conversion rate         1.7279      
Conversion price (in dollars per share) | $ / shares         $ 14.47   $ 14.47  
2018-C | Class A Notes                
Debt Instrument [Line Items]                
Percentage of Interest retained by the Company         5.00%      
2018-C | Mortgage loans | Class B Notes                
Debt Instrument [Line Items]                
Aggregate principal         $ 15,900,000   $ 15,900,000 $ 15,900,000
2018-C | Mortgage loans | Class A Notes                
Debt Instrument [Line Items]                
Aggregate principal         $ 142,000,000.0   142,000,000.0 148,500,000
Ajax Mortgage Loan Trust 2018 C September 2018                
Debt Instrument [Line Items]                
Percentage of Interests Sold to Third Parties         37.00%      
Ajax Mortgage Loan Trust 2018 C September 2018 | Class A Notes                
Debt Instrument [Line Items]                
Percentage of Interests Sold to Third Parties         95.00%      
Ajax Mortgage Loan Trust 2018 C September 2018 | Mortgage loans | Class B Notes                
Debt Instrument [Line Items]                
Aggregate principal         $ 15,900,000   $ 15,900,000  
Interest Rate         5.25%   5.25%  
Ajax Mortgage Loan Trust 2018 C September 2018 | Mortgage loans | Class A Notes                
Debt Instrument [Line Items]                
Aggregate principal         $ 170,500,000   $ 170,500,000  
Interest Rate         4.36%   4.36%  
2017-C                
Debt Instrument [Line Items]                
Period after issue         48 months      
2017-D                
Debt Instrument [Line Items]                
Debt Instrument, Basis Spread on Variable Rate 300.00%              
2017-D | Mortgage loans | Class A Notes                
Debt Instrument [Line Items]                
Aggregate principal         $ 114,900,000   $ 114,900,000 $ 121,900,000
Convertible Notes Payable                
Debt Instrument [Line Items]                
Aggregate principal   $ 108,000,000.0            
Interest Rate   7.25%            
Proceeds from sale of convertible senior notes   $ 15,200,000            
Conversion premium - Convertible senior notes   $ 500,000            
Conversion premium   11.43%            
Unpaid principal balance         115,900,000   $ 115,900,000  
Interest expense         $ 2,400,000