Related Party Transactions - Narrative (Details)			1 Months Ended	3 Months Ended				12 Months Ended
		Nov. 22, 2019 USD ($) shares	Jan. 31, 2022 USD ($) $ / shares shares	Mar. 31, 2022 USD ($) calendarQuarter loan	Dec. 31, 2021 USD ($) loan	Mar. 31, 2021 USD ($) loan	Jun. 30, 2020 USD ($)	Dec. 31, 2019 USD ($) loanPool	Dec. 09, 2021 USD ($)	Jun. 21, 2021 USD ($)	Mar. 14, 2016
Related Party Transaction [Line Items]
Impairment on beneficial interests				$ 3,973,000		$ 0
Due from related parties				$ 19,153,000	$ 20,899,000
Number of sold loans | loan				0		0
Investments in securities at fair value	[1]			$ 327,793,000	355,178,000
Investment in securities				0		$ 0
Carrying value				467,042,000	494,766,000
Securities past due				$ 0	$ 0
Proceeds from issuance of private placement							$ 125,000,000
Warrant term							5 years
Period of termination of license agreement				30 days
2019-C
Related Party Transaction [Line Items]
Number of sold loans | loan					772
Carrying value of loans sold					$ 152,900,000
Gaea Real Estate Corp.
Related Party Transaction [Line Items]
Warrant term			2 years
Loan pool LLCs
Related Party Transaction [Line Items]
Ownership percentage								40.40%
Number of entities | loanPool								3
Cash payment in business acquisition								$ 1,000,000
Class B Security
Related Party Transaction [Line Items]
Noncontrolling interest, percentage					34.00%
2019-C
Related Party Transaction [Line Items]
Noncontrolling interest, percentage					66.00%
AS Ajax E LLC
Related Party Transaction [Line Items]
Ownership percentage				16.50%	16.50%						24.20%
Gaea Real Estate Corp.
Related Party Transaction [Line Items]
Proceeds from issuance of private placement		$ 66,300,000	$ 30,000,000
Private placement share issuance (in shares) | shares		4,419,641
Ownership percentage		23.20%		22.20%
Private capital raise, number common stock and warrants issued (in shares) | shares			1,828,153
Increase in investment			$ 6,100,000
Total investment			$ 25,500,000
Equity method investment, common stock and warrants acquired (in shares) | shares			371,103
Private capital raise (in dollars per share) | $ / shares			$ 16.41
Warrant term			2 years
Gaea Real Estate Corp. | Third party
Related Party Transaction [Line Items]
Ownership percentage by third parties		76.80%		77.80%
Ajax E Master Trust | AS Ajax E LLC
Related Party Transaction [Line Items]
Ownership interest in real estate trust				5.00%
Investments in securities
Related Party Transaction [Line Items]
Carrying value				$ 327,800,000	$ 355,200,000
Beneficial interests in securitization trusts
Related Party Transaction [Line Items]
Investments in securities at fair value				139,249,000	139,588,000
Carrying value				139,249,000	139,588,000
Prepaid expenses and other assets
Related Party Transaction [Line Items]
Due from related parties				$ 1,215,000	$ 1,211,000
Gaea Real Estate Corp.
Related Party Transaction [Line Items]
Bond principal balance										$ 11,000,000
Fixed interest rate										4.25%
Gregory
Related Party Transaction [Line Items]
Bond principal balance									$ 3,500,000
Fixed interest rate				7.20%					7.20%
Ceiling for each repurchase facility				$ 12,000,000
Gregory | Servicing agreement
Related Party Transaction [Line Items]
Percentage of fair market value of REO				1.00%
Percentage of purchase price of REO				1.00%
Gregory | Servicing agreement | Minimum
Related Party Transaction [Line Items]
Servicing fees percentage				0.65%
Gregory | Servicing agreement | Maximum
Related Party Transaction [Line Items]
Servicing fees percentage				1.25%
Gregory | Prepaid expenses and other assets | Receivable from servicer for REO acquisitions
Related Party Transaction [Line Items]
Due from related parties				$ 3,500,000
Thetis Asset Management LLC | Management agreement
Related Party Transaction [Line Items]
Base management fee percentage				1.50%
Thetis Asset Management LLC | Amended and restated management agreement
Related Party Transaction [Line Items]
Percentage in excess of base management fees payable in shares				50.00%
Percentage of management fees payable in cash, minimum				50.00%
Percentage of management fees payable in cash, maximum				100.00%
Period of common shares held as base management fee (at least)				3 years
Percentage of remaining incentive fee in excess of book value				8.00%
Number of calendar quarters | calendarQuarter				8
Incentive fee payable				$ 100,000		$ 0
Percentage of independent directors				66.67%

[1] As of March 31, 2022, Investments in securities at fair value include an amortized cost basis of $336.6 million and a net unrealized loss of $8.8 million. As of December 31, 2021, Investments in securities at fair value include an amortized costs basis of $354.2 million and net unrealized gains $1.0 million.