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Debt - Narrative (Details)
12 Months Ended 71 Months Ended
Jan. 25, 2019
Nov. 19, 2018
USD ($)
Aug. 18, 2017
USD ($)
Apr. 25, 2017
USD ($)
$ / shares
Dec. 31, 2019
USD ($)
securitization
counterparty
Day
Facility
trust
$ / shares
Dec. 31, 2018
USD ($)
Dec. 31, 2017
USD ($)
Dec. 31, 2019
USD ($)
securitization
$ / shares
Debt Instrument [Line Items]                
Percentage of guarantors beneficial interest         100.00%     100.00%
Number of securitizations completed | securitization               15
Number of securitizations outstanding | securitization         6     6
Basis spread on variable rate 100.00%              
Proceeds from sale of convertible senior notes         $ 0 $ 15,184,000 $ 105,325,000  
Conversion premium - Convertible senior notes           494,000 2,687,000  
Interest expense         59,325,000 53,335,000 $ 39,101,000  
Conversion discount (premium) - Convertible senior notes         $ 3,200,000      
Class A Notes                
Debt Instrument [Line Items]                
Period after issue of class A notes         36 months      
Convertible Notes Payable                
Debt Instrument [Line Items]                
Aggregate principal       $ 87,500,000        
Interest rate       7.25%        
Additional aggregate principal   $ 15,900,000 $ 20,500,000          
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         $ 5,100,000 6,300,000   $ 5,100,000
Conversion discount (premium) - Convertible senior notes         $ 1,300,000 $ 900,000    
Interest rate, effective percentage         8.94% 8.70%   8.94%
Master Repurchase Agreement                
Debt Instrument [Line Items]                
Interest rate         3.77% 4.80%   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 | trust         2      
Number of counterparties | counterparty         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                
Debt Instrument [Line Items]                
Number of facilities repurchased | Facility         3,000      
Convertible Notes Payable                
Debt Instrument [Line Items]                
Aggregate principal   $ 108,000,000.0   $ 87,500,000        
Interest rate   7.25% 7.25% 7.25% 7.25%     7.25%
Proceeds from sale of convertible senior notes   $ 15,200,000 $ 20,500,000 $ 84,900,000        
Conversion premium - Convertible senior notes   $ 500,000 $ 200,000 $ 2,500,000        
Percentage of notes convertible to common stock       17.50%        
Conversion premium   11.43%     6.00%     6.00%
Principal amount of note (in dollars per share) | $ / shares       $ 25.00        
If-converted value in excess of principal         $ 1,400,000      
Unpaid principal balance         123,900,000     $ 123,900,000
Interest expense         $ 10,200,000 $ 8,800,000    
Common Stock | Convertible Notes Payable                
Debt Instrument [Line Items]                
Debt Instrument, Convertible, Conversion Ratio         1.6694      
Debt Instrument, Convertible, Conversion Price | $ / shares         $ 14.98     $ 14.98
2017-D                
Debt Instrument [Line Items]                
Basis spread on variable rate 300.00%              
Servicer | Master Repurchase Agreement | Mortgage loans | Re-performing loans                
Debt Instrument [Line Items]                
Servicing fees percentage         0.65%      
Servicer | Master Repurchase Agreement | Mortgage loans | Non-performing loans                
Debt Instrument [Line Items]                
Servicing fees percentage         1.25%      
Ajax Mortgage Loan Trust 2018-C | Class A Notes                
Debt Instrument [Line Items]                
Percentage of Interest retained by the Company         5.00%      
Percentage of Interests Sold to Third Parties         95.00%      
Ajax Mortgage Loan Trust C 2017                
Debt Instrument [Line Items]                
Period after issue of class A notes         48 months