Debt - Narrative (Details)		3 Months Ended
		Mar. 31, 2022 USD ($) securitization trust Day Facility counterparty $ / shares	Mar. 31, 2021 USD ($)	Dec. 31, 2021 USD ($)	Apr. 25, 2017
Debt Instrument [Line Items]
Percentage of guarantors beneficial interest		100.00%
Cash collateral		$ 15,117,000		$ 6,902,000
Number of securitizations completed | securitization		18
Number of securitizations outstanding | securitization		5
Convertible senior notes, net	[1]	$ 103,749,000		102,845,000
Interest expense		8,606,000	$ 10,304,000
Convertible notes payable			2,500,000
Payments for repurchase of convertible notes			2,400,000
Reclass of conversion premium - convertible notes		485,134,000		497,295,000
Repayments of convertible debt		0
Accounting Standards Update 2020-06
Debt Instrument [Line Items]
Convertible senior notes, net		700,000
Additional Paid-in Capital | Accounting Standards Update 2020-06
Debt Instrument [Line Items]
Reclass of conversion premium - convertible notes		(700,000)
Gregory Funding LLC
Debt Instrument [Line Items]
Ceiling for each repurchase facility		12,000,000
Convertible notes payable
Debt Instrument [Line Items]
Unpaid principal balance				$ 104,600,000
Interest expense		$ 2,100,000	$ 2,400,000
Master repurchase agreement
Debt Instrument [Line Items]
Interest rate		2.01%		1.74%
Servicing agreement | Minimum | Gregory Funding LLC
Debt Instrument [Line Items]
Servicing fees percentage		0.65%
Servicing agreement | Maximum | Gregory Funding LLC
Debt Instrument [Line Items]
Servicing fees percentage		1.25%
Mortgage loans | Ajax Mortgage Loan Trust 2017-D/ December 2017
Debt Instrument [Line Items]
Ownership percentage by parent			50.00%
Mortgage loans | Non-rated secured borrowings
Debt Instrument [Line Items]
Number of securitizations outstanding | securitization		1
Mortgage loans | Rated secured borrowings
Debt Instrument [Line Items]
Number of securitizations outstanding | securitization		4
Mortgage loans | Delaware Trust | Master repurchase agreement
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		$ 150,000,000
Mortgage loans | Delaware Trust | Master repurchase agreement | Minimum
Debt Instrument [Line Items]
Percentage of purchase price for each mortgage loan or REO		70.00%
Mortgage loans | Delaware Trust | Master repurchase agreement | Maximum
Debt Instrument [Line Items]
Percentage of purchase price for each mortgage loan or REO		85.00%
Mortgages one | Delaware Trust | Master repurchase agreement
Debt Instrument [Line Items]
Ceiling for each repurchase facility		$ 400,000,000
Bonds | Delaware Trust | Master repurchase agreement
Debt Instrument [Line Items]
Number of facilities repurchased | Facility		5
Convertible notes payable
Debt Instrument [Line Items]
Interest rate					7.25%
Principal amount of note (in dollars per share) | $ / shares		$ 25.00
If-converted value in excess of principal		$ 19,200,000
Unpaid principal balance		104,600,000		$ 104,600,000
Amortization of debt discount		$ 200,000	$ 300,000
Interest rate, effective percentage		8.11%	8.72%
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%
Convertible notes payable | Common stock
Debt Instrument [Line Items]
Conversion rate		1.7405
Conversion price (in dollars per share) | $ / shares		$ 14.36
Convertible Debt
Debt Instrument [Line Items]
Debt issuance costs, net		$ (800,000)		$ (1,700,000)

[1] Secured borrowings, net are presented net of deferred issuance costs of $6.5 million at March 31, 2022 and $7.3 million at December 31, 2021. Convertible senior notes, net are presented net of deferred issuance costs of $0.8 million and $1.7 million at March 31, 2022 and December 31, 2021, respectively.