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Debt - Narrative (Details)
1 Months Ended 3 Months Ended 6 Months Ended 12 Months Ended
Aug. 31, 2022
USD ($)
Jun. 30, 2023
USD ($)
securitization
$ / shares
Mar. 31, 2023
USD ($)
Jun. 30, 2022
USD ($)
Mar. 31, 2022
USD ($)
Jun. 30, 2020
Jun. 30, 2023
USD ($)
securitization
day
counterparty
facility
trust
$ / shares
Jun. 30, 2022
USD ($)
Dec. 31, 2022
USD ($)
Dec. 14, 2022
USD ($)
Jan. 01, 2022
USD ($)
Dec. 09, 2021
USD ($)
Mar. 31, 2021
Debt Instrument [Line Items]                          
Percentage of guarantors beneficial interest (in percentage)   100.00%         100.00%            
Cash collateral   $ 5,743,000         $ 5,743,000   $ 5,152,000        
Number of securitizations completed | securitization             18            
Number of securitizations outstanding | securitization   5         5            
Convertible senior notes, net [1]   $ 103,516,000         $ 103,516,000   104,256,000        
Interest expense   15,039,000   $ 9,175,000     29,964,000 $ 17,781,000          
Repurchase of the company's senior convertible notes             952,000 75,000          
Reclass of conversion premium - convertible notes   314,711,000         $ 314,711,000   $ 335,328,000        
Series A Preferred Stock                          
Debt Instrument [Line Items]                          
Preferred stock, fixed-to-floating rate cumulative redeemable           7.25% 7.25%   7.25%        
Series B Preferred Stock                          
Debt Instrument [Line Items]                          
Preferred stock, fixed-to-floating rate cumulative redeemable     5.00%     5.00% 5.00%   5.00%        
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         $ 12,000,000     $ 2,000,000   $ 3,500,000  
Convertible notes payable                          
Debt Instrument [Line Items]                          
Interest expense   $ 1,900,000   2,100,000     $ 4,000,000 4,200,000          
Master repurchase agreement                          
Debt Instrument [Line Items]                          
Interest rate (in percent)   7.12%         7.12%   6.31%        
Amount outstanding   $ 413,125,000         $ 413,125,000   $ 445,855,000        
Servicing agreement | Minimum | Gregory Funding LLC                          
Debt Instrument [Line Items]                          
Servicing fees (in percent)             0.65%            
Servicing agreement | Maximum | Gregory Funding LLC                          
Debt Instrument [Line Items]                          
Servicing fees (in percent)             1.25%            
Mortgage loans | Ajax Mortgage Loan Trust 2017-D/ December 2017                          
Debt Instrument [Line Items]                          
Ownership percentage by parent (in percent)                         50.00%
Mortgage loans | Non-rated secured borrowings                          
Debt Instrument [Line Items]                          
Number of securitizations outstanding | securitization   1         1            
Mortgage loans | Rated secured borrowings                          
Debt Instrument [Line Items]                          
Number of securitizations outstanding | securitization   4         4            
Convertible notes payable                          
Debt Instrument [Line Items]                          
Interest rate (in percent)   7.25%         7.25%            
Principal amount of note (in dollars per share) | $ / shares             $ 25.00            
If-converted value in excess of principal             $ 59,300,000            
Unpaid principal balance   $ 103,500,000         103,500,000   104,500,000        
Interest expense   2,700,000         5,300,000            
Amortization of debt discount   $ 100,000   $ 200,000     $ 300,000 $ 400,000          
Interest rate, effective percentage   7.51%   8.04%     7.51% 8.04%          
Debt instrument, repurchase amount   $ 0 $ 1,000,000 $ 100,000     $ 0 $ 100,000          
Repurchase of the company's senior convertible notes     $ 1,000,000 $ 100,000                  
Repayments of convertible debt         $ 0                
Threshold percentage of stock price trigger (at least) (in percent)             130.00%            
Threshold trading days (at least) | day             20            
Threshold consecutive trading days | day             30            
Redemption price, percentage             100.00%            
Amortization of debt discount and deferred expenses   $ 200,000         $ 400,000            
Convertible notes payable | Common stock                          
Debt Instrument [Line Items]                          
Conversion rate             1.7405            
Conversion price (in dollars per share) | $ / shares   $ 14.36         $ 14.36            
Convertible Debt                          
Debt Instrument [Line Items]                          
Debt issuance costs, net   $ 0         $ 0   (300,000)        
Senior notes | 8.875% Senior Unsecured Notes Due September 2027                          
Debt Instrument [Line Items]                          
Interest rate (in percent) 8.875%                        
Interest rate, effective percentage   9.98%         9.98%            
Aggregate principal $ 110,000,000                        
Debt instrument, term (in years) 5 years                        
Issuance amount, amount of par value (percent) 0.99009                        
Proceeds from unsecured notes payable $ 106,100,000                        
Proceeds used to repurchase and retire securities   $ 90,000,000         $ 90,000,000            
Amount outstanding   110,000,000         110,000,000   110,000,000        
Notes Payable                          
Debt Instrument [Line Items]                          
Debt issuance costs, net   (3,600,000)         $ (3,600,000)   $ (4,000,000)        
Delaware Trust | Mortgage loans | 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         $ 150,000,000            
Delaware Trust | Mortgage loans | Master repurchase agreement | Minimum                          
Debt Instrument [Line Items]                          
Percentage of purchase price for each mortgage loan or REO (in percentage)             75.00%            
Delaware Trust | Mortgage loans | Master repurchase agreement | Maximum                          
Debt Instrument [Line Items]                          
Percentage of purchase price for each mortgage loan or REO (in percentage)             90.00%            
Delaware Trust | Mortgages one | Master repurchase agreement                          
Debt Instrument [Line Items]                          
Ceiling for each repurchase facility   $ 400,000,000         $ 400,000,000            
Delaware Trust | Bonds | Master repurchase agreement                          
Debt Instrument [Line Items]                          
Number of facilities repurchased | facility             4            
[1] Secured borrowings, net are presented net of deferred issuance costs of $3.8 million at June 30, 2023 and $4.7 million at December 31, 2022. Convertible senior notes, net are presented net of deferred issuance costs of zero and $0.3 million at June 30, 2023 and December 31, 2022, respectively. Notes payable, net are presented net of deferred issuance costs and discount of $3.6 million at June 30, 2023 and $4.0 million at December 31, 2022.