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Loans and Allowance for Loan Losses - Classification, unpaid principal balance, and carrying value (Details) - USD ($)
$ in Thousands
Sep. 30, 2019
Jun. 30, 2019
Dec. 31, 2018
Sep. 30, 2018
Jun. 30, 2018
Dec. 31, 2017
Carrying Value            
Total Loans, before allowance for loan losses $ 1,386,590   $ 1,199,504      
Allowance for loan losses (6,231)   (6,112)      
Total Loans, net 1,380,359   1,193,392      
Allowance for loan losses on loans in consolidated VIEs (7,965) $ (8,814) (8,320) $ (8,887) $ (9,666) $ (11,746)
Total Loans, net of allowance for loan losses, including loans in consolidated VIEs 3,308,892   2,414,366      
Loans, held-for-sale, at fair value 203,110   115,258      
Total Loans, held for sale, at fair value, and Loans, held for sale, at fair value in consolidated VIEs 206,185   115,258      
Loans, held-for-investment 3,515,077   2,529,624      
UPB            
Total Loans, before allowance for loan losses 1,427,065   1,230,582      
Total Loans, net 1,427,065   1,230,582      
Total Loans, net, and Loans, net in consolidated VIEs 3,357,445   2,475,943      
Total Loans, held for sale, at fair value 195,784   111,163      
Total Loans, held for sale, at fair value, and Loans, held for sale, at fair value in consolidated VIEs 198,784   111,163      
Total Loan portfolio 3,556,229   2,587,106      
Consolidated VIEs            
Carrying Value            
Total Loans, in consolidated VIEs, before allowance for loan losses 1,930,267   1,223,182      
Allowance for loan losses on loans in consolidated VIEs (1,734)   (2,208)      
Total Loans, net, in consolidated VIEs 1,928,533   1,220,974      
Loans, held for sale, at fair value 3,075          
UPB            
Total Loans, in consolidated VIEs, before allowance for loan losses 1,930,380   1,245,361      
Total Loans, net, in consolidated VIEs 1,930,380   1,245,361      
Total Loans, held for sale, at fair value 3,000          
Acquired SBA 7(a) loans            
Carrying Value            
Total Loans, before allowance for loan losses 108,360   264,308      
Allowance for loan losses on loans in consolidated VIEs (2,040) (2,194) (2,318) (2,580) (2,634) (3,527)
UPB            
Total Loans, before allowance for loan losses 139,347   283,423      
Acquired SBA 7(a) loans | Consolidated VIEs            
Carrying Value            
Total Loans, in consolidated VIEs, before allowance for loan losses     55,966      
UPB            
Total Loans, in consolidated VIEs, before allowance for loan losses     74,554      
Acquired loans            
Carrying Value            
Total Loans, before allowance for loan losses 238,176   206,983      
Allowance for loan losses on loans in consolidated VIEs (3,932) (5,072) (5,052) (5,462) (6,167) (7,264)
Loans, held-for-sale, at fair value 1,243   3,008      
UPB            
Total Loans, before allowance for loan losses 240,875   215,213      
Total Loans, held for sale, at fair value 1,218   2,935      
Acquired loans | Consolidated VIEs            
Carrying Value            
Total Loans, in consolidated VIEs, before allowance for loan losses 732,974   343,156      
Loans, held for sale, at fair value 3,075          
UPB            
Total Loans, in consolidated VIEs, before allowance for loan losses 738,950   354,794      
Total Loans, held for sale, at fair value 3,000          
Acquired Transitional loans            
Carrying Value            
Total Loans, before allowance for loan losses 83,355          
Allowance for loan losses on loans in consolidated VIEs (62) (66)        
UPB            
Total Loans, before allowance for loan losses 84,247          
Originated Transitional loans            
Carrying Value            
Total Loans, before allowance for loan losses 373,784   272,981      
Allowance for loan losses on loans in consolidated VIEs (290) (367) (353) (327) (226)  
UPB            
Total Loans, before allowance for loan losses 377,494   275,237      
Originated Transitional loans | Consolidated VIEs            
Carrying Value            
Total Loans, in consolidated VIEs, before allowance for loan losses 525,395   391,752      
UPB            
Total Loans, in consolidated VIEs, before allowance for loan losses 528,251   393,116      
Originated SBC loans, at fair value            
Carrying Value            
Total Loans, before allowance for loan losses 20,434   22,664      
UPB            
Total Loans, before allowance for loan losses 20,071   22,325      
Originated SBC loans            
Carrying Value            
Total Loans, before allowance for loan losses 448,277   345,100      
Allowance for loan losses on loans in consolidated VIEs (327) (421) (11) (1) (95) (637)
UPB            
Total Loans, before allowance for loan losses 445,440   342,751      
Originated SBC loans | Consolidated VIEs            
Carrying Value            
Total Loans, in consolidated VIEs, before allowance for loan losses 671,898   432,308      
UPB            
Total Loans, in consolidated VIEs, before allowance for loan losses 663,179   422,897      
Originated SBA 7(a) loans            
Carrying Value            
Total Loans, before allowance for loan losses 111,335   85,569      
Allowance for loan losses on loans in consolidated VIEs (1,314) $ (694) (586) $ (517) $ (544) $ (318)
Loans, held-for-sale, at fair value 23,863   21,153      
UPB            
Total Loans, before allowance for loan losses 116,723   89,733      
Total Loans, held for sale, at fair value 22,108   19,669      
Originated Residential Agency loans            
Carrying Value            
Total Loans, before allowance for loan losses 2,869   1,899      
Loans, held-for-sale, at fair value 147,592   67,775      
UPB            
Total Loans, before allowance for loan losses 2,868   1,900      
Total Loans, held for sale, at fair value 142,630   65,586      
Originated Freddie Mac loans            
Carrying Value            
Loans, held-for-sale, at fair value 30,412   23,322      
UPB            
Total Loans, held for sale, at fair value $ 29,828   $ 22,973