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Loans and Allowance for Loan Losses - Classification, unpaid principal balance, and carrying value (Details) - USD ($)
$ in Thousands
Dec. 31, 2020
Mar. 31, 2020
Dec. 31, 2019
Mar. 31, 2019
Dec. 31, 2018
Carrying Value          
Total Loans, before allowance for loan losses   $ 2,006,073 $ 1,733,864    
Allowance for loan losses   (37,021) (5,880)    
Total Loans, net   1,969,052 1,727,984    
Allowance for loan losses on loans in consolidated VIEs   (57,968) (7,441) $ (8,277) $ (8,320)
Total Loans, net of allowance for loan losses, including loans in consolidated VIEs $ 4,164,229 4,164,229 4,054,183    
Loans, held for sale, at fair value   306,328 188,077    
Total Loans, held for sale, at fair value in consolidated VIEs   4,017 4,434    
Total Loans, held for sale, at fair value, and Loans, held for sale, at fair value in consolidated VIEs   310,345 192,511    
Loans, held-for-investment   4,474,574 4,246,694    
UPB          
Total Loans, before allowance for loan losses   2,025,600 1,757,468    
Total Loans, net   2,025,600 1,757,468    
Total Loans, net, and Loans, net in consolidated VIEs   4,256,295      
Total Loans, held for sale, at fair value   295,127 181,406    
Total Loans, held for sale, at fair value in consolidated VIEs   4,011 4,400    
Total Loans, held for sale, at fair value, and Loans, held for sale, at fair value in consolidated VIEs   299,138 185,806    
Total Loan portfolio   4,555,433 4,285,666    
Consolidated VIEs          
Carrying Value          
Total Loans, in consolidated VIEs, before allowance for loan losses   2,216,124 2,327,760    
Allowance for loan losses on loans in consolidated VIEs   (20,947) (1,561)    
Total Loans, net, in consolidated VIEs   2,195,177 2,326,199    
Total Loans, net of allowance for loan losses, including loans in consolidated VIEs   4,164,229 4,054,183    
UPB          
Total Loans, in consolidated VIEs, before allowance for loan losses   2,230,695 2,342,392    
Total Loans, net, in consolidated VIEs   2,230,695 2,342,392    
Total Loans, net, and Loans, net in consolidated VIEs   4,256,295 4,099,860    
Acquired SBA 7(a) loans          
Carrying Value          
Total Loans, before allowance for loan losses   239,627 255,240    
Allowance for loan losses on loans in consolidated VIEs   (5,622) (2,114) (2,274) (2,318)
UPB          
Total Loans, before allowance for loan losses   250,687 269,396    
Total Loans, net, and Loans, net in consolidated VIEs   312,359      
Acquired SBA 7(a) loans | Consolidated VIEs          
Carrying Value          
Total Loans, in consolidated VIEs, before allowance for loan losses   49,432 53,320    
UPB          
Total Loans, in consolidated VIEs, before allowance for loan losses   61,672 66,997    
Acquired loans          
Carrying Value          
Total Loans, before allowance for loan losses   439,957 430,307    
Allowance for loan losses on loans in consolidated VIEs   (10,646) (3,054) (5,041) (5,052)
Loans, held for sale, at fair value   511 1,245    
Total Loans, held for sale, at fair value in consolidated VIEs   4,017 4,434    
UPB          
Total Loans, before allowance for loan losses   440,314 433,079    
Total Loans, net, and Loans, net in consolidated VIEs   1,068,358      
Total Loans, held for sale, at fair value   525 1,208    
Total Loans, held for sale, at fair value in consolidated VIEs   4,011 4,400    
Acquired loans | Consolidated VIEs          
Carrying Value          
Total Loans, in consolidated VIEs, before allowance for loan losses   622,213 666,226    
UPB          
Total Loans, in consolidated VIEs, before allowance for loan losses   628,044 671,698    
Originated Transitional loans          
Carrying Value          
Total Loans, before allowance for loan losses   799,640 593,657    
Allowance for loan losses on loans in consolidated VIEs   (24,264) (188) (222) (353)
UPB          
Total Loans, before allowance for loan losses   807,732 600,226    
Total Loans, net, and Loans, net in consolidated VIEs   1,270,771      
Originated Transitional loans | Consolidated VIEs          
Carrying Value          
Total Loans, in consolidated VIEs, before allowance for loan losses   461,131 490,913    
UPB          
Total Loans, in consolidated VIEs, before allowance for loan losses   463,039 493,217    
Originated SBC loans, at fair value          
Carrying Value          
Total Loans, before allowance for loan losses   19,813 20,212    
UPB          
Total Loans, before allowance for loan losses   19,558 19,565    
Total Loans, net, and Loans, net in consolidated VIEs   19,558      
Originated SBC loans          
Carrying Value          
Total Loans, before allowance for loan losses   207,050 133,118    
Allowance for loan losses on loans in consolidated VIEs   (10,362) (304)   (11)
UPB          
Total Loans, before allowance for loan losses   205,146 132,227    
Total Loans, net, and Loans, net in consolidated VIEs   1,203,566      
Originated SBC loans | Consolidated VIEs          
Carrying Value          
Total Loans, in consolidated VIEs, before allowance for loan losses   1,008,011 1,037,844    
UPB          
Total Loans, in consolidated VIEs, before allowance for loan losses   998,420 1,026,921    
Originated SBA 7(a) loans          
Carrying Value          
Total Loans, before allowance for loan losses   295,873 297,934    
Allowance for loan losses on loans in consolidated VIEs   (7,074) (1,781) $ (740) $ (586)
Loans, held for sale, at fair value   12,324 28,551    
UPB          
Total Loans, before allowance for loan losses   298,050 299,580    
Total Loans, net, and Loans, net in consolidated VIEs   377,570      
Total Loans, held for sale, at fair value   11,525 26,669    
Originated SBA 7(a) loans | Consolidated VIEs          
Carrying Value          
Total Loans, in consolidated VIEs, before allowance for loan losses   75,337 79,457    
UPB          
Total Loans, in consolidated VIEs, before allowance for loan losses   79,520 83,559    
Originated Residential Agency loans          
Carrying Value          
Total Loans, before allowance for loan losses   4,113 3,396    
Loans, held for sale, at fair value   213,969 136,506    
UPB          
Total Loans, before allowance for loan losses   4,113 3,395    
Total Loans, net, and Loans, net in consolidated VIEs   4,113      
Total Loans, held for sale, at fair value   204,351 132,016    
Originated Freddie Mac loans          
Carrying Value          
Loans, held for sale, at fair value   79,524 21,775    
UPB          
Total Loans, held for sale, at fair value   $ 78,726 $ 21,513