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Related Party Transactions - Schedule of Balance Sheet of Related Party Transaction (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Prepaid expenses and ather assets    
Related Party Transaction [Line Items]    
Amount of transaction $ 377 $ 241
Accrued expenses and other liabilities    
Related Party Transaction [Line Items]    
Amount of transaction 7 10
Gregory | Prepaid expenses and ather assets    
Related Party Transaction [Line Items]    
Amount of transaction 865 687
Gregory | Prepaid expenses and ather assets | Receivable from Servicer for REO acquisitions    
Related Party Transaction [Line Items]    
Amount of transaction 757 585
Gregory | Receivable from Servicer    
Related Party Transaction [Line Items]    
Amount of transaction 17,322 17,013
Thetis | Prepaid expenses and ather assets    
Related Party Transaction [Line Items]    
Amount of transaction 87 87
Thetis | Management Fee Payable    
Related Party Transaction [Line Items]    
Amount of transaction 1,795 1,634
Gaea | Prepaid expenses and ather assets    
Related Party Transaction [Line Items]    
Amount of transaction $ 98  
Gaea | Accrued expenses and other liabilities    
Related Party Transaction [Line Items]    
Amount of transaction   $ 68