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Fair Value Measurements - Valuation Techniques and Unobservable Inputs Related to Level 3 Assets (Details)
$ in Thousands
 9 Months Ended 12 Months Ended
Sep. 30, 2021
USD ($)
Dec. 31, 2020
USD ($)
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Total recurring fair value measurements $ 33,585 $ 49,990
Level 3    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Total recurring fair value measurements $ 33,585 $ 49,990
Level 3 | Valuation, Market Approach | Selling costs    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Individually evaluated loans requiring specific allowance, net 0.080 0.080
Real estate owned, net 0.080 0.080
Level 3 | Valuation, Market Approach | Weighted Average | Selling costs    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Individually evaluated loans requiring specific allowance, net 0.080 0.080
Real estate owned, net 0.080 0.080
Level 3 | Discounted Cash Flow | Discount Rate    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment, at fair value 0.063 0.062
Interest-only strips 0.150 0.150
Loans held for sale   0.062
Level 3 | Discounted Cash Flow | Loss Severity Rate    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment, at fair value   0.010
Level 3 | Discounted Cash Flow | Minimum | Collateral Value (% of UPB)    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment, at fair value 0.940 0.94
Level 3 | Discounted Cash Flow | Minimum | Timing of Resolution/Payoff    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment,at fair value 1 month 14 months
Interest-only strips 0 months 0 months
Loans held for sale   31 months
Level 3 | Discounted Cash Flow | Minimum | Prepayment Rate    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment, at fair value 0.209 0.175
Level 3 | Discounted Cash Flow | Minimum | Default Rate    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment, at fair value 0.0026 0.050
Level 3 | Discounted Cash Flow | Minimum | Loss Severity Rate    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment, at fair value 0.000  
Level 3 | Discounted Cash Flow | Maximum | Collateral Value (% of UPB)    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment, at fair value 1.240 1.04
Level 3 | Discounted Cash Flow | Maximum | Timing of Resolution/Payoff    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment,at fair value 70 months 31 months
Interest-only strips 12 months 12 months
Loans held for sale   34 months
Level 3 | Discounted Cash Flow | Maximum | Prepayment Rate    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment, at fair value 0.500 0.300
Level 3 | Discounted Cash Flow | Maximum | Default Rate    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment, at fair value 0.0325 0.150
Level 3 | Discounted Cash Flow | Maximum | Loss Severity Rate    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment, at fair value 0.1271  
Level 3 | Discounted Cash Flow | Weighted Average | Discount Rate    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment, at fair value 0.063 0.062
Interest-only strips 0.150 0.150
Loans held for sale   0.062
Level 3 | Discounted Cash Flow | Weighted Average | Collateral Value (% of UPB)    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment, at fair value 1.070 1.000
Level 3 | Discounted Cash Flow | Weighted Average | Timing of Resolution/Payoff    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment,at fair value 56 months 25 months
Interest-only strips 1 month 1 month 15 days
Loans held for sale   32 months
Level 3 | Discounted Cash Flow | Weighted Average | Default Rate    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment, at fair value 0.010 0.120
Level 3 | Discounted Cash Flow | Weighted Average | Loss Severity Rate    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Loans held for investment, at fair value 0.030 0.010
Level 3 | Individually Evaluated Loans Requiring Specific Allowance, Net    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Total recurring fair value measurements $ 19,096 $ 19,340
Level 3 | Real Estate Owned, Net    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Total recurring fair value measurements 13,113 15,767
Level 3 | Loans Held For Investment At Fair Value    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Total recurring fair value measurements 1,360 1,539
Level 3 | Loans Held For Sale    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Total recurring fair value measurements   13,106
Level 3 | Interest-only Strips    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Total recurring fair value measurements $ 16 $ 238