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Fair Value Measurements - Carrying Amounts and Estimated Fair Values of Financial Instruments (Details) - USD ($) $ in Thousands	Sep. 30, 2021	Dec. 31, 2020	Sep. 30, 2020
Assets:
Cash	$ 35,497	$ 13,273
Restricted cash	9,586	7,020	$ 7,821
Loans held for investment, net	2,295,697	1,948,089
Loans held for investment, at fair value	1,360	1,539
Accrued interest receivables	11,974	11,373
Interest-only strips	16	238
Loans held for sale, net		13,106
Liabilities:
Secured financing, net	163,449	74,982
Warehouse repurchase facilities, net	258,491	75,923
Securitizations, net	1,623,674	1,579,019	$ 1,670,930
Accrued interest payable	5,577	5,503
Estimated Fair Value
Assets:
Cash	35,497	13,273
Restricted cash	9,586	7,020
Loans held for investment, net	2,437,824	2,003,301
Loans held for investment, at fair value	1,360	1,539
Accrued interest receivables	11,974	11,373
Interest-only strips	16	238
Loans held for sale, net		13,106
Liabilities:
Secured financing, net	171,938	78,000
Warehouse repurchase facilities, net	258,491	75,923
Securitizations, net	1,699,916	1,616,222
Accrued interest payable	5,577	5,503
Level 1 | Estimated Fair Value
Assets:
Cash	35,497	13,273
Restricted cash	9,586	7,020
Accrued interest receivables	11,974	11,373
Liabilities:
Accrued interest payable	5,577	5,503
Level 2 | Estimated Fair Value
Liabilities:
Warehouse repurchase facilities, net	258,491	75,923
Level 3 | Estimated Fair Value
Assets:
Loans held for investment, net	2,437,824	2,003,301
Loans held for investment, at fair value	1,360	1,539
Interest-only strips	16	238
Loans held for sale, net		13,106
Liabilities:
Secured financing, net	171,938	78,000
Securitizations, net	$ 1,699,916	$ 1,616,222

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Fair value portion of accrued expenses.

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