Fair Value Measurements - Assets and Liabilities, Not at FV (Details) - USD ($) $ in Thousands	Sep. 30, 2019	Dec. 31, 2018
Assets:
Receivable from third parties	$ 705	$ 8,888
Liabilities:
Senior secured notes, net	179,189	178,870
Carrying Amount
Assets:
Loans, held-for-investment	3,288,458	2,391,702
Servicing rights	29,842	26,997
Total assets	3,318,300	2,418,699
Liabilities:
Secured borrowings	1,315,534	834,547
Securitized debt obligations of consolidated VIEs	1,465,539	905,367
Senior secured notes, net	179,189	178,870
Guaranteed loan financing	25,571	229,678
Convertible note, net	110,773	109,979
Corporate debt, net	104,441	48,457
Total liabilities	3,201,047	2,306,898
Carrying Amount | Level 3 inputs
Assets:
Due from servicers and accrued interest	15,200	14,500
Receivable from third parties	700	8,900
Liabilities:
Payable to related parties and accrued interest payable	13,800	16,800
Fair Value
Assets:
Loans, held-for-investment	3,406,938	2,434,185
Servicing rights	34,661	28,441
Total assets	3,441,599	2,462,626
Liabilities:
Secured borrowings	1,315,534	834,547
Securitized debt obligations of consolidated VIEs	1,506,300	918,536
Senior secured notes, net	191,796	176,981
Guaranteed loan financing	27,571	236,804
Convertible note, net	121,359	101,581
Corporate debt, net	109,567	48,457
Total liabilities	$ 3,272,127	$ 2,316,906