Fair Value Measurements - Assets and Liabilities, Not at FV (Details) - USD ($) $ in Thousands	Dec. 31, 2021	Dec. 31, 2020
Assets:
Paycheck Protection Program loans	$ 3,243	$ 74,931
Purchased future receivables, net	7,872	17,308
Investment in unconsolidated joint venture	8,894
Liabilities:
Paycheck Protection Program Liquidity Facility (PPPLF) borrowings	941,505	76,276
Senior secured notes, net	342,035	179,659
Carrying Amount
Assets:
Loans, held-for-investment	6,986,528	4,009,636
Paycheck Protection Program loans	867,109
Purchased future receivables, net	7,872	17,308
Servicing rights	84,457	37,823
Total assets	7,945,966	4,064,767
Liabilities:
Secured borrowings	2,517,600	1,294,243
Paycheck Protection Program Liquidity Facility (PPPLF) borrowings	941,505	76,276
Securitized debt obligations of consolidated VIEs	3,214,303	1,905,749
Senior secured notes, net	342,035	179,659
Guaranteed loan financing	345,217	401,705
Convertible note, net	113,247	112,129
Corporate debt, net	441,817	150,989
Total liabilities	7,915,724	4,120,750
Carrying Amount | Level 3 inputs
Assets:
Due from servicers and accrued interest	45,600	23,800
Receivable from third parties	29,300	1,200
Liabilities:
Payable to related parties and accrued interest payable	27,500	23,800
Fair Value
Assets:
Loans, held-for-investment	7,112,282	4,103,200
Paycheck Protection Program loans	927,766
Purchased future receivables, net	7,872	17,308
Servicing rights	89,470	47,567
Total assets	8,137,390	4,168,075
Liabilities:
Secured borrowings	2,517,600	1,294,243
Paycheck Protection Program Liquidity Facility (PPPLF) borrowings	941,505	76,276
Securitized debt obligations of consolidated VIEs	3,238,155	1,907,541
Senior secured notes, net	338,990	188,114
Guaranteed loan financing	366,887	426,348
Convertible note, net	118,922	68,186
Corporate debt, net	457,741	151,209
Total liabilities	$ 7,979,800	$ 4,111,917