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Agreements and transactions with related parties - Related Party Master Repurchase Agreement (Details) - USD ($)
$ in Thousands
1 Months Ended
Jun. 30, 2020
Dec. 31, 2019
Related-party transactions    
Current facility size $ 2,683,188  
Carrying Value, Secured borrowings 1,253,895 $ 1,189,392
Pledged Assets Carrying Value 1,668,889 1,668,460
Borrowings under repurchase agreements    
Related-party transactions    
Current facility size 1,484,008  
Carrying Value, Secured borrowings 714,162 809,189
Pledged Assets Carrying Value 1,039,986 $ 1,107,203
Waterfall Victoria Master Fund II | Borrowings under repurchase agreements    
Related-party transactions    
Current facility size 35,000  
Carrying Value, Secured borrowings 35,000  
Pledged Assets Carrying Value $ 61,200  
Waterfall Victoria Master Fund II | Borrowings under repurchase agreements | One Month LIBOR    
Related-party transactions    
Pricing, spread on variable (as a percent) 12.00%