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Variable interest entities and securitization activities - Assets of Unconsolidated VIEs (Details) - USD ($)
$ in Thousands
Jun. 30, 2020
Dec. 31, 2019
Carrying amount    
Mortgage backed securities, at fair value $ 75,411 $ 92,466
Investment in unconsolidated joint ventures 53,939 58,850
Unconsolidated VIEs    
Carrying amount    
Mortgage backed securities, at fair value 53,505 66,108
Investment in unconsolidated joint ventures 53,939 58,850
Total assets in unconsolidated VIEs carrying amount 107,444 124,958
Maximum Exposure to Loss    
Mortgage backed securities, at fair value 53,505 66,108
Investment in unconsolidated joint venture 53,939 58,850
Total assets in unconsolidated VIEs maximum exposure to loss $ 107,444 $ 124,958