Offsetting assets and liabilities - Liabilities (Details) - USD ($) $ in Thousands	Mar. 31, 2021	Dec. 31, 2020
Effect of offsetting recognized liabilities, Derivative
Gross Amounts of Recognized Liabilities	$ 4,403	$ 11,604
Effect of offsetting recognized liabilities, Total
Gross Amounts of Recognized Liabilities, Total	2,072,664	1,310,864
Gross Amounts Offset in the Consolidated Balance Sheets, Total	3,476	5,017
Liabilities Presented in the Consolidated Balance Sheets, Total	2,069,188	1,305,847
Financial Instruments, Total	2,064,785	1,294,243
Cash Collateral Paid, Total	4,306	6,827
Net Amount, Total	97	4,777
Interest rate swap
Effect of offsetting recognized liabilities, Derivative
Gross Amounts of Recognized Liabilities	7,651	11,670
Gross Amounts Offset in the Consolidated Balance Sheets, Derivative	3,476	5,017
Liabilities Presented in the Consolidated Balance Sheets, Derivative	4,175	6,653
Cash Collateral Paid, Derivative	4,175	6,653
Credit default swaps
Effect of offsetting recognized liabilities, Derivative
Gross Amounts of Recognized Liabilities	131	4,004
Liabilities Presented in the Consolidated Balance Sheets, Derivative	131	4,004
Cash Collateral Paid, Derivative	131
Net Amount, Derivative		4,004
TBA agency securities
Effect of offsetting recognized liabilities, Derivative
Gross Amounts of Recognized Liabilities	97	174
Liabilities Presented in the Consolidated Balance Sheets, Derivative	97	174
Cash Collateral Paid, Derivative		174
Net Amount, Derivative	97
FX forwards
Effect of offsetting recognized liabilities, Derivative
Gross Amounts of Recognized Liabilities		773
Liabilities Presented in the Consolidated Balance Sheets, Derivative		773
Net Amount, Derivative		773
Secured borrowings
Effect of offsetting recognized liabilities, Borrowings
Gross Amounts of Recognized Liabilities, Borrowings	2,064,785	1,294,243
Liabilities Presented in the Consolidated Balance Sheets, Borrowings	2,064,785	1,294,243
Financial Instruments, Borrowings	$ 2,064,785	$ 1,294,243