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Derivative instruments (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Notional Amount $ 638,667 $ 530,354  
Asset Derivatives Fair Value 36,812 54,352  
Asset Derivatives Fair Value 36,812 54,352  
Liabilities Derivatives Fair Value (212) $ (1,319)  
Derivative gain (loss)      
Net Realized Gain (Loss) $ 20,847    
Net Realized gain (loss) - Statement of Income Realized Investment Gains (Losses) Realized Investment Gains (Losses)  
Unrealized Gain (Loss) $ (17,498) $ 50,180  
Unrealized gain (loss) - Statement of Income Net unrealized gain (loss) on financial instruments Net unrealized gain (loss) on financial instruments  
Total change in OCI for period $ (10,533) $ (2,133) $ 2,539
Designated as Hedging      
Derivative gain (loss)      
Derivatives - effective portion reclassified from AOCI to income (1,168) (1,412)  
Total income statement impact (1,168) (1,412)  
Derivatives- effective portion recorded in OCI (11,701) (3,545)  
Total change in OCI for period (10,533) (2,133)  
Interest Rate Swaps      
Asset Derivatives Fair Value 36,812 53,229  
Derivative gain (loss)      
Net Realized Gain (Loss) 20,116 9,701  
Unrealized Gain (Loss) (17,482) 50,982  
Interest Rate Swaps | Not Designated as Hedging | Interest Rate Risk      
Notional Amount 183,081 216,381  
Asset Derivatives Fair Value 12,349 19,366  
Interest Rate Swaps | Designated as Hedging | Interest Rate Risk      
Notional Amount 416,139 266,139  
Asset Derivatives Fair Value 24,463 33,863  
TBA agency securities      
Liabilities Derivatives Fair Value (212) (1,319)  
FX forwards      
Asset Derivatives Fair Value   1,123  
Derivative gain (loss)      
Net Realized Gain (Loss) 731 3,548  
Unrealized Gain (Loss) (16) (802)  
FX forwards | Foreign Exchange Rate Risk      
Notional Amount 39,447 47,834  
Asset Derivatives Fair Value   1,123  
Liabilities Derivatives Fair Value $ (212) $ (1,319)