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Investment information - Net investment income (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Net Investment Income [Line Items]    
Allowance for expected credit losses on available for sale securities recognized in period $ 600  
Net interest income 27,803 $ 30,434
Net unrealized gains (losses) (285,456) 32,438
Net realized gains (losses) (5,046) 1,282
Net investment income (loss) (262,699) 58,354
Investment management fees - related parties    
Net Investment Income [Line Items]    
Net interest income (4,352) (4,409)
Net investment income (loss) (4,352) (4,409)
Borrowing and miscellaneous other investment expenses    
Net Investment Income [Line Items]    
Net interest income (5,669) (8,298)
Net investment income (loss) (5,669) (8,298)
Investment performance fees - related parties    
Net Investment Income [Line Items]    
Net investment income (loss)   (5,800)
Term loans    
Net Investment Income [Line Items]    
Net interest income 21,018 22,410
Net unrealized gains (losses) (155,233) 9,366
Net realized gains (losses) (8,145) 64
Net investment income (loss) (142,360) 31,840
Fixed maturities - Fair value option    
Net Investment Income [Line Items]    
Net interest income 9,068 16,043
Net unrealized gains (losses) (89,675) 19,975
Net realized gains (losses) (1,244) (749)
Net investment income (loss) (81,851) 35,269
Fixed maturities - Available for sale    
Net Investment Income [Line Items]    
Net interest income 4,660 3,422
Net unrealized gains (losses) 0 0
Net realized gains (losses) 2,180 395
Net investment income (loss) 6,840 [1] 3,817 [2]
Short-term investments    
Net Investment Income [Line Items]    
Net interest income 1,850 524
Net unrealized gains (losses) (3,440) (448)
Net realized gains (losses) 87 0
Net investment income (loss) (1,503) 76
Equities    
Net Investment Income [Line Items]    
Net interest income 0 120
Net unrealized gains (losses) 76 2,158
Net realized gains (losses) 1,041 0
Net investment income (loss) [3] 1,117 2,278
Equities, fair value through net income    
Net Investment Income [Line Items]    
Net interest income 377 622
Net unrealized gains (losses) (12,275) (1,989)
Net realized gains (losses) (212) 1,572
Net investment income (loss) [3] (12,110) 205
Other investments    
Net Investment Income [Line Items]    
Net interest income 851 0
Net unrealized gains (losses) 220 1,794
Net realized gains (losses) 0 0
Net investment income (loss) 1,071 1,794
Other    
Net Investment Income [Line Items]    
Net interest income 0 0
Net unrealized gains (losses) (25,129) 1,582
Net realized gains (losses) 1,247 0
Net investment income (loss) [4] $ (23,882) $ 1,582
[1] Net realized gains (losses) from the fixed maturities available for sale portfolio consists of realized gains and realized losses of $3.3 million and $1.1 million, respectively. Realized losses include an allowance for expected credit losses on available for sale securities of $0.6 million for the three months ended March 31, 2020.
[2] Net realized gains (losses) from the fixed maturities available for sale portfolio consists of realized gains and realized losses of $498.0 thousand and $103.0 thousand, respectively.
[3] Net interest income includes dividends for securities held in long and short positions.
[4] Other includes unrealized gains and unrealized losses for total return swaps.