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Investment information - Net investment income (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
Net Investment Income [Line Items]        
Net interest income $ 27,428 $ 26,415 $ 55,231 $ 56,849
Net unrealized gains (losses) 178,064 (1,725) (107,392) 30,713
Net realized gains (losses) (6,001) 789 (11,047) 2,071
Net investment income (loss) 199,491 23,787 (63,208) 82,141
Fixed maturities, AFS, realized gain 9,500 1,900 12,800 2,400
Fixed maturities, AFS, realized loss 600 100 1,700 200
Allowance for expected credit losses on available for sale securities recognized in period (200)   400  
Investment management fees - related parties        
Net Investment Income [Line Items]        
Net interest income (4,262) (4,570) (8,614) (8,979)
Net investment income (loss) (4,262) (4,570) (8,614) (8,979)
Borrowing and miscellaneous other investment expenses        
Net Investment Income [Line Items]        
Net interest income (4,763) (7,611) (10,432) (15,909)
Net investment income (loss) (4,763) (7,611) (10,432) (15,909)
Investment performance fees - related parties        
Net Investment Income [Line Items]        
Net investment income (loss)   (1,692)   (7,492)
Term loans        
Net Investment Income [Line Items]        
Net interest income 18,022 22,665 39,040 45,075
Net unrealized gains (losses) 90,951 (11,437) (64,282) (2,071)
Net realized gains (losses) (6,142) 148 (14,287) 212
Net investment income (loss) 102,831 11,376 (39,529) 43,216
Fixed maturities - Fair value option        
Net Investment Income [Line Items]        
Net interest income 10,887 9,592 19,955 25,635
Net unrealized gains (losses) 45,781 8,995 (43,894) 28,970
Net realized gains (losses) 230 1,655 (1,014) 906
Net investment income (loss) 56,898 20,242 (24,953) 55,511
Fixed maturities - Available for sale        
Net Investment Income [Line Items]        
Net interest income 3,648 4,411 8,308 7,833
Net unrealized gains (losses) 0 0 0 0
Net realized gains (losses) 8,911 1,816 11,091 2,211
Net investment income (loss) 12,559 [1] 6,227 [2] 19,399 [3] 10,044 [4]
Short-term investments        
Net Investment Income [Line Items]        
Net interest income 2,881 1,055 4,731 1,579
Net unrealized gains (losses) 3,513 (48) 73 (496)
Net realized gains (losses) 38 25 125 25
Net investment income (loss) 6,432 1,032 4,929 1,108
Equities        
Net Investment Income [Line Items]        
Net interest income 0 80 0 200
Net unrealized gains (losses) 5,792 (1,096) 5,868 1,062
Net realized gains (losses) (3,156) 0 (3,195) 0
Net investment income (loss) [5] 2,636 (1,016) 2,673 1,262
Equities, fair value through net income        
Net Investment Income [Line Items]        
Net interest income 196 793 573 1,415
Net unrealized gains (losses) 11,781 3,687 (494) 1,698
Net realized gains (losses) (6,085) (3,599) (5,217) (2,027)
Net investment income (loss) [5] 5,892 881 (5,138) 1,086
Other investments        
Net Investment Income [Line Items]        
Net interest income 819 0 1,670 0
Net unrealized gains (losses) 3,463 (2,213) 3,683 (419)
Net realized gains (losses) 0 (202) 0 (202)
Net investment income (loss) 4,282 (2,415) 5,353 (621)
Other        
Net Investment Income [Line Items]        
Net interest income 0 0 0 0
Net unrealized gains (losses) 16,783 387 (8,346) 1,969
Net realized gains (losses) 203 946 1,450 946
Net investment income (loss) [6] $ 16,986 $ 1,333 $ (6,896) $ 2,915
[1] Net realized gains (losses) from the fixed maturities available for sale portfolio consists of realized gains and realized losses of $9.5 million and $0.6 million, respectively. Realized gains include a reversal of the allowance for expected credit losses on available for sale securities of $0.2 million for the three months ended June 30, 2020.
[2] Net realized gains (losses) from the fixed maturities available for sale portfolio consists of realized gains and realized losses of $1.9 million and $0.1 million, respectively.
[3] Net realized gains (losses) from the fixed maturities available for sale portfolio consists of realized gains and realized losses of $12.8 million and $1.7 million, respectively.
[4] Net realized gains (losses) from the fixed maturities available for sale portfolio consists of realized gains and realized losses of $2.4 million and $0.2 million, respectively.
[5] Net interest income includes dividends for securities held in long and short positions.
[6] Other includes unrealized gains and unrealized losses for total return swaps.