Fair value measurements - Summary of valuation techniques (Details) $ / shares in Units, $ in Thousands	12 Months Ended
	Dec. 31, 2018 USD ($) $ / shares	Dec. 31, 2017 USD ($) $ / shares
Non-Agency RMBS [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value		$ 783,881
Non-Agency RMBS [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value		14,794
Non-Agency RMBS [Member] | Recent Transaction Price [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value		$ 46,749
Non-Agency RMBS [Member] | Minimum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	3.32%	0.94%
Projected Collateral Prepayments	0.00%	0.00%
Projected Collateral Losses	0.00%	0.00%
Projected Collateral Severities	(0.43%)	0.00%
Non-Agency RMBS [Member] | Minimum [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Offered Quotes (in dollars per share) | $ / shares	$ 86.57	$ 74.75
Non-Agency RMBS [Member] | Maximum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	20.00%	31.75%
Projected Collateral Prepayments	100.00%	35.00%
Projected Collateral Losses	30.00%	50.00%
Projected Collateral Severities	100.00%	100.00%
Non-Agency RMBS [Member] | Maximum [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Offered Quotes (in dollars per share) | $ / shares	$ 97.39	$ 74.75
Non-Agency RMBS [Member] | Weighted Average [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	5.34%	4.49%
Projected Collateral Prepayments	13.66%	10.50%
Projected Collateral Losses	2.24%	3.25%
Projected Collateral Severities	26.30%	34.77%
Non-Agency RMBS [Member] | Weighted Average [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Offered Quotes (in dollars per share) | $ / shares	$ 92.43	$ 74.75
Non-Agency RMBS Interest Only [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value	$ 3,099	$ 2,662
Non-Agency RMBS Interest Only [Member] | Minimum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	7.00%	7.00%
Projected Collateral Prepayments	9.50%	10.50%
Projected Collateral Losses	0.75%	1.50%
Projected Collateral Severities	20.00%	10.00%
Non-Agency RMBS Interest Only [Member] | Maximum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	35.00%	25.00%
Projected Collateral Prepayments	18.00%	18.00%
Projected Collateral Losses	2.00%	2.00%
Projected Collateral Severities	65.00%	40.00%
Non-Agency RMBS Interest Only [Member] | Weighted Average [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	27.37%	22.34%
Projected Collateral Prepayments	15.70%	16.89%
Projected Collateral Losses	1.53%	1.57%
Projected Collateral Severities	34.04%	14.43%
ABS [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value	$ 13,346	$ 40,958
ABS [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value	$ 7,814
ABS [Member] | Minimum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield		4.62%
Projected Collateral Prepayments	20.00%	20.00%
Projected Collateral Losses	2.00%	0.00%
Projected Collateral Severities	50.00%	0.00%
ABS [Member] | Minimum [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Offered Quotes (in dollars per share) | $ / shares	$ 100.00
ABS [Member] | Maximum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield		9.83%
Projected Collateral Prepayments	20.00%	40.00%
Projected Collateral Losses	2.00%	2.00%
Projected Collateral Severities	50.00%	50.00%
ABS [Member] | Maximum [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Offered Quotes (in dollars per share) | $ / shares	$ 100.00
ABS [Member] | Weighted Average [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield		7.56%
Projected Collateral Prepayments	20.00%	22.62%
Projected Collateral Losses	2.00%	1.74%
Projected Collateral Severities	50.00%	43.45%
ABS [Member] | Weighted Average [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Offered Quotes (in dollars per share) | $ / shares	$ 100.00
CMBS [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value	$ 208,228	$ 157,685
CMBS [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value	$ 2,826	$ 3,565
Offered Quotes (in dollars per share) | $ / shares	$ 0.08
CMBS [Member] | Minimum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	4.99%	(1.45%)
Projected Collateral Prepayments	0.00%	0.00%
Projected Collateral Losses	0.00%	0.00%
Projected Collateral Severities	0.00%	0.00%
CMBS [Member] | Minimum [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Offered Quotes (in dollars per share) | $ / shares	$ 4.83	$ 6.20
CMBS [Member] | Maximum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	14.51%	8.35%
Projected Collateral Prepayments	0.00%	0.00%
Projected Collateral Losses	50.00%	0.00%
Projected Collateral Severities	25.00%	0.00%
CMBS [Member] | Maximum [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Offered Quotes (in dollars per share) | $ / shares	$ 8.88	$ 7.60
CMBS [Member] | Weighted Average [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	7.91%	6.24%
Projected Collateral Prepayments	0.00%	0.00%
Projected Collateral Losses	0.02%	0.00%
Projected Collateral Severities	1.05%	0.00%
CMBS Interest Only [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value	$ 50,331	$ 50,702
CMBS Interest Only [Member] | Minimum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	3.67%	2.93%
Projected Collateral Prepayments	99.00%	100.00%
Projected Collateral Losses	0.00%	0.00%
Projected Collateral Severities	0.00%	0.00%
CMBS Interest Only [Member] | Maximum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	10.79%	5.90%
Projected Collateral Prepayments	100.00%	100.00%
Projected Collateral Losses	0.00%	0.00%
Projected Collateral Severities	0.00%	0.00%
CMBS Interest Only [Member] | Weighted Average [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	4.93%	4.43%
Projected Collateral Prepayments	99.92%	100.00%
Projected Collateral Losses	0.00%	0.00%
Projected Collateral Severities	0.00%	0.00%
Residential Mortgage Loans [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value	$ 86,813	$ 18,890
Residential Mortgage Loans [Member] | Recent Transaction Price [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value	$ 99,283
Residential Mortgage Loans [Member] | Minimum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	5.92%	6.25%
Projected Collateral Prepayments	4.99%	2.98%
Projected Collateral Losses	1.43%	3.88%
Projected Collateral Severities	6.28%	20.21%
Residential Mortgage Loans [Member] | Maximum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	9.00%	9.00%
Projected Collateral Prepayments	8.37%	5.05%
Projected Collateral Losses	5.83%	6.91%
Projected Collateral Severities	32.19%	37.25%
Residential Mortgage Loans [Member] | Weighted Average [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	6.33%	7.81%
Projected Collateral Prepayments	7.95%	3.93%
Projected Collateral Losses	1.94%	4.27%
Projected Collateral Severities	8.13%	22.00%
Commercial Loans [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value	$ 32,800	$ 32,800
Commercial Loans [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value	$ 65,774	$ 24,721
Commercial Loans [Member] | Minimum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	7.51%	6.52%
Fair Value Inputs, Recovery Percentage	100.00%	100.00%
Fair Value Measurement Credit Spread	4.75	4.75
Commercial Loans [Member] | Minimum [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Offered Quotes (in dollars per share) | $ / shares	$ 100.00	$ 98.50
Commercial Loans [Member] | Maximum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	7.51%	6.52%
Fair Value Inputs, Recovery Percentage	100.00%	100.00%
Fair Value Measurement Credit Spread	4.75	4.75
Commercial Loans [Member] | Maximum [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Offered Quotes (in dollars per share) | $ / shares	$ 100.00	$ 100.00
Commercial Loans [Member] | Weighted Average [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	7.51%	6.52%
Fair Value Inputs, Recovery Percentage	100.00%	100.00%
Fair Value Measurement Credit Spread	4.75	4.75
Commercial Loans [Member] | Weighted Average [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Offered Quotes (in dollars per share) | $ / shares	$ 100.00	$ 99.13
Excess Mortgage Servicing Rights [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value	$ 26,442	$ 4,801
Excess Mortgage Servicing Rights [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value	$ 208	$ 283
Excess Mortgage Servicing Rights [Member] | Minimum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	8.50%	9.12%
Projected Collateral Prepayments	6.31%	7.59%
Excess Mortgage Servicing Rights [Member] | Minimum [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Offered Quotes (in dollars per share) | $ / shares	$ 0.02	$ 0.04
Excess Mortgage Servicing Rights [Member] | Maximum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	11.62%	11.74%
Projected Collateral Prepayments	10.12%	11.85%
Excess Mortgage Servicing Rights [Member] | Maximum [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Offered Quotes (in dollars per share) | $ / shares	$ 0.49	$ 0.52
Excess Mortgage Servicing Rights [Member] | Weighted Average [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	9.18%	10.29%
Projected Collateral Prepayments	8.47%	9.67%
Excess Mortgage Servicing Rights [Member] | Weighted Average [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Offered Quotes (in dollars per share) | $ / shares	$ 0.47	$ 0.48
AG Arc [Member] | Comparable Multiple [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value	$ 20,360	$ 17,911
Book Value Multiple	1.0	1.0
Securitized debt [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value	$ (10,858)	$ (16,478)
Securitized debt [Member] | Minimum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	4.09%	3.23%
Projected Collateral Prepayments	10.00%	14.00%
Projected Collateral Losses	3.50%	7.00%
Projected Collateral Severities	45.00%	40.00%
Securitized debt [Member] | Maximum [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	4.09%	3.23%
Projected Collateral Prepayments	10.00%	14.00%
Projected Collateral Losses	3.50%	7.00%
Projected Collateral Severities	45.00%	40.00%
Securitized debt [Member] | Weighted Average [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Yield	4.09%	3.23%
Projected Collateral Prepayments	10.00%	14.00%
Projected Collateral Losses	3.50%	7.00%
Projected Collateral Severities	45.00%	40.00%
Non-Agency RMBS [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value	$ 475,927
Non-Agency RMBS [Member] | Consensus Pricing [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value	$ 15,627