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Net investment income - by Type (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Dec. 31, 2019
Sep. 30, 2019
Jun. 30, 2019
Mar. 31, 2019
Dec. 31, 2018
Sep. 30, 2018
Jun. 30, 2018
Mar. 31, 2018
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Net Investment Income                      
Other investment income (expenses)                 $ (954) $ 903 $ (5,103)
Net investment income on derivative contracts                 0 644 61,978
Net investment income (loss) on cash, including foreign exchange gain (loss)                 24,676 (14,885) (1,454)
Net investment losses on securities purchased under an agreement to sell and securities sold under an agreement to repurchase                 0 (238) (87)
Withholding taxes reclassified to income tax expense                 0 (6,325) (2,573)
Total other investment income (losses) and other expenses                 23,722 (7,251) 57,907
Management and performance fees to related parties (1)                 0 (29,845) (130,711)
Net investment loss from investment in related party investment fund                 249,626 (280,847) 0
Net investment income (loss) $ 61,614 $ (3,138) $ 69,131 $ 154,953 $ (276,810) $ (3,590) $ 31,175 $ (2,208) 282,560 (251,433) 391,953
Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 9,212 79,672 505,032
Real estate | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 0 (186) 502
Total other investments | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 0 (16,055) (32,928)
Net investment income (loss) in funds valued at NAV, excluding TP Fund | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 (6) (723) 10,309
Options | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 0 (15,527) (33,510)
Options | Net investment income (loss) by liability type                      
Net Investment Income                      
Investment Income, Net                 0 21,697 (2,907)
Rights and warrants | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 0 238 169
Trade claims | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 0 (580) (89)
Total equities | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 0 67,565 473,285
Total equities | Net investment income (loss) by liability type                      
Net Investment Income                      
Investment Income, Net                 0 (13,162) (40,275)
Equity securities | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 0 70,646 467,527
Equity securities | Net investment income (loss) by liability type                      
Net Investment Income                      
Investment Income, Net                 0 (32,407) (35,643)
Private Common Equity Securities | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 0 (401) (6)
Private preferred equity securities | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 0 (2,680) 5,764
Total debt securities | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 9,218 28,885 54,366
Asset-backed securities | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 0 20,714 12,571
Bank debt | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 0 5,326 8,868
Corporate bonds | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 0 (2,958) 6,462
Corporate bonds | Net investment income (loss) by liability type                      
Net Investment Income                      
Investment Income, Net                 0 (2,452) (1,725)
Municipal bonds | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 0 9,990 0
U.S. Treasury securities | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 8,703 2,787 2,366
Sovereign debt | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 515 (7,380) 21,553
Other debt securities | Net investment income (loss) by asset type                      
Net Investment Income                      
Investment Income, Net                 $ 0 $ 406 $ 2,546