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Expected Loss to be Paid (Recovered) - Key Assumptions in Base Case Expected Loss Second Lien RMBS (Details)	Jun. 30, 2022	Dec. 31, 2021
RMBS | Home Equity Line of Credit | United States
Schedule of Expected Losses to be Paid [Line Items]
Final CDR trended down to	1.00%	1.00%
Loss severity	98.00%	98.00%
Projected future recoveries on previously charged-off loans	30.00%	30.00%
RMBS | Home Equity Line of Credit | Minimum | United States
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	3.80%	6.50%
RMBS | Home Equity Line of Credit | Maximum | United States
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	36.70%	39.60%
RMBS | Home Equity Line of Credit | Weighted Average | United States
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	15.20%	16.40%
Current but recently delinquent | RMBS | Home Equity Line of Credit | United States
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	20.00%	20.00%
Current but recently delinquent | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	20.00%	20.00%
Current but recently delinquent | Option ARM
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	20.00%	20.00%
Current but recently delinquent | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	20.00%	20.00%
30 – 59 Days Delinquent | RMBS | Home Equity Line of Credit | United States
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	30.00%	30.00%
30 – 59 Days Delinquent | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	35.00%	35.00%
30 – 59 Days Delinquent | Option ARM
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	35.00%	35.00%
30 – 59 Days Delinquent | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	30.00%	30.00%
60 – 89 Days Delinquent | RMBS | Home Equity Line of Credit | United States
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	40.00%	40.00%
60 – 89 Days Delinquent | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	40.00%	40.00%
60 – 89 Days Delinquent | Option ARM
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	45.00%	45.00%
60 – 89 Days Delinquent | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	40.00%	40.00%
90+ Days Delinquent | RMBS | Home Equity Line of Credit | United States
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	60.00%	60.00%
90+ Days Delinquent | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	55.00%	55.00%
90+ Days Delinquent | Option ARM
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	60.00%	60.00%
90+ Days Delinquent | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	45.00%	45.00%
Bankruptcy | RMBS | Home Equity Line of Credit | United States
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	55.00%	55.00%
Bankruptcy | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	45.00%	45.00%
Bankruptcy | Option ARM
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	50.00%	50.00%
Bankruptcy | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	40.00%	40.00%
Foreclosure | RMBS | Home Equity Line of Credit | United States
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	55.00%	55.00%
Foreclosure | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	60.00%	60.00%
Foreclosure | Option ARM
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	65.00%	65.00%
Foreclosure | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	55.00%	55.00%
Real Estate Owned
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	100.00%	100.00%
Real Estate Owned | RMBS | Home Equity Line of Credit | United States
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	100.00%	100.00%

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