Expected Loss to be Paid - Key Assumptions in Base Case Expected Loss Second Lien RMBS (Details)		6 Months Ended		9 Months Ended	12 Months Ended
		Jun. 30, 2015		Sep. 30, 2015	Dec. 31, 2014
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]
Schedule of Expected Losses to be Paid [Line Items]
Expected period until final CDR	[2]	34 months	[1]	34 months	34 months	[1]
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member] | Minimum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[2]	5.30%		6.00%	2.80%
Final CDR	[2]	0.50%		0.50%	0.50%
Initial CPR	[2]	9.30%	[1]	9.80%	6.90%	[1]
Final CPR	[1],[2]	10.00%		10.00%	15.00%
Loss severity	[2]	90.00%		90.00%	90.00%
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member] | Maximum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[2]	23.30%		24.00%	6.80%
Final CDR	[2]	3.20%		3.20%	3.20%
Initial CPR	[1],[2]				21.80%
Final CPR	[1],[2]	15.00%		15.00%	21.80%
Loss severity	[2]	98.00%		98.00%	98.00%
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member] | Weighted Average [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[2]	8.90%		9.50%	4.10%
Final CDR	[2]	1.20%		1.20%	1.20%
Initial CPR	[2]	9.30%	[1]	9.80%	11.00%	[1]
Final CPR	[1],[2]	13.25%		13.30%	15.50%
Loss severity	[2]	90.50%		90.30%	90.40%
RMBS [Member] | United States [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Period until intermediate CDR	[3]	48 months		48 months	48 months
Final CPR	[3],[4]	15.00%		15.00%	15.00%
RMBS [Member] | United States [Member] | Subprime [Member] | Minimum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[3]	4.90%		5.00%	4.90%
Final CDR	[3]	0.20%		0.30%	0.20%
Initial CPR	[3]	0.00%		0.00%	0.00%
RMBS [Member] | United States [Member] | Subprime [Member] | Maximum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[3]	13.50%		13.70%	15.00%
Final CDR	[3]	0.70%		0.70%	0.70%
Initial CPR	[3]	8.70%		9.30%	10.50%
RMBS [Member] | United States [Member] | Subprime [Member] | Weighted Average [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[3]	9.70%		10.00%	10.60%
Final CDR	[3]	0.40%		0.40%	0.40%
Initial CPR	[3]	4.00%		3.90%	6.10%
RMBS [Member] | United States [Member] | Closed-end [Member]
Schedule of Expected Losses to be Paid [Line Items]
Expected period until final CDR	[2]	34 months		34 months	34 months
Final CPR	[1],[2]	15.00%			15.00%
Loss severity	[2]	98.00%		98.00%	98.00%
RMBS [Member] | United States [Member] | Closed-end [Member] | Minimum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[2]	6.00%		6.00%	5.50%
Final CDR	[2]	3.50%		3.50%	3.50%
Initial CPR	[2]	5.30%		5.70%	2.80%
Final CPR	[1],[2]			15.00%
RMBS [Member] | United States [Member] | Closed-end [Member] | Maximum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[2]	21.40%		19.70%	12.50%
Final CDR	[2]	9.20%		9.20%	9.10%
Initial CPR	[2]	13.40%		15.10%	13.90%
Final CPR	[1],[2]			15.10%
RMBS [Member] | United States [Member] | Closed-end [Member] | Weighted Average [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[2]	10.80%		10.20%	7.20%
Final CDR	[2]	4.80%		4.80%	4.90%
Initial CPR	[2]	8.60%		9.00%	9.90%
Final CPR	[1],[2]			15.00%
Financing Receivable, Modified in Previous 12 Months [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		25.00%		25.00%	25.00%

[1] For transactions where the initial CPR is higher than the final CPR, the initial CPR is held constant and the final CPR is not used.

[2] Represents variables for most heavily weighted scenario (the “base case”).

[3] Represents variables for most heavily weighted scenario (the “base case”).

[4] For transactions where the initial CPR is higher than the final CPR, the initial CPR is held constant and the final CPR is not used.