Expected Loss to be Paid - Liquidation Rates and Key Assumptions in Base Case Expected Loss First Lien RMBS (Details)		3 Months Ended	6 Months Ended	12 Months Ended
		Mar. 31, 2016	Jun. 30, 2016	Dec. 31, 2015
Financing Receivable, Modified in Previous 12 Months [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		25.00%	25.00%	25.00%
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%
Financing Receivable, Modified in Previous 12 Months [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		25.00%	25.00%	25.00%
Financing Receivable, Delinquent in the Previous 12 Months [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		25.00%	25.00%	25.00%
Financing Receivable, Delinquent in the 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%
Financing Receivable, Delinquent in the Previous 12 Months [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		25.00%	25.00%	25.00%
Financing Receivables, 30 to 59 Days Past Due [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		45.00%	45.00%	45.00%
Financing Receivables, 30 to 59 Days Past Due [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		35.00%	35.00%	35.00%
Financing Receivables, 30 to 59 Days Past Due [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		40.00%	40.00%	40.00%
Financing Receivables, 60 to 89 Days Past Due [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		55.00%	50.00%	55.00%
Financing Receivables, 60 to 89 Days Past Due [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		45.00%	45.00%	45.00%
Financing Receivables, 60 to 89 Days Past Due [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		50.00%	50.00%	50.00%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		60.00%	55.00%	60.00%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		55.00%	55.00%	55.00%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		60.00%	60.00%	60.00%
Financing Receivables, Bankruptcy [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		40.00%	40.00%	40.00%
Financing Receivables, Bankruptcy [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		45.00%	45.00%	45.00%
Financing Receivables, Bankruptcy [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		50.00%	50.00%	50.00%
Financing Receivable, Foreclosure [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		70.00%	65.00%	70.00%
Financing Receivable, Foreclosure [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		65.00%	65.00%	65.00%
Financing Receivable, Foreclosure [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		70.00%	70.00%	70.00%
Financing Receivable, Real Estate Owned [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		100.00%	100.00%	100.00%
United States [Member] | Alt-A [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Period until intermediate CDR	[1]	48 months	48 months	48 months
Final CPR	[1],[2]	15.00%	15.00%	15.00%
United States [Member] | Alt-A [Member] | 2005 and prior [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	60.00%	60.00%	60.00%
United States [Member] | Alt-A [Member] | 2006 [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	80.00%	80.00%	70.00%
United States [Member] | Alt-A [Member] | 2007 [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	65.00%	70.00%	65.00%
United States [Member] | Alt-A [Member] | Minimum [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	0.90%	0.90%	1.70%
Intermediate CDR	[1]	0.20%	0.20%	0.30%
Final CDR	[1]	0.00%	0.00%	0.10%
Initial CPR	[1]	2.70%	3.50%	2.70%
United States [Member] | Alt-A [Member] | Maximum [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	27.80%	27.00%	26.40%
Intermediate CDR	[1]	5.60%	5.40%	5.30%
Final CDR	[1]	1.40%	1.30%	1.30%
Initial CPR	[1]	31.60%	29.30%	32.50%
United States [Member] | Alt-A [Member] | Weighted Average [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	6.40%	6.10%	6.40%
Intermediate CDR	[1]	1.30%	1.20%	1.30%
Final CDR	[1]	0.30%	0.30%	0.30%
Initial CPR	[1]	11.80%	11.00%	11.50%
United States [Member] | Option ARM [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Period until intermediate CDR	[1]	48 months	48 months	48 months
Final CPR	[1],[2]	15.00%	15.00%	15.00%
United States [Member] | Option ARM [Member] | 2005 and prior [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	60.00%	60.00%	60.00%
United States [Member] | Option ARM [Member] | 2006 [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	70.00%	70.00%	70.00%
United States [Member] | Option ARM [Member] | 2007 [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	65.00%	75.00%	65.00%
United States [Member] | Option ARM [Member] | Minimum [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	3.40%	3.20%	3.50%
Intermediate CDR	[1]	0.70%	0.60%	0.70%
Final CDR	[1]	0.20%	0.20%	0.20%
Initial CPR	[1]	2.00%	2.00%	1.50%
United States [Member] | Option ARM [Member] | Maximum [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	10.60%	10.10%	10.30%
Intermediate CDR	[1]	2.10%	2.00%	2.10%
Final CDR	[1]	0.50%	0.50%	0.50%
Initial CPR	[1]	13.70%	13.20%	10.90%
United States [Member] | Option ARM [Member] | Weighted Average [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	7.80%	7.40%	7.80%
Intermediate CDR	[1]	1.60%	1.50%	1.60%
Final CDR	[1]	0.40%	0.30%	0.40%
Initial CPR	[1]	5.50%	5.70%	5.10%
United States [Member] | Subprime [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Period until intermediate CDR	[1]	48 months	48 months	48 months
Final CPR	[1],[2]	15.00%	15.00%	15.00%
United States [Member] | Subprime [Member] | 2005 and prior [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	80.00%	80.00%	75.00%
United States [Member] | Subprime [Member] | 2006 [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	90.00%	90.00%	90.00%
United States [Member] | Subprime [Member] | 2007 [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	90.00%	90.00%	90.00%
United States [Member] | Subprime [Member] | Minimum [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	4.20%	4.40%	4.70%
Intermediate CDR	[1]	0.80%	0.90%	0.90%
Final CDR	[1]	0.20%	0.20%	0.20%
Initial CPR	[1]	0.30%	0.60%	0.00%
United States [Member] | Subprime [Member] | Maximum [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	14.40%	12.70%	13.20%
Intermediate CDR	[1]	2.90%	2.50%	2.60%
Final CDR	[1]	0.70%	0.60%	0.70%
Initial CPR	[1]	9.20%	11.30%	10.10%
United States [Member] | Subprime [Member] | Weighted Average [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	9.40%	8.50%	9.50%
Intermediate CDR	[1]	1.90%	1.70%	1.90%
Final CDR	[1]	0.40%	0.40%	0.40%
Initial CPR	[1]	4.20%	4.90%	3.60%
First Lien [Member] | United States [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, Final CDR, Period for voluntary prepayments to continue			12 months
Base Scenario [Member] | First Lien [Member] | United States [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, Final CDR, Period for voluntary prepayments to continue			7 years
Final CPR			15.00%

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

[2] 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.