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Expected Loss to be Paid - Key Assumptions in Base Case Expected Loss Second Lien RMBS (Details) - scenario
 3 Months Ended 12 Months Ended
Mar. 31, 2020
Dec. 31, 2019
RMBS [Member] | United States [Member] | Option ARM [Member] | Minimum [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 1.70% 1.80%
Final CDR 0.10% 0.10%
RMBS [Member] | United States [Member] | Option ARM [Member] | Maximum [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 7.70% 8.40%
Final CDR 0.40% 0.40%
RMBS [Member] | United States [Member] | Option ARM [Member] | Weighted Average [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 5.00% 5.40%
Final CDR 0.30% 0.30%
RMBS [Member] | United States [Member] | Alt-A and Prime [Member] | Minimum [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 0.00% 0.30%
Final CDR 0.00% 0.00%
RMBS [Member] | United States [Member] | Alt-A and Prime [Member] | Maximum [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 8.30% 8.40%
Final CDR 0.40% 0.40%
RMBS [Member] | United States [Member] | Alt-A and Prime [Member] | Weighted Average [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 4.00% 4.10%
Final CDR 0.20% 0.20%
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Loss severity 98.00% 98.00%
Loss Recovery Assumption of Charged-Off Loans, Estimated Future Recoveries, Percent 20.00% 20.00%
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member] | Minimum [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Final CPR 2.50%  
Plateau CDR 4.10% 5.90%
Final CDR 2.50% 2.50%
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member] | Maximum [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 23.30% 24.60%
Final CDR 3.20% 3.20%
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 9.60% 9.50%
Final CDR 2.50% 2.50%
RMBS [Member] | United States [Member] | Subprime [Member] | Minimum [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 1.90% 1.60%
Final CDR 0.10% 0.10%
RMBS [Member] | United States [Member] | Subprime [Member] | Maximum [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 17.80% 18.10%
Final CDR 0.90% 0.90%
RMBS [Member] | United States [Member] | Subprime [Member] | Weighted Average [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 5.40% 5.60%
Final CDR 0.30% 0.30%
Financing Receivable, Delinquent/Modified in Previous 12 Months [Member] | Alt-A and Prime [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation Rate 20.00% 20.00%
Financing Receivable, Delinquent/Modified in Previous 12 Months [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 20.00% 20.00%
Financial Asset, 30 to 59 Days Past Due [Member] | Alt-A and Prime [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation Rate 30.00% 30.00%
Financial Asset, 30 to 59 Days Past Due [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 30.00% 30.00%
Financial Asset, 60 to 89 Days Past Due [Member] | Alt-A and Prime [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation Rate 40.00% 40.00%
Financial Asset, 60 to 89 Days Past Due [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 45.00% 45.00%
Financial Asset, Equal to or 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%
Financial Asset, Equal to or Greater than 90 Days Past Due [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 65.00% 65.00%
Financing Receivables, Bankruptcy [Member] | Alt-A and Prime [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation Rate 45.00% 45.00%
Financing Receivables, Bankruptcy [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 55.00% 55.00%
Financing Receivable, Foreclosure [Member] | Alt-A and Prime [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation Rate 65.00% 65.00%
Financing Receivable, Foreclosure [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 55.00% 55.00%
Financing Receivable, Real Estate Owned [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation Rate 100.00% 100.00%
Financing Receivable, Real Estate Owned [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 100.00% 100.00%
Second Lien [Member] | RMBS [Member] | United States [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Loss recovery assumption (as a percent) 2.00% 2.00%
Number of scenarios weighted in estimating expected losses   5
Second Lien [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit and Closed-end Mortgage [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Final CPR 15.00% 15.00%
First Lien [Member] | RMBS [Member] | United States [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Number of scenarios weighted in estimating expected losses 5 5
Projected loss assumptions, Final CPR, Period for voluntary prepayments to continue 12 months  
Base Scenario [Member] | First Lien [Member] | RMBS [Member] | United States [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Final CPR 15.00% 15.00%
Projected loss assumptions, Final CPR, Period for voluntary prepayments to continue 3 years 3 months  
2005 and prior [Member] | RMBS [Member] | United States [Member] | Option ARM [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Loss severity 60.00% 60.00%
2005 and prior [Member] | RMBS [Member] | United States [Member] | Alt-A and Prime [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Loss severity 60.00% 60.00%
2005 and prior [Member] | RMBS [Member] | United States [Member] | Subprime [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Loss severity 75.00% 75.00%
2006 [Member] | RMBS [Member] | United States [Member] | Option ARM [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Loss severity 60.00% 60.00%
2006 [Member] | RMBS [Member] | United States [Member] | Alt-A and Prime [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Loss severity 70.00% 70.00%
2006 [Member] | RMBS [Member] | United States [Member] | Subprime [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Loss severity 75.00% 75.00%
2007 [Member] | RMBS [Member] | United States [Member] | Option ARM [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Loss severity 70.00% 70.00%
2007 [Member] | RMBS [Member] | United States [Member] | Alt-A and Prime [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Loss severity 70.00% 70.00%
2007 [Member] | RMBS [Member] | United States [Member] | Subprime [Member]    
Schedule of Expected Losses to be Paid [Line Items]    
Loss severity 75.00% 75.00%