Expected Loss to be Paid - Liquidation Rates and Key Assumptions in Base Case Expected Loss First Lien RMBS (Details) - scenario	9 Months Ended	12 Months Ended
	Sep. 30, 2020	Dec. 31, 2019	Jun. 30, 2020
Delinquent/Modified in the Previous 12 Months | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	20.00%	20.00%	20.00%
Delinquent/Modified in the Previous 12 Months | Option ARM
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	20.00%	20.00%	20.00%
Delinquent/Modified in the Previous 12 Months | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	20.00%	20.00%	20.00%
30 – 59 Days Delinquent | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	35.00%	30.00%	35.00%
30 – 59 Days Delinquent | Option ARM
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	35.00%	35.00%	35.00%
30 – 59 Days Delinquent | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	30.00%	35.00%	30.00%
60 – 89 Days Delinquent | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	40.00%	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%	45.00%
60 – 89 Days Delinquent | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	40.00%	45.00%	40.00%
90+ Days Delinquent | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	55.00%	55.00%	55.00%
90+ Days Delinquent | Option ARM
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	60.00%	55.00%	60.00%
90+ Days Delinquent | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	45.00%	50.00%	45.00%
Bankruptcy | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	45.00%	45.00%	45.00%
Bankruptcy | Option ARM
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	50.00%	50.00%	50.00%
Bankruptcy | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	40.00%	40.00%	40.00%
Foreclosure | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	60.00%	65.00%	60.00%
Foreclosure | Option ARM
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	65.00%	65.00%	65.00%
Foreclosure | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	55.00%	60.00%	55.00%
Real Estate Owned
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	100.00%	100.00%	100.00%
U.S. | Alt-A and Prime | 2005 and prior | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	60.00%	60.00%	60.00%
U.S. | Alt-A and Prime | 2006 | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	70.00%	70.00%	70.00%
U.S. | Alt-A and Prime | 2007+ | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	70.00%	70.00%	70.00%
U.S. | Alt-A and Prime | Minimum | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	0.00%	0.30%	1.60%
Final CDR	0.00%	0.00%	0.10%
U.S. | Alt-A and Prime | Maximum | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	9.60%	8.40%	9.40%
Final CDR	0.50%	0.40%	0.50%
U.S. | Alt-A and Prime | Weighted Average | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	5.30%	4.10%	5.20%
Final CDR	0.30%	0.20%	0.30%
U.S. | Option ARM | 2005 and prior | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	60.00%	60.00%	60.00%
U.S. | Option ARM | 2006 | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	60.00%	60.00%	60.00%
U.S. | Option ARM | 2007+ | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	70.00%	70.00%	70.00%
U.S. | Option ARM | Minimum | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	2.50%	1.80%	2.40%
Final CDR	0.10%	0.10%	0.10%
U.S. | Option ARM | Maximum | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	11.30%	8.40%	10.40%
Final CDR	0.60%	0.40%	0.50%
U.S. | Option ARM | Weighted Average | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	5.70%	5.40%	5.60%
Final CDR	0.30%	0.30%	0.30%
U.S. | Subprime | 2005 and prior | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	75.00%	75.00%	75.00%
U.S. | Subprime | 2006 | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	75.00%	75.00%	75.00%
U.S. | Subprime | 2007+ | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	75.00%	75.00%	75.00%
U.S. | Subprime | Minimum | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	2.30%	1.60%	1.30%
Final CDR	0.10%	0.10%	0.10%
U.S. | Subprime | Maximum | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	11.00%	18.10%	19.10%
Final CDR	0.50%	0.90%	1.00%
U.S. | Subprime | Weighted Average | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	5.50%	5.60%	5.50%
Final CDR	0.30%	0.30%	0.30%
First Lien | U.S. | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, Final CPR, Period for voluntary prepayments to continue	12 months
Liquidation rate	20.00%
Number of scenarios weighted in estimating expected losses	5	5
Base Scenario | First Lien | U.S. | RMBS
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, Final CPR, Period for voluntary prepayments to continue	2 years 9 months
Final CPR	15.00%	15.00%