Expected Loss to be Paid (Recovered) - Liquidation Rates and Key Assumptions in Base Case Expected Loss First Lien RMBS (Details)	Sep. 30, 2021	Jun. 30, 2021	Dec. 31, 2020
RMBS | United States | Alt-A and Prime | 2005 and prior
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	60.00%	60.00%	60.00%
RMBS | United States | Alt-A and Prime | 2006
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	60.00%	70.00%	70.00%
RMBS | United States | Alt-A and Prime | 2007+
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	60.00%	70.00%	70.00%
RMBS | United States | Alt-A and Prime | Minimum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	1.00%	0.80%	0.00%
Final CDR	0.00%	0.00%	0.00%
RMBS | United States | Alt-A and Prime | Maximum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	11.10%	9.60%	9.70%
Final CDR	0.60%	0.50%	0.50%
RMBS | United States | Alt-A and Prime | Weighted Average
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	6.20%	5.50%	5.30%
Final CDR	0.30%	0.30%	0.30%
RMBS | United States | Option ARM | 2005 and prior
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	60.00%	60.00%	60.00%
RMBS | United States | Option ARM | 2006
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	60.00%	60.00%	60.00%
RMBS | United States | Option ARM | 2007+
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	60.00%	60.00%	60.00%
RMBS | United States | Option ARM | Minimum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	1.90%	1.70%	2.30%
Final CDR	0.10%	0.10%	0.10%
RMBS | United States | Option ARM | Maximum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	11.90%	11.40%	11.90%
Final CDR	0.60%	0.60%	0.60%
RMBS | United States | Option ARM | Weighted Average
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	5.90%	5.20%	5.40%
Final CDR	0.30%	0.30%	0.30%
RMBS | United States | Subprime | 2005 and prior
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	60.00%	60.00%	60.00%
RMBS | United States | Subprime | 2006
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	60.00%	70.00%	70.00%
RMBS | United States | Subprime | 2007+
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	60.00%	70.00%	70.00%
RMBS | United States | Subprime | Minimum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	2.60%	2.40%	2.70%
Final CDR	0.10%	0.10%	0.10%
RMBS | United States | Subprime | Maximum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	9.10%	8.60%	11.30%
Final CDR	0.50%	0.40%	0.60%
RMBS | United States | Subprime | Weighted Average
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	6.00%	5.30%	5.60%
Final CDR	0.30%	0.30%	0.30%
Current but recently delinquent | Option ARM
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	20.00%	20.00%	20.00%
Current but recently delinquent | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	20.00%	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%	20.00%
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%	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%	35.00%
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%	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%	40.00%
90+ Days Delinquent | Option ARM
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	60.00%	60.00%	60.00%
90+ Days Delinquent | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	45.00%	45.00%	45.00%
90+ Days Delinquent | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	55.00%	55.00%	55.00%
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%
Bankruptcy | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	45.00%	45.00%	45.00%
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%	55.00%	55.00%
Foreclosure | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	60.00%	60.00%	60.00%
Real Estate Owned
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	100.00%	100.00%	100.00%