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Expected Loss to be Paid (Recovered) - First Lien Liquidation Rates (Details)
Dec. 31, 2021
Dec. 31, 2020
Current but recently delinquent: | Alt-A and Prime    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 20.00% 20.00%
Current but recently delinquent: | Option ARM    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 20.00% 20.00%
Current but recently delinquent: | Subprime    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 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% 35.00%
30 – 59 Days Delinquent: | Option ARM    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 35.00% 35.00%
30 – 59 Days Delinquent: | Subprime    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 30.00% 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%
60 – 89 Days Delinquent: | Option ARM    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 45.00% 45.00%
60 – 89 Days Delinquent: | Subprime    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 40.00% 40.00%
90+ Days Delinquent: | Alt-A and Prime    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 55.00% 55.00%
90+ Days Delinquent: | Option ARM    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 60.00% 60.00%
90+ Days Delinquent: | Subprime    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 45.00% 45.00%
Bankruptcy: | Alt-A and Prime    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 45.00% 45.00%
Bankruptcy: | Option ARM    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 50.00% 50.00%
Bankruptcy: | Subprime    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 40.00% 40.00%
Foreclosure: | Alt-A and Prime    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 60.00% 60.00%
Foreclosure: | Option ARM    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 65.00% 65.00%
Foreclosure: | Subprime    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 55.00% 55.00%
Real Estate Owned    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 100.00% 100.00%