Expected Loss to be Paid (Recovered) - Liquidation Rates and Key Assumptions in Base Scenario Expected Loss First Lien RMBS (Details)	Sep. 30, 2023	Dec. 31, 2022
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%