Expected Loss to be Paid (Recovered) - Key Assumptions in Base Scenario Expected Loss Second Lien RMBS (Details) - RMBS - United States	Sep. 30, 2023	Dec. 31, 2022
Home Equity Line of Credit
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	98.00%	98.00%
Projected future recoveries on previously charged-off loans	40.00%	30.00%
Home Equity Line of Credit | Minimum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	0.40%	0.40%
Final CDR trended down to	0.00%	0.00%
Home Equity Line of Credit | Maximum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	8.70%	8.40%
Final CDR trended down to	0.40%	0.40%
Home Equity Line of Credit | Weighted Average
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	2.70%	3.50%
Final CDR trended down to	0.10%	0.20%
Alt-A and Prime | 2007+
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	50.00%	50.00%
Alt-A and Prime | 2005 and prior
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	50.00%	50.00%
Alt-A and Prime | 2006
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	50.00%	50.00%
Alt-A and Prime | Minimum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	0.30%	1.60%
Final CDR trended down to	0.00%	0.10%
Alt-A and Prime | Maximum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	9.70%	11.50%
Final CDR trended down to	0.50%	0.60%
Alt-A and Prime | Weighted Average
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	3.80%	5.10%
Final CDR trended down to	0.20%	0.30%
Option ARM | 2007+
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	50.00%	50.00%
Option ARM | 2005 and prior
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	50.00%	50.00%
Option ARM | 2006
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	50.00%	50.00%
Option ARM | Minimum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	0.00%	2.00%
Final CDR trended down to	0.00%	0.10%
Option ARM | Maximum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	9.20%	7.70%
Final CDR trended down to	0.50%	0.40%
Option ARM | Weighted Average
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	3.60%	4.30%
Final CDR trended down to	0.20%	0.20%
Subprime | 2007+
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	50.00%	50.00%
Subprime | 2005 and prior
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	50.00%	50.00%
Subprime | 2006
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	50.00%	50.00%
Subprime | Minimum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	0.20%	2.70%
Final CDR trended down to	0.00%	0.10%
Subprime | Maximum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	9.60%	9.70%
Final CDR trended down to	0.50%	0.50%
Subprime | Weighted Average
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	4.70%	5.60%
Final CDR trended down to	0.20%	0.30%
Current but recently delinquent | Home Equity Line of Credit
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	20.00%	20.00%
30 – 59 Days Delinquent | Home Equity Line of Credit
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	30.00%	30.00%
60 – 89 Days Delinquent | Home Equity Line of Credit
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	40.00%	40.00%
90+ Days Delinquent | Home Equity Line of Credit
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	60.00%	60.00%
Bankruptcy | Home Equity Line of Credit
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	55.00%	55.00%
Foreclosure | Home Equity Line of Credit
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	55.00%	55.00%
Real Estate Owned | Home Equity Line of Credit
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	100.00%	100.00%