Expected Loss to be Paid - Key Assumptions in Base Case Expected Loss Second Lien RMBS (Details) - scenario		3 Months Ended	6 Months Ended	12 Months Ended
		Mar. 31, 2016	Jun. 30, 2016	Dec. 31, 2015
Minimum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate for bankruptcy delinquent category		25.00%	25.00%	10.00%
Maximum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate for bankruptcy delinquent category		100.00%	100.00%	100.00%
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]
Schedule of Expected Losses to be Paid [Line Items]
Expected period until final CDR	[1]	34 months	34 months	34 months	[2]
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member] | Minimum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	5.30%	2.50%	4.90%
Final CDR	[1]	0.50%	0.50%	0.50%
Initial CPR	[1],[2]	11.00%	11.00%	10.90%
Final CPR	[1],[2]	10.00%	10.00%	10.00%
Loss severity	[1]	98.00%	98.00%	98.00%
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member] | Maximum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	26.10%	26.30%	23.50%
Final CDR	[1]	3.20%	3.20%	3.20%
Initial CPR		14.90%	15.40%
Final CPR	[1],[2]	15.00%	15.40%	15.00%
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member] | Weighted Average [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	11.90%	12.60%	10.30%
Final CDR	[1]	1.20%	1.20%	1.20%
Initial CPR	[1]	11.10%	11.10%
Final CPR	[1],[2]	13.30%	13.30%	13.30%
RMBS [Member] | United States [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Period until intermediate CDR	[3]	48 months	48 months	48 months
Final CPR	[3],[4]	15.00%	15.00%	15.00%
RMBS [Member] | United States [Member] | Subprime [Member] | Minimum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[3]	4.20%	4.40%	4.70%
Final CDR	[3]	0.20%	0.20%	0.20%
Initial CPR	[3]	0.30%	0.60%	0.00%
RMBS [Member] | United States [Member] | Subprime [Member] | Maximum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[3]	14.40%	12.70%	13.20%
Final CDR	[3]	0.70%	0.60%	0.70%
Initial CPR	[3]	9.20%	11.30%	10.10%
RMBS [Member] | United States [Member] | Subprime [Member] | Weighted Average [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[3]	9.40%	8.50%	9.50%
Final CDR	[3]	0.40%	0.40%	0.40%
Initial CPR	[3]	4.20%	4.90%	3.60%
Financing Receivable, Modified in Previous 12 Months [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		25.00%	25.00%	25.00%
Second Lien [Member] | RMBS [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Loss recovery assumption (as a percent)		2.00%	2.00%	2.00%
Number of scenarios weighted in estimating expected losses			5	5
Second Lien [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit and Closed-end Mortgage [Member]
Schedule of Expected Losses to be Paid [Line Items]
Final CPR		15.00%	15.00%	15.00%
First Lien [Member] | RMBS [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Number of scenarios weighted in estimating expected losses			5
Projected loss assumptions, Final CDR, Period for voluntary prepayments to continue			12 months
Base Scenario [Member] | First Lien [Member] | RMBS [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Final CPR			15.00%
Projected loss assumptions, Final CDR, Period for voluntary prepayments to continue			7 years

[1] Represents variables for most heavily weighted scenario (the “base case”).

[2] For transactions where the initial CPR is higher than the final CPR, the initial CPR is held constant and the final CPR is not used.

[3] Represents variables for most heavily weighted scenario (the “base case”).

[4] For transactions where the initial CPR is higher than the final CPR, the initial CPR is held constant and the final CPR is not used.