XML 111 R94.htm IDEA: XBRL DOCUMENT
v3.3.1.900

Fair Value Measurements - Summary of Changes in Level 3 Fair Value Category (Detail) - USD ($) $ in Thousands | 4 Months Ended | 8 Months Ended | 12 Months Ended
--- | --- | --- | ---
Apr. 30, 2013 | Dec. 31, 2013 | Dec. 31, 2015 | Dec. 31, 2014
Predecessor [Member] | Derivatives by Class [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period | $ (322,337) | $ (415,360) |  |
Included in earnings | (88,546) |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (4,477) |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three | 0 |  |  |
Balance, end of period | (415,360) |  |  |
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date | 92,002 |  |  |
Predecessor [Member] | Investment Type [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period | 60,402 | 69,412 |  |
Included in earnings | (33) |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 12,329 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (3,286) |  |  |
Balance, end of period | 69,412 |  |  |
Predecessor [Member] | Asset-backed Securities [Member] | Investment Type [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period | 50,264 | 61,782 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 12,117 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (599) |  |  |
Balance, end of period | 61,782 |  |  |
Predecessor [Member] | Collateralized Debt Obligations [Member] | Investment Type [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period | 6,482 | 3,949 |  |
Included in earnings | (6) |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 160 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (2,687) |  |  |
Balance, end of period | 3,949 |  |  |
Predecessor [Member] | Corporate Debt Securities [Member] | Investment Type [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period | 3,656 | 3,681 |  |
Included in earnings | (27) |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 52 |  |  |
Balance, end of period | 3,681 |  |  |
Predecessor [Member] | Interest Rate Swaps [Member] | Derivatives by Class [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period | (108,752) | (137,947) |  |
Included in earnings | (28,162) |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (1,033) |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three | 0 |  |  |
Balance, end of period | (137,947) |  |  |
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date | 28,162 |  |  |
Predecessor [Member] | Credit Derivatives [Member] | Derivatives by Class [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period | (213,585) | (277,413) |  |
Included in earnings | (60,384) |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (3,444) |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three | 0 |  |  |
Balance, end of period | (277,413) |  |  |
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date | 63,840 |  |  |
Predecessor [Member] | US Government Agencies Debt Securities [Member] | Investment Type [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period | 0 | 0 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales | 0 |  |  |
Balance, end of period | 0 |  |  |
Successor [Member] | Derivatives by Class [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period |  | (415,360) | $ (215,346) | $ (186,934)
Included in earnings |  | 217,666 | 16,571 | (45,392)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  | 0 | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases |  | 0 | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues |  | 0 | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales |  | 0 | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  | 10,760 | 11,365 | 16,980
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three |  | 0 | 88,218 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three |  | 0 | 0 | 0
Balance, end of period | (415,360) | (186,934) | (99,192) | (215,346)
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date |  | (91,436) | 25,980 | 53,509
Successor [Member] | Investment Type [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period |  | 69,412 | 198,201 | 67,783
Included in earnings |  | 1,870 | 30,083 | 11,057
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  | 7,184 | (73,559) | (541)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases |  |  | 359,193 | 54,013
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues |  | 0 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales |  | (4,528) |  | (59,878)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  | (6,428) | (25,034) | (62,266)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three |  | 273 | 0 | 188,241
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three |  | 0 |  | (208)
Balance, end of period | 69,412 | 67,783 | 488,884 | 198,201
Successor [Member] | Asset-backed Securities [Member] | Investment Type [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period |  | 61,782 | 0 | 64,073
Included in earnings |  | 1,912 |  | 6,994
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  | 7,315 | 0 | (8,182)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales |  | (4,528) |  | (59,878)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  | (2,408) | 0 | (3,007)
Balance, end of period | 61,782 | 64,073 | 0 | 0
Successor [Member] | Corporate Debt Securities [Member] | Investment Type [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period |  | 3,681 |  | 3,502
Included in earnings |  | (62) |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  | (117) |  |
Balance, end of period | 3,681 | 3,502 |  |
Successor [Member] | US Government Agencies Debt Securities [Member] | Investment Type [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period |  |  |  | 208
Included in earnings |  | (5) |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  | 5 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales |  | 0 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  | (65) |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three |  | 273 |  |
Balance, end of period |  | 208 |  |
Successor [Member] | Non-Agency RMBS [Member] | Investment Type [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period |  |  | 194,393 | 0
Included in earnings |  |  | 30,102 | 4,160
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  |  | (73,273) | 7,238
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases |  |  | 359,193 | 54,013
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  |  | (21,531) | (59,259)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three |  |  |  | 188,241
Balance, end of period |  | 0 | 488,884 | 194,393
Successor [Member] | Collateralized Debt Obligations [Member] | Investment Type [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period |  | 3,949 | 0 | 0
Included in earnings |  | 25 | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  | (19) | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  | (3,955) | 0 | 0
Balance, end of period | 3,949 | 0 |  | 0
Successor [Member] | Corporate Debt Securities [Member] | Investment Type [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period |  |  | 3,808 | 3,502
Included in earnings |  |  | (19) | (97)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  |  | (286) | 403
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  |  | (3,503) |
Balance, end of period |  | 3,502 | 0 | 3,808
Successor [Member] | Interest Rate Swaps [Member] | Derivatives by Class [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period |  | (137,947) | (141,887) | (92,612)
Included in earnings |  | 24,797 | (25,130) | (69,298)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  | 0 | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases |  | 0 | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues |  | 0 | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales |  | 0 | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  | 20,538 | 14,150 | 20,023
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three |  | 0 | 88,218 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three |  | 0 | 0 | 0
Balance, end of period | (137,947) | (92,612) | (64,649) | (141,887)
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date |  | (24,797) | 25,130 | 69,298
Successor [Member] | Credit Derivatives [Member] | Derivatives by Class [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period |  | (277,413) | (73,459) | (94,322)
Included in earnings |  | 192,869 | 41,701 | 23,906
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  | 0 | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases |  | 0 | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues |  | 0 | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales |  | 0 | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  | (9,778) | (2,785) | (3,043)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three |  | 0 | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three |  | 0 | 0 | 0
Balance, end of period | (277,413) | (94,322) | (34,543) | (73,459)
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date |  | (66,639) | 850 | (15,789)
Successor [Member] | US Government Agencies Debt Securities [Member] | Investment Type [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period |  |  | 0 | 208
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  |  | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three |  |  |  | (208)
Balance, end of period |  | 208 |  | 0
Level 3 [Member] | Predecessor [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period | 14,416,488 | 15,170,359 |  |
Additions of VIEs consolidated | (409,300) |  |  |
Included in earnings | 1,057,181 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | (776,014) |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (716,488) |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three | 0 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three | 1,598,492 |  |  |
Balance, end of period | 15,170,359 |  |  |
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date | (1,053,758) |  |  |
Level 3 [Member] | Predecessor [Member] | Investments [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period | 60,402 | 69,412 |  |
Included in earnings | (33) |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 12,329 |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (3,286) |  |  |
Balance, end of period | 69,412 |  |  |
Level 3 [Member] | Predecessor [Member] | Other Assets [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period | 14,557 | 14,061 |  |
Included in earnings | (496) |  |  |
Balance, end of period | 14,061 |  |  |
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date | 496 |  |  |
Level 3 [Member] | Predecessor [Member] | Derivative Financial Instruments, Liabilities [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period | (322,337) | (415,360) |  |
Included in earnings | (88,546) |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (4,477) |  |  |
Balance, end of period | (415,360) |  |  |
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date | 92,002 |  |  |
Level 3 [Member] | Successor [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period |  | 15,170,359 | 13,845,454 | 14,253,705
Included in earnings |  | (417,184) | (545,308) | 1,221,057
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  | 955,046 | (739,919) | (822,098)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases |  | 0 | 359,193 | 124,013
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues |  | 0 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales |  | (4,528) |  | (59,878)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  | (42,381) | (344,865) | (403,576)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three |  | (220,649) | (752,334) | 188,241
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three |  | 365,046 |  | 3,888
Deconsolidation of VIEs |  | (1,552,004) | (325,123) | (659,898)
Balance, end of period | 15,170,359 | 14,253,705 | 11,497,098 | 13,845,454
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date |  | 565,205 | 607,235 | (1,207,070)
Level 3 [Member] | Successor [Member] | Investments Contract [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Deconsolidation of VIEs |  |  | 0 |
Level 3 [Member] | Successor [Member] | Loans [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Deconsolidation of VIEs |  |  | 325,123 |
Level 3 [Member] | Successor [Member] | Long-Term Debt [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Deconsolidation of VIEs |  |  | 0 |
Level 3 [Member] | Successor [Member] | Investments [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period |  | 69,412 | 198,201 | 67,783
Included in earnings |  | 1,870 | 30,083 | 11,057
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  | 7,184 | (73,559) | (541)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases |  | 0 | 359,193 | 54,013
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues |  | 0 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales |  | (4,528) |  | (59,878)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  | (6,428) | (25,034) | (62,266)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three |  | 273 | 0 | 188,241
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three |  | 0 |  | (208)
Deconsolidation of VIEs |  | 0 | 0 |
Balance, end of period | 69,412 | 67,783 | 488,884 | 198,201
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date |  | 0 |  |
Level 3 [Member] | Successor [Member] | Other Assets [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period |  | 14,061 | 12,036 | 13,384
Included in earnings |  | (677) | (1,635) | (1,348)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  | 0 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases |  | 0 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues |  | 0 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales |  | 0 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  | 0 | (1,705) |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three |  | 0 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three |  | 0 |  |
Deconsolidation of VIEs |  | 0 | 0 |
Balance, end of period | 14,061 | 13,384 | 8,696 | 12,036
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date |  | 677 | 1,635 | 1,348
Level 3 [Member] | Successor [Member] | Derivative Financial Instruments, Liabilities [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance, beginning of period |  | (415,360) | (215,346) | (186,934)
Included in earnings |  | 217,666 | 16,571 | (45,392)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  | 0 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases |  | 0 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues |  | 0 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales |  | 0 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  | 10,760 | 11,365 | 16,980
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three |  | 0 | 88,218 |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three |  | 0 |  |
Deconsolidation of VIEs |  | 0 | 0 |
Balance, end of period | $ (415,360) | (186,934) | (99,192) | (215,346)
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date |  | $ (91,436) | $ 25,980 | $ 53,509

X
- Definition The amount of gains or losses included in earnings attributable to unrealized gains or losses on financial instruments measured on a recurring basis using unobservable inputs that are still held at the reporting date. + References No definition available. + Details
Name: | ambc_FairValueAssetOrLiabilityMeasuredOnRecurringBasisChangeInUnrealizedGainsLossesStillHeld
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Fair value measurement with unobservable inputs reconciliation recurring basis asset or liability. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiability
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Fair value of financial instruments measured on a recurring basis using unobservable inputs added as a result of new consolidated variable interest entities. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiabilityAdditionsOfConsolidatedVies
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition Fair value of financial instruments measured on a recurring basis using unobservable inputs removed as a result of the deconsolidation of variable interest entities. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiabilityDeconsolidationOfVies
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition Amount of gain or loss included in earnings arising from financial instruments measured on a recurring basis using unobservable inputs. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiabilityGainLossIncludedInEarnings
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of gain or loss included in other comprehensive income arising from financial instruments measured on a recurring basis using unobservable inputs. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiabilityGainLossIncludedInOtherComprehensiveIncomeLoss
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of issuances related to financial instruments measured on a recurring basis using unobservable inputs. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiabilityIssues
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of purchases of financial instruments measured on a recurring basis using unobservable inputs. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiabilityPurchases
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of sales of financial instruments measured on a recurring basis using unobservable inputs. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiabilitySales
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition Amount of settlements related to financial instruments measured on a recurring basis using unobservable inputs. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiabilitySettlements
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition Amount of change in fair value of financial instruments measured on a recurring basis using unobservable inputs arising from transfers into level 3 of the fair value hierarchy. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiabilityTransfersIntoLevelThree
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of change in fair value of financial instruments measured on a recurring basis using unobservable inputs arising from transfers out of level 3 of the fair value hierarchy. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiabilityTransfersOutOfLevelThree
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period. + References No definition available. + Details
Name: | us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationCalculationRollForward
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Details
Name: | us-gaap_StatementScenarioAxis=us-gaap_PredecessorMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_DerivativeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_InvestmentTypeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_UnderlyingAssetClassAxis=us-gaap_AssetBackedSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_CollateralizedDebtObligationsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_CorporateDebtSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_InterestRateSwapMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=ambc_CreditDerivativeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_USGovernmentAgenciesDebtSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_StatementScenarioAxis=us-gaap_SuccessorMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_UnderlyingAssetClassAxis=us-gaap_CorporateDebtSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_UnderlyingAssetClassAxis=us-gaap_USGovernmentAgenciesDebtSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_UnderlyingAssetClassAxis=ambc_NonAgencyRMBSMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByAssetClassAxis=us-gaap_InvestmentsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByAssetClassAxis=us-gaap_OtherAssetsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByAssetClassAxis=us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByLiabilityClassAxis=us-gaap_InvestmentContractsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByLiabilityClassAxis=us-gaap_LoanOriginationCommitmentsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByLiabilityClassAxis=us-gaap_LongTermDebtMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |