XML 44 R33.htm IDEA: XBRL DOCUMENT v3.7.0.1
Special Purpose Entities, Including Variable Interest Entities - Additional Information (Detail)
$ in Thousands
1 Months Ended 3 Months Ended
Jul. 31, 2015
USD ($)
Mar. 31, 2017
USD ($)
Entity
Mar. 31, 2016
USD ($)
Dec. 31, 2016
USD ($)
Entity
Variable Interest Entities [Line Items]        
Equity Method Investments   $ 31,201   $ 30,003
Number of RMBS Sold 17      
Cash Received From Delaware Trust $ 146,000      
Secured Debt   92,311   102,403
Fair Value of Securities Placed in Trust   355,223   360,759
Securities Issued by Delaware Trust $ 146,000      
Consolidated VIE assets   13,762,688   13,367,834
Consolidated VIE liabilities   13,631,197   13,235,425
Successor [Member]        
Variable Interest Entities [Line Items]        
Variable Interest Entity Change in Fair Value of Assets and Liabilities   3,701 $ (27,163)  
Fair value of special purpose entities   7,039   7,382
variable interest entities deconsolidation gain loss   0 0  
Variable Interest Entity, Measure of Activity, Income or Loss before Tax   $ 3,701 $ (27,163)  
Asset-Backed Securities and Utility Obligations [Member]        
Variable Interest Entities [Line Items]        
Weighted average life   4 years 10 months 15 days    
Average rating of assets held by sponsored special purpose entities   BBB+    
Sponsored Variable Interest Entities [Member]        
Variable Interest Entities [Line Items]        
Total principal amount of debt outstanding   $ 395,490   $ 388,950
Consolidated Entities [Member]        
Variable Interest Entities [Line Items]        
Number of Newly Consolidated Variable Interest Entities   0 0  
Number of DeConsolidated Variable Interest Entities   0 0  
Number of consolidated Variable Interest Entities | Entity   12   12
Ambac UK [Member]        
Variable Interest Entities [Line Items]        
Number of consolidated Variable Interest Entities | Entity   8   8
Consolidated VIE assets   $ 13,362,738   $ 12,950,009
Consolidated VIE liabilities   $ 13,244,407   $ 12,833,466
Ambac Assurance [Member]        
Variable Interest Entities [Line Items]        
Number of consolidated Variable Interest Entities | Entity   4   4
London Interbank Offered Rate (LIBOR) [Member]        
Variable Interest Entities [Line Items]        
Interest Rate on Securities Issued by Delaware Trust 2.80%