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Fair Value Measurements - Summary of Information about Described Model Inputs Used to Determine Fair Value of Each Class of Credit Derivatives (Parenthetical) (Detail) (USD $) In Thousands, unless otherwise specified			6 Months Ended	12 Months Ended	1 Months Ended	4 Months Ended	1 Months Ended	4 Months Ended
	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014 Other Contracts [Member]	Dec. 31, 2013 Other Contracts [Member]	Apr. 30, 2013 Predecessor [Member] Investment Type [Member]	Apr. 30, 2013 Predecessor [Member] Investment Type [Member]	Apr. 30, 2013 Predecessor [Member] Investment Type [Member] Collateralized Debt Obligations [Member]	Apr. 30, 2013 Predecessor [Member] Investment Type [Member] Collateralized Debt Obligations [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements					$ 0	$ 0	$ 0	$ 0
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Notional outstanding	2,202,760	2,776,103	58,801	146,995
Weighted average life (WAL) in years			1 year 8 months 24 days	1 year
Weighted average quotes			4.00%	1.00%
CVA percentage			3.58%	8.70%
Weighted average credit rating			A	A+
Fair value of derivative liabilities			$ 1,800	$ 1,549

Fair value of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, elected not to be offset against a right to receive collateral under a master netting arrangement.

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