Derivative Instruments - Summary of Gross Principal Notional Outstanding for CDS Contracts (Detail) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Ambac Rating
Notional outstanding	$ 1,594,571	$ 1,529,759
Other Derivatives [Member] | Successor [Member]
Ambac Rating
Notional outstanding	1,594,571	1,529,759
Other Derivatives [Member] | Successor [Member] | AAA Rating [Member]
Ambac Rating
Notional outstanding	0	0
Other Derivatives [Member] | Successor [Member] | AA Rating [Member]
Ambac Rating
Notional outstanding	770,313	767,603
Other Derivatives [Member] | Successor [Member] | A Rating [Member]
Ambac Rating
Notional outstanding	43,160	43,160
Other Derivatives [Member] | Successor [Member] | BBB Rating [Member]
Ambac Rating
Notional outstanding	515,578	448,249
Other Derivatives [Member] | Successor [Member] | Below Investment Grade Rating [Member]
Ambac Rating
Notional outstanding	265,520	270,747
CLO [Member] | Successor [Member]
Ambac Rating
Notional outstanding	466,453	549,923
CLO [Member] | Other Derivatives [Member] | Successor [Member]
Ambac Rating
Notional outstanding	466,453	549,923
CLO [Member] | Other Derivatives [Member] | Successor [Member] | AAA Rating [Member]
Ambac Rating
Notional outstanding	0	0
CLO [Member] | Other Derivatives [Member] | Successor [Member] | AA Rating [Member]
Ambac Rating
Notional outstanding	466,453	549,923
CLO [Member] | Other Derivatives [Member] | Successor [Member] | A Rating [Member] [Member]
Ambac Rating
Notional outstanding	0	0
Other [Member] | Successor [Member]
Ambac Rating
Notional outstanding	1,128,118	979,836
Other [Member] | Other Derivatives [Member] | Successor [Member]
Ambac Rating
Notional outstanding	1,128,118	979,836
Other [Member] | Other Derivatives [Member] | Successor [Member] | AAA Rating [Member]
Ambac Rating
Notional outstanding	0	0
Other [Member] | Other Derivatives [Member] | Successor [Member] | AA Rating [Member]
Ambac Rating
Notional outstanding	303,860	217,680
Other [Member] | Other Derivatives [Member] | Successor [Member] | A Rating [Member]
Ambac Rating
Notional outstanding	43,160	43,160
Other [Member] | Other Derivatives [Member] | Successor [Member] | BBB Rating [Member]
Ambac Rating
Notional outstanding	515,578	448,249
Other [Member] | Other Derivatives [Member] | Successor [Member] | Below Investment Grade Rating [Member]
Ambac Rating
Notional outstanding	$ 265,520	$ 270,747