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Fair Value Measurements - Additional Information (Detail) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2015
Dec. 31, 2014
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Percentage of CDS gross par outstanding used in the determination of CDS fair values 86.00%  
Percentage of CDS derivative liability used in the determination of CDS fair values 68.00%  
Percentage of CDS gross par outstanding using internally estimated reference obligation prices in determination of fair value 14.00%  
Percentage of CDS liability using internally estimated reference obligation prices in determination of fair value 32.00%  
Additional basis point fee need to receive for issuing a CDS on obligation 0.05%  
Additional basis points fee increase on change of reference obligation spread 0.15%  
Revised relative change ratio of CDS fee to cash market spread 73.20%  
Estimated remaining life 8 years  
Derivative, Notional Amount $ 1,447,939 $ 1,529,759
Derivative liabilities $ 66,490 $ 73,459
Weighted average discounted rate of estimated future premium payments to be paid by the VIEs 2.70%  
Credit Derivatives [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
CVA percentage 27.80% 17.80%
US Commercial ABS Transaction [Member] | Level 3 [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Fair value of consolidated VIE debt obligations valued using unobservable inputs by asset class $ 137,974  
Minimum [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Basis point fee received for issuing a CDS on reference obligation base fee 0.20%  
Credit spread of reference obligation of a base transaction 0.80%  
Relative change ratio of CDS fee to cash market spread 25.00%  
Maximum [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Basis point fee received for issuing a CDS on reference obligation hypothetical fee 0.25%  
Relative change ratio of CDS fee to cash market spread 35.00%  
Credit spread of reference obligation of revised transaction 1.00%  
Internal Credit Rating [Member] | Minimum [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Revised relative change ratio of CDS fee to cash market spread 33.00%  
Internal Credit Rating [Member] | Maximum [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Full relative change ratio of CDS fee to cash market spread 100.00%  
Successor [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Credit valuation adjustment included in fair value of credit derivative liabilities $ 25,545 $ 15,910
Credit valuation adjustment included in fair value of derivative liabilities other than credit derivatives 80,205 64,547
Derivative, Notional Amount 1,447,939 $ 1,529,759
Weighted average discounted rate of estimated future premium payments to be paid by the VIEs   2.70%
Available-for-sale Securities $ 5,124,394 $ 5,150,018
Successor [Member] | Fixed Income Securities [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Percentage of investment portfolio valued using dealer quotes 8.00% 10.00%
Percentage of investment portfolio valued using external pricing services 85.00% 86.00%
Percentage of investment portfolio valued using internal valuation models 7.00% 4.00%
Successor [Member] | U.S. Agency Obligations [Member] | Level 3 [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Available-for-sale Securities $ 0 $ 0
Successor [Member] | Asset-backed Securities [Member] | Level 3 [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Available-for-sale Securities 0 0
Successor [Member] | Residential Mortgage-Backed Securities [Member] | Level 3 [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Available-for-sale Securities $ 380,332 194,393
Successor [Member] | Corporate Obligations [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Coupon rate 0.345%  
Fair Value Inputs Maturity 19 years 1 month 21 days  
Fair Value Inputs Yield 4.93%  
Successor [Member] | Corporate Obligations [Member] | Level 3 [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Available-for-sale Securities $ 0 3,808
Successor [Member] | Collateralized Debt Obligations [Member] | Level 3 [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Available-for-sale Securities 0 0
Successor [Member] | European ABS Transactions [Member] | Level 3 [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Fair value of consolidated VIE debt obligations valued using unobservable inputs by asset class $ 2,028,852 1,070,439
Successor [Member] | US Commercial ABS Transaction [Member] | Level 3 [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Fair value of consolidated VIE debt obligations valued using unobservable inputs by asset class   $ 193,225
Variable Interest Entities [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Weighted average discounted rate of estimated future premium payments to be paid by the VIEs 4.10% 4.10%
Other Contracts [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Fair Value Input Weighted Average Credit Derivative Quote As Percentage Of Notional 0.00% 1.00%
Fair Value Input Weighted Average Credit Rating A+ A
CVA percentage 2.25% 2.21%
Derivative, Notional Amount $ 58,482 $ 58,800
Fair Value Input Weighted Average Life 8 months 1 year 2 months 12 days
Variable Interest Entity, Primary Beneficiary [Member] | Successor [Member] | Corporate Obligations [Member] | Level 3 [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Available-for-sale Securities $ 2,747,181 $ 2,743,050
Variable Interest Entity, Primary Beneficiary [Member] | Successor [Member] | European ABS Transactions [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Coupon rate 0.56% 0.30%
Fair Value Inputs Maturity 17 years 8 months 5 days 21 years 2 months 30 days
Fair Value Inputs Yield 7.24% 9.52%
Variable Interest Entity, Primary Beneficiary [Member] | Successor [Member] | US Commercial ABS Transaction [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Coupon rate 5.88% 5.88%
Fair Value Inputs Maturity 16 years 1 month 16 years 4 months 18 days
Fair Value Inputs Yield 11.35% 7.77%