Derivative Instruments - Summary of Gross Principal Notional Outstanding for CDS Contracts (Detail) - USD ($) $ in Thousands	Dec. 31, 2015	Dec. 31, 2014
Ambac Rating
Notional outstanding	$ 970,883	$ 1,529,759
Successor [Member]
Ambac Rating
Notional outstanding	970,883	1,529,759
Other Derivatives [Member] | Successor [Member]
Ambac Rating
Notional outstanding	970,883	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	536,712	767,603
Other Derivatives [Member] | Successor [Member] | A Rating [Member]
Ambac Rating
Notional outstanding	9,322	43,160
Other Derivatives [Member] | Successor [Member] | BBB Rating [Member]
Ambac Rating
Notional outstanding	356,323	448,249
Other Derivatives [Member] | Successor [Member] | Below Investment Grade Rating [Member]
Ambac Rating
Notional outstanding	68,526	270,747
CLO [Member] | Successor [Member]
Ambac Rating
Notional outstanding	295,253	549,923
CLO [Member] | Other Derivatives [Member] | Successor [Member]
Ambac Rating
Notional outstanding	295,254	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	295,254	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	675,630	979,836
Other [Member] | Other Derivatives [Member] | Successor [Member]
Ambac Rating
Notional outstanding	675,629	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	241,458	217,680
Other [Member] | Other Derivatives [Member] | Successor [Member] | A Rating [Member]
Ambac Rating
Notional outstanding	9,322	43,160
Other [Member] | Other Derivatives [Member] | Successor [Member] | BBB Rating [Member]
Ambac Rating
Notional outstanding	356,323	448,249
Other [Member] | Other Derivatives [Member] | Successor [Member] | Below Investment Grade Rating [Member]
Ambac Rating
Notional outstanding	$ 68,526	$ 270,747