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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 (Detail) - USD ($)
$ / shares in Units, $ in Thousands
12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Notional outstanding $ 970,883 $ 1,529,759
Successor [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Notional outstanding 970,883 1,529,759
Successor [Member] | CLO [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Notional outstanding $ 295,253 $ 549,923
Weighted average reference obligation price $ 98.4 $ 98.9
Weighted average life (WAL) in years 1 year 1 month 1 year 9 months
Weighted average credit rating AA AA
Weighted average relative change ratio 36.30% 35.90%
CVA percentage 8.34% 5.40%
Fair value of derivative liabilities $ 1,837 $ 2,027
Successor [Member] | Other [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Notional outstanding $ 617,148 $ 921,036
Weighted average reference obligation price $ 85.2 $ 86.8
Weighted average life (WAL) in years 6 years 1 month 5 years 8 months
Weighted average credit rating BBB+ BBB-
Weighted average relative change ratio 33.30% 49.00%
CVA percentage 23.34% 15.82%
Fair value of derivative liabilities $ 32,697 $ 71,104