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Fair Value Measurements - Additional Information (Detail) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2016
Dec. 31, 2015
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Credit valuation adjustment included in fair value of credit derivative liabilities $ 4,615 $ 10,124
Credit valuation adjustment included in fair value of derivative liabilities other than credit derivatives $ 82,578 78,728
Percentage of CDS gross par outstanding using internally estimated reference obligation prices in determination of fair value 0.00%  
Percentage of CDS liability using internally estimated reference obligation prices in determination of fair value 0.00%  
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  
Notional outstanding $ 933,064 970,883
Derivative liabilities $ 21,929 $ 34,543
Credit Derivatives [Member]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
CVA percentage 17.40% 22.70%
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 $ 116,363  
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]    
Notional outstanding $ 933,064 $ 970,883
Weighted average discounted rate of estimated future premium payments to be paid by the VIEs 2.50% 2.70%
Available-for-sale Securities $ 6,151,939 $ 5,334,120
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 5.00% 9.00%
Percentage of investment portfolio valued using external pricing services 83.00% 82.00%
Percentage of investment portfolio valued using internal valuation models 12.00% 9.00%
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]    
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]    
Coupon rate 5.96%  
Fair Value Inputs Maturity 18 years 3 months 20 days  
Fair Value Inputs Yield 12.25%  
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 $ 71,786 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 639,704 488,884
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 0
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 $ 2,672,053 3,016,966
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   $ 163,204
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 4.20% 4.40%
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   1.00%
Fair Value Input Weighted Average Credit Rating   A+
CVA percentage   0.09%
Notional outstanding   $ 58,482
Fair Value Input Weighted Average Life   2 months
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 $ 2,622,724 $ 2,588,556
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 1.37% 1.38%
Fair Value Inputs Maturity 16 years 4 months 16 years 5 months 9 days
Fair Value Inputs Yield 6.19% 6.08%
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 21 years 6 months 23 days 21 years 9 months 23 days
Fair Value Inputs Yield 7.50% 9.14%