Derivative Instruments - Summary of Gross Principal Notional Outstanding for CDS Contracts (Detail) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015
Ambac Rating
Notional outstanding	$ 933,064	$ 970,883
Successor [Member]
Ambac Rating
Notional outstanding	933,064	970,883
Other Derivatives [Member] | Successor [Member]
Ambac Rating
Notional outstanding	933,064	970,883
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	486,337	536,712
Other Derivatives [Member] | Successor [Member] | A Rating [Member]
Ambac Rating
Notional outstanding	0	9,322
Other Derivatives [Member] | Successor [Member] | BBB Rating [Member]
Ambac Rating
Notional outstanding	374,591	356,323
Other Derivatives [Member] | Successor [Member] | Below Investment Grade Rating [Member]
Ambac Rating
Notional outstanding	72,136	68,526
CLO [Member] | Successor [Member]
Ambac Rating
Notional outstanding	284,411	295,254
CLO [Member] | Other Derivatives [Member] | Successor [Member]
Ambac Rating
Notional outstanding	284,411	295,254
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	284,411	295,254
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	648,653	675,629
Other [Member] | Other Derivatives [Member] | Successor [Member]
Ambac Rating
Notional outstanding	648,653	675,629
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	201,926	241,458
Other [Member] | Other Derivatives [Member] | Successor [Member] | A Rating [Member]
Ambac Rating
Notional outstanding	0	9,322
Other [Member] | Other Derivatives [Member] | Successor [Member] | BBB Rating [Member]
Ambac Rating
Notional outstanding	374,591	356,323
Other [Member] | Other Derivatives [Member] | Successor [Member] | Below Investment Grade Rating [Member]
Ambac Rating
Notional outstanding	$ 72,136	$ 68,526