Derivative Instruments - Summary of Gross Principal Notional Outstanding for CDS Contracts (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Ambac Rating
Notional outstanding	$ 861,511	$ 970,883
Successor [Member]
Ambac Rating
Notional outstanding	861,511	970,883
Other Derivatives [Member] | Successor [Member]
Ambac Rating
Notional outstanding	861,511	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	427,680	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	363,839	356,323
Other Derivatives [Member] | Successor [Member] | Below Investment Grade Rating [Member]
Ambac Rating
Notional outstanding	69,992	68,526
CLO [Member] | Successor [Member]
Ambac Rating
Notional outstanding	231,376	295,254
CLO [Member] | Other Derivatives [Member] | Successor [Member]
Ambac Rating
Notional outstanding	231,376	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	231,376	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	630,135	675,629
Other [Member] | Other Derivatives [Member] | Successor [Member]
Ambac Rating
Notional outstanding	630,135	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	196,304	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	363,839	356,323
Other [Member] | Other Derivatives [Member] | Successor [Member] | Below Investment Grade Rating [Member]
Ambac Rating
Notional outstanding	$ 69,992	$ 68,526