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Derivative Instruments - Summarize Information by Major Category of CDS Contracts (Detail)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2016
USD ($)
Transactions
Dec. 31, 2015
USD ($)
Transactions
Summary of information by major category of CDS contracts    
Gross principal notional outstanding $ 933,064 $ 970,883
Successor [Member]    
Summary of information by major category of CDS contracts    
Number of CDS transactions | Transactions 11 14
Derivative, Average Remaining Maturity 4 years 5 months 4 years 3 months
Gross principal notional outstanding $ 933,064 $ 970,883
Successor [Member] | Credit Derivatives [Member]    
Summary of information by major category of CDS contracts    
Net derivative liabilities at fair value $ 21,929 $ 34,543
CLO [Member] | Successor [Member]    
Summary of information by major category of CDS contracts    
Number of CDS transactions | Transactions 5 5
Derivative, Average Remaining Maturity 11 months 1 year 1 month
Gross principal notional outstanding $ 284,411 $ 295,254
CLO [Member] | Successor [Member] | Credit Derivatives [Member]    
Summary of information by major category of CDS contracts    
Net derivative liabilities at fair value $ 1,064 $ 1,837
Other [Member] | Successor [Member]    
Summary of information by major category of CDS contracts    
Number of CDS transactions | Transactions 6 9
Derivative, Average Remaining Maturity 5 years 11 months 5 years 7 months
Gross principal notional outstanding $ 648,653 $ 675,629
Other [Member] | Successor [Member] | Credit Derivatives [Member]    
Summary of information by major category of CDS contracts    
Net derivative liabilities at fair value $ 20,865 $ 32,706