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Fair Value Measurements - Additional Information (Detail) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended 12 Months Ended
Sep. 30, 2015
Sep. 30, 2015
Dec. 31, 2014
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]      
Credit valuation adjustment included in fair value of credit derivative liabilities $ 8,497 $ 8,497 $ 15,910
Credit valuation adjustment included in fair value of derivative liabilities other than credit derivatives $ 83,983 $ 83,983 64,547
Percentage of CDS gross par outstanding used in the determination of CDS fair values 85.00% 85.00%  
Percentage of CDS derivative liability used in the determination of CDS fair values 49.00% 49.00%  
Percentage of CDS gross par outstanding using internally estimated reference obligation prices in determination of fair value 15.00% 15.00%  
Percentage of CDS liability using internally estimated reference obligation prices in determination of fair value 51.00% 51.00%  
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 $ 1,313,797 $ 1,313,797 1,529,759
Derivative liabilities $ 29,887 $ 29,887 $ 73,459
Credit Derivatives [Member]      
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]      
CVA percentage 21.40% 21.40% 17.80%
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 $ 165,269 $ 165,269  
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% 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% 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]      
Weighted average discounted rate of estimated future premium payments to be paid by the VIEs 2.70% 2.70% 2.70%
Available-for-sale Securities $ 5,386,628 $ 5,386,628 $ 5,150,018
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 9.00% 9.00% 10.00%
Percentage of investment portfolio valued using external pricing services 84.00% 84.00% 86.00%
Percentage of investment portfolio valued using internal valuation models 7.00% 7.00% 4.00%
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 $ 0
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 0 0 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 $ 383,789 $ 383,789 194,393
Successor [Member] | Corporate Obligations [Member]      
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]      
Coupon rate 0.345% 0.345%  
Fair Value Inputs Maturity   19 years 1 month 21 days  
Fair Value Inputs Yield 4.93% 4.93%  
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 3,808
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 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 $ 1,978,263 $ 1,978,263 1,070,439
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     $ 193,225
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 3.90% 3.90% 4.10%
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% 1.00% 1.00%
Fair Value Input Weighted Average Credit Rating A+   A
CVA percentage 1.09% 1.09% 2.21%
Notional outstanding $ 58,482 $ 58,482 $ 58,800
Fair Value Input Weighted Average Life 4 months 24 days   1 year 2 months 12 days
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 $ 2,679,895 $ 2,679,895 $ 2,743,050
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 0.54% 0.54% 0.30%
Fair Value Inputs Maturity   17 years 5 months 5 days 21 years 2 months 30 days
Fair Value Inputs Yield 7.46% 7.46% 9.52%
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% 5.88%
Fair Value Inputs Maturity   22 years 23 days 16 years 4 months 18 days
Fair Value Inputs Yield 9.00% 9.00% 7.77%