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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%

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