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Fair Value Measurements - Summary of Information about Described Model Inputs Used to Determine Fair Value of Each Class of Credit Derivatives (Detail) - USD ($) $ / shares in Units, $ in Thousands | 9 Months Ended | 12 Months Ended
--- | --- | ---
Sep. 30, 2016 | Dec. 31, 2015
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Other investments | $ 391,075 | $ 285,261
Notional outstanding | 820,988 | 970,883
Other Contracts [Member] |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Notional outstanding |  | $ 58,482
Weighted average life (WAL) in years |  | 2 months
Weighted average credit rating |  | A+
CVA percentage |  | 0.09%
Fair value of derivative liabilities |  | $ 9
Successor [Member] |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Notional outstanding | 820,988 | 970,883
Successor [Member] | CLO [Member] |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Notional outstanding | $ 176,384 | $ 295,253
Weighted average reference obligation price | $ 99.3 | $ 98.4
Weighted average life (WAL) in years | 8 months | 1 year 1 month
Weighted average credit rating | AA | AA
Weighted average relative change ratio | 36.60% | 36.30%
CVA percentage | 5.93% | 8.34%
Fair value of derivative liabilities | $ 399 | $ 1,837
Successor [Member] | Other [Member] |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Notional outstanding | $ 644,604 | $ 617,148
Weighted average reference obligation price | $ 92.2 | $ 85.2
Weighted average life (WAL) in years | 6 years 2 months | 6 years 1 month
Weighted average credit rating | BBB+ | BBB+
Weighted average relative change ratio | 31.00% | 33.30%
CVA percentage | 14.37% | 23.34%
Fair value of derivative liabilities | $ 16,301 | $ 32,697
Real Estate [Member] | Successor [Member] |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Other investments | 34,412 | 59,719
Hedge Funds, Multi-strategy [Member] | Successor [Member] |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Other investments | 55,884 | 35,464
Interest Rate Contract [Member] | Successor [Member] |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Other investments | 182,391 | 99,579
Illiquid Investments [Member] | Successor [Member] |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Other investments | $ 39,816 | $ 44,754
Asset-backed Securities [Member] | Successor [Member] |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Fair Value Inputs Coupon Rate | 5.96% |
Fair Value Inputs Maturity | 17 years 11 months 5 days |
Fair Value Inputs Yield | 12.00% |
Variable Interest Entity, Primary Beneficiary [Member] | US Commercial ABS Transaction [Member] | Successor [Member] |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Fair Value Inputs Coupon Rate | 5.88% | 5.88%
Fair Value Inputs Maturity | 21 years 1 month 5 days | 21 years 9 months 23 days
Fair Value Inputs Yield | 5.90% | 9.14%
Variable Interest Entity, Primary Beneficiary [Member] | European Transactions [Member] | Successor [Member] |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Fair Value Inputs Coupon Rate | 0.47% | 1.38%
Fair Value Inputs Maturity | 16 years 4 months 28 days | 16 years 5 months 9 days
Fair Value Inputs Yield | 5.25% | 6.08%

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- Definition Fair value, after offset of derivative asset, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, elected not to be and before offset against a right to receive collateral under a master netting arrangement. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41678-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 9 -URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226006-175313 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226008-175313 + Details
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