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Fair Value Measurements - Summary of Changes in Level 3 Fair Value Category (Detail) - Successor [Member] - USD ($) $ in Thousands | 3 Months Ended
--- | ---
Mar. 31, 2017 | Mar. 31, 2016
Investment by Class [Member] |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance, beginning of period | $ 762,703 | $ 488,884
Included in earnings | 9,819 | 12,403
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 6,285 | 28,019
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases | 9,851 | 91,875
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales | (79,319) |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (9,793) | (4,246)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three | 22,078 | 94,555
Balance, end of period | 721,624 | 711,490
Derivatives by Class [Member] |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance, beginning of period | (100,282) | (99,192)
Included in earnings | (2,817) | (7,983)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | 511 | (2,719)
Balance, end of period | (102,588) | (109,894)
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date | 3,017 | 8,245
Non-Agency RMBS [Member] | Investment by Class [Member] |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance, beginning of period | 696,713 | 488,884
Included in earnings | 9,466 | 12,114
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 6,564 | 26,974
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases | 9,851 | 91,875
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales | (79,319) |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (9,536) | (3,991)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three | 22,078 | 23,848
Balance, end of period | 655,817 | 639,704
Asset-backed Securities [Member] | Investment by Class [Member] |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance, beginning of period | 65,990 | 0
Included in earnings | 353 | 289
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | (279) | 1,045
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (257) | (255)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three |  | 70,707
Balance, end of period | 65,807 | 71,786
Interest Rate Swap [Member] | Interest Rate Swap [Member] | Derivatives by Class [Member] |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance, beginning of period | (84,933) | (64,649)
Included in earnings | (3,869) | (20,849)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | 710 | (2,467)
Balance, end of period | (88,092) | (87,965)
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date | 3,869 | 20,849
Credit Derivative [Member] | Credit Derivative [Member] | Derivatives by Class [Member] |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance, beginning of period | (15,349) | (34,543)
Included in earnings | 1,052 | 12,866
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales | 0 | 0
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (199) | (252)
Balance, end of period | (14,496) | (21,929)
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date | (852) | (12,604)
Level 3 [Member] |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance, beginning of period | 11,369,112 | 11,497,098
Included in earnings | 253,249 | 255,991
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 189,925 | (226,623)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases | 9,851 | 91,875
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales | (79,319) |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (176,439) | 33,010
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three | 22,078 | 94,555
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three |  | 214,649
Balance, end of period | 11,588,457 | 11,960,555
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date | (243,230) | (243,326)
Level 3 [Member] | Investments [Member] |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance, beginning of period | 762,703 | 488,884
Included in earnings | 9,819 | 12,403
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 6,285 | 28,019
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases | 9,851 | 91,875
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales | (79,319) |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (9,793) | (4,246)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three | 22,078 | 94,555
Balance, end of period | 721,624 | 711,490
Level 3 [Member] | Other Assets [Member] |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance, beginning of period | 7,382 | 8,696
Included in earnings | (343) | (285)
Balance, end of period | 7,039 | 8,411
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date | 343 | 285
Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member] | Derivative Financial Instruments, Liabilities [Member] |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance, beginning of period | (100,282) | (99,192)
Included in earnings | (2,817) | (7,983)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | 511 | (2,719)
Balance, end of period | (102,588) | (109,894)
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date | 3,017 | 8,245
Variable Interest Entity, Primary Beneficiary [Member] | Level 3 [Member] | Long-term Debt [Member] |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance, beginning of period | (2,582,220) | (3,180,170)
Included in earnings | (94,407) | (1,952)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | (46,257) | 72,860
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | 6,242 | 106,197
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three |  | 214,649
Balance, end of period | (2,716,642) | (2,788,416)
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date | 94,407 | 1,952
Variable Interest Entity, Primary Beneficiary [Member] | Level 3 [Member] | Loans Receivable [Member] | Loans [Member] |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance, beginning of period | 10,658,963 | 11,690,324
Included in earnings | 346,192 | 160,541
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 183,549 | (268,402)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (173,399) | (66,222)
Balance, end of period | 11,015,305 | 11,516,241
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date | (346,192) | (160,541)
Variable Interest Entity, Primary Beneficiary [Member] | Level 3 [Member] | Corporate Debt Securities [Member] | Investments Contract [Member] |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance, beginning of period | 2,622,566 | 2,588,556
Included in earnings | (5,195) | 93,267
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 46,348 | (59,100)
Balance, end of period | 2,663,719 | 2,622,723
The amount of total gains/(losses) included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at the reporting date | $ 5,195 | $ (93,267)

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