XML 97 R81.htm IDEA: XBRL DOCUMENT v3.6.0.2
Fair Value Measurements - Information about Valuation Inputs for Variable Interest Entity Assets and Liabilities Classified as Level 3 (Detail) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Currency Translation, Weighted Average Risk Free Discount Rate 2.60% 2.70%    
Successor [Member] | Asset-backed Securities [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Fair Value Inputs Coupon Rate 5.93%      
Fair Value Inputs Maturity 17 years 8 months 25 days      
Fair Value Inputs Yield 13.50%      
Fair Value, Inputs, Level 3 [Member] | European ABS Transactions [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Fair Value Of Consolidated Variable Interest Entity Debt Obligations Valued Using Unobservable Inputs By Asset Class $ 2,551,278 $ 3,016,966    
Fair Value, Inputs, Level 3 [Member] | US Commercial ABS Transaction [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Fair Value Of Consolidated Variable Interest Entity Debt Obligations Valued Using Unobservable Inputs By Asset Class 30,942 163,204    
Fair Value, Inputs, Level 3 [Member] | Successor [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability 11,369,112 11,497,098 $ 13,845,454 $ 14,253,705
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings 870,935 (545,308) 1,221,057  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss (1,892,948) (739,919) (822,098)  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases 99,018 359,193 124,013  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales     (59,878)  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements (51,254) (344,865) (403,576)  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three 108,365 (752,334) 188,241  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three 737,898   3,888  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Deconsolidation Of Vies   (325,123) (659,898)  
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held 815,358 (607,235) 1,207,070  
Fair Value, Inputs, Level 3 [Member] | Successor [Member] | Investments [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability 762,703 488,884 198,201 67,783
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings 54,600 30,083 11,057  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss 40,518 (73,559) (541)  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases 99,018 359,193 54,013  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales     (59,878)  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements (28,682) (25,034) (62,266)  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three 108,365 0 188,241  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three     (208)  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Deconsolidation Of Vies 0   0  
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held     0  
Fair Value, Inputs, Level 3 [Member] | Successor [Member] | Other Assets [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability 7,382 8,696 12,036 13,384
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings (1,314) (1,635) (1,348)  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements   (1,705) 0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Deconsolidation Of Vies 0   0  
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held (1,314) (1,635) (1,348)  
Fair Value, Inputs, Level 3 [Member] | Successor [Member] | Derivative Financial Instruments, Liabilities [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability (100,282) (99,192) (215,346) (186,934)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings (15,374) 16,571 (45,392)  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements 14,284 11,365 16,980  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three   88,218 0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Deconsolidation Of Vies 0   0  
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held (16,351) $ (25,980) (53,509)  
Loan Origination Commitments [Member] | Fair Value, Inputs, Level 3 [Member] | Successor [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Deconsolidation Of Vies 0      
Long-term Debt [Member] | Fair Value, Inputs, Level 3 [Member] | Successor [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Deconsolidation Of Vies 0      
Investment Contracts [Member] | Fair Value, Inputs, Level 3 [Member] | Successor [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Deconsolidation Of Vies $ 0      
Variable Interest Entity, Primary Beneficiary [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Currency Translation, Weighted Average Risk Free Discount Rate 3.60% 4.40%    
Variable Interest Entity, Primary Beneficiary [Member] | Successor [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held $ 833,023 $ (579,620) 1,261,927  
Variable Interest Entity, Primary Beneficiary [Member] | Successor [Member] | European ABS Transactions [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Fair Value Inputs Coupon Rate 0.46% 1.38%    
Fair Value Inputs Maturity 16 years 1 month 28 days 16 years 4 months 39 days    
Fair Value Inputs Yield 4.95% 6.08%    
Variable Interest Entity, Primary Beneficiary [Member] | Successor [Member] | US Commercial ABS Transaction [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Fair Value Inputs Coupon Rate 5.88% 5.88%    
Fair Value Inputs Maturity 20 years 8 months 68 days 21 years 9 months 22 days    
Fair Value Inputs Yield 5.86% 9.14%    
Variable Interest Entity, Primary Beneficiary [Member] | Loan Origination Commitments [Member] | Fair Value, Inputs, Level 3 [Member] | Successor [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability $ 10,658,963 $ 11,690,324 12,371,177 13,398,895
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings 1,166,898 569,617 1,118,084  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss (1,944,821) (612,941) (726,827)  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases     70,000  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements (253,438) (312,406) (792,186)  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Deconsolidation Of Vies   (325,123) (696,789)  
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held 1,166,898 589,634 1,119,219  
Variable Interest Entity, Primary Beneficiary [Member] | Long-term Debt [Member] | Fair Value, Inputs, Level 3 [Member] | Successor [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability (2,582,220) (3,180,170) (1,263,664) (1,514,605)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings (842,748) (1,152,681) (290,457)  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss 486,218 93,812 66,515  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements 216,582 (17,085) 433,896  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three   (840,552) 0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three 737,898   4,096  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Deconsolidation Of Vies     36,891  
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held (842,748) (1,161,991) (286,405)  
Variable Interest Entity, Primary Beneficiary [Member] | Investment Contracts [Member] | Fair Value, Inputs, Level 3 [Member] | Successor [Member]        
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability 2,622,566 2,588,556 2,743,050 $ 2,475,182
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings 508,873 (7,263) 429,113  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss (474,863) (147,231) (161,245)  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three     0  
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Deconsolidation Of Vies     0  
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held $ 508,873 $ (7,263) $ 429,113