XML 81 R64.htm IDEA: XBRL DOCUMENT v3.5.0.2
Fair Value Measurements - Derivative Assets and Liabilities Measured at Fair Value on a Recurring Basis (Detail) - USD ($)
$ in Thousands
Sep. 30, 2016
Dec. 31, 2015
Liabilities    
Common stock warrants $ (4,619) $ (8,096)
Fair Value, Measurements, Recurring    
Assets    
Fair value of derivative asset 9,518 44,036
Derivative asset, fair value, gross liability (7,370) (39,459)
Derivative asset 2,148 4,577
Liabilities    
Fair value of derivative liability (28,777) (79,785)
Derivative liability, fair value, gross asset 7,370 39,459
Derivative liability (21,407) (40,326)
Cash collateral 13,000 28,000
Interest Rate | Fair Value, Measurements, Recurring    
Assets    
Fair value of derivative asset 228  
Derivative asset, fair value, gross liability (77)  
Derivative asset 151  
Liabilities    
Fair value of derivative liability (723)  
Derivative liability, fair value, gross asset 77  
Derivative liability (646)  
Level 1 | Fair Value, Measurements, Recurring    
Assets    
Fair value of derivative asset 0 429
Liabilities    
Fair value of derivative liability (2,322) (396)
Level 1 | Interest Rate | Fair Value, Measurements, Recurring    
Assets    
Fair value of derivative asset 0  
Liabilities    
Fair value of derivative liability 0  
Level 2 | Fair Value, Measurements, Recurring    
Assets    
Fair value of derivative asset 9,518 33,797
Liabilities    
Fair value of derivative liability (11,273) (43,712)
Level 2 | Interest Rate | Fair Value, Measurements, Recurring    
Assets    
Fair value of derivative asset 228  
Liabilities    
Fair value of derivative liability (723)  
Level 3 | Fair Value, Measurements, Recurring    
Assets    
Fair value of derivative asset 0 9,810
Liabilities    
Fair value of derivative liability (15,182) (35,677)
Level 3 | Interest Rate | Fair Value, Measurements, Recurring    
Assets    
Fair value of derivative asset 0  
Liabilities    
Fair value of derivative liability 0  
Exchange Traded | Future | Fair Value, Measurements, Recurring    
Assets    
Fair value of derivative asset 9,290 34,226
Derivative asset, fair value, gross liability (7,293) (29,649)
Derivative asset 1,997 4,577
Liabilities    
Fair value of derivative liability (12,872) (44,108)
Derivative liability, fair value, gross asset 7,293 29,649
Derivative liability (5,579) (14,459)
Exchange Traded | Equity Option | Fair Value, Measurements, Recurring    
Assets    
Fair value of derivative asset   9,810
Derivative asset, fair value, gross liability   (9,810)
Derivative asset   0
Exchange Traded | Embedded Derivative | Fair Value, Measurements, Recurring    
Liabilities    
Fair value of derivative liability (10,546) 0
Derivative liability, fair value, gross asset 0 9,810
Derivative liability (10,546) 9,810
Exchange Traded | Level 1 | Future | Fair Value, Measurements, Recurring    
Assets    
Fair value of derivative asset 0 429
Liabilities    
Fair value of derivative liability (2,322) (396)
Exchange Traded | Level 1 | Equity Option | Fair Value, Measurements, Recurring    
Assets    
Fair value of derivative asset   0
Exchange Traded | Level 1 | Embedded Derivative | Fair Value, Measurements, Recurring    
Liabilities    
Fair value of derivative liability 0 0
Exchange Traded | Level 2 | Future | Fair Value, Measurements, Recurring    
Assets    
Fair value of derivative asset 9,290 33,797
Liabilities    
Fair value of derivative liability (10,550) (43,712)
Exchange Traded | Level 2 | Equity Option | Fair Value, Measurements, Recurring    
Assets    
Fair value of derivative asset   0
Exchange Traded | Level 2 | Embedded Derivative | Fair Value, Measurements, Recurring    
Liabilities    
Fair value of derivative liability 0 0
Exchange Traded | Level 3 | Future | Fair Value, Measurements, Recurring    
Assets    
Fair value of derivative asset 0 0
Liabilities    
Fair value of derivative liability 0 0
Exchange Traded | Level 3 | Equity Option | Fair Value, Measurements, Recurring    
Assets    
Fair value of derivative asset   9,810
Exchange Traded | Level 3 | Embedded Derivative | Fair Value, Measurements, Recurring    
Liabilities    
Fair value of derivative liability (10,546) 0
Over the Counter | Fair Value, Measurements, Recurring    
Liabilities    
Common stock warrants (4,619) (8,096)
Contingent consideration (17) (27,581)
Over the Counter | Level 1 | Fair Value, Measurements, Recurring    
Liabilities    
Common stock warrants 0 0
Contingent consideration 0 0
Over the Counter | Level 2 | Fair Value, Measurements, Recurring    
Liabilities    
Common stock warrants 0 0
Contingent consideration 0 0
Over the Counter | Level 3 | Fair Value, Measurements, Recurring    
Liabilities    
Common stock warrants (4,619) (8,096)
Contingent consideration $ (17) $ (27,581)