Annual report pursuant to Section 13 and 15(d)

Nonrecourse Debt - Schedule of Interest Rate Swaps Which Are Designated as Cash Flow Hedges (Detail)

v3.3.1.900
Nonrecourse Debt - Schedule of Interest Rate Swaps Which Are Designated as Cash Flow Hedges (Detail) - Cash Flow Hedging [Member] - Interest Rate Swap [Member]
 12 Months Ended
Dec. 31, 2015
USD ($)
Derivatives, Fair Value [Line Items]  
Notional Value $ 148,000,000
Fair Value $ (600,000)
HASI SYB Loan Agreement 2015-1 [Member]  
Derivatives, Fair Value [Line Items]  
Hedged Rate 1.55%
Notional Value $ 81,000,000
Fair Value $ (300,000)
Maturity 2021-09
HASI SYB Loan Agreement 2015-1 [Member] | Base Rate [Member]  
Derivatives, Fair Value [Line Items]  
Base Rate 3 month Libor
HASI SYB Loan Agreement 2015-2 [Member]  
Derivatives, Fair Value [Line Items]  
Hedged Rate 1.52%
Notional Value $ 38,000,000
Fair Value $ (100,000)
HASI SYB Loan Agreement 2015-2 [Member] | Minimum [Member]  
Derivatives, Fair Value [Line Items]  
Maturity 2015-12
HASI SYB Loan Agreement 2015-2 [Member] | Maximum [Member]  
Derivatives, Fair Value [Line Items]  
Maturity 2018-12
HASI SYB Loan Agreement 2015-2 [Member] | Base Rate [Member]  
Derivatives, Fair Value [Line Items]  
Base Rate 3 month Libor
HASI SYB Loan Agreement 2015-3 [Member]  
Derivatives, Fair Value [Line Items]  
Hedged Rate 2.55%
Notional Value $ 29,000,000
Fair Value $ (200,000)
HASI SYB Loan Agreement 2015-3 [Member] | Minimum [Member]  
Derivatives, Fair Value [Line Items]  
Maturity 2018-12
HASI SYB Loan Agreement 2015-3 [Member] | Maximum [Member]  
Derivatives, Fair Value [Line Items]  
Maturity 2024-12
HASI SYB Loan Agreement 2015-3 [Member] | Base Rate [Member]  
Derivatives, Fair Value [Line Items]  
Base Rate 3 month Libor