Net Derivative Gains (Losses) Recognized in Statements of Income (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative losses	$ (6,665)	$ (13,291)	$ (3,294)	$ (34,213)
Future | Short
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative losses	(1,154)	(42)	(2,459)	(1,359)
Future | Long
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative losses	3,138		6,991
Variance swaps
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative losses	(1,033)	(973)	(1,670)	(2,215)
Total Return Swap
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative losses	(10,996)	(15,173)	(17,039)	(34,425)
Options
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative losses	(1,784)	2,455	(3,235)	2,455
Interest Rate Swap
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative losses	5,079	2	13,771	3
Credit Default Swaps
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative losses	$ 85	$ 440	$ 347	$ 1,328