Net Derivative Gains (Losses) Recognized in Statements of Income (Loss) (Detail) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative gains (losses)	$ (9,239)	$ (34,133)	$ (40,007)	$ (37,427)
Future | Short
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative gains (losses)	(503)	(977)	(1,230)	(3,436)
Future | Long
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative gains (losses)	3	(577)	1,755	6,414
Variance swaps
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative gains (losses)	(546)	(1,093)	(2,886)	(2,763)
Total Return Swap
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative gains (losses)	(3,472)	(32,494)	(11,861)	(49,533)
Options
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative gains (losses)	(5,601)	(538)	(29,389)	(3,773)
Interest Rate Swap
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative gains (losses)	60	(772)	1,271	12,999
Credit Default Swaps
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative gains (losses)	$ 820	$ 2,318	$ 2,333	$ 2,665