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Fair Value Measurements - Derivative Assets and Liabilities Measured at Fair Value on a Recurring Basis (Detail) - USD ($) $ in Thousands | Mar. 31, 2017 | Dec. 31, 2016
--- | --- | ---
Liabilities |  |
Common stock warrants | $ (5,823) | $ (5,134)
Fair Value, Measurements, Recurring |  |
Assets |  |
Fair value of derivative asset | 11,536 | 29,887
Derivative asset, fair value, gross liability | (3,660) | (23,601)
Derivative asset | 7,876 | 6,286
Liabilities |  |
Fair value of derivative liability | (19,666) | (49,424)
Derivative liability, fair value, gross asset | 3,660 | 23,601
Derivative liability | (16,006) | (25,823)
Cash collateral | 10,200 | 9,700
Interest Rate | Fair Value, Measurements, Recurring |  |
Assets |  |
Fair value of derivative asset | 3,672 | 3,602
Derivative asset, fair value, gross liability | (27) | (64)
Derivative asset | 3,645 | 3,538
Liabilities |  |
Fair value of derivative liability | (27) | (158)
Derivative liability, fair value, gross asset | 27 | 64
Derivative liability | 0 | (94)
Level 1 | Fair Value, Measurements, Recurring |  |
Assets |  |
Fair value of derivative asset | 433 | 190
Liabilities |  |
Fair value of derivative liability | (116) | (54)
Level 1 | Interest Rate | Fair Value, Measurements, Recurring |  |
Assets |  |
Fair value of derivative asset | 0 | 0
Liabilities |  |
Fair value of derivative liability | 0 | 0
Level 2 | Fair Value, Measurements, Recurring |  |
Assets |  |
Fair value of derivative asset | 11,103 | 29,697
Liabilities |  |
Fair value of derivative liability | (4,335) | (24,236)
Level 2 | Interest Rate | Fair Value, Measurements, Recurring |  |
Assets |  |
Fair value of derivative asset | 3,672 | 3,602
Liabilities |  |
Fair value of derivative liability | (27) | (158)
Level 3 | Fair Value, Measurements, Recurring |  |
Assets |  |
Fair value of derivative asset | 0 | 0
Liabilities |  |
Fair value of derivative liability | (15,215) | (25,134)
Level 3 | Interest Rate | Fair Value, Measurements, Recurring |  |
Assets |  |
Fair value of derivative asset | 0 | 0
Liabilities |  |
Fair value of derivative liability | 0 | 0
Exchange Traded | Future | Fair Value, Measurements, Recurring |  |
Assets |  |
Fair value of derivative asset | 7,864 | 26,285
Derivative asset, fair value, gross liability | (3,633) | (23,537)
Derivative asset | 4,231 | 2,748
Liabilities |  |
Fair value of derivative liability | (4,424) | (24,132)
Derivative liability, fair value, gross asset | 3,633 | 23,537
Derivative liability | (791) | (595)
Exchange Traded | Embedded Derivative | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Fair value of derivative liability | (9,392) | (20,000)
Derivative liability, fair value, gross asset | 0 | 0
Derivative liability | (9,392) | (20,000)
Exchange Traded | Level 1 | Future | Fair Value, Measurements, Recurring |  |
Assets |  |
Fair value of derivative asset | 433 | 190
Liabilities |  |
Fair value of derivative liability | (116) | (54)
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 | 7,431 | 26,095
Liabilities |  |
Fair value of derivative liability | (4,308) | (24,078)
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 | Embedded Derivative | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Fair value of derivative liability | (9,392) | (20,000)
Over the Counter | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Common stock warrants | (5,823) | (5,134)
Over the Counter | Level 1 | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Common stock warrants | 0 | 0
Over the Counter | Level 2 | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Common stock warrants | 0 | 0
Over the Counter | Level 3 | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Common stock warrants | $ (5,823) | $ (5,134)

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