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Debt Obligations (Details 9) - USD ($)
1 Months Ended 6 Months Ended
Jul. 31, 2015
Apr. 30, 2015
Jan. 31, 2015
Oct. 31, 2014
Jul. 31, 2014
Jun. 30, 2015
Debt Covenants            
Minimum liquidity requirement           $ 20,000,000
Minimum net worth requirement one           150,000,000
Minimum net worth requirement two           300,000,000
Maximum total liabilities less subordinated debt requirement           2,000,000,000
CDO III debt            
Debt Covenants            
Current overcollateralization ratio for cash flow triggers (as a percent)   115.97% 111.34% 110.65% 109.20%  
CLO III            
Debt Covenants            
Current overcollateralization ratio for cash flow triggers (as a percent) 133.33% 133.33% 133.33% 133.33% 133.33%  
CLO IV            
Debt Covenants            
Current overcollateralization ratio for cash flow triggers (as a percent) 136.99% 136.99%        
Junior subordinated notes            
Debt Covenants            
Amount payable on default of senior debt           $ 0
Subsequent event | CLO III            
Debt Covenants            
Current overcollateralization ratio for cash flow triggers (as a percent) 133.33%          
Limit overcollateralization ratio for cash flow triggers (as a percent) 132.33%          
Current interest coverage ratio for cash flow triggers (as a percent) 266.20%          
Limit interest coverage ratio for cash flow triggers (as a percent) 120.00%          
Subsequent event | CLO IV            
Debt Covenants            
Current overcollateralization ratio for cash flow triggers (as a percent) 136.99%          
Limit overcollateralization ratio for cash flow triggers (as a percent) 135.99%          
Current interest coverage ratio for cash flow triggers (as a percent) 365.63%          
Limit interest coverage ratio for cash flow triggers (as a percent) 120.00%