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Debt Obligations, Collateralized Debt Obligations Other Information (Details)
1 Months Ended 12 Months Ended
Dec. 31, 2006
item
Jan. 31, 2006
item
Jan. 31, 2005
item
Dec. 31, 2014
USD ($)
Dec. 31, 2015
USD ($)
Dec. 31, 2010
USD ($)
Debt Obligations            
Debt, Carrying Value       $ 331,219,478    
Collateral Cash, Restricted Cash       218,100,529 $ 48,301,244  
Collateralized debt obligations            
Debt Obligations            
Debt, Face Value       312,071,055   $ 42,800,000
Debt, Carrying Value       331,219,478    
Collateral Loans, Unpaid Principal       618,184,291    
Collateral Loans, Carrying Value       489,742,125    
Collateral Cash, Restricted Cash       139,416,831    
Collateral-At-Risk       $ 433,880,132    
Weighted average note rate (as a percent)       3.13%    
Weighted average note rate excluding the swap effect (as a percent)       1.07%    
Weighted average note rate including certain fees and costs (as a percent)       3.55%    
CDO I debt            
Debt Obligations            
Debt, Face Value       $ 69,972,159    
Debt, Carrying Value       75,299,282    
Collateral Loans, Unpaid Principal       222,903,486    
Collateral Loans, Carrying Value       174,460,160    
Collateral Cash, Restricted Cash       5,232,226    
Collateral-At-Risk       $ 180,691,292    
Number of investment grade tranches issued | item     4      
Variable interest rate, description       three-month LIBOR    
Weighted average note rate (as a percent)       3.23%    
Deferred financing fees       $ 100,000    
CDO II debt            
Debt Obligations            
Debt, Face Value       97,906,092    
Debt, Carrying Value       103,449,741    
Collateral Loans, Unpaid Principal       192,522,685    
Collateral Loans, Carrying Value       143,824,571    
Collateral Cash, Restricted Cash       69,412,808    
Collateral-At-Risk       $ 106,139,494    
Number of investment grade tranches issued | item   9        
Variable interest rate, description       three-month LIBOR    
Weighted average note rate (as a percent)       6.22%    
CDO II debt | Maximum            
Debt Obligations            
Deferred financing fees       $ 100,000    
CDO III debt            
Debt Obligations            
Debt, Face Value       144,192,804    
Debt, Carrying Value       152,470,455    
Collateral Loans, Unpaid Principal       202,758,120    
Collateral Loans, Carrying Value       171,457,394    
Collateral Cash, Restricted Cash       64,771,797    
Collateral-At-Risk       $ 147,049,346    
Number of investment grade tranches issued | item 10          
Variable interest rate, description       three-month LIBOR    
Weighted average note rate (as a percent)       0.98%    
CDO III debt | Maximum            
Debt Obligations            
Deferred financing fees       $ 100,000