Annual report pursuant to Section 13 and 15(d)

DEBT OBLIGATIONS DEBT OBLIGATIONS - Footnote Narrative (Details 3)

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DEBT OBLIGATIONS DEBT OBLIGATIONS - Footnote Narrative (Details 3) - USD ($)
$ in Millions
Dec. 31, 2015
Dec. 31, 2014
Debt Instrument [Line Items]    
Deferred Finance Costs, Current, Gross $ 0.2 $ 0.4
CDO Securities    
Debt Instrument [Line Items]    
Margin exposure 418.6  
Upper Range    
Debt Instrument [Line Items]    
Interest Payable 0.5  
Nomura    
Debt Instrument [Line Items]    
Secured Debt, Repurchase Agreements 48.6  
Morgan Stanley    
Debt Instrument [Line Items]    
Secured Debt, Repurchase Agreements 53.7  
Citi    
Debt Instrument [Line Items]    
Secured Debt, Repurchase Agreements 246.3  
Credit Suisse    
Debt Instrument [Line Items]    
Secured Debt, Repurchase Agreements $ 70.0