Borrowings (Details) (USD $)	9 Months Ended			9 Months Ended	12 Months Ended	9 Months Ended	12 Months Ended	9 Months Ended	12 Months Ended	9 Months Ended	12 Months Ended	9 Months Ended	12 Months Ended					9 Months Ended	12 Months Ended		9 Months Ended	12 Months Ended						9 Months Ended	12 Months Ended					9 Months Ended	12 Months Ended					9 Months Ended			1 Months Ended	9 Months Ended	12 Months Ended			1 Months Ended	3 Months Ended	9 Months Ended	12 Months Ended			1 Months Ended	3 Months Ended		9 Months Ended	12 Months Ended	1 Months Ended	3 Months Ended		9 Months Ended		12 Months Ended		9 Months Ended	12 Months Ended	3 Months Ended	9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Dec. 31, 2010	Sep. 30, 2011 CLO 2005-1 senior secured notes day	Dec. 31, 2010 CLO 2005-1 senior secured notes day	Sep. 30, 2011 CLO 2005-2 senior secured notes day	Dec. 31, 2010 CLO 2005-2 senior secured notes day	Sep. 30, 2011 CLO 2006-1 senior secured notes day	Dec. 31, 2010 CLO 2006-1 senior secured notes day	Sep. 30, 2011 CLO 2007-1 senior secured notes day	Dec. 31, 2010 CLO 2007-1 senior secured notes day	Sep. 30, 2011 CLO 2007-1 junior secured notes day	Dec. 31, 2010 CLO 2007-1 junior secured notes day	Sep. 30, 2011 CLO 2007-1 junior secured mezzanine notes	Dec. 31, 2010 CLO 2007-1 junior secured mezzanine notes	Sep. 30, 2011 CLO 2007-1 junior secured subordinated notes	Dec. 31, 2010 CLO 2007-1 junior secured subordinated notes	Sep. 30, 2011 CLO 2007-A senior secured notes day	Dec. 31, 2010 CLO 2007-A senior secured notes day	Dec. 31, 2010 Affiliates CLO 2007-A junior secured notes	Sep. 30, 2011 CLO 2007-A junior secured notes day	Dec. 31, 2010 CLO 2007-A junior secured notes day	Dec. 31, 2010 Affiliates CLO 2007-A junior secured mezzanine notes	Sep. 30, 2011 CLO 2007-A junior secured mezzanine notes	Dec. 31, 2010 CLO 2007-A junior secured mezzanine notes	Sep. 30, 2011 CLO 2007-A junior secured subordinated notes	Dec. 31, 2010 CLO 2007-A junior secured subordinated notes	Sep. 30, 2011 Affiliates CLO 2007-1 junior secured notes to affiliates day	Dec. 31, 2010 Affiliates CLO 2007-1 junior secured notes to affiliates day	Sep. 30, 2011 Affiliates CLO 2007-1 junior secured mezzanine notes to affiliates	Dec. 31, 2010 Affiliates CLO 2007-1 junior secured mezzanine notes to affiliates	Sep. 30, 2011 Affiliates CLO 2007-1 junior secured subordinated notes to affiliates	Dec. 31, 2010 Affiliates CLO 2007-1 junior secured subordinated notes to affiliates	Sep. 30, 2011 Affiliates CLO 2007-A junior secured notes to affiliates day	Dec. 31, 2010 Affiliates CLO 2007-A junior secured notes to affiliates day	Sep. 30, 2011 Affiliates CLO 2007-A junior secured mezzanine notes to affiliates	Dec. 31, 2010 Affiliates CLO 2007-A junior secured mezzanine notes to affiliates	Sep. 30, 2011 Affiliates CLO 2007-A junior secured subordinated notes to affiliates	Dec. 31, 2010 Affiliates CLO 2007-A junior secured subordinated notes to affiliates	Sep. 30, 2011 Affiliates CLO 2007-A mezzanine notes and CLO 2007-1 mezzanine and subordinated notes	Sep. 30, 2011 CLO 2011-1 senior debt day	Mar. 31, 2011 CLO 2011-1 senior debt	May 31, 2010 2014 Facility year	Sep. 30, 2011 2014 Facility day	Dec. 31, 2010 2014 Facility day	May 05, 2010 2014 Facility	May 03, 2010 2014 Facility	Nov. 30, 2010 2015 Natural Resources Facility year	Dec. 31, 2010 2015 Natural Resources Facility	Sep. 30, 2011 2015 Natural Resources Facility day	Dec. 31, 2010 2015 Natural Resources Facility day	May 13, 2011 2015 Natural Resources Facility	Nov. 05, 2010 2015 Natural Resources Facility	Aug. 31, 2011 7.0% convertible senior notes	Sep. 30, 2011 7.0% convertible senior notes	Mar. 31, 2010 7.0% convertible senior notes	Sep. 30, 2011 7.0% convertible senior notes day	Dec. 31, 2010 7.0% convertible senior notes day	Jan. 31, 2010 7.5% convertible senior notes	Sep. 30, 2011 7.5% convertible senior notes	Sep. 30, 2010 7.5% convertible senior notes	Sep. 30, 2011 7.5% convertible senior notes day	Sep. 30, 2010 7.5% convertible senior notes	Dec. 31, 2010 7.5% convertible senior notes day	Jan. 15, 2010 7.5% convertible senior notes	Sep. 30, 2011 Junior subordinated notes. day	Dec. 31, 2010 Junior subordinated notes. day	Sep. 30, 2011 CLO 2005-1, CLO 2005-2 and CLO 2007-A senior secured notes	Sep. 30, 2011 CLO 2005-1, CLO 2005-2 and CLO 2007-A senior secured notes Holding	Sep. 30, 2011 Affiliates	Dec. 31, 2010 Affiliates	Sep. 30, 2011 Low end of range	Nov. 30, 2010 Low end of range	Sep. 30, 2011 High end of range	Nov. 30, 2010 High end of range
Details of Company's borrowings
Collateralized loan obligation secured debt	$ 5,596,020,000		$ 5,630,272,000	$ 728,103,000	$ 833,220,000	$ 766,706,000	$ 801,323,000	$ 683,265,000	$ 683,265,000	$ 2,075,040,000	$ 2,075,040,000	$ 61,491,000	$ 61,504,000	$ 55,700,000	$ 55,700,000	$ 5,800,000	$ 5,800,000	$ 831,185,000	$ 1,165,099,000		$ 10,821,000	$ 10,821,000		$ 6,200,000	$ 6,200,000	$ 4,600,000	$ 4,600,000	$ 300,396,000	$ 300,672,000	$ 170,100,000	$ 170,400,000	$ 130,300,000	$ 130,300,000	$ 65,452,000	$ 65,452,000	$ 55,000,000	$ 55,000,000	$ 10,500,000	$ 10,500,000		$ 439,409,000																													$ 365,848,000	$ 366,124,000
Weighted Average Borrowing Rate (as a percent)				0.58%	0.61%	0.63%	0.60%	0.68%	0.66%	0.84%	0.84%			3.60%	3.60%			1.20%	1.18%					6.90%	7.00%					5.10%	5.10%					6.40%	6.40%				1.60%			3.62%	3.51%				2.76%	2.59%	2.76%				7.00%		7.00%	7.00%		7.50%		7.50%		7.50%		5.40%	5.42%
Credit facilities	38,300,000		18,400,000																																														18,400,000	38,300,000	18,400,000
Convertible senior notes	299,877,000		344,142,000																																																				135,437,000		135,437,000	180,577,000		164,440,000		164,440,000		163,565,000
Junior subordinated notes	283,517,000		283,517,000																																																															283,517,000	283,517,000
Total borrowings	6,583,562,000		6,642,455,000
Weighted Average Remaining Maturity (in days)				2,035	2,308	2,249	2,522	2,521	2,794	3,515	3,788	3,515	3,788					2,207	2,480		2,207	2,480						3,515	3,788					2,207	2,480						2,511			946	1,219					1,497	1,770						289	562				1,934		2,207		9,170	9,443
Collateralized loan obligation secured debt, fair value of collateral	6,442,079,000		6,386,069,000	784,552,000	898,017,000	869,978,000	887,573,000	875,346,000	845,342,000	2,377,971,000	2,452,442,000	70,468,000	72,689,000					909,562,000	1,218,688,000		11,841,000	11,318,000						342,382,000	353,430,000					71,624,000	68,462,000						542,361,000																													414,006,000	421,892,000
Collateralized loan obligation secured debt repaid	474,723,000	104,510,000																																																																		253,100,000	474,700,000
Credit facilities, fair value of collateral	88,769,000		32,760,000																																														32,760,000	88,769,000	32,760,000
Fair Value of Collateral	6,944,854,000		6,840,721,000
Approximate aggregate purchase price of oil and gas properties provided as collateral																																																	32,800,000	89,100,000
Maximum borrowing capacity																																									450,000,000	300,000,000					600,000,000
Additional maximum borrowings capacity																																									150,000,000
Number of holdings, proceeds of which are used to amortize the outstanding balance of senior notes outstanding																																																																					3
Secured financing transaction, original agreement amount																																										400,000,000
Secured financing transaction, amended amount																																									600,000,000
Debt, variable interest rate basis																																									Three-month LIBOR			LIBOR						LIBOR
Percentage of margin added to reference rate to determine interest rate on debt (as a percent)																																									1.35%			3.25%																												1.75%	1.75%	2.75%	2.75%
Principal amount of debt extinguishment																				72,700,000			10,300,000																															45,100,000		95,200,000
Commitment to purchase additional amount of debt																																																							1,200,000		1,200,000
Payments made for debt extinguishment																				38,800,000			5,500,000
Gain on extinguishment of debt																																								38,700,000
Credit facility term (in years)																																											4					5
Current borrowing capacity under line of credit facility																																														250,000,000	210,000,000					81,100,000	49,700,000
Increase in current borrowing capacity																																											40,000,000
Maximum percentage of annual taxable income that can be distributed to common stockholders (as a percent)																																												65.00%
Letter of credit outstanding amount																																																		1,000,000
Interest rate on convertible notes (as a percent)																																																							7.00%		7.00%	7.00%		7.50%		7.50%		7.50%
Gain (loss) on repurchase of convertible notes																																																							(1,700,000)			1,300,000
Write-off of unamortized debt issuance costs	1,977,000	8,160,000																																																					100,000			600,000
Convertible senior notes issued, principal amount																																																											172,500,000
Principal amount used for debt instrument conversion ratio																																																							1,000		1,000			1,000		1,000
Number of shares per $1000 principal into which the debt can be converted (in shares)																																																									32.2581		122.2046			130.0516
Conversion price per share (in dollars per share)																																																							$ 31.00		$ 31.00								$ 8.18
Cash distribution per share (in dollars per share)																																																														$ 0.05
Carrying amount of equity component included in paid-in-capital																																																												10,000,000		10,000,000		10,000,000
Convertible debt principal amount																																																												172,500,000		172,500,000		172,500,000
Debt discount, unamortized																																																												8,100,000		8,100,000		8,900,000
Debt discount, amortized																																																												300,000	300,000	900,000	800,000
Effective interest rate to amortize debt discount (as a percent)																																																												8.60%		8.60%
Interest expense, recognized																																																												$ 3,200,000	$ 3,200,000	$ 9,700,000	$ 9,200,000