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Derivatives (Details 2) (Linked Transactions, USD $)
In Thousands, unless otherwise specified
3 Months Ended 9 Months Ended 12 Months Ended
Sep. 30, 2012
Sep. 30, 2011
Sep. 30, 2012
Sep. 30, 2011
Dec. 31, 2011
Linked Repurchase Agreements          
Balance $ 36,423   $ 36,423   $ 170,897
Weighted Average Interest Rate (as a percent) 1.61%   1.61%   1.88%
Linked MBS          
Fair Value 49,058   49,058   225,969
Amortized Cost 45,658   45,658   237,595
Par/Current Face 54,690   54,690   289,536
Weighted Average Coupon Rate (as a percent)     4.32%   4.74%
Components of the gain on Linked Transactions          
Interest income attributable to MBS underlying Linked Transactions 812 4,631 4,386 21,475  
Interest expense attributable to linked repurchase agreement borrowings underlying Linked Transactions (168) (864) (965) (3,938)  
Change in fair value of Linked Transactions included in earnings 2,533 (3,034) 8,023 (7,567)  
Unrealized net gains and net interest income from Linked Transactions 3,177 733 11,444 9,970  
Rated AAA
         
Linked MBS          
Fair Value         29,057
Amortized Cost         29,917
Par/Current Face         30,675
Weighted Average Coupon Rate (as a percent)         3.31%
Rated AA
         
Linked MBS          
Fair Value 14,544   14,544   17,427
Amortized Cost 13,728   13,728   16,858
Par/Current Face 14,120   14,120   17,297
Weighted Average Coupon Rate (as a percent)     5.00%   5.00%
Rated A
         
Linked MBS          
Fair Value 3,137   3,137    
Amortized Cost 2,641   2,641    
Par/Current Face 3,486   3,486    
Weighted Average Coupon Rate (as a percent)     0.79%    
Rated BBB
         
Linked MBS          
Fair Value 8,210   8,210   41,825
Amortized Cost 7,340   7,340   42,419
Par/Current Face 9,022   9,022   49,781
Weighted Average Coupon Rate (as a percent)     2.61%   2.81%
Rated BB
         
Linked MBS          
Fair Value 7,257   7,257    
Amortized Cost 6,855   6,855    
Par/Current Face 7,639   7,639    
Weighted Average Coupon Rate (as a percent)     2.74%    
Rated CCC
         
Linked MBS          
Fair Value         20,782
Amortized Cost         20,988
Par/Current Face         26,680
Weighted Average Coupon Rate (as a percent)         4.42%
Rated CC
         
Linked MBS          
Fair Value         43,644
Amortized Cost         47,060
Par/Current Face         61,470
Weighted Average Coupon Rate (as a percent)         6.00%
Rated C
         
Linked MBS          
Fair Value         32,870
Amortized Cost         36,934
Par/Current Face         45,857
Weighted Average Coupon Rate (as a percent)         5.20%
D-rated
         
Linked MBS          
Fair Value 15,910   15,910    
Amortized Cost 15,094   15,094    
Par/Current Face 20,423   20,423    
Weighted Average Coupon Rate (as a percent)     5.81%    
Not Rated
         
Linked MBS          
Fair Value         40,364
Amortized Cost         43,419
Par/Current Face         57,776
Weighted Average Coupon Rate (as a percent)         5.54%
Within 30 days
         
Linked Repurchase Agreements          
Balance 36,423   36,423   141,719
Weighted Average Interest Rate (as a percent) 1.61%   1.61%   1.89%
Over 30 days to 90 days
         
Linked Repurchase Agreements          
Balance         $ 29,178
Weighted Average Interest Rate (as a percent)         1.81%