Debt Obligations (Details) (USD $)	9 Months Ended	12 Months Ended	9 Months Ended					9 Months Ended	12 Months Ended	9 Months Ended	12 Months Ended	9 Months Ended	12 Months Ended	9 Months Ended					3 Months Ended	9 Months Ended	1 Months Ended	9 Months Ended	12 Months Ended		9 Months Ended	1 Months Ended	6 Months Ended			6 Months Ended		9 Months Ended	6 Months Ended	9 Months Ended	1 Months Ended	9 Months Ended
	Sep. 30, 2012 item	Dec. 31, 2011 item	Sep. 30, 2012 Residential mortgage-backed security (RMBS)	Sep. 30, 2012 Residential mortgage-backed security (RMBS) Minimum	Sep. 30, 2012 Residential mortgage-backed security (RMBS) Maximum	Sep. 30, 2012 Repurchase agreements and credit facilities	Dec. 31, 2011 Repurchase agreements and credit facilities	Sep. 30, 2012 Repurchase agreement	Dec. 31, 2011 Repurchase agreement	Sep. 30, 2012 Repurchase agreement Residential mortgage-backed security (RMBS) item	Dec. 31, 2011 Repurchase agreement Residential mortgage-backed security (RMBS) item	Sep. 30, 2012 Repurchase agreement, one	Dec. 31, 2011 Repurchase agreement, one	Sep. 30, 2012 Repurchase agreement, one Minimum	Sep. 30, 2012 Repurchase agreement, one Residential mortgage-backed security (RMBS) item	Sep. 30, 2012 Repurchase agreement, one Residential mortgage-backed security (RMBS) Minimum	Sep. 30, 2012 Repurchase agreement, one Residential mortgage-backed security (RMBS) Maximum	Sep. 30, 2012 Repurchase agreement, two	Jun. 30, 2012 Repurchase agreement, two Residential mortgage-backed security (RMBS)	Sep. 30, 2012 Repurchase agreement, two Residential mortgage-backed security (RMBS)	Jul. 31, 2011 Warehousing credit facility due July 2013	Sep. 30, 2012 Warehousing credit facility due July 2013 item	Dec. 31, 2011 Warehousing credit facility due July 2013	Sep. 30, 2012 Warehousing credit facility due July 2013 Minimum	Sep. 30, 2012 Warehousing credit facility due July 2013 Maximum	Jun. 30, 2012 Warehousing credit facility due December 2013	Jun. 30, 2012 Warehousing credit facility due December 2013	Sep. 30, 2012 Warehousing credit facility due December 2013	Jun. 30, 2012 Warehousing credit facility due December 2013 Minimum	Jun. 30, 2012 Warehousing credit facility due December 2013 Maximum	Jun. 30, 2012 Warehousing credit facility due December 2013 LIBOR	Sep. 30, 2012 Warehousing credit facility due December 2013 LIBOR	Jun. 30, 2012 Warehousing credit facility due December 2013 Prime	Sep. 30, 2012 Warehousing credit facility due December 2013 Prime	May 31, 2012 Revolving credit facility	Sep. 30, 2012 Revolving credit facility
Debt Obligations
Debt Carrying Value, Total repurchase agreements and credit facilities	$ 80,915,500	$ 76,105,000				$ 80,915,500	$ 76,105,000					$ 43,724,000	$ 26,105,000					$ 779,000				$ 8,812,500	$ 50,000,000					$ 12,600,000								$ 15,000,000
Collateral Carrying Value, Total repurchase agreements and credit facilities						81,555,758	99,384,267					50,831,653	29,192,267					974,105				11,750,000	70,192,000					18,000,000
Variable interest rate, description			LIBOR									one-month LIBOR	one-month LIBOR		LIBOR			one-month LIBOR		LIBOR	LIBOR	one-month LIBOR	one-month LIBOR								LIBOR	LIBOR	Prime	Prime
Weighted average note rate (as a percent)						3.25%	2.61%					1.73%	1.69%					1.74%				3.01%	3.09%					3.01%								8.11%
Fixed interest rate (as a percent)																																			8.00%	8.00%
Non-use fee (as a percent)																																			1.00%	1.00%
Committed line																					50,000,000	50,000,000	50,000,000			12,600,000	12,600,000	12,600,000							15,000,000	15,000,000
Weighted average note rate including certain fees and costs (as a percent)						3.75%	3.10%
Number of investments financed with a repurchase agreement with a financial institution	19	8								16	7				3
Purchase amount of securities financed by financial institution			46,100,000							52,500,000	30,000,000								800,000
Payment of debt			3,000,000					34,900,000	3,900,000											800,000
Percentage of finance to individual investment by financial institution				80.00%	90.00%											80.00%	90.00%			80.00%
Variable rate, spread (as a percent)				1.25%	1.75%											1.25%	2.00%			1.85%	2.75%					2.75%	2.75%
Net worth required under covenant														100,000,000
Maturity period (in years)																					2 years														1 year
Commitment fee upon closing (as a percent)																					1.00%					1.00%									1.00%
Extension of maturity date (in years)																						1 year
Number of paydowns																						2
Paydowns (as a percent)																						5.00%
Advance rate (as a percent)																									75.00%					70.00%
Increase advance rate under specified conditions and several restrictions																											75.00%
Period by which loans become past due requiring full payment of an advance (in days)																						60 days					60 days
Liquidity requirement																								20,000,000					20,000,000
Tangible net worth including junior subordinated notes as equity																								150,000,000					150,000,000
Total liabilities less subordinated debt																									2,000,000,000					2,000,000,000
Required compensating balance to be maintained by the entity and its affiliates																						50,000,000
Outstanding balance of facility																						$ 8,800,000						$ 12,600,000								$ 15,000,000