Derivative Financial Instruments	12 Months Ended
Dec. 31, 2011
Derivative Financial Instruments [Abstract]
Derivative Financial Instruments [Text Block]	NOTE 7. DERIVATIVE FINANCIAL INSTRUMENTS In connection with the Company's interest rate risk management strategy, during the second quarter of 2010, the Company economically hedged a portion of its interest rate risk by entering into derivative financial instrument contracts. The Company did not elect hedging treatment under GAAP, and as such all gains and losses on these instruments are reflected in earnings for all periods presented. As of December 31, 2011, such instruments are comprised entirely of Eurodollar futures contracts. Eurodollar futures are cash settled futures contracts on an interest rate, with gains and losses credited or charged to the Company's account on a daily basis. A minimum balance, or “margin”, is required to be maintained in the account on a daily basis. The Company is exposed to the changes in value of the futures by the amount of margin held by the broker. The total amount of margin at December 31, 2011 and 2010 was approximately $285,000 and $223,000, respectively, and is reflected in restricted cash. The Company's Eurodollar futures contracts with a notional amount of $21.0 million are used to attempt to achieve a fixed interest rate related to its junior subordinated notes. The junior subordinated notes had a 7.86% fixed-rate of interest until December 15, 2010, and thereafter, through maturity in 2035, the rate will float at a spread of 3.50% over the prevailing three-month LIBOR rate. The Eurodollar futures contracts serve to effectively lock in a fixed LIBOR rate for a specified period of time. As of December 31, 2011, the Company has effectively locked in a weighted-average fixed LIBOR rate of 0.87% on $21.0 million of its junior subordinated notes through September 18, 2014. The effective interest rate for the junior subordinated notes is 4.37%. For the years ended December 31, 2011 and 2010, the Company recorded losses of $742,000 and $392,000, respectively, on Eurodollar futures contracts held as part of its junior subordinated notes hedging strategy. The Company also used Eurodollar futures contracts with a notional amount of $50.0 million to attempt to achieve a fixed interest rate related to a portion of its repurchase agreement obligations. As of December 31, 2011, the Company has effectively locked in a weighted-average fixed LIBOR rate of 0.77% on $50.0 million of its repurchase agreement obligations through December 15, 2013. For the year ended 2011, the Company recorded losses of $352,000 on Eurodollar futures contracts held as part of its repurchase agreement hedging strategy.

Derivative Financial Instruments

12 Months Ended

Dec. 31, 2011

Derivative Financial Instruments [Abstract]

Derivative Financial Instruments [Text Block]

NOTE 7. DERIVATIVE FINANCIAL INSTRUMENTS

In connection with the Company's interest rate risk management strategy, during the second quarter of 2010, the Company economically hedged a portion of its interest rate risk by entering into derivative financial instrument contracts. The Company did not elect hedging treatment under GAAP, and as such all gains and losses on these instruments are reflected in earnings for all periods presented.

As of December 31, 2011, such instruments are comprised entirely of Eurodollar futures contracts. Eurodollar futures are cash settled futures contracts on an interest rate, with gains and losses credited or charged to the Company's account on a daily basis. A minimum balance, or “margin”, is required to be maintained in the account on a daily basis. The Company is exposed to the changes in value of the futures by the amount of margin held by the broker. The total amount of margin at December 31, 2011 and 2010 was approximately $285,000 and $223,000, respectively, and is reflected in restricted cash.

The Company's Eurodollar futures contracts with a notional amount of $21.0 million are used to attempt to achieve a fixed interest rate related to its junior subordinated notes. The junior subordinated notes had a 7.86% fixed-rate of interest until December 15, 2010, and thereafter, through maturity in 2035, the rate will float at a spread of 3.50% over the prevailing three-month LIBOR rate. The Eurodollar futures contracts serve to effectively lock in a fixed LIBOR rate for a specified period of time. As of December 31, 2011, the Company has effectively locked in a weighted-average fixed LIBOR rate of 0.87% on $21.0 million of its junior subordinated notes through September 18, 2014. The effective interest rate for the junior subordinated notes is 4.37%. For the years ended December 31, 2011 and 2010, the Company recorded losses of $742,000 and $392,000, respectively, on Eurodollar futures contracts held as part of its junior subordinated notes hedging strategy.

The Company also used Eurodollar futures contracts with a notional amount of $50.0 million to attempt to achieve a fixed interest rate related to a portion of its repurchase agreement obligations. As of December 31, 2011, the Company has effectively locked in a weighted-average fixed LIBOR rate of 0.77% on $50.0 million of its repurchase agreement obligations through December 15, 2013. For the year ended 2011, the Company recorded losses of $352,000 on Eurodollar futures contracts held as part of its repurchase agreement hedging strategy.