Note 12 - Fair Value (Detail) - Certain Characteristics of CDOs and Unobservable Inputs Significant to the Valuation of CDOs (USD $) In Thousands, unless otherwise specified	Sep. 30, 2012
One [Member]
	1
Characteristics:
Class (2)	C-1	[1]
Original par (in Dollars)	$ 17,500	[2]
Amortized cost (in Dollars)	7,140	[2]
Fair value (in Dollars)	2,560	[2]
Lowest credit rating (Moody’s)	Ca	[2]
Number of underlying Issuers	46	[2]
Percent of Issuers currently performing	76.10%	[2]
Current deferral and default percent (3)	17.60%	[3]
Expected future deferral and default percent (4)	20.40%	[2],[4]
Excess subordination percent (5)	0.00%	[2],[5]
Discount rate risk adjustment (6)	14.50%	[6]
Significant unobservable assumptions, weighted average of Issuers:
Probability of prepayment	8.90%	[2]
Probability of default	23.30%	[2]
Loss given default	88.10%	[2]
Probability of deferral cure	43.10%	[2]
Two [Member]
	2
Characteristics:
Class (2)	C-1	[1]
Original par (in Dollars)	15,000	[2]
Amortized cost (in Dollars)	5,597	[2]
Fair value (in Dollars)	260	[2]
Lowest credit rating (Moody’s)	Ca	[2]
Number of underlying Issuers	56	[2]
Percent of Issuers currently performing	76.80%	[2]
Current deferral and default percent (3)	17.60%	[3]
Expected future deferral and default percent (4)	17.70%	[2],[4]
Excess subordination percent (5)	0.00%	[2],[5]
Discount rate risk adjustment (6)	15.50%	[6]
Significant unobservable assumptions, weighted average of Issuers:
Probability of prepayment	4.90%	[2]
Probability of default	28.20%	[2]
Loss given default	88.60%	[2]
Probability of deferral cure	25.30%	[2]
Three [Member]
	3
Characteristics:
Class (2)	C-1	[1]
Original par (in Dollars)	15,000	[2]
Amortized cost (in Dollars)	12,478	[2]
Fair value (in Dollars)	2,980	[2]
Lowest credit rating (Moody’s)	Ca	[2]
Number of underlying Issuers	62	[2]
Percent of Issuers currently performing	77.40%	[2]
Current deferral and default percent (3)	11.80%	[3]
Expected future deferral and default percent (4)	15.90%	[2],[4]
Excess subordination percent (5)	1.90%	[2],[5]
Discount rate risk adjustment (6)	14.50%	[6]
Significant unobservable assumptions, weighted average of Issuers:
Probability of prepayment	3.90%	[2]
Probability of default	22.40%	[2]
Loss given default	89.70%	[2]
Probability of deferral cure	23.30%	[2]
Four [Member]
	4
Characteristics:
Class (2)	B1	[1]
Original par (in Dollars)	15,000	[2]
Amortized cost (in Dollars)	13,922	[2]
Fair value (in Dollars)	3,947	[2]
Lowest credit rating (Moody’s)	Ca	[2]
Number of underlying Issuers	63	[2]
Percent of Issuers currently performing	54.00%	[2]
Current deferral and default percent (3)	38.00%	[3]
Expected future deferral and default percent (4)	30.30%	[2],[4]
Excess subordination percent (5)	0.00%	[2],[5]
Discount rate risk adjustment (6)	13.50%	[6]
Significant unobservable assumptions, weighted average of Issuers:
Probability of prepayment	7.10%	[2]
Probability of default	28.80%	[2]
Loss given default	92.60%	[2]
Probability of deferral cure	52.40%	[2]
Five [Member]
	5
Characteristics:
Class (2)	C	[1]
Original par (in Dollars)	10,000	[2]
Amortized cost (in Dollars)	1,317	[2]
Fair value (in Dollars)	359	[2]
Lowest credit rating (Moody’s)	C	[2]
Number of underlying Issuers	56	[2]
Percent of Issuers currently performing	58.90%	[2]
Current deferral and default percent (3)	45.10%	[3]
Expected future deferral and default percent (4)	32.00%	[2],[4]
Excess subordination percent (5)	0.00%	[2],[5]
Discount rate risk adjustment (6)	14.50%	[6]
Significant unobservable assumptions, weighted average of Issuers:
Probability of prepayment	7.30%	[2]
Probability of default	40.70%	[2]
Loss given default	92.60%	[2]
Probability of deferral cure	38.90%	[2]
Six [Member]
	6
Characteristics:
Class (2)	C	[1]
Original par (in Dollars)	6,500	[2]
Amortized cost (in Dollars)	6,179	[2]
Fair value (in Dollars)	$ 1,440	[2]
Lowest credit rating (Moody’s)	Ca	[2]
Number of underlying Issuers	78	[2]
Percent of Issuers currently performing	65.40%	[2]
Current deferral and default percent (3)	29.40%	[3]
Expected future deferral and default percent (4)	16.10%	[2],[4]
Excess subordination percent (5)	2.40%	[2],[5]
Discount rate risk adjustment (6)	13.00%	[6]
Significant unobservable assumptions, weighted average of Issuers:
Probability of prepayment	2.60%	[2]
Probability of default	31.00%	[2]
Loss given default	94.70%	[2]
Probability of deferral cure	39.80%	[2]

[1] Class refers to the Company's tranche within the security. In a structured investment, a tranche is one of a number of related securities offered as part of the same transaction and relates to the order in which investors receive principal and interest payments (i.e., tranche B pays before tranche C).

[2] The Company has a seventh CDO, but no information is reported for that CDO since the security had an amortized cost and fair value of zero as of September 30, 2012.

[3] Represents actual deferrals and defaults, net of recoveries, as a percent of the original collateral.

[4] Represents expected future net deferrals and defaults, net of recoveries, as a percent of the remaining performing collateral.

[5] Represents additional defaults that the CDO can absorb before the security experiences any credit impairment. The excess subordination percentage is calculated by dividing the amount of potential additional loss that can be absorbed (before the receipt of all expected future principal and interest payments is affected) by the total balance of performing collateral.

[6] Cash flows are discounted at LIBOR plus this adjustment to reflect the higher risk inherent in these securities given the current market environment.