Note 12 - Fair Value (Details) - Characteristics of CDOs and Unobservable Inputs Significant to the Valuation of CDOs (USD $) In Thousands, unless otherwise specified	Jun. 30, 2013		Mar. 31, 2013	Dec. 31, 2012	Jun. 30, 2012		Mar. 31, 2012	Dec. 31, 2011
Characteristics:
Fair value (in Dollars)	$ 14,917	[1]	$ 12,924	$ 12,129	$ 11,082	[1]	$ 13,685	$ 13,394
No 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
	1
Characteristics:
Class	C-1
Original par (in Dollars)	17,500
Amortized cost (in Dollars)	7,140
Fair value (in Dollars)	3,539
Lowest credit rating (Moody’s)	Ca
Number of underlying Issuers	44
Percent of Issuers currently performing	77.30%
Current deferral and default percent (1)	15.80%	[2]
Expected future deferral and default percent (2)	17.60%	[3]
Excess subordination percent (3)	0.00%	[4]
Discount rate risk adjustment (4)	14.30%	[5]
Significant unobservable inputs, weighted average of Issuers:
Probability of prepayment	15.20%
Probability of default	21.70%
Loss given default	88.00%
Probability of deferral cure	38.10%
No 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
	2
Characteristics:
Class	C-1
Original par (in Dollars)	15,000
Amortized cost (in Dollars)	5,598
Fair value (in Dollars)	318
Lowest credit rating (Moody’s)	Ca
Number of underlying Issuers	55
Percent of Issuers currently performing	78.20%
Current deferral and default percent (1)	16.10%	[2]
Expected future deferral and default percent (2)	17.90%	[3]
Excess subordination percent (3)	0.00%	[4]
Discount rate risk adjustment (4)	15.30%	[5]
Significant unobservable inputs, weighted average of Issuers:
Probability of prepayment	7.60%
Probability of default	26.20%
Loss given default	90.20%
Probability of deferral cure	32.60%
No 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
	3
Characteristics:
Class	C-1
Original par (in Dollars)	15,000
Amortized cost (in Dollars)	12,377
Fair value (in Dollars)	3,669
Lowest credit rating (Moody’s)	Ca
Number of underlying Issuers	60
Percent of Issuers currently performing	78.30%
Current deferral and default percent (1)	11.30%	[2]
Expected future deferral and default percent (2)	15.20%	[3]
Excess subordination percent (3)	0.00%	[4]
Discount rate risk adjustment (4)	14.30%	[5]
Significant unobservable inputs, weighted average of Issuers:
Probability of prepayment	5.60%
Probability of default	21.70%
Loss given default	89.40%
Probability of deferral cure	26.30%
No 4 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
	4
Characteristics:
Class	B1
Original par (in Dollars)	15,000
Amortized cost (in Dollars)	13,922
Fair value (in Dollars)	4,773
Lowest credit rating (Moody’s)	Ca
Number of underlying Issuers	61
Percent of Issuers currently performing	55.70%
Current deferral and default percent (1)	34.80%	[2]
Expected future deferral and default percent (2)	25.20%	[3]
Excess subordination percent (3)	0.00%	[4]
Discount rate risk adjustment (4)	13.30%	[5]
Significant unobservable inputs, weighted average of Issuers:
Probability of prepayment	5.90%
Probability of default	27.60%
Loss given default	92.80%
Probability of deferral cure	53.00%
No 5 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
	5
Characteristics:
Class	C
Original par (in Dollars)	10,000
Amortized cost (in Dollars)	1,317
Fair value (in Dollars)	833
Lowest credit rating (Moody’s)	C
Number of underlying Issuers	56
Percent of Issuers currently performing	60.70%
Current deferral and default percent (1)	41.90%	[2]
Expected future deferral and default percent (2)	27.40%	[3]
Excess subordination percent (3)	0.00%	[4]
Discount rate risk adjustment (4)	14.30%	[5]
Significant unobservable inputs, weighted average of Issuers:
Probability of prepayment	7.20%
Probability of default	39.30%
Loss given default	92.60%
Probability of deferral cure	38.10%
No 6 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
	6
Characteristics:
Class	C
Original par (in Dollars)	6,500
Amortized cost (in Dollars)	6,178
Fair value (in Dollars)	$ 1,785
Lowest credit rating (Moody’s)	Ca
Number of underlying Issuers	78
Percent of Issuers currently performing	66.70%
Current deferral and default percent (1)	28.70%	[2]
Expected future deferral and default percent (2)	14.70%	[3]
Excess subordination percent (3)	1.90%	[4]
Discount rate risk adjustment (4)	12.80%	[5]
Significant unobservable inputs, weighted average of Issuers:
Probability of prepayment	4.40%
Probability of default	30.60%
Loss given default	95.30%
Probability of deferral cure	43.60%

[1] There were no purchases, issuances, or settlements of CDOs during the periods presented. One CDO with a carrying value of zero was sold during the quarter ended June 30, 2013, resulting in a gain of $101,000.

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

[3] Represents expected future net deferrals and defaults, net of recoveries, as a percent of the remaining performing collateral. The probability of future defaults is derived for each Issuer based on a credit analysis. The associated assumed loss given default is based on historical default and recovery information provided by a nationally recognized credit rating agency and is assumed to be 90% for banks, 85% for insurance companies, and 100% for Issuers that have already defaulted.

[4] 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.

[5] Cash flows are discounted at LIBOR plus this adjustment to reflect the higher risk inherent in these securities.