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Note 15 DERIVATIVE FINANCIAL INSTRUMENTS (Tables)
 3 Months Ended
Mar. 31, 2012
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]
Purpose   Date Opened   Effective
Date (1) 		  Maturity   We Pay   We Receive   Notional Amount     Fair Value  
Not designated as hedges:                                
Hedge the effects of a change in 1-Month LIBOR on borrowing under a $265,000 advance funding facility (2)   April 2010   July 2010   July 2013    2.0590%   1-Month LIBOR   $ 250,000     $ (5,844 )
Hedge the effects of a change in the lender’s commercial paper rate and 1-Month LIBOR on borrowing under an advance facility (3)  

May 2010 and

June 2010

  September 2010   August 2013   1.5750%
and 1.5275% 		  1-Month LIBOR     407,089       (6,148 )
Total not designated as hedges                         657,089       (11,992 )
                                     
Designated as hedges:                                    
Hedge the effects of changes in 1-Month LIBOR or the lenders’ commercial paper rate on advance funding facilities   October 2011   June 2013   January 2015   0.9275%
and 0.9780% 		  1-Month LIBOR     201,892       (2,407 )
Hedge the effects of changes in 1-Month LIBOR or the lenders’ commercial paper rate on advance funding facilities (4)   December 2011   February 2012   January 2015   0.7000%
and 0.6825% 		  1-Month LIBOR     464,834       (1,157 )
Total designated as hedges                         666,726       (3,564 )
Total                       $ 1,323,815     $ (15,556 )
Schedule of Derivative Instruments [Table Text Block]
    Interest Rate Cap     Foreign Exchange Forwards     Interest Rate Swaps  
                         
Notional balance at December 31, 2011   $ 1,600,000     $ 46,200     $ 1,393,685  
Additions     —       —       —  
Maturities     —       —       (69,870 )
Terminations     —       (46,200 )     —  
Notional balance at March 31, 2012   $ 1,600,000     $ —     $ 1,323,815  
                         
Fair value of derivative assets (liabilities) at (1):                        
March 31, 2012   $ 2,750     $ —     $ (15,556 )
December 31, 2011   $ 3,600     $ (5,785 )   $ (14,491 )
                         
Maturity     May 2014       —       July 2013 to January 2015  
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]
    2012     2011  
Net realized and unrealized gains (losses) on derivative financial instruments that are not designated as hedges (1)   $ 3,405     $ (110 )
Unrealized gains (losses) arising from ineffectiveness of interest rate swaps designated as cash flow hedges     63       (243 )
Amortization of deferred losses included in Accumulated other comprehensive loss related to a discontinued hedging relationship     (772 )     —  
Write off of deferred losses included in Accumulated other comprehensive loss related to the hedge against the effects of changes in interest rates on an advance financing facility assumed by HLSS (See Note 4)     (5,958 )     —  
    $ (3,262 )   $ (353 )