XML 43 R44.htm IDEA: XBRL DOCUMENT
v2.4.0.6

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 | )

X
- Definition Tabular disclosure of the location and amount of gains and losses reported in the statement of financial performance, or when applicable, the statement of financial position. For example, (a) gains and losses recognized in the income statement on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges and (b) gains and losses initially recognized in other comprehensive income on derivative instruments designated and qualifying as cash flow hedges. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 205G -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624171-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5618551-113959 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44C -Subparagraph b -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. + Details
Name: | us-gaap_ScheduleOfDerivativeInstrumentsGainLossInStatementOfFinancialPerformanceTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624163-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 205G -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44C -Subparagraph a -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. + Details
Name: | us-gaap_ScheduleOfDerivativeInstrumentsInStatementOfFinancialPositionFairValueTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5580258-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624163-113959 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=6935481&loc=d3e41620-113959 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624171-113959 Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=6935481&loc=d3e41641-113959 Reference 7: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5579245-113959 Reference 8: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5579240-113959 Reference 9: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(n)(2)) -URI http://asc.fasb.org/extlink&oid=6881521&loc=d3e23780-122690 Reference 10: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -URI http://asc.fasb.org/extlink&oid=6935481&loc=d3e41678-113959 Reference 11: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=6935481&loc=d3e41638-113959 + Details
Name: | us-gaap_ScheduleOfDerivativeInstrumentsTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration