Debt Security, Held To Maturity

9 Months Ended

Sep. 30, 2011

Debt Security, Held To Maturity [Abstract]

Debt Security, Held to Maturity

5. Debt Security, Held to Maturity

The Company acquired a $15,000 debt security from a repurchase lending counterparty that matures May 10, 2012. The debt security bears interest at the rate of 4.5% above the three-month LIBOR rate. The Company estimates the fair value of this note to approximate amortized cost based on the prices of other securities with similar maturities, considering the coupon, the lack of marketability and the non-public nature of the issuer.