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Debt Security, Held To Maturity
12 Months Ended
Dec. 31, 2011
Debt Security, Held To Maturity [Abstract]  
Debt Security, Held To Maturity

5. Debt Security, Held to Maturity

The Company owns a $15,000 debt security from a repurchase lending counterparty that matures October 31, 2016. The debt security pays interest quarterly at the rate of 4.0% above the three-month LIBOR rate. The Company estimates the fair value of this note to be approximately $13,811 which was determined by present valuing the projected future cash flows using a discount rate from a similar issuer.