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Fair Value of Assets and Liabilities - Schedule of Valuation Techniques and Significant Unobservable Inputs Used for Level 3 Fair Value Measurements (Details) - Derivative liability - Level 3 - USD ($)
$ in Thousands
6 Months Ended
Jun. 30, 2016
Dec. 31, 2015
Fair Value of Assets and Liabilities    
Derivative liability $ 8,375 $ 7,200
Risk-free rate 0.20%  
Volatility 20.00%