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Fair Value of Financial Instruments - Unobservable Level 3 Input (Details)
3 Months Ended
Mar. 31, 2016
Minimum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Cumulative default 0.00%
Loss severity (life) 0.00%
Discount rate 4.96%
Delinquency (life) 0.00%
Voluntary prepayments (life) 9.11%
Weighted Average  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Cumulative default 0.00%
Loss severity (life) 62.99%
Discount rate 5.62%
Delinquency (life) 0.87%
Voluntary prepayments (life) 14.73%
Maximum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Cumulative default 0.00%
Loss severity (life) 100.00%
Discount rate 6.35%
Delinquency (life) 2.60%
Voluntary prepayments (life) 24.05%