XML 96 R85.htm IDEA: XBRL DOCUMENT
v3.8.0.1

Derivative Instruments and Hedging Activities - Derivative Instruments Not Designated as Hedges (Details) - Not Designated as Hedging Instrument - USD ($) $ in Thousands | 9 Months Ended
--- | ---
Sep. 30, 2017 | Sep. 30, 2016
TBA securities |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance | $ 149,000 | $ 222,000
Additions | 1,466,000 | 2,925,000
Settlement, Expiration or Exercise | (1,440,000) | (2,866,000)
Ending balance | 175,000 | 281,000
U.S. Treasury futures |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance | 17,100 | 0
Additions | 123,900 | 189,800
Settlement, Expiration or Exercise | (135,500) | (146,400)
Ending balance | 5,500 | 43,400
Interest rate swap futures |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance | (151,700) | (137,200)
Additions | 413,800 | 718,700
Settlement, Expiration or Exercise | (349,000) | (700,300)
Ending balance | (86,900) | (118,800)
Eurodollar futures |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance | (2,575,000) | (2,769,000)
Additions | 5,989,000 | 4,134,000
Settlement, Expiration or Exercise | (5,054,000) | (4,838,000)
Ending balance | (1,640,000) | (3,473,000)
Options on U.S. Treasury futures |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance | 0 | 28,000
Additions | 5,000 | 91,000
Settlement, Expiration or Exercise | (5,000) | (114,000)
Ending balance | 0 | 5,000
Swaptions |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance | 154,000 | 159,000
Additions | 0 | 0
Settlement, Expiration or Exercise | 0 | (5,000)
Ending balance | 154,000 | 154,000
Interest rate swaps |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance | 15,000 | 10,000
Additions | 0 | 5,000
Settlement, Expiration or Exercise | 0 | 0
Ending balance | $ 15,000 | $ 15,000

X
- Definition Derivative Asset (Liability), Notional Amount + References No definition available. + Details
Name: | nymt_DerivativeAssetLiabilityNotionalAmount
Namespace Prefix: | nymt_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Derivative Instruments and Hedging Activities Disclosures [Roll Forward] + References No definition available. + Details
Name: | nymt_DerivativeInstrumentsandHedgingActivitiesDisclosuresRollForward
Namespace Prefix: | nymt_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Additions for notional amount of other derivatives.. + References No definition available. + Details
Name: | nymt_NotionalAmountOfOtherDerivativeAdditions
Namespace Prefix: | nymt_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition Settlement, expiration, or exercise for notional amount of other derivatives. + References No definition available. + Details
Name: | nymt_NotionalAmountOfOtherDerivativesSettlementExpirationOrExercise
Namespace Prefix: | nymt_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Details
Name: | us-gaap_HedgingDesignationAxis=us-gaap_NondesignatedMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=nymt_TBASecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=nymt_USTreasuryFuturesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_FutureMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_EurodollarFutureMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=nymt_OptionsOnUSTreasuryFuturesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_SwaptionMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |