XML 95 R84.htm IDEA: XBRL DOCUMENT v3.10.0.1

Derivative Instruments and Hedging Activities - Components of Realized and Unrealized Gains and Losses (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Unrealized Gains (Losses)	$ 12,606	$ (1,051)	$ 24,298	$ 495
Trading
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Realized Gains (Losses)	0	1,689	0	2,186
Unrealized Gains (Losses)	5,135	(1,271)	14,103	(1,405)
Trading | TBA securities
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Realized Gains (Losses)	0	2,030	0	1,815
Unrealized Gains (Losses)	0	(1,015)	0	(815)
Trading | Eurodollar futures
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Realized Gains (Losses)	0	232	0	787
Unrealized Gains (Losses)	0	(545)	0	(925)
Trading | Interest rate swaps
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Realized Gains (Losses)	0	0	0	0
Unrealized Gains (Losses)	5,135	48	14,103	74
Trading | Swaptions
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Realized Gains (Losses)	0	0	0	0
Unrealized Gains (Losses)	0	154	0	68
Trading | U.S. Treasury and interest rate swap futures and options
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Realized Gains (Losses)	0	(573)	0	(416)
Unrealized Gains (Losses)	$ 0	$ 87	$ 0	$ 193

X

- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

X

- Definition

The difference between the book value and the sale price of options, swaps, futures, forward contracts, and other derivative instruments. This element refers to the gain (loss) included in earnings.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 230
-SubTopic 10
-Section 45
-Paragraph 28
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=109223946&loc=d3e3602-108585

Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 220
-Section S99
-Paragraph 1
-Subparagraph (SX 210.9-04.13(h))
-URI http://asc.fasb.org/extlink&oid=114873765&loc=SL114874048-224260

+ Details

Name:	us-gaap_GainLossOnSaleOfDerivatives
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

X

- Definition

The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 230
-SubTopic 10
-Section 45
-Paragraph 28
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=109223946&loc=d3e3602-108585

+ Details

Name:	us-gaap_UnrealizedGainLossOnDerivatives
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

X

- Details

Name:	us-gaap_HedgingDesignationAxis=us-gaap_NotDesignatedAsHedgingInstrumentTradingMember
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=us-gaap_EurodollarFutureMember
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:

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=us-gaap_SwaptionMember
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: