XML 117 R40.htm IDEA: XBRL DOCUMENT
v3.19.3

Fair Value of Financial Instruments (Tables) | 9 Months Ended
--- | ---
Sep. 30, 2019
Fair Value Disclosures [Abstract] |
Schedule of Financial Instruments Measured at Fair Value on a Recurring Basis | The following table presents the Company’s financial instruments measured at fair value on a recurring basis as of September 30, 2019 and December 31, 2018, respectively, on the Company’s condensed consolidated balance sheets (dollar amounts in thousands):
| Measured at Fair Value on a Recurring Basis at
| September 30, 2019 |  | December 31, 2018
| Level 1 |  | Level 2 |  | Level 3 |  | Total |  | Level 1 |  | Level 2 |  | Level 3 |  | Total
Assets carried at fair value |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Investment securities available for sale: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Agency RMBS | $ | — |  |  | $ | 955,838 |  |  | $ | — |  |  | $ | 955,838 |  |  | $ | — |  |  | $ | 1,037,730 |  |  | $ | — |  |  | $ | 1,037,730 |
Non-Agency RMBS | — |  |  | 621,528 |  |  | — |  |  | 621,528 |  |  | — |  |  | 214,037 |  |  | — |  |  | 214,037 |
CMBS | — |  |  | 278,398 |  |  | — |  |  | 278,398 |  |  | — |  |  | 207,785 |  |  | 52,700 |  |  | 260,485 |
ABS | — |  |  | 48,254 |  |  | — |  |  | 48,254 |  |  | — |  |  | — |  |  | — |  |  | — |
Multi-family loans held in securitization trusts | — |  |  | — |  |  | 15,863,264 |  |  | 15,863,264 |  |  | — |  |  | — |  |  | 11,679,847 |  |  | 11,679,847 |
Distressed and other residential mortgage loans, at fair value | — |  |  | — |  |  | 1,116,128 |  |  | 1,116,128 |  |  | — |  |  | — |  |  | 737,523 |  |  | 737,523 |
Derivative assets: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps (1) | — |  |  | 20,673 |  |  | — |  |  | 20,673 |  |  | — |  |  | 10,263 |  |  | — |  |  | 10,263 |
Investments in unconsolidated entities | — |  |  | — |  |  | 76,249 |  |  | 76,249 |  |  | — |  |  | — |  |  | 32,994 |  |  | 32,994 |
Total | $ | — |  |  | $ | 1,924,691 |  |  | $ | 17,055,641 |  |  | $ | 18,980,332 |  |  | $ | — |  |  | $ | 1,469,815 |  |  | $ | 12,503,064 |  |  | $ | 13,972,879 |
Liabilities carried at fair value |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Multi-family collateralized debt obligations | $ | — |  |  | $ | — |  |  | $ | 14,978,199 |  |  | $ | 14,978,199 |  |  | $ | — |  |  | $ | — |  |  | $ | 11,022,248 |  |  | $ | 11,022,248 |
Total | $ | — |  |  | $ | — |  |  | $ | 14,978,199 |  |  | $ | 14,978,199 |  |  | $ | — |  |  | $ | — |  |  | $ | 11,022,248 |  |  | $ | 11,022,248 |
(1) All of the Company's interest rate swaps outstanding are cleared through a central clearing house. The Company exchanges variation margin for swaps based upon daily changes in fair value. Includes derivative liabilities of $40.4 million netted against a variation margin of $61.1 million at September 30, 2019. Includes derivative assets of $1.8 million and variation margin of $8.5 million at December 31, 2018.
Schedule of Changes in Valuation of Level 3 Assets | The following tables detail changes in valuation for the Level 3 assets for the nine months ended September 30, 2019 and 2018, respectively (amounts in thousands): Level 3 Assets:
| Nine Months Ended September 30, 2019
| Multi-family loans held in securitization trusts |  | Distressed and other residential mortgage loans |  | Investments in unconsolidated entities |  | CMBS held in securitization trusts |  | Total
Balance at beginning of period | $ | 11,679,847 |  |  | $ | 737,523 |  |  | $ | 32,994 |  |  | $ | 52,700 |  |  | $ | 12,503,064 |
Total gains/(losses) (realized/unrealized) |  |  |  |  |  |  |  |  |
Included in earnings | 760,132 |  |  | 44,913 |  |  | 7,169 |  |  | 17,734 |  |  | 829,948 |
Included in other comprehensive income (loss) | — |  |  | — |  |  | — |  |  | (13,665 | ) |  | (13,665 | )
Transfers in | — |  |  | — |  |  | — |  |  | — |  |  | — |
Transfers out | — |  |  | (437 | ) |  | — |  |  | — |  |  | (437 | )
Contributions | — |  |  | — |  |  | 50,000 |  |  | — |  |  | 50,000 |
Paydowns/Distributions | (368,811 | ) |  | (106,113 | ) |  | (13,914 | ) |  | — |  |  | (488,838 | )
Charge-off | (3,510 | ) |  | — |  |  | — |  |  | — |  |  | (3,510 | )
Sales | — |  |  | (19,814 | ) |  | — |  |  | (56,769 | ) |  | (76,583 | )
Purchases (1) | 3,795,606 |  |  | 460,056 |  |  | — |  |  | — |  |  | 4,255,662 |
Balance at the end of period | $ | 15,863,264 |  |  | $ | 1,116,128 |  |  | $ | 76,249 |  |  | $ | — |  |  | $ | 17,055,641 |
(1) During the nine months ended September 30, 2019, the Company purchased first loss PO securities, and certain IOs and senior or mezzanine CMBS securities issued from securitizations that it determined to consolidate and included in the Consolidated K-Series. As a result, the Company consolidated assets of these securitizations in the amount of $3.8 billion during the nine months ended September 30, 2019 (see Notes 2 and 6)
Schedule of Changes in Valuation of Level 3 Liabilities |
| Nine Months Ended September 30, 2018
| Multi-family loans held in securitization trusts |  | Distressed and other residential mortgage loans |  | Investments in unconsolidated entities |  | CMBS held in securitization trusts |  | Total
Balance at beginning of period | $ | 9,657,421 |  |  | $ | 87,153 |  |  | $ | 42,823 |  |  | $ | 47,922 |  |  | $ | 9,835,319 |
Total (losses)/gains (realized/unrealized) |  |  |  |  |  |  |  |  |
Included in earnings | (289,797 | ) |  | (1,361 | ) |  | 7,930 |  |  | 2,928 |  |  | (280,300 | )
Included in other comprehensive income (loss) | — |  |  | — |  |  | — |  |  | 901 |  |  | 901 |
Transfers in | — |  |  | — |  |  | — |  |  | — |  |  | — |
Transfers out | — |  |  | — |  |  | — |  |  | — |  |  | — |
Contributions | — |  |  | — |  |  | — |  |  | — |  |  | — |
Paydowns/Distributions | (101,953 | ) |  | (15,456 | ) |  | (15,692 | ) |  | — |  |  | (133,101 | )
Sales | — |  |  | (7,105 | ) |  | — |  |  | — |  |  | (7,105 | )
Purchases (1) | 805,163 |  |  | 118,679 |  |  | — |  |  | — |  |  | 923,842 |
Balance at the end of period | $ | 10,070,834 |  |  | $ | 181,910 |  |  | $ | 35,061 |  |  | $ | 51,751 |  |  | $ | 10,339,556 |
(1) | During the nine months ended September 30, 2018, the Company purchased first loss PO securities and certain IOs and mezzanine CMBS securities issued from securitizations that it determined to consolidate and included in the Consolidated K-Series. As a result, the Company consolidated assets of these securitizations in the amount of $0.8 billion during the nine months ended September 30, 2018 (see Notes 2 and 6).
The following table details changes in valuation for the Level 3 liabilities (Multi-family CDOs) for the nine months ended September 30, 2019 and 2018, respectively (amounts in thousands): Level 3 Liabilities:
| Nine Months Ended September 30,
| 2019 |  | 2018
Balance at beginning of period | $ | 11,022,248 |  |  | $ | 9,189,459 |
Total losses (gains) (realized/unrealized) |  |  |
Included in earnings | 694,043 |  |  | (350,674 | )
Purchases (1) | 3,633,525 |  |  | 767,477 |
Paydowns | (368,107 | ) |  | (101,949 | )
Charge-off | (3,510 | ) |  | — |
Balance at the end of period | $ | 14,978,199 |  |  | $ | 9,504,313 |
(1) During the nine months ended September 30, 2019 and 2018, the Company purchased PO securities and certain IOs and senior or mezzanine CMBS securities issued from securitizations that it determined to consolidate and included in the Consolidated K-Series. As a result, the Company consolidated liabilities of these securitizations in the amount of $3.6 billion and $0.8 billion during the nine months ended September 30, 2019 and 2018, respectively (see Notes 2 and 6)
Schedule of Changes in Unrealized Gains (Losses) Included in Earnings for Level 3 Assets and Liabilities | The following table details the changes in unrealized gains (losses) included in earnings for the three and nine months ended September 30, 2019 and 2018 for our Level 3 assets and liabilities held as of September 30, 2019 and 2018, respectively (dollar amounts in thousands):
| Three Months Ended September 30, |  | Nine Months Ended September 30,
| 2019 |  | 2018 |  | 2019 |  | 2018
Assets |  |  |  |  |  |  |
Multi-family loans held in securitization trusts (1) | $ | 197,837 |  |  | $ | (33,153 | ) |  | $ | 802,625 |  |  | $ | (252,899 | )
Investments in unconsolidated entities (2) | 449 |  |  | 4,092 |  |  | 1,295 |  |  | 5,359 |
Distressed and other residential mortgage loans, at fair value (1) | 17,413 |  |  | (629 | ) |  | 37,079 |  |  | (754 | )
Liabilities |  |  |  |  |  |  |
Multi-family debt held in securitization trusts (1) | (190,207 | ) |  | 45,456 |  |  | (780,378 | ) |  | 284,766 |
(1) | Presented in unrealized gains (losses), net on the Company's condensed consolidated statements of operations.
(2) Presented in other income on the Company's condensed consolidated statements of operations.
Schedule of Assets Measured at Fair Value on a Non-recurring Basis | The following table presents assets measured at fair value on a non-recurring basis as of September 30, 2019 and December 31, 2018, respectively, on the Company's condensed consolidated balance sheets (dollar amounts in thousands):
| Assets Measured at Fair Value on a Non-Recurring Basis at
| September 30, 2019 |  | December 31, 2018
| Level 1 |  | Level 2 |  | Level 3 |  | Total |  | Level 1 |  | Level 2 |  | Level 3 |  | Total
Residential mortgage loans held in securitization trusts – impaired loans, net | — |  |  | — |  |  | $ | 5,350 |  |  | $ | 5,350 |  |  | — |  |  | — |  |  | $ | 5,921 |  |  | $ | 5,921 |
Schedule of Gains (Losses) Incurred for Assets Measured at Fair Value on a Non-recurring Basis | The following table presents gains (losses) incurred for assets measured at fair value on a non-recurring basis for the three and nine months ended September 30, 2019 and 2018, respectively, on the Company’s condensed consolidated statements of operations (dollar amounts in thousands):
| Three Months Ended September 30, |  | Nine Months Ended September 30,
| 2019 |  | 2018 |  | 2019 |  | 2018
Residential mortgage loans held in securitization trusts – impaired loans, net | $ | 13 |  |  | $ | (17 | ) |  | $ | (24 | ) |  | $ | 93 |
Schedule of Carrying Value and Estimated Fair Value of Financial Instruments | The following table presents a summary of the assets and liabilities of the Residential CDOs, the Consolidated K-Series, and KRVI of as of September 30, 2019 (dollar amounts in thousands). Intercompany balances have been eliminated for purposes of this presentation.
| Financing VIE |  | Other VIEs |  |
| Residential Mortgage Loan Securitization |  | Consolidated K-Series |  | Other |  | Total
Cash and cash equivalents | $ | — |  |  | $ | — |  |  | $ | 656 |  |  | $ | 656 |
Residential mortgage loans held in securitization trusts, net | 45,672 |  |  | — |  |  | — |  |  | 45,672 |
Multi-family loans held in securitization trusts, at fair value | — |  |  | 15,863,264 |  |  | — |  |  | 15,863,264 |
Receivables and other assets | 1,274 |  |  | 51,950 |  |  | 14,098 |  |  | 67,322 |
Total assets | $ | 46,946 |  |  | $ | 15,915,214 |  |  | $ | 14,754 |  |  | $ | 15,976,914 |
Residential collateralized debt obligations | $ | 42,119 |  |  | $ | — |  |  | $ | — |  |  | $ | 42,119 |
Multi-family collateralized debt obligations, at fair value | — |  |  | 14,978,199 |  |  | — |  |  | 14,978,199 |
Mortgages and notes payable in consolidated variable interest entities | — |  |  | — |  |  | 935 |  |  | 935 |
Accrued expenses and other liabilities | 35 |  |  | 50,783 |  |  | 120 |  |  | 50,938 |
Total liabilities | $ | 42,154 |  |  | $ | 15,028,982 |  |  | $ | 1,055 |  |  | $ | 15,072,191 |
The following table presents a summary of the assets and liabilities of the Financing VIEs, the Consolidated K-Series, KRVI, and The Clusters as of December 31, 2018 (dollar amounts in thousands):
| Financing VIEs |  | Other VIEs |  |
| Multi-family CMBS Re- securitization (1) |  | Distressed Residential Mortgage Loan Securitization (2) |  | Residential Mortgage Loan Securitization |  | Consolidated K-Series (3) |  | Other |  | Total
Cash and cash equivalents | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | 708 |  |  | $ | 708 |
Investment securities available for sale, at fair value held in securitization trusts | 52,700 |  |  | — |  |  | — |  |  | — |  |  | — |  |  | 52,700 |
Residential mortgage loans held in securitization trusts, net | — |  |  | — |  |  | 56,795 |  |  | — |  |  | — |  |  | 56,795 |
Distressed residential mortgage loans held in securitization trusts, net | — |  |  | 88,096 |  |  | — |  |  | — |  |  | — |  |  | 88,096 |
Multi-family loans held in securitization trusts, at fair value | 1,107,071 |  |  | — |  |  | — |  |  | 10,572,776 |  |  | — |  |  | 11,679,847 |
Real estate held for sale in consolidated variable interest entities | — |  |  | — |  |  | — |  |  | — |  |  | 29,704 |  |  | 29,704 |
Receivables and other assets | 4,243 |  |  | 10,287 |  |  | 1,061 |  |  | 37,679 |  |  | 23,254 |  |  | 76,524 |
Total assets | $ | 1,164,014 |  |  | $ | 98,383 |  |  | $ | 57,856 |  |  | $ | 10,610,455 |  |  | $ | 53,666 |  |  | $ | 11,984,374 |
Residential collateralized debt obligations | $ | — |  |  | $ | — |  |  | $ | 53,040 |  |  | $ | — |  |  | $ | — |  |  | $ | 53,040 |
Multi-family collateralized debt obligations, at fair value | 1,036,604 |  |  | — |  |  | — |  |  | 9,985,644 |  |  | — |  |  | 11,022,248 |
Securitized debt | 30,121 |  |  | 12,214 |  |  | — |  |  | — |  |  | — |  |  | 42,335 |
Mortgages and notes payable in consolidated variable interest entities | — |  |  | — |  |  | — |  |  | — |  |  | 31,227 |  |  | 31,227 |
Accrued expenses and other liabilities | 4,228 |  |  | 444 |  |  | 26 |  |  | 37,022 |  |  | 1,166 |  |  | 42,886 |
Total liabilities | $ | 1,070,953 |  |  | $ | 12,658 |  |  | $ | 53,066 |  |  | $ | 10,022,666 |  |  | $ | 32,393 |  |  | $ | 11,191,736 |
(1) | The Company classified the multi-family CMBS issued by two securitizations and held by this Financing VIE as available for sale securities. The Financing VIE consolidated one securitization included in the Consolidated K-Series that issued certain of the multi-family CMBS owned by the Company, including its assets, liabilities, income and expenses, in its financial statements, as based on a number of factors, the Company determined that it was the primary beneficiary and has a controlling financial interest in this particular K-Series securitization (see Note 6).
(2) | The Company engaged in this transaction for the purpose of financing certain distressed residential mortgage loans acquired by the Company. The distressed residential mortgage loans serving as collateral for the financing are comprised of re-performing and, to a lesser extent, non-performing and other delinquent mortgage loans secured by first liens on one- to four- family properties. Balances as of December 31, 2018 are related to a securitization transaction that closed in April 2016 that involved the issuance of $177.5 million of Class A Notes representing the beneficial ownership in a pool of performing and re-performing seasoned mortgage loans. The Company held 5% of the Class A Notes issued as part of the securitization transaction, which were eliminated in consolidation.
(3) | Eight of the securitizations included in the Consolidated K-Series were not held in a Financing VIE as of December 31, 2018.
The following table presents the carrying value and estimated fair value of the Company’s financial instruments at September 30, 2019 and December 31, 2018, respectively (dollar amounts in thousands):
|  |  | September 30, 2019 |  | December 31, 2018
| Fair Value Hierarchy Level |  | Carrying Value |  | Estimated Fair Value |  | Carrying Value |  | Estimated Fair Value
Financial Assets: |  |  |  |  |  |  |  |  |
Cash and cash equivalents | Level 1 |  | $ | 65,906 |  |  | $ | 65,906 |  |  | $ | 103,724 |  |  | $ | 103,724 |
Investment securities, available for sale | Level 2 or 3 |  | 1,904,018 |  |  | 1,904,018 |  |  | 1,512,252 |  |  | 1,512,252 |
Distressed and other residential mortgage loans, at fair value | Level 3 |  | 1,116,128 |  |  | 1,116,128 |  |  | 737,523 |  |  | 737,523 |
Distressed and other residential mortgage loans, net | Level 3 |  | 210,466 |  |  | 213,398 |  |  | 285,261 |  |  | 289,376 |
Investments in unconsolidated entities | Level 3 |  | 168,933 |  |  | 170,150 |  |  | 73,466 |  |  | 73,833 |
Preferred equity and mezzanine loan investments | Level 3 |  | 178,997 |  |  | 181,626 |  |  | 165,555 |  |  | 167,739 |
Multi-family loans held in securitization trusts | Level 3 |  | 15,863,264 |  |  | 15,863,264 |  |  | 11,679,847 |  |  | 11,679,847 |
Derivative assets | Level 2 |  | 20,673 |  |  | 20,673 |  |  | 10,263 |  |  | 10,263 |
Mortgage loans held for sale, net (1) | Level 3 |  | 2,437 |  |  | 2,525 |  |  | 3,414 |  |  | 3,584 |
Mortgage loans held for investment (1) | Level 3 |  | — |  |  | — |  |  | 1,580 |  |  | 1,580 |
Financial Liabilities: |  |  |  |  |  |  |  |  |
Repurchase agreements | Level 2 |  | 2,559,880 |  |  | 2,559,880 |  |  | 2,131,505 |  |  | 2,131,505 |
Residential collateralized debt obligations | Level 3 |  | 42,119 |  |  | 40,534 |  |  | 53,040 |  |  | 50,031 |
Multi-family collateralized debt obligations | Level 3 |  | 14,978,199 |  |  | 14,978,199 |  |  | 11,022,248 |  |  | 11,022,248 |
Securitized debt | Level 3 |  | — |  |  | — |  |  | 42,335 |  |  | 45,030 |
Subordinated debentures | Level 3 |  | 45,000 |  |  | 41,273 |  |  | 45,000 |  |  | 44,897 |
Convertible notes | Level 2 |  | 132,395 |  |  | 140,557 |  |  | 130,762 |  |  | 135,689 |
(1) | Included in receivables and other assets in the accompanying condensed consolidated balance sheets.

X
- Definition Tabular disclosure of losses incurred for assets measured at fair value on a non-recurring basis. + References No definition available. + Details
Name: | nymt_FairValueLossesForAssetsMeasuredOnNonrecurringBasisTableTextBlock
Namespace Prefix: | nymt_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of the amount of gains or losses for the period included in earnings or resulted in a change to net assets, have arisen from the use of significant unobservable inputs (level 3) to measure the fair value of assets, liabilities, and financial instruments classified in shareholders' equity. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c)(1) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisGainLossIncludedInEarningsTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of assets and liabilities by class, including financial instruments measured at fair value that are classified in shareholders' equity, if any, that are measured at fair value on a nonrecurring basis in periods after initial recognition (for example, impaired assets). Disclosures may include, but are not limited to: (a) the fair value measurements recorded and the reasons for the measurements and (b) the level within the fair value hierarchy in which the fair value measurements are categorized in their entirety (levels 1, 2, 3). + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (bbb) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueAssetsMeasuredOnNonrecurringBasisTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of the fair value measurement of assets using significant unobservable inputs (Level 3), a reconciliation of the beginning and ending balances, separately presenting changes during the period attributable to the following: (1) total gains or losses for the period (realized and unrealized), segregating those gains or losses included in earnings (or changes in net assets) and gains or losses recognized in other comprehensive income (loss), and a description of where those gains or losses included in earnings (or changes in net assets) are reported in the statement of income (or activities); (2) purchases, sales, issues, and settlements (each type disclosed separately); and (3) transfers in and transfers out of Level 3 (for example, transfers due to changes in the observability of significant inputs), by class of asset. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 3 -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19279-110258 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of the fair value of financial instruments, including financial assets and financial liabilities, and the measurements of those instruments, assets, and liabilities. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 11 -URI http://asc.fasb.org/extlink&oid=118260190&loc=d3e13467-108611 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueByBalanceSheetGroupingTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- References No definition available. + Details
Name: | us-gaap_FairValueDisclosuresAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of the fair value measurement of liabilities using significant unobservable inputs (Level 3), a reconciliation of the beginning and ending balances, separately presenting changes attributable to the following: (1) total gains or losses for the period (realized and unrealized), segregating those gains or losses included in earnings (or changes in net assets), and gains or losses recognized in other comprehensive income (loss) and a description of where those gains or losses included in earnings (or changes in net assets) are reported in the statement of income (or activities); (2) purchases, sales, issues, and settlements (each type disclosed separately); and (3) transfers in and transfers out of Level 3 (for example, transfers due to changes in the observability of significant inputs) by class of liability. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 3 -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19279-110258 + Details
Name: | us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of assets and liabilities, including [financial] instruments measured at fair value that are classified in stockholders' equity, if any, that are measured at fair value on a recurring basis. The disclosures contemplated herein include the fair value measurements at the reporting date by the level within the fair value hierarchy in which the fair value measurements in their entirety fall, segregating fair value measurements using quoted prices in active markets for identical assets (Level 1), significant other observable inputs (Level 2), and significant unobservable inputs (Level 3). + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration