XML 121 R88.htm IDEA: XBRL DOCUMENT
v3.20.1

Fair Value of Financial Instruments - Assets and Liabilities Measured at Fair Value on a Recurring Basis (Details) - USD ($) | Mar. 31, 2020 | Dec. 31, 2019
--- | --- | ---
Assets carried at fair value |  |
Investment securities available for sale | $ 442,532,000 | $ 1,760,812,000
Interest rate swaps |  |
Liabilities carried at fair value |  |
Derivative labilities |  | (29,000,000.0)
Variation margin |  | 44,800,000
Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 901,899,000
Agency CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 20,277,000
Fair Value, Measurements, Recurring |  |
Assets carried at fair value |  |
Investments in unconsolidated entities | 211,965,000 | 83,882,000
Preferred equity and mezzanine loan investments | 179,292,000 | 0
Total | 4,055,195,000 | 22,681,286,000
Liabilities carried at fair value |  |
Total | 1,034,992,000 | 17,777,280,000
Fair Value, Measurements, Recurring | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 0 | 15,878,000
Fair Value, Measurements, Recurring | Consolidated SLST | VIE, Primary Beneficiary |  |
Assets carried at fair value |  |
Residential loans, at fair value | 1,218,299,000 | 1,328,886,000
Fair Value, Measurements, Recurring | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 922,877,000
Fair Value, Measurements, Recurring | Agency CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 50,958,000
Fair Value, Measurements, Recurring | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 576,108,000 | 715,314,000
Fair Value, Measurements, Recurring | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 268,856,000 | 267,777,000
Fair Value, Measurements, Recurring | ABS |  |
Assets carried at fair value |  |
Investment securities available for sale | 42,344,000 | 49,214,000
Fair Value, Measurements, Recurring | Residential loans |  |
Assets carried at fair value |  |
Residential loans, at fair value | 1,515,347,000 | 1,429,754,000
Fair Value, Measurements, Recurring | Residential loans held in securitization trusts |  |
Assets carried at fair value |  |
Residential loans, at fair value | 42,984,000 | 0
Fair Value, Measurements, Recurring | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 0 | 17,816,746,000
Fair Value, Measurements, Recurring | Multi-family collateralized debt obligations, at fair value |  |
Liabilities carried at fair value |  |
Collateralized debt obligations, at fair value | 0 | 16,724,451,000
Fair Value, Measurements, Recurring | Residential collateralized debt obligations, at fair value |  |
Liabilities carried at fair value |  |
Collateralized debt obligations, at fair value | 1,034,992,000 | 1,052,829,000
Level 1 | Fair Value, Measurements, Recurring |  |
Assets carried at fair value |  |
Investments in unconsolidated entities | 0 |
Total | 0 | 0
Liabilities carried at fair value |  |
Total | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Agency CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | ABS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Residential loans |  |
Assets carried at fair value |  |
Residential loans, at fair value | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Residential loans held in securitization trusts |  |
Assets carried at fair value |  |
Residential loans, at fair value | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Multi-family collateralized debt obligations, at fair value |  |
Liabilities carried at fair value |  |
Collateralized debt obligations, at fair value | 0 | 0
Level 2 |  |
Assets carried at fair value |  |
Investment securities available for sale | 887,308,000 | 2,006,140,000
Level 2 | Fair Value, Measurements, Recurring |  |
Assets carried at fair value |  |
Investments in unconsolidated entities | 0 |
Total | 887,308,000 | 2,022,018,000
Liabilities carried at fair value |  |
Total | 0 | 0
Level 2 | Fair Value, Measurements, Recurring | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 0 | 15,878,000
Level 2 | Fair Value, Measurements, Recurring | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 922,877,000
Level 2 | Fair Value, Measurements, Recurring | Agency CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 50,958,000
Level 2 | Fair Value, Measurements, Recurring | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 576,108,000 | 715,314,000
Level 2 | Fair Value, Measurements, Recurring | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 268,856,000 | 267,777,000
Level 2 | Fair Value, Measurements, Recurring | ABS |  |
Assets carried at fair value |  |
Investment securities available for sale | 42,344,000 | 49,214,000
Level 2 | Fair Value, Measurements, Recurring | Residential loans |  |
Assets carried at fair value |  |
Residential loans, at fair value | 0 | 0
Level 2 | Fair Value, Measurements, Recurring | Residential loans held in securitization trusts |  |
Assets carried at fair value |  |
Residential loans, at fair value | 0 | 0
Level 2 | Fair Value, Measurements, Recurring | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 0 | 0
Level 2 | Fair Value, Measurements, Recurring | Multi-family collateralized debt obligations, at fair value |  |
Liabilities carried at fair value |  |
Collateralized debt obligations, at fair value | 0 | 0
Level 3 |  |
Assets carried at fair value |  |
Investments in unconsolidated entities | 211,965,000 | 191,359,000
Level 3 | Fair Value, Measurements, Recurring |  |
Assets carried at fair value |  |
Investments in unconsolidated entities | 211,965,000 | 83,882,000
Preferred equity and mezzanine loan investments | 179,292,000 | 0
Total | 3,167,887,000 | 20,659,268,000
Liabilities carried at fair value |  |
Total | 1,034,992,000 | 17,777,280,000
Level 3 | Fair Value, Measurements, Recurring | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | Consolidated SLST | VIE, Primary Beneficiary |  |
Assets carried at fair value |  |
Residential loans, at fair value | 1,218,299,000 | 1,328,886,000
Level 3 | Fair Value, Measurements, Recurring | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | Agency CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | ABS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | Residential loans |  |
Assets carried at fair value |  |
Residential loans, at fair value | 1,515,347,000 | 1,429,754,000
Level 3 | Fair Value, Measurements, Recurring | Residential loans held in securitization trusts |  |
Assets carried at fair value |  |
Residential loans, at fair value | 42,984,000 | 0
Level 3 | Fair Value, Measurements, Recurring | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 0 | 17,816,746,000
Level 3 | Fair Value, Measurements, Recurring | Multi-family collateralized debt obligations, at fair value |  |
Liabilities carried at fair value |  |
Collateralized debt obligations, at fair value | 0 | 16,724,451,000
Level 3 | Fair Value, Measurements, Recurring | Residential collateralized debt obligations, at fair value |  |
Liabilities carried at fair value |  |
Collateralized debt obligations, at fair value | $ 1,034,992,000 | $ 1,052,829,000

X
- Definition Derivative Instruments, Variation Margin Receivable + References No definition available. + Details
Name: | nymt_DerivativeInstrumentsVariationMarginReceivable
Namespace Prefix: | nymt_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Financial Instrument Owned, Loans And Preferred Equity + References No definition available. + Details
Name: | nymt_FinancialInstrumentOwnedLoansAndPreferredEquity
Namespace Prefix: | nymt_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Financial Instruments Owned, Residential Loans at Fair Value + References No definition available. + Details
Name: | nymt_FinancialInstrumentsOwnedResidentialLoansatFairValue
Namespace Prefix: | nymt_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Fair value portion of probable future economic benefits obtained or controlled by an entity as a result of past transactions or events. + 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 (a) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_AssetsFairValueDisclosure
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

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

X
- Definition Amount of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale). + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 326 -SubTopic 30 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=118942338&loc=SL82898722-210454 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 45 -Paragraph 1 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=118954083&loc=d3e26610-111562 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (aa) -URI http://asc.fasb.org/extlink&oid=118939692&loc=d3e27161-111563 + Details
Name: | us-gaap_AvailableForSaleSecuritiesDebtSecurities
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 7 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226000-175313 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 20 -Section 50 -Paragraph 4D -Subparagraph (c)(2) -URI http://asc.fasb.org/extlink&oid=118948506&loc=SL51823488-111719 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (a),(c) -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624163-113959 + Details
Name: | us-gaap_DerivativeFairValueOfDerivativeAsset
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 20 -Section 50 -Paragraph 4D -Subparagraph (c)(2) -URI http://asc.fasb.org/extlink&oid=118948506&loc=SL51823488-111719 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (a),(c) -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624163-113959 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 7 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226000-175313 + Details
Name: | us-gaap_DerivativeFairValueOfDerivativeLiability
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Fair value portion of investments accounted under the equity method. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 323 -SubTopic 10 -Section 25 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=117311354&loc=d3e32014-111567 + Details
Name: | us-gaap_EquityMethodInvestmentsFairValueDisclosure
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Fair value of financial and nonfinancial obligations. + 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 (a) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_LiabilitiesFairValueDisclosure
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

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

X
- Definition Fair value portion of contractual obligation to pay money on demand or on fixed or determinable dates. + References No definition available. + Details
Name: | us-gaap_LoansPayableFairValueDisclosure
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Fair value of securitized, pay-through debt securities collateralized by real estate mortgage loans classified as held-to-maturity. + References No definition available. + Details
Name: | us-gaap_MortgageBackedSecuritiesHeldToMaturityFairValueDisclosure
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

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

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nymt_AgencyResidentialMortgageBackedSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nymt_AgencyCMBSMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | dei_LegalEntityAxis=nymt_ConsolidatedSLSTMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | nymt_InvestmentsbyConsolidatedandNonconsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_CommercialMortgageBackedSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_AssetBackedSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nymt_ResidentialMortgageLoansMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nymt_ResidentialMortgageLoansHeldInSecuritizationTrustAtFairValueMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nymt_MultiFamilyLoansHeldInSecuritizationTrustsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nymt_MultiFamilyCollateralizedDebtObligationsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nymt_ResidentialCollateralizedDebtObligationsAtFairValueMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel1Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel2Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |