XML 47 R37.htm IDEA: XBRL DOCUMENT
v3.20.2

Repurchase Agreements (Tables) | 9 Months Ended
--- | ---
Sep. 30, 2020
Carrying Value of Federal Funds Sold, Securities Purchased under Agreements to Resell, and Deposits Paid for Securities Borrowed [Abstract] |
Schedule of Amounts Outstanding Under Repurchase Agreements | The following table presents detailed information about the amounts outstanding under the Company’s repurchase agreements secured by investment securities and associated assets pledged as collateral at December 31, 2019 (dollar amounts in thousands):
|  | December 31, 2019
|  |  |  |  |  | Outstanding Repurchase Agreements |  | Fair Value of Collateral Pledged |  | Amortized Cost of Collateral Pledged
Agency RMBS (1) |  |  |  |  |  | $ | 812,742 |  |  | $ | 865,765 |  |  | $ | 864,428 |
Agency CMBS (2) |  |  |  |  |  | 133,184 |  |  | 139,317 |  |  | 140,118 |
Non-Agency RMBS (3) |  |  |  |  |  | 594,286 |  |  | 797,784 |  |  | 785,952 |
CMBS (4) |  |  |  |  |  | 811,890 |  |  | 1,036,513 |  |  | 853,043 |
Balance at end of the period |  |  |  |  |  | $ | 2,352,102 |  |  | $ | 2,839,379 |  |  | $ | 2,643,541 |
(1)Collateral pledged includes Agency RMBS securities with a fair value amounting to $26.2 million included in Consolidated SLST as of December 31, 2019. (2)Collateral pledged includes Agency CMBS securities with a fair value amounting to $88.4 million included in the Consolidated K-Series as of December 31, 2019. (3)Collateral pledged includes first loss subordinated RMBS securities with a fair value amounting to $214.8 million included in Consolidated SLST as of December 31, 2019. (4)Collateral pledged includes first loss POs, IOs and mezzanine CMBS securities with a fair value amounting to $848.2 million included in the Consolidated K-Series as of December 31, 2019.
Schedule of Contractual Maturities of Outstanding Financing Arrangements | The following table presents contractual maturity information about the Company’s outstanding repurchase agreements secured by investment securities at December 31, 2019 (dollar amounts in thousands):
Contractual Maturity |  | December 31, 2019
Within 30 days |  | $ | 449,474 |
Over 30 days to 90 days |  | 1,647,683 |
Over 90 days |  | 254,945 |
Total |  | $ | 2,352,102 |
Schedule of Unencumbered Securities | The following table presents information about the Company's unencumbered securities at December 31, 2019 (dollar amounts in thousands):
Unencumbered Securities |  |  | December 31, 2019
Agency RMBS |  |  | $ | 83,351 |
CMBS |  |  | 235,199 |
Non-Agency RMBS |  |  | 168,063 |
ABS |  |  | 49,214 |
Total |  |  | $ | 535,827 |
Schedule of Borrowings Under Financing Arrangements and Assets Pledged as Collateral | The following table presents detailed information about the Company’s financings under these repurchase agreements and associated residential loans pledged as collateral at September 30, 2020 and December 31, 2019, respectively (dollar amounts in thousands):
| Maximum Aggregate Uncommitted Principal Amount |  | Outstanding Repurchase Agreements |  | Carrying Value of Loans Pledged (1) |  | Weighted Average Rate |  | Weighted Average Months to Maturity (2)
September 30, 2020 | $ | 1,247,483 |  |  | $ | 673,787 |  |  | $ | 938,572 |  |  | 2.46 | % |  | 2.96
December 31, 2019 | $ | 1,200,000 |  |  | $ | 754,132 |  |  | $ | 961,749 |  |  | 3.67 | % |  | 11.20
(1)Includes residential loans, at fair value of $938.6 million and $881.2 million at September 30, 2020 and December 31, 2019, respectively, and residential loans, net of $80.6 million at December 31, 2019. (2)The Company expects to roll outstanding amounts under these repurchase agreements into new repurchase agreements or other financings, or to repay outstanding amounts, prior to or at maturity.

X
- Definition Investments Securities Not Pledged As Collateral [Table Text Block] + References No definition available. + Details
Name: | nymt_InvestmentsSecuritiesNotPledgedAsCollateralTableTextBlock
Namespace Prefix: | nymt_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Outstanding repurchase agreements by contractual maturity. + References No definition available. + Details
Name: | nymt_OutstandingRepurchaseAgreementsByContractualMaturityTableTextBlock
Namespace Prefix: | nymt_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

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

X
- Definition Tabular disclosure of financial instruments held by the entity for its own account for trading or investment purposes that are carried at fair value and pledged to counterparties as collateral for financing transactions. Description may include equity, fixed income, debt or other securities. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 30 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=66007379&loc=d3e113888-111728 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 30 -Section 50 -Paragraph 1A -URI http://asc.fasb.org/extlink&oid=109249958&loc=SL6224234-111729 + Details
Name: | us-gaap_ScheduleOfFinancialInstrumentsOwnedAndPledgedAsCollateralTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition The entire disclosure for repurchase agreements. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(m)(1)) -URI http://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690 + Details
Name: | us-gaap_ScheduleOfRepurchaseAgreements
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration