XML 118 R103.htm IDEA: XBRL DOCUMENT
v3.20.4

Fair Value of Financial Instruments - Valuation for Level 3 Assets (Details) - USD ($) $ in Thousands | 12 Months Ended
--- | ---
Dec. 31, 2020 | Dec. 31, 2019 | Dec. 31, 2018
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | $ 20,659,268 | $ 12,503,064 | $ 9,835,319
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 138,979 | 620,942 | (117,330)
Included in other comprehensive income (loss) |  | (13,665) | 798
Transfers in | 500,793 |  |
Transfers out | (254,525) | (913) | (56)
Transfers to securitization trust | 0 |  |
Contributions | 80,500 | 50,000 |
Paydowns/Distributions | (744,378) | (1,182,762) | (180,788)
Recovery of charge-off | 35 | (3,257) |
Sales | (17,478,375) | (76,583) | (18,173)
Purchases | 569,557 | 8,762,442 | 2,983,294
Balance at the end of period | 3,471,854 | 20,659,268 | 12,503,064
VIE, Primary Beneficiary | Consolidated SLST |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 1,328,886 | 0 |
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 27,898 | (445) |
Included in other comprehensive income (loss) |  | 0 |
Transfers in | 0 |  |
Transfers out | 0 | 0 |
Transfers to securitization trust | 0 |  |
Contributions | 0 | 0 |
Paydowns/Distributions | (89,999) | (3,729) |
Recovery of charge-off | 0 | 0 |
Sales | 0 | 0 |
Purchases | 0 | 1,333,060 |
Balance at the end of period | 1,266,785 | 1,328,886 | 0
VIE, Primary Beneficiary | Consolidated K-Series |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 17,816,746 | 11,679,847 |
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 41,795 | 533,094 |
Included in other comprehensive income (loss) |  | 0 |
Transfers in | 0 |  |
Transfers out | (237,297) | 0 |
Transfers to securitization trust | 0 |  |
Contributions | 0 | 0 |
Paydowns/Distributions | (239,796) | (992,912) |
Recovery of charge-off | 35 | (3,257) |
Sales | (17,381,483) | 0 |
Purchases | 0 | 6,599,974 |
Balance at the end of period | 0 | 17,816,746 | 11,679,847
Multi-Family Loans Held in Securitization Trust | Consolidated K-Series |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period |  | 11,679,847 | 9,657,421
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings |  |  | (134,298)
Included in other comprehensive income (loss) |  |  | 0
Transfers out |  |  | 0
Paydowns/Distributions |  |  | (137,820)
Sales |  |  | 0
Purchases |  |  | 2,294,544
Balance at the end of period |  |  | 11,679,847
CMBS held in re-securitization trusts |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 0 | 52,700 | 47,922
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings |  | 17,734 | 3,980
Included in other comprehensive income (loss) |  | (13,665) | 798
Transfers out |  | 0 | 0
Contributions |  | 0 |
Paydowns/Distributions |  | 0 | 0
Recovery of charge-off |  | 0 |
Sales |  | (56,769) | 0
Purchases |  | 0 | 0
Balance at the end of period |  | 0 | 52,700
Residential Mortgage Loans Held In Securitization Trust |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 0 |  |
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 31,402 |  |
Transfers in | 46,572 |  |
Transfers out | (2,492) |  |
Transfers to securitization trust | 651,911 |  |
Contributions | 0 |  |
Paydowns/Distributions | (35,942) |  |
Recovery of charge-off | 0 |  |
Sales | 0 |  |
Purchases | 0 |  |
Balance at the end of period | 691,451 | 0 |
Residential Mortgage Loans |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 1,429,754 | 737,523 | 87,153
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | (9,240) | 55,459 | 3,913
Included in other comprehensive income (loss) |  | 0 | 0
Transfers in | 164,279 |  |
Transfers out | (6,017) | (913) | (56)
Transfers to securitization trust | (651,911) |  |
Contributions | 0 | 0 |
Paydowns/Distributions | (308,600) | (171,909) | (24,064)
Recovery of charge-off | 0 | 0 |
Sales | (96,892) | (19,814) | (18,173)
Purchases | 569,557 | 829,408 | 688,750
Balance at the end of period | 1,090,930 | 1,429,754 | 737,523
Multi-family loans |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 0 |  |
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 20,454 |  |
Transfers in | 182,465 |  |
Transfers out | (8,719) |  |
Transfers to securitization trust | 0 |  |
Contributions | 14,164 |  |
Paydowns/Distributions | (44,771) |  |
Recovery of charge-off | 0 |  |
Sales | 0 |  |
Purchases | 0 |  |
Balance at the end of period | 163,593 | 0 |
Equity Method Investments |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 83,882 | 32,994 | 42,823
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 26,670 | 15,100 | 9,075
Included in other comprehensive income (loss) |  | 0 | 0
Transfers in | 107,477 |  |
Transfers out | 0 | 0 | 0
Transfers to securitization trust | 0 |  |
Contributions | 66,336 | 50,000 |
Paydowns/Distributions | (25,270) | (14,212) | (18,904)
Recovery of charge-off | 0 | 0 |
Sales | 0 | 0 | 0
Purchases | 0 | 0 | 0
Balance at the end of period | $ 259,095 | $ 83,882 | $ 32,994

X
- Definition Fair Value, Measurement With Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers Out Of Level 3 To Securitization Trust + References No definition available. + Details
Name: | nymt_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersOutOfLevel3ToSecuritizationTrust
Namespace Prefix: | nymt_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Charge-Off + References No definition available. + Details
Name: | nymt_FairValueMeasurementwithUnobservableInputsReconciliationRecurringBasisAssetChargeOff
Namespace Prefix: | nymt_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Contributions + References No definition available. + Details
Name: | nymt_FairValueMeasurementwithUnobservableInputsReconciliationRecurringBasisAssetContributions
Namespace Prefix: | nymt_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

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

X
- Definition A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period. + References No definition available. + Details
Name: | us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationCalculationRollForward
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Amount of gain (loss) recognized in income from asset measured at fair value on recurring basis using unobservable input (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 (c)(1) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of gain (loss) recognized in other comprehensive income (OCI) from asset measured at fair value on recurring basis using unobservable input (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 (c)(1a) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInOtherComprehensiveIncomeLoss
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of purchases of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. + 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)(2) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition Amount of sale of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. + 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)(2) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of settlement of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. + 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)(2) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of transfer of financial instrument classified as an asset into level 3 of the fair value hierarchy. + 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 (c)(3) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersIntoLevel3
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition Amount of transfers of financial instrument classified as an asset out of level 3 of the fair value hierarchy. + 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 (c)(3) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersOutOfLevel3
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Fair value of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. + 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 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

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

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

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

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

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