XML 47 R33.htm IDEA: XBRL DOCUMENT
v3.23.1

Investment Securities Available for Sale, at Fair Value (Tables) | 3 Months Ended
--- | ---
Mar. 31, 2023
Investments, Debt and Equity Securities [Abstract] |
Schedule of Available-for-sale Securities Reconciliation | The Company's investment securities available for sale consisted of the following as of March 31, 2023 and December 31, 2022, respectively (dollar amounts in thousands):
| March 31, 2023 |  | December 31, 2022
| Amortized Cost |  | Unrealized |  | Fair Value |  | Amortized Cost |  | Unrealized |  | Fair Value
|  | Gains |  | Losses |  |  |  | Gains |  | Losses |
Fair Value Option |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Agency RMBS | $ | 106,116 |  |  | $ | 1,084 |  |  | $ | — |  |  | $ | 107,200 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Non-Agency RMBS | 44,483 |  |  | 8,878 |  |  | (13,434) |  |  | 39,927 |  |  | 48,958 |  |  | 9,436 |  |  | (13,469) |  |  | 44,925 |
CMBS | 32,025 |  |  | — |  |  | (1,357) |  |  | 30,668 |  |  | 32,033 |  |  | — |  |  | (1,900) |  |  | 30,133 |
ABS | 683 |  |  | — |  |  | (191) |  |  | 492 |  |  | 797 |  |  | 59 |  |  | — |  |  | 856 |
Total investment securities available for sale - fair value option | 183,307 |  |  | 9,962 |  |  | (14,982) |  |  | 178,287 |  |  | 81,788 |  |  | 9,495 |  |  | (15,369) |  |  | 75,914 |
CECL Securities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Non-Agency RMBS | 25,663 |  |  | — |  |  | (1,379) |  |  | 24,284 |  |  | 25,616 |  |  | — |  |  | (1,971) |  |  | 23,645 |
Total investment securities available for sale - CECL Securities | 25,663 |  |  | — |  |  | (1,379) |  |  | 24,284 |  |  | 25,616 |  |  | — |  |  | (1,971) |  |  | 23,645 |
Total | $ | 208,970 |  |  | $ | 9,962 |  |  | $ | (16,361) |  |  | $ | 202,571 |  |  | $ | 107,404 |  |  | $ | 9,495 |  |  | $ | (17,340) |  |  | $ | 99,559 |
Schedule of Investments Securities Sold | The following table summarizes our investment securities sold during the three months ended March 31, 2022 (dollar amounts in thousands):
| Three Months Ended March 31, 2022
| Sales Proceeds |  | Realized Gains |  | Realized Losses |  | Net Realized Gains (Losses)
Non-Agency RMBS | $ | 24,374 |  |  | $ | 374 |  |  | $ | — |  |  | $ | 374 |
Total | $ | 24,374 |  |  | $ | 374 |  |  | $ | — |  |  | $ | 374 |
Schedule of Weighted Average Lives of Investment Securities | The following table sets forth the weighted average lives of our investment securities available for sale as of March 31, 2023 and December 31, 2022, respectively (dollar amounts in thousands):
Weighted Average Life | March 31, 2023 |  | December 31, 2022
0 to 5 years | $ | 35,025 |  |  | $ | 39,655 |
Over 5 to 10 years | 152,858 |  |  | 46,558 |
10+ years | 14,688 |  |  | 13,346 |
Total | $ | 202,571 |  |  | $ | 99,559 |
Investment Securities Available-for-sale in an Unrealized Loss Position | The following table presents the Company's CECL Securities in an unrealized loss position with no credit losses reported, aggregated by investment category and length of time that individual securities have been in a continuous unrealized loss position as of March 31, 2023 and December 31, 2022, respectively (dollar amounts in thousands):
March 31, 2023 | Less than 12 months |  | Greater than 12 months |  | Total |  |
| Carrying Value |  | Gross Unrealized Losses |  | Carrying Value |  | Gross Unrealized Losses |  | Carrying Value |  | Gross Unrealized Losses |  |  |  |
Non-Agency RMBS | $ | 15,997 |  |  | $ | (533) |  |  | $ | 8,287 |  |  | $ | (846) |  |  | $ | 24,284 |  |  | $ | (1,379) |  |  |  |  |
Total | $ | 15,997 |  |  | $ | (533) |  |  | $ | 8,287 |  |  | $ | (846) |  |  | $ | 24,284 |  |  | $ | (1,379) |  |  |  |  |
December 31, 2022 | Less than 12 months |  | Greater than 12 months |  | Total
| Carrying Value |  | Gross Unrealized Losses |  | Carrying Value |  | Gross Unrealized Losses |  | Carrying Value |  | Gross Unrealized Losses
Non-Agency RMBS | $ | 23,609 |  |  | $ | (1,966) |  |  | $ | 36 |  |  | $ | (5) |  |  | $ | 23,645 |  |  | $ | (1,971) |
Total | $ | 23,609 |  |  | $ | (1,966) |  |  | $ | 36 |  |  | $ | (5) |  |  | $ | 23,645 |  |  | $ | (1,971) |

X
- Definition Debt Securities, Available-For-Sale, Weighted Average Lives [Table Text Block] + References No definition available. + Details
Name: | nymt_DebtSecuritiesAvailableForSaleWeightedAverageLivesTableTextBlock
Namespace Prefix: | nymt_
Data Type: | dtr-types:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Schedule of Investments Securities Sold [Table Text Block] + References No definition available. + Details
Name: | nymt_ScheduleofInvestmentsSecuritiesSoldTableTextBlock
Namespace Prefix: | nymt_
Data Type: | dtr-types:textBlockItemType
Balance Type: | na
Period Type: | duration

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

X
- Definition Tabular disclosure of the reconciliation of available-for-sale securities from cost basis to fair value. + References No definition available. + Details
Name: | us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock
Namespace Prefix: | us-gaap_
Data Type: | dtr-types:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of unrealized gains and losses on investments. + References No definition available. + Details
Name: | us-gaap_UnrealizedGainLossOnInvestmentsTableTextBlock
Namespace Prefix: | us-gaap_
Data Type: | dtr-types:textBlockItemType
Balance Type: | na
Period Type: | duration