XML 116 R107.htm IDEA: XBRL DOCUMENT
v3.23.3

Fair Value of Financial Instruments - Valuation for Level 3 Assets (Details) - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended
--- | --- | ---
Sep. 30, 2023 | Sep. 30, 2022 | Sep. 30, 2023 | Sep. 30, 2022
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period | $ 3,410,684 | $ 4,659,668 | $ 3,801,370 | $ 3,935,253
Total (losses)/gains (realized/unrealized) |  |  |  |
Included in earnings | (45,726) | (156,506) | (13,188) | (332,778)
Transfers out | (9,419) | (886) | (13,913) | (2,741)
Transfers to securitization trust, net | 0 | 0 | 0 | 0
Transfer to disposal group held for sale |  | 0 |  | 0
Funding/Contributions | 9,390 | 8,895 | 40,323 | 28,086
Paydowns/Distributions | (281,168) | (366,987) | (925,012) | (1,039,373)
Sales | (18,604) | 0 | (19,210) |
Purchases | 187,829 | 100,571 | 382,616 | 1,656,308
Balance at the end of period | $ 3,252,986 | $ 4,244,755 | $ 3,252,986 | $ 4,244,755
Fair Value, Asset, Recurring Basis, Unobservable Input Reconciliation, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration] | Other Operating Income (Expense), Net | Other Operating Income (Expense), Net | Other Operating Income (Expense), Net | Other Operating Income (Expense), Net
Consolidated SLST | VIE, Primary Beneficiary |  |  |  |
Total (losses)/gains (realized/unrealized) |  |  |  |
Sales |  |  | $ 0 |
Purchases |  |  |  | $ 0
Residential loans |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period | $ 757,264 | $ 2,193,319 | 1,081,384 | 1,703,290
Total (losses)/gains (realized/unrealized) |  |  |  |
Included in earnings | (7,392) | (56,870) | (7,220) | (109,846)
Transfers out | (7,441) | (636) | (10,198) | (1,511)
Transfers to securitization trust, net | (54,332) | (373,113) | (244,414) | (1,049,673)
Transfer to disposal group held for sale |  | 0 |  | 0
Funding/Contributions | 0 | 0 | 0 | 0
Paydowns/Distributions | (103,660) | (175,105) | (389,032) | (468,669)
Sales | (18,604) | 0 | (18,769) |
Purchases | 171,104 | 73,723 | 325,188 | 1,587,727
Balance at the end of period | 736,939 | 1,661,318 | 736,939 | 1,661,318
Residential loans | Consolidated SLST | VIE, Primary Beneficiary |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period | 789,969 | 920,778 | 827,582 | 1,070,882
Total (losses)/gains (realized/unrealized) |  |  |  |
Included in earnings | (31,425) | (33,965) | (40,458) | (113,257)
Transfers out | 0 | 0 | 0 | 0
Transfers to securitization trust, net | 0 | 0 | 0 | 0
Transfer to disposal group held for sale |  | 0 |  | 0
Funding/Contributions | 0 | 0 | 0 | 0
Paydowns/Distributions | (15,940) | (26,028) | (44,520) | (96,840)
Sales | 0 | 0 |  |
Purchases | 0 | 0 | 0 |
Balance at the end of period | 742,604 | 860,785 | 742,604 | 860,785
Residential loans held in securitization trusts |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period | 1,589,579 | 1,215,095 | 1,616,114 | 801,429
Total (losses)/gains (realized/unrealized) |  |  |  |
Included in earnings | (11,788) | (64,282) | 16,114 | (130,217)
Transfers out | (1,978) | (250) | (3,715) | (1,230)
Transfers to securitization trust, net | 54,332 | 373,113 | 244,414 | 1,049,673
Transfer to disposal group held for sale |  | 0 |  | 0
Funding/Contributions | 0 | 0 | 0 | 0
Paydowns/Distributions | (132,518) | (139,451) | (415,562) | (377,163)
Sales | 0 | 0 | (441) |
Purchases | 16,725 | 26,848 | 57,428 | 68,581
Balance at the end of period | 1,514,352 | 1,411,073 | 1,514,352 | 1,411,073
Multi-family loans |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period | 97,422 | 106,825 | 87,534 | 120,021
Total (losses)/gains (realized/unrealized) |  |  |  |
Included in earnings | 2,695 | 360 | 9,024 | 6,658
Transfers out | 0 | 0 | 0 | 0
Transfers to securitization trust, net | 0 | 0 | 0 | 0
Transfer to disposal group held for sale |  | 0 |  | 0
Funding/Contributions | 0 | 0 | 15,405 | 0
Paydowns/Distributions | (1,682) | (11,356) | (13,528) | (30,850)
Sales | 0 | 0 | 0 |
Purchases | 0 | 0 | 0 | 0
Balance at the end of period | 98,435 | 95,829 | 98,435 | 95,829
Equity investments |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period | 168,755 | 223,651 | 179,746 | 239,631
Total (losses)/gains (realized/unrealized) |  |  |  |
Included in earnings | 4,806 | (1,749) | 13,289 | 13,884
Transfers out | 0 | 0 | 0 | 0
Transfers to securitization trust, net | 0 | 0 | 0 | 0
Transfer to disposal group held for sale |  | (9,936) |  | (9,936)
Funding/Contributions | 9,390 | 8,895 | 24,918 | 28,086
Paydowns/Distributions | (27,368) | (15,047) | (62,370) | (65,851)
Sales | 0 | 0 | 0 |
Purchases | 0 | 0 | 0 | 0
Balance at the end of period | 155,583 | 205,814 | 155,583 | 205,814
Equity investments in disposal group held for sale |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period | 7,695 | 0 | 9,010 | 0
Total (losses)/gains (realized/unrealized) |  |  |  |
Included in earnings | (2,622) | 0 | (3,937) | 0
Transfers out | 0 |  | 0 | 0
Transfers to securitization trust, net | 0 | 0 | 0 | 0
Transfer to disposal group held for sale |  | 9,936 |  | 9,936
Funding/Contributions | 0 | 0 | 0 | 0
Paydowns/Distributions | 0 | 0 | 0 | 0
Sales | 0 | 0 | 0 |
Purchases | 0 | 0 | 0 | 0
Balance at the end of period | $ 5,073 | $ 9,936 | $ 5,073 | $ 9,936

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

X
- Definition Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers Out of Level 3 to Out of Securitization Trust, Net + References No definition available. + Details
Name: | nymt_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersOutOfLevel3ToSecuritizationTrustNet
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, Transfers To Disposal Group Held For Sale + References No definition available. + Details
Name: | nymt_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersToDisposalGroupHeldForSale
Namespace Prefix: | nymt_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- References No definition available. + Details
Name: | us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisGainLossIncludedInEarningsAbstract
Namespace Prefix: | us-gaap_
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 -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (c)(1) -Publisher FASB -URI https://asc.fasb.org//1943274/2147482106/820-10-50-2 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1
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 -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c)(2) -Publisher FASB -URI https://asc.fasb.org//1943274/2147482106/820-10-50-2 + 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 -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c)(2) -Publisher FASB -URI https://asc.fasb.org//1943274/2147482106/820-10-50-2 + 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 -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c)(2) -Publisher FASB -URI https://asc.fasb.org//1943274/2147482106/820-10-50-2 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
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 -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (c)(3) -Publisher FASB -URI https://asc.fasb.org//1943274/2147482106/820-10-50-2 + 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 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (c) -SubTopic 10 -Topic 820 -Publisher FASB -URI https://asc.fasb.org//1943274/2147482106/820-10-50-2 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Indicates line item in statement in which net income is reported that includes gain (loss) from asset measured at fair value using unobservable input (level 3). + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (c)(1) -Publisher FASB -URI https://asc.fasb.org//1943274/2147482106/820-10-50-2 + Details
Name: | us-gaap_FairValueRecurringBasisUnobservableInputReconciliationAssetGainLossStatementOfIncomeExtensibleList
Namespace Prefix: | us-gaap_
Data Type: | enum2:enumerationSetItemType
Balance Type: | na
Period Type: | duration

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

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

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=nymt_MultiFamilyLoansMember
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: |

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