NEW YORK MTG TR INC

CUSIP: 649604AD7 Class: CNV

BASSO CAPITAL MANAGEMENT, L.P.'s Holding History (CIK: 0001287978)

Note: Option positions (PUT/CALL) are excluded.

Q3 2017
Shares 1,000,000 Value ($000) $996 Avg Close — Range —
Q2 2017
Shares 1,000,000 Value ($000) $1,008 Avg Close — Range —
Q1 2017
Shares 2,000,000 Value ($000) $1,946 Avg Close — Range —