NEW YORK MTG TR INC

CUSIP: 649604AD7 Class: CNV

Pine River Capital Management L.P.'s Holding History (CIK: 0001288136)

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

Q3 2017
Shares 2,795,000 Value ($000) $2,792 Avg Close — Range —
Q2 2017
Shares 6,500,000 Value ($000) $6,553 Avg Close — Range —
Q1 2017
Shares 6,500,000 Value ($000) $6,325 Avg Close — Range —