Susanne Craig, the reporter behind the New York Times story about Donald Trump Donald John TrumpBubba Wallace to be driver of Michael Jordan, Denny Hamlin NASCAR team Graham: GOP will confirm Trump's Supreme Court nominee before the election Southwest Airlines, unions call for six-month extension of government aid MORE's tax returns, declined to say Sunday whether she has more documents she will report on.

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Craig reported Saturday that a $916 million loss the Republican presidential nominee reported on his 1995 income tax returns could have allowed him to legally avoid paying any federal income taxes for up to 18 years.

Craig had received fragments of Trump's 199 tax records, anonymously mailed to her.

"Are you sitting on more documents?" Brian Stelter asked Craig during her appearance on his CNN show "Reliable Sources."

"We're doing a lot of reporting around this so we're going to keep going," she replied.

"So that's a yes? You have more documents besides the three?"

"Maybe a no comment," Craig replied.

Craig said she received the pages from the real estate mogul's tax returns Sept. 23. They were in a manila envelope, postmarked New York, N.Y., and had a return address of The Trump Organization.