BANK MONTREAL QUE

Ticker: BMO CUSIP: 063671101 Class: COM

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

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

Q4 2016

Shares 7,173 Value ($000) $693 Avg Close $46.20 Range $43.12 - $51.32

Q3 2016

Shares 11,373 Value ($000) $978 Avg Close $44.58 Range $42.57 - $46.56

Q2 2016

Shares 16,973 Value ($000) $1,389 Avg Close $43.03 Range $39.50 - $45.13

Q1 2016

Shares 16,973 Value ($000) $1,339 Avg Close $36.81 Range $31.67 - $41.59

Q4 2015

Shares 24,608 Value ($000) $1,921 Avg Close $38.20 Range $35.52 - $39.96

Q3 2015

Shares 24,608 Value ($000) $1,791 Avg Close $36.08 Range $31.76 - $39.08

Q2 2015

Shares 29,841 Value ($000) $2,209 Avg Close $40.79 Range $38.24 - $43.43

Q1 2015

Shares 31,683 Value ($000) $2,405 Avg Close $39.90 Range $37.02 - $45.26

Q4 2014

Shares 26,508 Value ($000) $2,178 Avg Close $45.57 Range $42.65 - $47.52

Q3 2014

Shares 24,708 Value ($000) $2,037 Avg Close $47.44 Range $45.29 - $49.70

Q2 2014

Shares 28,100 Value ($000) $2,208 Avg Close $43.55 Range $41.31 - $46.32

Q1 2014

Shares 3,553 Value ($000) $263 Avg Close $40.16 Range $37.43 - $41.76

Period	Shares	Value ($000)	Average Close	Price Range
Q4 2016	7,173	$693	$46.20	$43.12 - $51.32
Q3 2016	11,373	$978	$44.58	$42.57 - $46.56
Q2 2016	16,973	$1,389	$43.03	$39.50 - $45.13
Q1 2016	16,973	$1,339	$36.81	$31.67 - $41.59
Q4 2015	24,608	$1,921	$38.20	$35.52 - $39.96
Q3 2015	24,608	$1,791	$36.08	$31.76 - $39.08
Q2 2015	29,841	$2,209	$40.79	$38.24 - $43.43
Q1 2015	31,683	$2,405	$39.90	$37.02 - $45.26
Q4 2014	26,508	$2,178	$45.57	$42.65 - $47.52
Q3 2014	24,708	$2,037	$47.44	$45.29 - $49.70
Q2 2014	28,100	$2,208	$43.55	$41.31 - $46.32
Q1 2014	3,553	$263	$40.16	$37.43 - $41.76