NUVEEN MTG OPPORTUNITY TERM

CUSIP: 670735109 Class: COM

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

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

Q1 2014
Shares 412,200 Value ($000) $9,674 Avg Close — Range —
Q4 2013
Shares 458,000 Value ($000) $10,598 Avg Close — Range —
Q3 2013
Shares 458,000 Value ($000) $10,882 Avg Close — Range —