NUVEEN MTG OPPORTUNITY TERM

CUSIP: 670735109 Class: COM

Grantham, Mayo, Van Otterloo & Co. LLC's Holding History (CIK: 0001352662)

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

Q1 2015
Shares 213,539 Value ($000) $4,973 Avg Close — Range —
Q4 2014
Shares 255,000 Value ($000) $5,903 Avg Close — Range —
Q3 2014
Shares 255,000 Value ($000) $6,061 Avg Close — Range —
Q2 2014
Shares 39,299 Value ($000) $965 Avg Close — Range —