NUVEEN MTG OPPORTUNITY TERM

CUSIP: 670735109 Class: COM

CTC Alternative Strategies, Ltd.'s Holding History (CIK: 0001569550)

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

Q4 2014
Shares 10,320 Value ($000) $238,908 Avg Close — Range —
Q3 2014
Shares 10,320 Value ($000) $245,100 Avg Close — Range —
Q2 2014
Shares 11,620 Value ($000) $285,852 Avg Close — Range —
Q1 2014
Shares 17,720 Value ($000) $415,888 Avg Close — Range —
Q4 2013
Shares 17,720 Value ($000) $410,040 Avg Close — Range —