ROYAL BK SCOTLAND GROUP PLC

CUSIP: 780097BB6 Class: NOTE 8.625%12/3

Delphi Financial Group, Inc.'s Holding History (CIK: 0000859139)

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

Q3 2017
Shares 200,000 Value ($000) $222 Avg Close — Range —
Q2 2017
Shares 200,000 Value ($000) $218 Avg Close — Range —
Q1 2017
Shares 200,000 Value ($000) $209 Avg Close — Range —
Q4 2016
Shares 200,000 Value ($000) $204 Avg Close — Range —
Q3 2016
Shares 200,000 Value ($000) $197 Avg Close — Range —