ROYAL BK SCOTLAND GROUP PLC

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

LINDEN ADVISORS LP's Holding History (CIK: 0001279396)

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

Q4 2016
Shares 3,000,000 Value ($000) $3,054 Avg Close — Range —
Q3 2016
Shares 14,860,000 Value ($000) $14,720 Avg Close — Range —