ROYAL BK SCOTLAND GROUP PLC

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

Spectrum Asset Management, Inc.'s Holding History (CIK: 0001318293)

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

Q2 2017
Shares 32,500,000 Value ($000) $35,425 Avg Close — Range —
Q1 2017
Shares 28,000,000 Value ($000) $29,190 Avg Close — Range —
Q4 2016
Shares 22,000,000 Value ($000) $22,440 Avg Close — Range —
Q3 2016
Shares 22,000,000 Value ($000) $21,533 Avg Close — Range —