JAMES RIV GROUP LTD

Ticker: JRVR CUSIP: G5005R107 Class: Common Stock

DUPONT CAPITAL MANAGEMENT CORP's Holding History (CIK: 0001128251)

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

Q3 2017

Shares 15,190 Value ($000) $630 Avg Close $39.92 Range $37.28 - $42.18

Q2 2017

Shares 43,865 Value ($000) $1,743 Avg Close $40.95 Range $38.33 - $44.11

Q1 2017

Shares 43,865 Value ($000) $1,880 Avg Close $41.52 Range $39.21 - $46.20

Q4 2016

Shares 14,507 Value ($000) $603 Avg Close $38.79 Range $35.25 - $42.17

Q3 2016

Shares 9,186 Value ($000) $333 Avg Close $35.15 Range $33.04 - $38.31

Period	Shares	Value ($000)	Average Close	Price Range
Q3 2017	15,190	$630	$39.92	$37.28 - $42.18
Q2 2017	43,865	$1,743	$40.95	$38.33 - $44.11
Q1 2017	43,865	$1,880	$41.52	$39.21 - $46.20
Q4 2016	14,507	$603	$38.79	$35.25 - $42.17
Q3 2016	9,186	$333	$35.15	$33.04 - $38.31