ROYAL BK SCOTLAND GROUP PLC

CUSIP: 780097689 Class: SPONS ADR 2 ORD

Grantham, Mayo, Van Otterloo & Co. LLC's Holding History (CIK: 0001352662)

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

Q4 2014
Shares 358,908 Value ($000) $4,346 Avg Close — Range —
Q3 2014
Shares 523,529 Value ($000) $6,246 Avg Close — Range —