ROYAL BK SCOTLAND GROUP PLC

CUSIP: 780097739 Class: CMN

State of New Jersey Common Pension Fund D's Holding History (CIK: 0001483066)

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

Q1 2018
Shares 76,436 Value ($000) $1,956 Avg Close — Range —
Q4 2017
Shares 76,436 Value ($000) $1,945 Avg Close — Range —
Q3 2017
Shares 76,436 Value ($000) $1,963 Avg Close — Range —
Q2 2017
Shares 75,636 Value ($000) $1,958 Avg Close — Range —
Q1 2017
Shares 75,636 Value ($000) $1,917 Avg Close — Range —
Q4 2016
Shares 75,636 Value ($000) $1,895 Avg Close — Range —
Q3 2016
Shares 70,000 Value ($000) $1,768 Avg Close — Range —