ROYAL BK SCOTLAND GROUP PLC

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

TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERICA's Holding History (CIK: 0000315038)

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

Q2 2017
Shares 225,000 Value ($000) $245 Avg Close — Range —
Q1 2017
Shares 225,000 Value ($000) $235 Avg Close — Range —
Q4 2016
Shares 225,000 Value ($000) $230 Avg Close — Range —
Q3 2016
Shares 225,000 Value ($000) $222 Avg Close — Range —