ROYAL BK OF SCOTLAND PLC

CUSIP: 780099CJ4 Class: DEBT 7.500%12/3

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

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

Q2 2017
Shares 1,334,000 Value ($000) $1,377 Avg Close — Range —
Q1 2017
Shares 1,700,000 Value ($000) $1,677 Avg Close — Range —
Q4 2016
Shares 1,700,000 Value ($000) $1,611 Avg Close — Range —
Q3 2016
Shares 1,700,000 Value ($000) $1,560 Avg Close — Range —
Q2 2016
Shares 1,650,000 Value ($000) $1,510 Avg Close — Range —