ROYAL BK OF SCOTLAND PLC

CUSIP: 780099CK1 Class: CORP

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

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

Q2 2017
Shares 200,000 Value ($000) $217 Avg Close — Range —
Q1 2017
Shares 200,000 Value ($000) $199 Avg Close — Range —
Q4 2016
Shares 200,000 Value ($000) $192 Avg Close — Range —
Q3 2016
Shares 200,000 Value ($000) $188 Avg Close — Range —
Q2 2016
Shares 200,000 Value ($000) $187 Avg Close — Range —