AFFILIATED MANAGERS

CUSIP: 00825210 Class: COM

State of New Jersey Common Pension Fund A's Holding History (CIK: 0001483262)

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

Q4 2013
Shares 20,000 Value ($000) $4,338 Avg Close — Range —
Q3 2013
Shares 20,000 Value ($000) $3,653 Avg Close — Range —
Q2 2013
Shares 20,000 Value ($000) $3,279 Avg Close — Range —