VANGUARD TAX-MANAGED FDS

Ticker: VEA CUSIP: 921943858 Class: Exchange Traded Fund

DUPONT CAPITAL MANAGEMENT CORP's Holding History (CIK: 0001128251)

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

Q1 2017

Shares 899,867 Value ($000) $35,365 Avg Close — Range —

Q4 2016

Shares 1,350,916 Value ($000) $49,362 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q1 2017	899,867	$35,365	—	—
Q4 2016	1,350,916	$49,362	—	—