VANGUARD TAX-MANAGED FDS

Ticker: VEA CUSIP: 921943858 Class: Exchange Traded Fund

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

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

Q4 2015
Shares 2,250,000 Value ($000) $82,620 Avg Close — Range —
Q3 2015
Shares 2,000,000 Value ($000) $71,280 Avg Close — Range —
Q2 2015
Shares 2,000,000 Value ($000) $79,300 Avg Close — Range —
Q1 2015
Shares 2,000,000 Value ($000) $79,660 Avg Close — Range —
Q4 2014
Shares 2,000,000 Value ($000) $75,760 Avg Close — Range —
Q3 2014
Shares 2,000,000 Value ($000) $79,500 Avg Close — Range —
Q2 2014
Shares 2,000,000 Value ($000) $85,180 Avg Close — Range —
Q1 2014
Shares 2,000,000 Value ($000) $82,540 Avg Close — Range —