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Jenny Shepard ( Lauren Holly), we hardly knew ye... Shepard was the woman in charge of the NCIS team, who did not let her past with Gibbs get in her way of running things. But it would be her past with her father that would send her to the grave via an old-fashioned shootout to save one of her own team members. Cost of equipment to catch killers: millions of taxpayer dollars. Taking a bullet for a team member: priceless.