LEGG BW ABS RET OPP I

Ticker: LROIX CUSIP: 524686672 Class: Mutual Fund

Janney Montgomery Scott LLC's Holding History (CIK: 0001329948)

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

Q2 2015
Shares 92,715 Value ($000) $1,170,059 Avg Close — Range —
Q1 2015
Shares 105,696 Value ($000) $1,320 Avg Close — Range —
Q4 2014
Shares 110,135 Value ($000) $1,368,976 Avg Close — Range —
Q3 2014
Shares 96,623 Value ($000) $1,245,472 Avg Close — Range —
Q2 2014
Shares 100,431 Value ($000) $1,285,515 Avg Close — Range —
Q1 2014
Shares 92,715 Value ($000) $1,170,059 Avg Close — Range —
Q4 2013
Shares 83,213 Value ($000) $1,045,989 Avg Close — Range —
Q3 2013
Shares 98,572 Value ($000) $1,230,178 Avg Close — Range —