LOOMIS STRAT ALPHA Y

Ticker: LASYX CUSIP: 63872T620 Class: MUTUAL

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

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

Q2 2015
Shares 10,380 Value ($000) $104,218 Avg Close — Range —
Q1 2015
Shares 34,354 Value ($000) $343 Avg Close — Range —
Q4 2014
Shares 34,001 Value ($000) $338,308 Avg Close — Range —
Q3 2014
Shares 28,953 Value ($000) $293,003 Avg Close — Range —
Q2 2014
Shares 26,667 Value ($000) $270,939 Avg Close — Range —
Q1 2014
Shares 10,380 Value ($000) $104,218 Avg Close — Range —
Q2 2013
Shares 20,358 Value ($000) $203,987 Avg Close — Range —