VANGUARD GNMA FUND ADMIRAL SHARES

Ticker: VFIJX CUSIP: 922031794 Class: Mutual Funds

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

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

Q2 2015
Shares 19,789 Value ($000) $208,974 Avg Close — Range —
Q1 2015
Shares 16,735 Value ($000) $181 Avg Close — Range —
Q4 2014
Shares 16,724 Value ($000) $180,957 Avg Close — Range —
Q3 2014
Shares 16,699 Value ($000) $178,683 Avg Close — Range —
Q2 2014
Shares 19,823 Value ($000) $212,901 Avg Close — Range —
Q1 2014
Shares 19,789 Value ($000) $208,974 Avg Close — Range —
Q4 2013
Shares 19,756 Value ($000) $205,854 Avg Close — Range —
Q3 2013
Shares 19,726 Value ($000) $208,109 Avg Close — Range —