VANGUARD INDEX 500 FUND

Ticker: VFINX CUSIP: 922908108 Class: COM

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

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

Q2 2015
Shares 15,069 Value ($000) $2,601,397 Avg Close — Range —
Q1 2015
Shares 12,175 Value ($000) $2,322 Avg Close — Range —
Q4 2014
Shares 13,389 Value ($000) $2,542,364 Avg Close — Range —
Q3 2014
Shares 12,323 Value ($000) $2,242,665 Avg Close — Range —
Q2 2014
Shares 12,013 Value ($000) $2,172,260 Avg Close — Range —
Q1 2014
Shares 15,069 Value ($000) $2,601,397 Avg Close — Range —
Q4 2013
Shares 14,754 Value ($000) $2,513,571 Avg Close — Range —
Q3 2013
Shares 14,377 Value ($000) $2,228,786 Avg Close — Range —
Q2 2013
Shares 12,020 Value ($000) $1,779,652 Avg Close — Range —