VANGUARD INDEX FDS

Ticker: VBK CUSIP: 922908595 Class: SML CP GRW ETF

Horizon Investments, LLC's Holding History (CIK: 0001560717)

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

Q2 2017
Shares 172,642 Value ($000) $24,645 Avg Close — Range —
Q1 2017
Shares 181,254 Value ($000) $25,497 Avg Close — Range —
Q4 2016
Shares 489,234 Value ($000) $65,137 Avg Close — Range —
Q3 2016
Shares 736,769 Value ($000) $97,091 Avg Close — Range —