VANGUARD INDEX FDS

Ticker: VSMAX CUSIP: 922908686 Class: MUTUAL FUNDS

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

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

Q1 2015

Shares 4,785 Value ($000) $280 Avg Close — Range —

Q4 2014

Shares 4,382 Value ($000) $244,847 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q1 2015	4,785	$280	—	—
Q4 2014	4,382	$244,847	—	—