VANGUARD INDEX TRUST SMALL CAP

Ticker: NAESX CUSIP: 922908702 Class: ETF

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

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

Q2 2015
Shares 5,093 Value ($000) $275,242 Avg Close — Range —
Q1 2015
Shares 6,863 Value ($000) $401 Avg Close — Range —
Q4 2014
Shares 6,191 Value ($000) $345,851 Avg Close — Range —
Q3 2014
Shares 5,293 Value ($000) $280,299 Avg Close — Range —
Q2 2014
Shares 5,230 Value ($000) $293,117 Avg Close — Range —
Q1 2014
Shares 5,093 Value ($000) $275,242 Avg Close — Range —
Q4 2013
Shares 4,743 Value ($000) $249,897 Avg Close — Range —
Q3 2013
Shares 4,104 Value ($000) $201,078 Avg Close — Range —