Vanguard Mid-Cap Index Fund

Ticker: VIMSX CUSIP: 922908843 Class: FUND

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

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

Q2 2015
Shares 8,188 Value ($000) $253,678 Avg Close — Range —
Q1 2015
Shares 12,669 Value ($000) $445 Avg Close — Range —
Q4 2014
Shares 11,860 Value ($000) $399,922 Avg Close — Range —
Q3 2014
Shares 7,696 Value ($000) $246,120 Avg Close — Range —
Q2 2014
Shares 7,650 Value ($000) $247,615 Avg Close — Range —
Q1 2014
Shares 8,188 Value ($000) $253,678 Avg Close — Range —