VIRTUS DYN ALPHASCTR I

CUSIP: 92828R297 Class: Mutual Fund

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

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

Q2 2015
Shares 202,799 Value ($000) $2,672,895 Avg Close — Range —
Q4 2014
Shares 101,213 Value ($000) $1,112,331 Avg Close — Range —
Q3 2014
Shares 97,040 Value ($000) $1,305,191 Avg Close — Range —
Q2 2014
Shares 115,145 Value ($000) $1,587,847 Avg Close — Range —
Q1 2014
Shares 202,799 Value ($000) $2,672,895 Avg Close — Range —
Q4 2013
Shares 224,828 Value ($000) $2,967,730 Avg Close — Range —
Q3 2013
Shares 293,518 Value ($000) $3,475,252 Avg Close — Range —