PROSHARES TR II

CUSIP: 74347W361 Class: VIX STRMFUT ETF

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

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

Q3 2015
Shares 68,943 Value ($000) $1,178 Avg Close — Range —
Q2 2015
Shares 26,100 Value ($000) $350,001 Avg Close — Range —