PROSHARES TR II

CUSIP: 74347W684 Class: VIX MDTRM FUTR

MORGAN STANLEY's Holding History (CIK: 0000895421)

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

Q3 2014
Shares 1,704,641 Value ($000) $27,223 Avg Close — Range —
Q2 2014
Shares 1,682,953 Value ($000) $26,035 Avg Close — Range —
Q1 2014
Shares 2,052,309 Value ($000) $37,968 Avg Close — Range —
Q4 2013
Shares 1,323,945 Value ($000) $25,539 Avg Close — Range —
Q3 2013
Shares 3,379,447 Value ($000) $77,795 Avg Close — Range —
Q2 2013
Shares 1,811,663 Value ($000) $51,179 Avg Close — Range —