Supplemental Quarterly Schedule To FOCUS Report

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SUPPLEMENTAL QUARTERLY SCHEDULE TO FOCUS REPORTDERIVATIVES AND OTHER OFF-BALANCE SHEET ITEMSGENERAL INSTRUCTIONSThe Derivatives and Other Off-Balance Sheet Items Schedule (OBS) is intended to provide informationthat will permit FINRA to assess more effectively on an ongoing basis the potential impact off-balancesheet activities may have on firms’ net capital, leverage and liquidity, and ability to fulfill their customerprotection and counterparty obligations. Subject to the de minimis exception, the OBS must be filed by(1) all FINRA members that self-clear their proprietary transactions or clear transactions for others orcarry customer accounts; and (2) all other FINRA members that have, pursuant to SEA Rule 15c3-1, aminimum dollar net capital requirement equal to or greater than 100,000 and at least 10 million inreportable items.De minimis exception from filing the OBS: If the aggregate of all gross amounts of off-balance sheetitems is less than 10% of the firm’s excess net capital on the last day of the reporting period, the firm isexempted from this filing requirement. The term “excess net capital” means net capital reduced by thegreater of the minimum dollar net capital requirement or 2% of combined aggregate debit items asshown in the Formula for Reserve Requirements pursuant to SEA Rule 15c3-3. A firm that claims the deminimis exception must affirmatively indicate through functionality on the eFOCUS system that no filingis required for the reporting period.The OBS must be filed within 22 business days after the end of each calendar quarter.SPECIFIC INSTRUCTIONS1. CommitmentsA. Securities UnderwritingReport the market value of open contractual commitments to issuer(s) at quarter-end, net ofconfirmed sales, including both registered and non-registered issuances not otherwise reportedon the balance sheet.Note: Exclude U.S. Treasuries and direct obligations of U.S. Federal Agencies.B. Financing commitments not included on items 3F or 3GReport the dollar amount of any other commitments to lend funds that haven’t been identifiedon items 3F or 3G including margin lending or other undrawn loan commitments.C. GuaranteesReport on line 10105 (as a credit) the notional dollar amount of all guarantees of third party andaffiliate obligations that are not reflected on the balance sheet.Page 1 of 4

2. Variable Interest Entities (VIEs)A. Unconsolidated VIEsReport the gross amounts of assets and liabilities of unconsolidated VIEs in which the firm holdsan interest.B. Maximum exposure to loss relating to unconsolidated VIEsThe maximum exposure to loss assumes all assets in the unconsolidated VIEs are worthless andincludes potential losses associated with off-balance sheet commitments such as unfundedliquidity commitments and other contractual arrangements.Memo item: Investment in unconsolidated VIEsReport any investment(s) that has been included on the balance sheet for any entity(ies) that isnot consolidated in the audited consolidated financial statements and whose assets andliabilities are included on item 2A of this schedule.C. Maximum exposure to loss relating to consolidated VIEsReport the maximum exposure to loss in consolidated VIEs including retained interests andother exposures (e.g., derivatives and liquidity commitments).3. Off-Balance Sheet Financing TransactionA. Reverse Repos and Repos offset pursuant to ASC 210-20-45-11Report the gross contract value that was netted pursuant to ASC 210-20-45-11.Note: Include the gross contract value of Buy/Sell-backs and Sell/Buy-backs that were nettedpursuant to ASC 210-20-45-11.B. Transactions offset pursuant to ASC 210-20-45-1Report the gross contract value of transactions that have been netted pursuant to ASC 210- 2045-1.C. Reverse Repos/Repos to maturity pursuant to ASC 860-10-40-5Report the gross contract value of Reverse Repo or Bonds Borrowed contracts (as a debit) andthe gross contract value of Repos or Bonds Loaned contracts (as a credit) that were derecognized from the balance sheet pursuant to ASC 860-10-40-5.D. Securities Borrowed vs. Pledge agreementsReport the gross collateral market value of Non-Cash Securities Borrowed and Non-CashSecurities Loans agreements not included on the balance sheet pursuant to ASC 860.E. Reverse Repo vs. Pledge agreementsReport the gross collateral market value of Non-Cash Reverse Repo and Repurchase agreementsnot included on the balance sheet pursuant to ASC 860.Page 2 of 4

F. Forward starting Reverse Repurchase and Securities Borrowing agreementsReport the dollar amount of cash the broker-dealer has agreed to lend on forward startingReverse Repo and Securities Borrowed transactions.G. Forward starting Repurchase and Securities Lending agreementsReport the dollar amount of cash the broker-dealer has agreed to borrow on forward startingRepurchase and Securities Lending transactions.H. OtherReport any other Off-Balance Sheet Financing agreements not otherwise included above.4. Non-Regular Way Settlement TradesA. When Issued SecuritiesReport the gross long and short notional values of securities positions purchased and sold on a“When Issued” basis and not otherwise included on the balance sheet.B. Delayed Delivery/Delayed SettlementReport the gross long and short notional values of all unsettled trades transacted on a DelayedDelivery/Delayed Settlement basis, not otherwise included on the balance sheet.C. To Be Announced (TBA) transactionsReport the gross long and short notional values of all unsettled TBA transactions in securitiesissued by Freddie Mac (FHLMC), Fannie Mae (FNMA) and Ginnie Mae (GNMA).D. TBA related fails not included on balance sheetReport the gross long and short notional values of TBA transactions that have passed theircontracted settlement date and are not included as fails on the balance sheet.E. OtherReport the gross long and short notional value of any other Non-Regular Way settlementtransactions not otherwise included on the balance sheet or on items 4A through D.5. ForwardsA. Foreign ExchangeReport the gross amount stated in USD, of all foreign exchange forwards committing the firmto purchase or sell foreign (non- USD) currencies for a USD exchange, where the predominantrisk is foreign exchange risk.The term “foreign exchange forward” means a transaction that solely involves the exchange oftwo different currencies on a specific future date at a fixed rate agreed upon on the inception ofthe contract covering the exchange.Note: For purposes of the OBS, a foreign exchange forward is a contract with a settlement dategreater than two business days following the trade date (i.e., T 2).Page 3 of 4

B. OtherReport the gross purchase and sale of other forward settling transactions, not otherwiseincluded in the balance sheet.6. Total gross notional amountReport in the appropriate column according to the contract’s underlying risk exposure: interestrate, foreign exchange, equity, commodity and other. Contracts with multiple underlying risksshould be reported based upon the greatest risk at the origination of the contract. Creditderivatives should be excluded from items 6 through 9 and reported in items 10 through 13.Firms should net offsetting intracompany swaps between desks. No other netting should bedone for purposes of reporting on this schedule, even if contracts are subject to bilateral nettingagreements.Page 4 of 4

SUPPLEMENTAL QUARTERLY SCHEDULE TO FOCUS REPORTFINRAFORMOBSDERIVATIVES AND OTHER OFF-BALANCE SHEET ITEMS(Please read instructions before completing Form)NAME OF BROKER-DEALERSEC FILE NO.13ADDRESS OF PRINCIPAL PLACE OF BUSINESS14FIRM ID NO.2015(No. and Street)FOR PERIOD ENDING (MM/DD/YY)21(City)22(State)2325(Zip Code)NAME OF PERSON COMPLETING THIS REPORT10001TELEPHONE NO. OF PERSON COMPLETING THIS REPORT10002Amounts should be reported in thousands.Gross AmountsDebit or LongMarket Value(000s)Gross AmountsCredit or ShortMarket Value(000s)1. CommitmentsA. Securities Underwriting . . . 10100 10101B. Financing commitments not included on items 3F or 3G . . 10102 10103C. Guarantees . 10104 10105A. Unconsolidated VIEs . . . 10106 10107B. Maximum exposure to loss relating to unconsolidated VIEs 10108 10109 10111 10112A. Reverse Repos and Repos offset pursuant to ASC 210-20-45-11 . 10113 10114B. Transactions offset pursuant to ASC 210-20-45-1 . . .10115 10116C. Reverse Repos/Repos to maturity pursuant to ASC 860-10-40-5 . . 10117 10118D. Securities Borrowed vs. Pledge agreements . . 10119 10120E. Reverse Repo vs. Pledge agreements . . 10121 10122F. Forward starting Reverse Repurchase and Securities Borrowingagreements . . 10123 10124 10125 10126H. Other . . 10127 10128A. When Issued Securities . . 10129 10130B. Delayed Delivery/Delayed Settlement . 10131 10132C. To Be Announced (TBA) transactions . 10133 10134D. TBA related fails not included on balance sheet 10135 1013610137 1013810139 1014010141 101422. Variable Interest Entities (VIEs)Memo item: Investment in unconsolidated VIEs 10110C. Maximum exposure to loss relating to consolidated VIEs .3. Off-Balance Sheet Financing TransactionsG. Forward starting Repurchase and Securities Lending agreements . 4. Non-Regular Way Settlement TradesE. Other . 5. ForwardsA. Foreign Exchange . B. Other . - Page 1 -

SUPPLEMENTAL QUARTERLY SCHEDULE TO FOCUS REPORTDERIVATIVES AND OTHER OFF-BALANCE SHEET ITEMSFor the period (MM/DD/YY) ending25DerivativesInterest .7.8.9.EquityDerivativeContracts(000s)Total gross notionalamount . 10143 10144 10145 10146Dollar amount in item 6 that iscentrally cleared . 10147 10148 10149 10150 10151 10152 10153 10154 10155 10156 10157 10158Total Mark-to-Marketreceivable(Debit) .Total Mark-to-Market payable(Credit) .Credit 0s)(000s)Total gross notionalamount . 10159 10160Dollar amount in item 10 that is centrallycleared . 10161 1016212.Total Mark-to-Market receivable (Debit) . 10163 1016413.Total Mark-to-Market payable (Credit) . 10165 1016611.Commodityand otherContracts(000s)- Page 2 -

The Derivatives and Other Off-Balance Sheet Items Schedule (OBS) is intended to provide information that will permit FINRA to assess more effectively on an ongoing basis the potential impact off-balance sheet activities may have on firms’ net capital, leverage

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