Alternate or Basic indication Name of Broker Dealer SEC File Number Firm ID number Rule 17a-5(a) Rule 17a-5(b) Rule 17a-11 Special Req of DEA Firm No. and Street Firm City Firm State Firm Zip Code Period Begin Date Period End Date Other Name of Person to Contact Phone of Person to Contact Subsidiary or Affiliate 1 Phone of Affiliate 1 Subsidiary or Affiliate 2 Phone of Affiliate 2 Subsidiary or Affiliate 3 Phone of Affiliate 3 Subsidiary or Affiliate 4 Phone of Affiliate 4 Respondent carries customer accounts Respondent does not carry customer accounts Filing Audited Report SEC File Number Period End Date/As of Date Total inventory - includes encumbered securit Sec Owned Not Readily Mktble-at cost Other Invs Not Readily Mktble-at cost Mkt Val S/B-Subord & Ptr Accts-Exempt Sec Mkt Val S/B-Subord & Ptr Accts-Other Sec Mkt Val SDN Collateral-Exempt Sec Mkt Val SDN Collateral-Other Sec Membership in Exchs-Owned at market ConsolidateTime - Check UnconsolidateTime - Check Cash Cash Seg'd in Compl with Fed & Other Regs Fails To Deliver Incl In Reserve Form Fails to Deliver-Other Sec Borrowed Incl In Reserve Form Securities Borrowed-Other Omnibus Accts Incl In Reserve Formula Omnibus Accounts-Other Cl Org Incl In Reserve Form Cl Org-Other Derivatives Receivables Trade Date Receivable Allow Recble fr B/Ds - Clear Accts Allow-Rec from B/D and Cl Org- Other Allow-Rec Fr Cust-Cash & Fully Secured Allow-Rec Fr Cust-Partly Secured Allow-Rec Fr Cust-Commodity Accts Allowance For Doubtful A/Cs Allow-Rec Fr Non-Cust-Cash & Fully Sec A/Cs Allow-Partly Sec and Unsec Non-cust A/Cs Allow Recbles From Non-Customers Allow-Reverse Repurchase Agreements Bankers Accept C/Ds & C/Ps - Owned at Mkt U.S. & Canadian Gov't Oblig.-Owned at Mkt State & Muni Gov't Oblig.-Owned at Mkt Corporate Obligations-Owned at Mkt Allow-Mkt Value Stocks & Warrants Allow-Mkt Val-Exempt Secs Own Allow-Mkt Val-Debt Secs Own Allow-Mkt Val Options Allow-Mkt Val Arbitrage Secs. Allow-Mkt Val Other Securities Allow-Mkt Val Spot Commodities Allow-Est Fair Val Sec Not Readily Mktble Allow-Est Val Oth Inv Not Readily Mktble Allow-S/B under Subord & Ptrs Cap Secs A/Cs Allow-Secured Demand Notes Allow-Invst in & Rec Fr Affil/subs/Ptrshps Allow-Property, Eq, Leashold Allow-Dividend & Int Rec Allow-Free Shipments Allow-Loans And Advances Allow-Miscellaneous Assets Allow-Other Assets Collateral accepted under SFAS 140 SPE Assets Total Allowable Assets Non-Allow-Rec Fr B/D and Cl Org-Other Non-Allow-Partly Secured Cust A/Cs Non-Allow-Unsecured Customer A/Cs Non-Allow-Rec Fr Cust Commodity Accts Non-Allow-Allowance for Doubtful A/Cs Non-Allow-Rec Fr Non-Cust Prtly Sec & Unsec Non-Allow-Reverse Repurchase Agreements NonAllow-Secs & Invsts Not Readily Mktble NonAllow-Other Invsts Not Readily Mktble NonAllow-S/B Subord Agr & Ptrs Cap Secs A/C NonAllow-Secured Demand Notes NonAllow-Memberships in Exchs Owned at cost NonAllow-Membships in Exchs Contrib at cost NonAllow-Invst in&Rec Fr Affil/Subs/Ptrshps NonAllow-Prop, Equip, Lease Agr-Net of Depr NonAllow-Dividend & Int Recbl NonAllow-Free Shipments NonAllow-Loans & Advances NonAllow-Other Assets - Miscellaneous NonAllow-Other Assets Total Nonallowable Assets Total Cash Total Cash Seg'd in Comp w/ Fed & Other Reg Total Fails To Deliver Total-Securities Borrowed Total-Recble From B/D's Omnibus Accounts Total-Recble Fr. B/D's - Clearing Org Derivative Receivables Trade Date Receivable Total-Recble Fr. B/D's - Other Total-Receivable From Customers Total-Receivable from Non-cust Accounts Total-Reverse Repurchase Agreements Secs and Spot Commod Owned at Market Value Total Secs and Spot Commod Owned at Market Total-Secs Owned not Readily Mktble Total-Other Inv Not Readily Mktble Total-S/B under Subord & Ptrs Cap Sec A/Cs Total--Secured Demand Notes Total-Membership in Exchanges Total-Invst in & Rec Fr Affil/Subs/Ptrshps Total-Prop, Equip, Lease Agr-Net of Depr Total-Other Assets Total Assets Customer Free Credits Short Sec Position incl Arbitrage of Subordinated Liab-Cash-Outsiders Subordinated Liab-Cash-Equity per 15c3-1(d) Sec Borrowed At Mkt Value - Outsiders Secured Demand Note - Outsiders Secured Demand Note-Equity per 15c3-1(d) Limited Ptrs Ownership Equity of AI-Bk Loans Payable Incl Reserve Form AI-Bank Loans Payable-Other AI-Bank Loans Payable AI-Fail to Receive Incl in Reserve Formula AI-Fail to Receive-Other AI-Securities Loaned Incl in Reserve Form AI-Securities Loaned-Other AI-Omnibus A/Cs incl in Reserve Form AI-Omnibus Accounts-Other AI-Pyble Cl Org Incl in Reserve Form AI-Payable to Cl Org-Other AI-Payable to B/Ds-Other AI-Payable To B/Ds - Clear Acct. AI-Payable To B/Ds - Other AI-Payable To Customers AI-Payable To Customers-Commodity Accts AI-Payable To Non-Customers Sec Accts AI-Payable to Non-Cust Commodity Accts AI-Payable To Non-Customers AI-Drafts Payable AI-Accounts Payable AI-Income Taxes Payable AI-Accrued Exp & Other Liabilities AI-Accts Payable & Accr Liab - Other AI-Accts Payable - Accr. Liab, Exps & Othr AI-Notes & Mortgage Payable-Unsecured AI-Notes & Mortgage Payable-Secured AI-A/Cs & Other Borrow Not Qual Net/Cap Total AI Liabilities NonAI-Bank Loans Payable Incl Reserve Form NonAI-Bank Loans Payable-Other Non AI-Bank Loans Payable NonAI-Repurchase Agreements NonAI-Fail to Receive Incl Reserve Form NonAI-Fail to Receive Other NonAI-Securities Loaned NonAI-Omnibus Accounts Payable Non AI-Payable to B/Ds - Other NonAI-Clearing Org Payable Non AI-Payable to B/Ds Clear. A/C NonAI-Payable to B/D & Cl Org-Other NonAI-Payable to Cust Commodity Accts NonAI-Payable to Noncustomers Secs Accts NonAI-Payable to Non-Cust Commod Accts Non AI-Payable To Non-Customers NonAI-Sec Sold Not Yet Purch At Mkt Val NonAI-Deferred Income Taxes NonAI-Accts Pbl,Accr Liab-Other Non AI-Acc Pay-Accr Liab,Exp & Othr Obligation to return securities SPE Liabilities NonAI-Notes & Mortgages Payable Non Ai-Liab Sub To Claims Gen Cred - Cash Non AI-Liab Sub To Claims Gen Cred-Sec Borr Non AI-Liab Sub To Claims Gen Credit-SDN Non AI-Exch Memb Contr Firm Use-Mkt Val Non-AI-A/Cs Other Borrow Not Qual Net/Cap Total Non AI Liabilities Total-Bk Loans Payable Incl Reserve Form Total Bank Loans Payable - Other Total Sec Sold Repo Agreements Total Fail to Receive Incl in Reserve Form Total Fail to Receive-Other Total Secs Loaned Incl Reserve Form Total Securities Loaned-Other Total Omnibus A/Cs Payble incl Reserve Form Total Omnibus Accounts Payable-Other Total Payable to Cl Org incl Reserve Form Total Payable to Cl Org-Other Derivative Payables Trade Date Payable Total-Payable to B/D's-Other Total-Payable to Customers-Sec A/Cs Total-Payable to Cust-Commodities A/Cs Total-Payable to Noncustomers-Sec A/Cs Total-Payable to Noncustomers-Commod A/Cs Total-Secs Sold Not Yet Purchd-At Mkt Total-Drafts Payable Total-Accts Payable Total-Income Taxes Payable Total-Deferred Income Taxes Total-Accrued Expenses & Oth Liabilities Total Accounts Payable & Accr Exp-Other Total-Accts Payble Accr Liab, Exp & Other Total obligation to return securities Total SPE Liabilities Total-Notes & Mortgage Payable-Unsecured Total-Notes & Mortgage Payable-Secured Total-Liab Sub To Claims Gen Cred-Cash Total-S/B Sub to Claims of Gen Cred-Mkt Val Total-Secured Demand Note Agreements Total-Exch Membship Contributed Total-A/Cs & Oth Borrow Not Qual Net/Cap Total Liabilities Ownership Eq Sole Proprietor Total Partners Ownership Equity Owners Eq-Preferred Stock Owners Eq-Common Stock Owners Eq-Additional Paid in Capital Owners Eq-Retained Earnings Owners Eq-Total Stock + R.E. Less Capital Stock in Treasury Accumulated other comprehensive income Total Ownership Equity Total Liabilities & Ownership Equity Free Credit Bal-Other Credit Bal in PAIB B/L-Collateralized by PAIB Securities Monies Payable vs PAIB Securities Loaned PAIB Securities Fails to Receive Credit Bal Firm A/C From Prin Sales to PAIB MV-Stock Divided Etc-Out Over 30 Cal Days in PAB MV-Short Count Differences Over 30 Cal Days in PAB Susp Accts-SMV and Credits Over 30 Cal Days in PAB MV-Unconfirmed Transfers Over 40 Cal Days in PAB Other Credits - PAIB Total PAIB Credits Fully Secured Debit Bal in PAIB Stock Borrowed vs PAIB F/D PAIB-Not Older than 30 Calendar Days Margin Req and on Dep at OCC in PAIB Margin related to sec. fut. prods (PAIB acct) Other Debits - PAIB Total PAIB Debits - PAIB Excess Total Debits over Total Credits - PAIB Excess Total Credits over Total Debits - PAIB Excess Debits in Cust Reserve Formula Comp PAIB Reserve Requirement Val. of Qual Securities in PAIB Reserve A/C Amt on Dep in PAIB Res A/C at end of Period Val of Qual Sec in PAIB Res A/C Dep or W/D Amt of Dep or Withdrawal from PAIB Res A/C New Val. of Qual Sec in PAIB Reserve A/C New Amt on Deposit in PAIB Reserve A/C Date of Deposit (MMDDYY) Frequency of PAIB Computation-Daily Frequency of PAIB Computation-Weekly Frequency of PAIB Computation-Monthly Num of Aged Fail to Deliver Aged Short Security Diff Reserve Of: Reserve Short Sec Dif # of Items: Total Ownership Equity Deduct Owners Equity Not Allow for Net Cap Total Owners Eq Qualified for Net Capital Allowable Subordinated Liab Other(Deducts)/Allowable Credits (List) Total Capital & Allow Subord Liab Total Non-Allow Assets from SFC Additional Charges-Cust & NonCust Sec Ac Additional Charges-Cust & Noncust commodity Aged Fail To Deliver Charges Aged Short Sec Differences Secured Demand Note Deficiency Commod Futures & Spot Commod Cap Charges Other Deductions And/Or Charges Ded For A/Cs per 15c3-1(a)6, (a)7, (c)(2)x Total Deductions And/Or Charges Other Additions and/or Allowable Credits Total Value at Risk Total Market Risk Exposure Fixed income VAR Currency VAR Commodities VAR Equities VAR Net Capital Before Haircuts Credit derivaties VAR Diversification Benefit Total Diversified VAR (1A lass 1B) Multiplication Factor Ded. for specific risk unless inc in 1 above Risk Deduction using scenario analysis Fixed income Currency Undue Concentration Commodities Equities Credit derivaties Subtotal (If 1C is positive multiply by 1D) Credit risk weight < or = 20% Credit risk weight > 20% and < or = 50% Credit risk weight > 50% Counter party concentration charge Haircuts Contractual Commitments Residual Marketable Sec. (15c3-1(c)(2)(vi)) Haircuts-Subordinated S/B Credit Risk Charge(counter party) Total Mkt. Risk Exp.(add 1E,2,3,4 and 5) Portfolio concentration charge Total Cr Risk Exp. (add lines 6A, 6B and 6C) Haircuts-Bks Accep, Cert Dep Total Credit Risk Exposure (add lines 6A, 6B) Haircuts-US & Canad Govt Oblig Haircuts-St & Muni Govt Oblig Haircuts-Corporate Obligations Haircuts-Stocks & Warrants Haircuts-Options Haircuts-Arbitrage Haircuts-Debt Securities Haircuts-Other Securities Haircuts-Exempted Securities Haircuts-Other (List) Total Haircuts On Security Positions Net Capital Minimum Net Capital Req - Basic Min Dollar Net Cap Req - Basic Net Capital Requirement Excess Net Capital - Basic Excess Net Capital At 1000% - Basic Total AI Liabilities from SFC Add: Drafts For Immediate Credit Add: Mkt Val Of S/B-No Equiv Val Pd. or CR Add: Other Unrecorded Amounts (List) Total Additions to AI Liab Adj Based On Reserve A/C 15c3-1(c)(1)(VIII) Total Aggregate Indebtedness % Of Aggregate Indebt to Net Cap % Of Net Cap To Aggreg Debits Options Deductions/Net Cap Ratio-1000% Test % Of AI To NC After Cap W/drawals % Of N/C-After Antic Cap Withd to Aggr Drs % Of Debt To Debt-Eqty Total-15C3-1(d) Percentage of debt to debt-equity total computed in accordance with Rule 15c3-1(d) 2% Of Aggregate Debit Items - Alt Method Min Dollar Net Capital Req - Alt Method Gains/Losses Secs Trad Acc w/ Hedg - Int Rate/Fixed Inc Prod Gains/Losses Secs Trad Acc w/ Hedg - Currency Gains/Losses Secs Trad Acc w/ Hedg - Equity Gains/Losses Secs Trad Acc w/ Hedg - Commodity Excess Net Capital-Alter N/C in Exc of Grtr of 5% of ADI or 120% MNCR Intrest Rate/Fixed Income Products Currency Equity Products Commodity Products Other Total gains or (losses) Number of Months P/L-For The Period (MmDdYy) From P/L-For The Period (MmDdYy) To Commission on Listed Equity Securities Commission on Listed Secs Executed OTC Commission on Listed Options All Other Securities Commissions Total Securities Commissions P/L-Market Making in OTC Equity Securities P/L-OTC Market Making in Listed Equity Sec P/L-Trading in Debt Securities P/L-Market Making in Listed Options P/L-From All Other Trading Total Gains or (Losses) Gains/Losses Secs Trad Acc w/ Hedg - Other Gains or Losses on Firm Securities Investment Other Interest P/L from Underwriting and Selling Groups Margin Interest Revenue From Sale of Invest Company Shares Fees-Supervision, Advisory, Administration Revenue From Research Services Other Revenue Sec Business Commodities Revenue Commissions on commodity transactions Other Revenue Total Revenue Clerical-Administrative Employee Expenses Floor Brokerage Paid to Certain Brokers Communications Costs Includes Int. on Subordinated Agreements Interest Expense Occupancy and Equipment Costs Other Expenses Registered Reps' Compensation Other Employee Compensation and Benefits Employment Exp-GP-Voting Stockhold Officers Includes Int Credited to GP and LP Cap Acct Clearance Paid to Non-Brokers Commisions Paid to Other Broker-Dealers Comm & Clearance Paid to All Other Brokers Promotional Costs Losses in Error Account and Bad Debts Data Processing Costs Non-Recurring Charges Regulatory Fees and Expenses Total Expenses P/L Before Federal Inc Taxes Current Mo P/L Before Fed Tax Extraord Items Provision for Federal Inc Taxes Equity in P/L Of unconsol subs Extraordinary Gains(Losses) Cumulative Effect-Changes in Accounting Other Comprehensive income (loss) After Federal income taxes of Comprehensive income (loss) P/L After Fed Inc Taxes Realized P/L-Investment Account Unrealized P/L-Investment Account Includes Underwriting Income for Equity Sec After Federal Income Taxes of After Federal Income Taxes of Ownership Equity,Bal Beginning Net Income Additions to Own Eq-Incl Non-Conforming Cap Additions incl Non-Conforming Cap of Deduct fr Own Eq-Incl Non-Conforming Cap Deductions Incl Non-Conforming Cap of Own Eq Bal at End Of Period (Fr. I1800) Subord Liab - Bal at Beg of Period Increases to Subord Liab Decreases to Subord Liab Subord Liab-Bal at End Of Period (Fr I3520) Frequency Of Computation-Daily Frequency Of Computation-Weeky Frequency Computation-Monthly Name of Clearing Firm That Clears Through Free Credit Bal-Other Credit Bal-Cust Accts B/L - Collateralized by Customer Securities Monies Payable vs Cust Securities Loaned Customers' Securities Failed to Receive Cred Bal Firm a/c From Prin Sales to Cust MV-Stock Divided Etc-Out Over 30 Cal Days MV-Short Count Differences Over 30 Cal Days Susp Accts-SMV and Credits Over 30 Cal Days MV-Unconfirmed Transfers Over 40 Cal Days Other Credit Balances Total Credits Fully Secured Debit Bal in Customers' Accts Stock Borrow - Customer Related F/D Customers - Not Older than 30 Cal Days Margin Required and on Deposit at OCC- Cust Margin related to sec. fut. prods (cust acct) Other-Debit Balances Aggregate Debit Items Less 3% of Aggregate Debits-Alternate Only Total 15C3-3 Debits Excess of Total Debits Over Total Credits Excess of Total Credits Over Total Debits Amount of sweep credit adjustment 105% Of Total Cr Over Total Dr (monthly) Val of Qual Sec Amt on Deposit in Reserve Bank Acct Amt On Deposit in Res Acc at end of period Val of Qual Sec Deposited or withdrawn Total Amount of Deposit or Withdrawal Tot Amt of Qual Sec after deposit or w/draw Total Amt in Res A/C after dep or withdrawl Date Of Deposit (MmDdYy) Exempt Provisions (K)(1)2,500 Special Acct Benefit Of Cust-(K)(2)(A) Cust Tran Clear Thru Broker(K)(2)(B) Exempt By Order Of Commission(K)(3) System Util Maintain Poss-Yes System Util Maintain Poss-No Custs' Paid Sec,Excess Margin Custs' Paid Sec-No. Of Items Custs Fly Pd,Excess Margin Sec Number of Items 1) Type of Proposed Withdrawal or Accrual 1) Name of Lender or Contributor 1) Insider or Outsider 1) Amount to be Withdrawn 1) (MM/DD/YY) Withdrawal or Maturity Date 1) Expect to Renew (Yes Or No) 2) Type of Proposed Withdrawal or Accrual 2) Name of Lender or Contributor 2) Insider or Outsider 2) Amount to be Withdrawn 2) (MM/DD/YY) Withdrawal or Maturity Date 2) Expect to Renew (Yes Or No) 3) Type of Proposed Withdrawal or Accrual 3) Name of Lender or Contributor 3) Insider or Outsider 3) Amount to be Withdrawn 3) (MM/DD/YY) Withdrawal or Maturity Date 3) Expect to Renew (Yes Or No) 4) Type of Proposed Withdrawal or Accrual 4) Name of Lender or Contributor 4) Insider or Outsider 4) Amount to be Withdrawn 4) (MM/DD/YY) Withdrawal or Maturity Date 4) Expect to Renew (Yes Or No) 5) Type of Proposed Withdrawal or Accrual 5) Name of Lender or Contributor 5) Insider or Outsider 5) Amount to be Withdrawn 5) (MM/DD/YY) Withdrawal or Maturity Date 5) Expect to Renew (Yes Or No) 6) Type of Proposed Withdrawal or Accrual 6) Name of Lender or Contributor 6) Insider or Outsider 6) Amount to be Withdrawn 6) (MM/DD/YY) Withdrawal or Maturity Date 6) Expect to Renew (Yes Or No) 7) Type of Proposed Withdrawal or Accrual 7) Name of Lender or Contributor 7) Insider or Outsider 7) Amount to be Withdrawn 7) (MM/DD/YY) Withdrawal or Maturity Date 7) Expect to Renew (Yes Or No) 8) Type of Proposed Withdrawal or Accrual 8) Name of Lender or Contributor 8) Insider or Outsider 8) Amount to be Withdrawn 8) (MM/DD/YY) Withdrawal or Maturity Date 8) Expect to Renew (Yes Or No) 9) Type of Proposed Withdrawal or Accrual 9) Name of Lender or Contributor 9) Insider or Outsider 9) Amount to be Withdrawn 9) (MM/DD/YY) Withdrawal or Maturity Date 9) Expect to Renew (Yes Or No) 10) Type of Proposed Withdrawal or Accrual 10) Name of Lender or Contributor 10) Insider or Outsider 10) Amount to be Withdrawn 10) (MM/DD/YY) Withdrawal or Maturity Date 10) Expect to Renew (Yes Or No) Total amount to be Withdrawn Ptrs-Equity Capital Gen Partners Ptrs-Equity Capital Limited Partner Ptrs-Equity Capital Undistribut P/L Ptrs-Equity Capital Other Sole Proprietorship Capital Corporation Capital-Common Stock Corporation Capital-Preferred Stock Corp Capital-Ret Earnings(Dividends & Oth) Corporation Capital-Other Subord Liabilities-Secured Demand Notes Subord Liabilities-Cash Subordinations Subord Liabilities-Debentures Subordinated Liabilities-Other Anticipated Withdrawal-Bonuses Antic Withdr- Voluntary Contribut-Pension Anticpated Withdrawals-Other Total w/drawals in 6 months not ded fr Cap Stk Rec Breaks Over 3 Bus Days - Value Stk Rec Breaks Over 3 Bus Days - # of Items Stk Rec Breaks Over 3 Bus Days - Value Stk Rec Breaks Over 3 bus days - # of Items Firm in Compliance 17A-13 - Check if Yes Firm in Compliance 17A-13 - Check if No # of Income Prod Personnel at End of Per. # of Non-Inc Prod Personnel at End of Per. Total Personnel employed at End of Per. Actual No. Of Tickets Executed - Curr. Mo. # of corrected Cust Confirms mailed aft S/D MONEY DIFFERENCES-NO.OF ITEMS MONEY DIFF DEBIT(SHORT VALUE) MONEY DIFFERENCES-NO. OF ITEMS MONEY DIFF CREDIT(LONG VALUE) SEC SUS ACCTS - # ITEMS SV SEC SUS ACCTS - DEBITS SEC SUS ACCTS - # ITEMS LV SEC SUS ACCTS - CREDIT (LV) SECURITY DIFF ACTS-NO.OF ITEMS SEC DIFF ACTS-DEBIT(SHORT VAL) SEC DIFF ACTS-NO.OF ITEMS SEC DIFF ACTS-CREDIT(LONG VAL) COMM SUSP ACTS-NO. OF ITEMS COMM SUSP ACTS-DEBIT(SHRT VAL) COMM SUSP ACTS-NO.OF ITEMS COMM SUSP ACTS-CREDIT(LNG VAL) OPEN TRANSACT NO. OF ITEMS OPEN TRANSACT-DEBIT(SHORT VAL) OPEN TRANSACT NO. OF ITEMS OPEN TRANSACT-CREDIT(LONG VAL) BANK ACT RECON NO. OF ITEMS BANK ACT RECON DEBIT(SHRT VAL) BANK ACT RECON NO. OF ITEMS BANK ACT RECON CREDIT(LNG VAL) OPEN XFERS OVER 40 - ITEMS SV OPEN XFERS OVER 40 - DEBIT (SV OPEN TRANF/40DAYS-NO.OF ITEMS OPEN TRANF/40DAYS CRDT(LG VAL) TRAN IN REORG/60D-NO.OF ITEMS TRAN IN REORG/60D-DBT(SHT VAL) TRAN IN REORG/60D NO.OF ITEMS TRAN IN REORG/60D CRD(LNG VAL) FIN/OP TOT ITEMS DEBIT FIN/OP TOT DEBIT FIN/OP TOTAL CREDIT ITEMS FIN/OP TOT CREDIT FAIL TO DEL (11) ITEMS FAIL TO DEL (11) LEDGER AMT FAIL TO DEL (11) MAR VALUE FAIL TO REC (11) ITEMS FAIL TO REC (11) LEDGER AMT FAIL TO REC (11) MARKET VAL Sec Concentrations - Proprietary Positions Sec Concentrations-Cust A/Cs Rule 15C3-3 Tot Persnl Cap Brwings Due Within 6 Months Max Haircuts on Undrwrtng Commit During Per Plan Cap Exp For Bus Expan During Next 6 Mo Liab of Other Indvl/Org Guaranteed By Firm Lease And Rentals Payable Within One Year Agg Lease & Rntl Commit Pay Over Term-Gross Agg Lease & Rntl Commit For Lease Term-Net Accts Above were Reconciled within 35 days Accts Above not Reconciled within 35 days Concentration in Firm Trading & Inv A/Cs Concentrations in Cust-Noncust-Other A/Cs Planned Operational(Organizational) Changes No Planned Operation(Organization) Changes # of Money Susp & Bal Difference # of Sec Susp & Dif-Long # of Sec Susp & Dif-Short # of Mkt Val Sht & Long Sec Susp & Dif # of Mkt Val of Stock Record Breaks # of Unresol Rec Dif-Corresp + B/D-Long # of Unresol Rec Dif-Corresp + B/D-Short # of Unresol Rec Dif-Depositories # of Unresol Rec Dif-Clear Org-Long # of Unresol Rec Dif-Clear Org Short # of Unresol Rec Dif-Interco Accts # of Unresol Rec Dif-Bank Accts + Loans # of Unresol Rec Dif-Other # of Offsetting Items 5A thru 5F Total # of Unresolved Reconciling Dif # of Commodity Differences # of Open Transfer & Reorg items > 40 days Total # of Items # of Items resolved after Report date # of Aged Fail to Deliver # of Aged Fail to Receive Dr(Sht Val) Money Susp & Bal Differences Dr(Sht Val) Sec Susp & Dif-Long Dr(Sht Val) Sec Susp & Dif-Short Dr(Sht Val) Sht + Long Sec Susp + Dif Dr(Sht Val) Stock Record Breaks Dr(Sht Val) Unres Rec Dif-Corres-Long Dr(Sht Val) Unres Rec Dif-Corres-Short Dr(Sht Val) Unres Rec Dif-Depositories Dr(Sht Val) Unres Rec Dif-Clear Org-Long Dr(Sht Val) Unres Rec Dif-Clear Org-Short Dr(Sht Val) Unres Rec Dif-Interco Accts Dr(Sht Val) Unres Rec Dif-Bk Accts + Loans Dr(Sht Val) Unres Rec Dif-Other Dr(Sht Val) Offsetting Items-5A thru 5F Total Dr(Sht Val) Unresol Rec Dif Dr(Sht Val) Commodity Differences Dr(Sht Val) Open Transfer + Reorg > 40 days Total Debit(Short Value) Dr(Sht Val)Items Resolved after Report date Dr(Sht Val) Aged Fail To Deliver Dr(Sht Val) Aged Fail To Receive Cr(Lng Val) Money Susp & Bal Dif Capital Deduction-Money Susp & Bal Dif Cr(Lng Val) Sec Susp & Dif-Long Capital Deduction-Sec Susp & Dif-Long Cr(Lng Val) Sec Susp & Dif-Short Capital Deduction Sec Susp & Dif-Short Cr(Lng Val) Short & Long Sec Susp Capital Ded Mkt Val Sht + Long Sec Dif Cr(Lng Val) Stock Record Breaks Capital Ded Mkt Val Stock Record Breaks Cr(Lng Val) Unres Rec Dif-Corres-Long Capital Ded Unres Rec Dif-Corresp+B/D-Long Cr(Lng Val) Unres Rec Dif-Corres-Short Capital Ded Unres Rec Dif-Corresp+B/D-Short Cr(Lng Val) Unres Rec Dif-Depositories Capital Ded Unres Rec Dif-Depositories Cr(Lng Val) Unres Rec Dif-Clear Org-Long Capital Ded Unres Rec Dif-Clear Org-Long Cr(Lng Val) Unres Rec Dif-Clear Org-Short Capital Ded Unres Rec Dif-Clear Org-Short Cr(Lng Val) Unres Rec Dif-Interco Accts Capital Ded Unres Dif-Interco Accts Cr(Lng Val) Unres Rec Dif-Bank Accts+Loans Capital Ded Unres Rec Dif-Bk Accts + Loans Cr(Lng Val) Unres Rec Dif-Other Capital Ded Unres Rec Dif-Other Cr(Lng Val) Offsetting Items 5A thru 5F Total Cr(Long Val) Unres Rec Dif Total Capital Ded Unres Rec Differences Cr(Lng Val) Commodity Differences Capital Deductions-Commodity Differences Cr(Lng Val) Open TSFRS & Reorg > 40 days Capital Ded-Open Transfer & Reorg > 40 days Total Cr(Long Val) Total Capital Deductions Cr(Lng Val) Items Resolved after Rpt date Total Capital Ded Resolved After Rpt date Cr(Lng Val) Aged Fail To Deliver Capital Ded Aged Fail to Deliver Cr(Lng Val) Aged Fail To Receive Capital Ded Aged Fail To Receive # Poten Charges-Money Susp & Bal Dif # Poten Charges-Sec Susp + Dif - Long # Poten Charges-Sec Susp + Dif - Short # Poten Charges-Mkt Val Sec Susp Dif # Poten Charges-Mkt Val Stock Record Breaks # Poten Charges Unres Dif-Corres-Long # Poten Charges Unres Dif-Corres-Short # Poten Charges Unres Diff-Depositories # Poten Charges Unres Dif-Clear Org-Long # Poten Charges Unres Dif-Clear Org-Short # Poten Charges Unres Dif-Interco Accts # Poten Charges Unres Dif-Bk Accts & Loans # Poten Charges Unres Rec Dif-Other # Poten Charges-Offsetting Items 5A thru 5F Total # Poten Charges Unres Rec Dif # Poten Oper Charges Commodity Differences Total # Potential Operational Charges Dr(Sht Val) Poten Charges-Money Susp Dif Dr(Sht Val) Poten Chgs Sec Susp & Dif-Long Dr(Sht Val) Poten Chgs Sec Susp & Dif-Short Dr(Sht Val) Poten Chgs Mkt Val Sec Susp Dr(Sht Val) Poten Chgs Stock Record Breaks Dr(Sht Val) Poten Charges Unres Dif-Long Dr(Sht Val) Poten Charges Unres Dif-Short Dr(Sht Val) Poten Chgs Unres Dif-Depository Dr(Sht Val) Poten Chg Unres Dif-Cl Org-Long Dr(Sht Val) Poten Chg Unres Dif-Cl Org-Sht Dr(Sht Val) Poten Chg Unres Dif-Interco Dr(Sht Val) Poten Chg Unres Dif-Bk A/Cs Dr(Sht Val) Poten Chgs Unres Dif-Other Dr(Sht Val) Poten Chg Offsetting 5A thru 5F Total Dr(Sht Val) Pot Oper Chgs Unres Dif Dr(Sht Val) Pot Oper Chgs Commodity Dif Total Dr(Sht Val) Pot Oper Charges Cr(Lng Val) Poten Oper Chgs Money Susp Poten Capital Charges Money Susp & Bal Dif Cr(Lng Val) Pot Chgs Sec Susp-Long Poten Capital Charges Sec Susp & Dif-Long Cr(Lng Val) Poten Chgs Sec Susp-Short Poten Capital Charges Sec Susp & Dif-Short Cr(Lng Val) Poten Chg Mkt Val Sec Susp Poten Capital Charges Mkt Val Sec Susp Cr(Lng Val) Poten Chg Stock Record Break Poten Capital Charges Stock Record Breaks Cr(Lng Val) Poten Chg Unres Dif-Corresp-L Poten Capital Chgs Unres Dif-Corresp-Long Cr(Lng Val) Poten Chg Unres Dif-Corresp-S Poten Capital Chgs Unres Diff-Corresp-Short Cr(Lng Val) Pot Chg Unres Dif-Depositories Poten Capital Chgs Unres Dif-Depositories Cr(Lng Val) Poten Chg Unres Diff-Cl Org-L Poten Capital Chgs Unres Dif-Clear Org-Long Cr(Lng Val) Poten Chg Unres Dif-Cl Org-S Poten Capital Chgs Unres Dif-Clear Org-Sht Cr(Lng Val) Poten Chg Unres Dif-Interco A/C Poten Capital Chgs Unres Dif-Interco Accts Cr(Lng Val) Pot Chg Unres Dif-Bk & Loan A/C Poten Capital Chgs Unres Dif-Bk & Loan A/Cs Cr(Lng Val) Pot Chgs Unres Dif-Other Poten Capital Chgs Unres Dif-Other Cr(Lng Val) Pot Chgs-Offsetting 5A thru 5F Total Cr(Lng Val) Pot Chgs Unres Dif Poten Capital Chgs-Total Unres Rec Dif Cr(Lng Val) Poten Chgs Commodity Dif Poten Capital Charges-Commodity Differences Total Cr(Lng Val) Poten Oper Chgs Total Potential Capital Charges Net Ledger Balance-Cash Net Ledger Bal-Securities at Mkt Net Unrlzed Prof(Loss) In Open Fut Contract Mkt Val of Open Opt Cont Purch on Contr Mkt Mkt Val of Open Opt Cont Sold on Contr Mkt Net Equity (Deficit) A/Cs Liquid Deficit & A/Cs w/Drs-Gross Amt Amt Offset vs Cust Owned US Treas Oblig A/Cs Liquidat To Def+W/Drs Net of Treas Amount Required To Be Segregated Seg Funds-Deposited in Banks - Cash Seg Funds-MV of Sec Investment of Cust Fds Seg Funds-Sec Held For Cust in Lieu of Cash Marg On Dep - Cash Marg On Dep - Sec Investment of Cust Fds Marg On Dep - Sec Held in Lieu of Cash Net Stlmnt Due From(To) Contr Mkt/Clear Org Mkt Val For Open Long Option Contracts Mkt Val For Open Shrt Option Contracts Net Eq W/Othr FCMs-Net Liquidating Equity Segregated Funds On Hand Net Eq W/Othr FCMs-Sec Inv of Cust Fds Net Eq W/Othr FCMs-Sec Held for Custs lieu Total Amount In Segregation Excess/(Deficiency) Funds in Seg Mgmt Target Amt for Excess Funds in Seg Excess (deficiency_funds in Seg Over/Under Mgmt Target Amt Excess Amt Required to be Seg-Regulation 32.6 Funds in Seg Accts - Cash Funds in Seg Accts - Securities at Mkt Total Funds in Segregated Accts Excess/(Deficiency) Funds In Segregation Secured Amts In US Domiciled Cust A/Cs Amt Reqd to be Set Aside Pursuit to law of a Foreign Govt or a rule of Self-Reg Org ??Secured Amts in US and foreign Domiciled Cust A/Cs Net Ledger Balance - Foreign Futures and Foreign Option Cash Net Ledger Balance - Foreign Futures and Foreign Option Securities Net Liq Eq In Cust A/Cs on for Bds of Trade Net Unrealized Profile (loss) in Open Futures Contracts Traded on Foreign Board of Trade Amt Req'd Set Aside-Rule Or Reg of Foreign Exchange Traded Options - Market Value of Open Option Contracts Purchased on Foreign Trade Exchange Traded Options - Market Value of Open Contracts Granted(sold) on Foreign Trade FCM Chnged Method from previous month Net Equity (deficit) FCM No Change in Method from previous month Acct Liquidating to a Deficit and Acct with Debit Balances - Gross Amt Amt Offset by Customer Owned Securities Acct Liq to Deficit and Acct Debit Balances+Amt Offset by Customer Owned Securities Amt Reqd to be Set Aside as Secured Amt - Net Liq Equity Method Amt to be Set Aside In Sep Section 30.7 A/C Total Funds In Sep Section 30.7 Accts Excess/(Deficiency)-Reg 30.7 Amount of Customer Risk - Maintenance Margin 8% of line A.i (Part 2) Amount of Non-Customer Risk - Maintenance Mar 8% of line A.iii (Part 2) Amount of uncleraed swap margin 2% of line A.v (Part 2) $250,000 Requirement (Part 2) Amount of Customer Risk - Maintenance Margin Other NFA Requirement Min CFTC NC Req-The > of i7480/$50M CFTC Early Warning Level 30.7 Cash deposited in U.S. Bks Name of Other Banks Desig by Commission 30.7 Cash In Other Banks design. by Comm. Total Cash In Banks for 30.7 Seperate A/Cs 30.7 Securities held in Sfk in US banks Name of Other banks designated by Commiss 30.7 Sec Held in SFK in Oth Bks Designated Total Sec Held in SFK - 30.7 Seperate A/C 30.7 Eq w/ FCMs-Cash 30.7 Eq w/ FCMs-Securities 30.7 Eq w/ FCMs-Unreal Gain/Loss on Op Cont 30.7 Eq w/ FCMs-Value of Long Optn Contrcts 30.7 Eq w/ FCMs-Value of Sht Optn Contracts Total Equities w/ Reg FCMs 30.7 Sep A/Cs Name of Cl Org of Foreign Bds of Trade 30.7 Foreign Cl Org - Cash 30.7 Foreign Cl Org - Securities 30.7 Fgn Cl Org-Daily Variation to(from) 30.7 Fgn Exch Mmbrs-Val Long Optn Contracts 30.7 Foreign Cl Org-Val Sht Optn Contracts Total Amt held - Cl Org of Fgn Bds of Trade Name of Members of Foreign Boards of Trade 30.7 Amt held by Fgn Exch Mmbrs--Cash 30.7 Fgn Exch Mmbrs-Securities held 30.7 Fgn Exch Mmbrs-Gain(Loss) Open Contr 30.7 For Board Of Trade--Value Long 30.7 Fgn Exch Mmbrs-Value Sht Option Contr 30.7 Total Amts For BD Trade Name of Other Depositories Des by Fgn Bds Amt With Oth Depositories Des By FBT Segregated Funds On Hand Total Funds In Separate 30.7 Accts Mgt Target Amt for Excess Funds Excess (Deficiency) Funds in Separate 30.7 Accts CSE Schd2 : Current net exposure CSE Schd2 : Net replacement value CSE Schd2 : Gross replacement value receiva CSE Schd2 : Gross replacement value payable CSE Schd3: Gross replacement val rcv (Gain) CSE Schd3: Gross replacement val payable CSE Schd3: Net replacement value CSE Schd3: Current net exposure CSE Schd3: Total credit exposure CSE Schd3: Agg Max Pot. Exposure CSE Schd4: Current net exposure CSE Schd4: Net replacement value CSE Schd4: Gross replacement value receivable CSE Schd4: Gross replacement value payable CSE Schd4: Agg Max Pot. Exposure CSE Schd5: Current net exposure CSE Schd5: Net replacement value CSE Schd5: Gross replacement value receivable CSE Schd5: Gross replacement value payable CSE Schd5: Agg Max Pot. Exposure Report For The Calendar Year. FOCUS database uses date type here, not short. Report For The Period Beginning Report For The Period Ending SEC File Number Name Of Broker-Dealer Name Of B-D Merging W/Respondent Dur Period Name Of B-D Merging W/Respondent Dur Period Name Of B-D Merging W/Respondent Dur Period Name Of B-D Merging W/Respondent Dur Period Official Use Only Official Use Only Official Use Only Official Use Only Conduct Sec Bus Only With Reg B-D? (1=Yes 2=No) Reg As Specialst On A Nat Sec Exch? (1=Yes 2=No) Make Markets In Equity Securities? (1=Yes 2=No) Make Markets In Municipals (1=Yes 2=No) Make Markets In Oth Debt Instrumnts (1=Yes 2=No) Reg Solely As Municipal Bond Dealer (1=Yes 2=No) Are You Ins Co Or Affil Of Ins Co? (1=Yes 2=No) Total # of Public Customer Accts Total # of Omnibus Accts Do You Carry Own Public Cust Accts? (1=Yes 2=No) Do You Clear Cust Or Prop Accts? (1=Yes 2=No) Clear Pub Cust Accts Via Direct Mail? 1=Y Clear Pub Cust Accts Via Self Clearing? 1=Y Clear Pub Cust Accts Via Omnibus? 1=Y Clear Pub Cust Accts Via Introducing? 1=Y Clear Pub Cust Accts Via Other? 1=Y Clear Pub Cust Accts - Not Applicable? 1=Y Membership(s) On Natl Sec Exch(s)? (1=Yes 2=No) Number of Full Time Employees Number of Registered Reps # Of NASDQ Stock In Which You Make Markets Total # Of Underwriting Syndicates Memb Of Actual # Pub Cust Trans Cleared Or Carried Est # Pub Cust Trans Cleared Or Carried Eq Sec Trans Effected On Nat Sec Exch Eq Sec Trans Effected Oth Than Nat Sec Exch Comm, Bond, Opt, & Oth Trans Effected Member Of SPIC? (1=Yes 2=No) Number of Branch Offices Aff or Sub Of Foreign B-D Or Bank? (1=Yes 2=No) Sub Of A Registered B-D? (1=Yes 2=No) Sub Of Parent Not A Reg B-D? (1=Yes 2=No) Name Of Parent Send Qrt Stmnts Pursuant 10b-10(b)? (1=Yes 2=No) Agg $ Amt: N-Exmpt Otc Sal Of Exch List Sec Member of American 1=Y Member of Boston 1=Y Member of CBOE 1=Y Member of Midwest 1=Y Member of New York 1=Y Member of Philadelphia 1=Y Member of Pacific Coast 1=Y Other 1=Y Cnts, Cnted or Comm w/US Bank (1=Yes 2=No) Name of Parent or Affiliate Types of Institution Annual Municipal Income U.S. Treasury securities Long U.S. Treasury securities Short U.S. Gov agency and gov sponser entities Long U.S.Gov agency and gov spnser entities -Short Sec iss by st. and political subdiv in U.SLng Sec iss by st.and political subdiv in U.S-Shr Foriegn Securities ( Debt securities) Long Foriegn Securities ( Debt securities) - Short Equity securities Long Equity securities - Short Money Market Instruments Long Money Market Instruments - Short Private Label Mortgage Backed Securities Long Private Label Mortgage Backed Securities-Shor Other Asset Backed Securities Long Other Asset Backed Securities - Short Corporate obligations Long Corporate obligations - Short Stcks & warn(oth than arb pos) Long Stcks & warn(oth than arb pos) - Short Arbitage Long Arbitage - Short Derivaties including Options: Long Derivaties including Options: - Short Spot Commodities Long Spot Commodities - Short Investments with no ready market Equity Long Investments with no ready market Equity-Short Investments with no ready market Debt Long Investments with no ready market Debt - Short Other(include ltd partnership intrests) Long Other(include ltd partnership intrests)-Short Other securities or commodities Long Other securities or commodities - Short Total Long Total Short Net Ledger Balance-Cash Net Ledger Bal-Securities at Mkt Net Unrlzed Prof(Loss) In Open Clrd OTC Derivatives Mkt Val of Open Clrd OTC Derivatives Options Cont Purch Mkt Val of Open Clrd OTC Derivatives Options Cont Sold Net Equity (Deficit) A/Cs Liquid Deficit and A/Cs w/Drs-Gross Amt Amt Offset vs Cust Owned US Treas Oblig A/Cs Liquidat To Def+W/Drs Net of Treas Amount Required To Be Sequestered Seq Funds-Deposited in Banks - Cash Seq Funds-MV of Sec Investment of Cust Fds Seq Funds-Sec Held For Cust in Lieu of Cash Marg On Dep - Cash Marg On Dep - Sec Investment of Cust Fds Marg On Dep - Sec Held in Lieu of Cash Net Stlmnt Due From(To) Contr Mkt/Clear Org Mkt Val For Open Clrd OTC Derivatives Long Option Contracts Mkt Val For Open Clrd OTC Derivatives Shrt Option Contracts Net Eq W/Othr FCMs-Net Liquidating Equity Net Eq W/Othr FCMs-Sec Inv of Cust Fds Net Eq W/Othr FCMs-Sec Held for Custs lieu Clrd OTC derivatives Funds On Hand Total Amount In Sequestration Excess/(Deficiency) Funds in Sequestration Mgmt Target Amt for Excess Funds in Cleared Swaps Seg Accts Excess (deficiency) Funds in Cleared Swaps Customer Seg Acct over/under Mgmt Target Excess 1.D. Foreign Sovereign debt 1.D. Foreign Sovereign debt 1.E. Corporate debt 1.F. Mortgage Backed and Other Asset Backed Securities. 1.G. Municipals 1.I. OTC Options 1.L. Foreign Exchange 1.M. Aggregate amount if less than the greater of $5,000 or 5% of Total Revenues. 1. Is any portion of line M related to municipal securities? 3.A. Variable Contracts 3.B. Non-Securities Insurance Based Products 3.C. Aggregate amount if less than the greater of $5,000 or 5% of Total Revenue. 3. Total Revenue From Sale of Insurance Based Products: 5.A. Equities, ETFs and Closed End Funds. Includes Dividends?: 5.B. U.S. Government and Agencies. Includes interest?: 5.B. U.S. Government and Agencies 5.C. Foreign Sovereign Debt. Includes interest?: 5.C. Foreign Sovereign Debt. 5.D. Corporate Debt. Includes interest?: 5.D. Corporate Debt. 5.E. Mortgage Backed and Other Asset Backed Securities. Includes interest: 5.E. Mortgage Backed and Other Asset Backed Securities. 5.F. Municipals. Includes interest: 5.H. Listed Options. 5.I. OTC Options 5.J. Securities Based Swaps . 5.K. All Other Swaps . 5.L. Futures. 5.O. Aggregate amount if less than the greater of $5,000 or 5% of Total Revenue. 5.O.1. Is any portion of line O related to municipal securities? 6. Includes Dividends and/or Interest: 7.A. Securities Borrowings 7.B. Reverse Repurchase Transactions 7.D. Interest and rebates earned on customer bank sweep (FDIC insured products) programs 7.E. Interest earned from sweep into '40 Act Investments 7.F. Interest and/or Dividends on Securities held in Firm Inventory 7.H. Aggregate amount if less than the greater of $5,000 or 5% of Total Revenue. 7. Total Interest / Rebate / Dividend Income: 8. A. Municipal offerings 8.B.1. Offerings, other than self or affiliate. Excludes municipals. 8.B.2. Offerings, self or affiliate. Excludes municipals. 8.B Total Revenue from Registered Offerings: 8.B. Did the broker or dealer participate in the sale of any unregistered offering? 8.C.1. Unregistered offerings, other than self or affiliate offerings. Section 1 8.C.2. Unregistered offerings, self or affiliate offerings. Section 2 8.C. Total Revenue from Unregistered Offerings: 9.A. Fees earned from affiliated entities. 9.B. Investment Banking Fees; M&A Advisory. 9.D. Administrative Fees. 9.F. Fees earned from affiliated entities. 9.G. 12b-1 Fees 9.H. Mutual Fund Revenue other than Concessions or 12b-1 Fees. 9.I. Execution Services 9.J. Clearing Services 9.K. Fees earned on customer bank sweep (FDIC insured products) programs 9.L. Fees earned from sweep programs to 40 Act Investments. 9.M. Networking Fees from 40 Act Companies 9.N. Other Fees 9.O. Aggregate amount if less than the greater of $5,000 or 5% of Total Revenue (line 14030). 9 Total Fees Earned: 11.B-1. Description of : 1st largest component of Other Revenue: 11.B-1. Revenue of : 1st largest component of Other Revenue: 11.B-2. Description of : 2nd largest component of Other Revenue: 11.B-2. Revenue of : 2nd largest component of Other Revenue: 11.B-3. Description of : 3rd largest component of Other Revenue: 11.B-3. Revenue of : 3rd largest component of Other Revenue: 11.A. Total Revenue from sale of Certificates of Deposits (CDs) issued by an affiliate 12.C. Compensation paid to non-revenue producing personnel (including temporary personnel) 12.D. Bonuses. 12.E. Other compensation expenses. 12.F. Aggregate amount if less than the greater of $5,000 or 5% of Total Expenses. 12. Total Compensation Expenses: 13.C. Clearance Fees Paid to broker/dealers 13.F. 12b-1 Fees 13.G. Custodial Fees 13.H. Aggregate amount if less than the greater of $5,000 or 5% of Total Expenses. 13. Total Commission, Clearance and Custodial Fees: 14.A. Soft dollar expenses . 14.B. Rebates/Recapture of commissions . 14. Total Expenses incurred on Behalf of Affiliates and Others: 15.A. Interest paid on bank loans 15.B. Interest paid on debt instruments where broker/dealer is the obligor, incl subord.agreements 15.C. Interest paid on customer balances 15.D. Interest paid on Securities Loaned transactions 15.E. Interest paid on Repurchase Agreements . 15.F. Interest and/or Dividends on Short Securities Inventory. 15.G. Other interest expenses. 15.H. Aggregate amount if less than the greater of $5,000 or 5% of Total Expenses. 16.A. To Affiliates 16.B. To Third Parties 16. Total Fees Paid to Third Party Service Providers: 17.A. Finders Fees 17.C. Research. 17.E. Travel and Entertainment. 17.I. Professional Service Fees 17.J. Litigation, arbitration, settlement, restitution and rescission, and related fees 17.L. State and local income taxes 17.M. Aggregate amount if less than the greater of $5,000 or 5% of Total Expenses. 17 Total General, Administrative, Regulatory and Miscellaneous Expenses: 18. A-1. Description of: 1stlargest component of Other Expenses: 18. A-1. Associated Expense: 1stlargest component of Other Expenses: 18. A-2. Description of: 2ndlargest component of Other Expenses: 18. A-2. Associated Expense: 2ndlargest component of Other Expenses: 18. A-3. Description of: 3rdlargest component of Other Expenses: 18. A-3. Associated Expense: 3rdlargest component of Other Expenses: Name of person completing this report Telephone number of person completing this report 1.A. Name of issuer/Sponsor: 1.B. If Form D has been filed, enter CIK (Filer ID Number): 1.C. Industry Group (Select One): 1.D. Rule 504(b)(1) (not (i) (ii) or (iii)) 1.E. Equity 1.F. Minimum Investment accepted from any outside investor: 1.G. Total Offering Amount in dollars: 1.G. or check 'Indefinite' 1.H. Total amount in dollars of securities sold during the reporting period by the member: 1.I. Total number of customers to whom securities were sold 1.J. Amount of revenue earned by the member with respect to the sales reported for Item H: 2.A. Name of issuer/Sponsor: 2.B. If Form D has been filed, enter CIK (Filer ID Number): 2.C. Industry Group (Select One): 2.D. Rule 504(b)(1) (not (i) (ii) or (iii)) 2.E. Equity 2.F. Minimum Investment accepted from any outside investor: 2.G. Total Offering Amount in dollars: 2.G. or check 'Indefinite' 2.H. Total amount in dollars of securities sold during the reporting period by the member: 2.I. Total number of customers to whom securities were sold 2.J. Amount of revenue earned by the member with respect to the sales reported for Item H: 3.A. Name of issuer/Sponsor: 3.B. If Form D has been filed, enter CIK (Filer ID Number): 3.C. Industry Group (Select One): 3.D. Rule 504(b)(1) (not (i) (ii) or (iii)) 3.E. Equity 3.F. Minimum Investment accepted from any outside investor: 3.G. Total Offering Amount in dollars: 3.G. or check 'Indefinite' 3.H. Total amount in dollars of securities sold during the reporting period by the member:? 3.I. Total number of customers to whom securities were sold? 3.J. Amount of revenue earned by the member with respect to the sales reported for Item H:? 4.A. Name of issuer/Sponsor: 4.B. If Form D has been filed, enter CIK (Filer ID Number): 4.C. Industry Group (Select One): 4.D. Rule 504(b)(1) (not (i) (ii) or (iii)) 4.E. Equity 4.F. Minimum Investment accepted from any outside investor: 4.G. Total Offering Amount in dollars: 4.G. or check 'Indefinite' 4.H. Total amount in dollars of securities sold during the reporting period by the member:? 4.I. Total number of customers to whom securities were sold? 4.J. Amount of revenue earned by the member with respect to the sales reported for Item H:? 5.A. Name of issuer/Sponsor: 5.B. If Form D has been filed, enter CIK (Filer ID Number): 5.C. Industry Group (Select One): 5.D. Rule 504(b)(1) (not (i) (ii) or (iii)) 5.E. Equity 5.F. Minimum Investment accepted from any outside investor: 5.G. Total Offering Amount in dollars: 5.G. or check 'Indefinite' 5.H. Total amount in dollars of securities sold during the reporting period by the member:? 5.I. Total number of customers to whom securities were sold? 5.J. Amount of revenue earned by the member with respect to the sales reported for Item H:? 6.A. Name of issuer/Sponsor: 6.B. If Form D has been filed, enter CIK (Filer ID Number): 6.C. Industry Group (Select One): 6.D. Rule 504(b)(1) (not (i) (ii) or (iii)) 6.E. Equity 6.F. Minimum Investment accepted from any outside investor: 6.G. Total Offering Amount in dollars: 6.G. or check 'Indefinite' 6.H. Total amount in dollars of securities sold during the reporting period by the member:? 6.I. Total number of customers to whom securities were sold? 6.J. Amount of revenue earned by the member with respect to the sales reported for Item H:? 6.K. Issuer/Sponsor's affiliation to Broker-Dealer filing this Report (Select One):? 7.A. Name of issuer/Sponsor: 7.B. If Form D has been filed, enter CIK (Filer ID Number): 7.C. Industry Group (Select One): 7.D. Rule 504(b)(1) (not (i) (ii) or (iii)) 7.E. Equity 7.F. Minimum Investment accepted from any outside investor: 7.G. Total Offering Amount in dollars: 7.G. or check 'Indefinite' 7.H. Total amount in dollars of securities sold during the reporting period by the member: 7.I. Total number of customers to whom securities were sold? 7.J. Amount of revenue earned by the member with respect to the sales reported for Item H:? 7.K. Issuer/Sponsor's affiliation to Broker-Dealer filing this Report (Select One):? 8.A. Name of issuer/Sponsor: 8.B. If Form D has been filed, enter CIK (Filer ID Number): 8.C. Industry Group (Select One): 8.D. Rule 504(b)(1) (not (i) (ii) or (iii)) 8.E. Equity 8.F. Minimum Investment accepted from any outside investor: 8.G. Total Offering Amount in dollars: 8.G. or check 'Indefinite' 8.H. Total amount in dollars of securities sold during the reporting period by the member:? 8.I. Total number of customers to whom securities were sold? 8.J. Amount of revenue earned by the member with respect to the sales reported for Item H:? 8.K. Issuer/Sponsor's affiliation to Broker-Dealer filing this Report (Select One):? 9.A. Name of issuer/Sponsor: 9.B. If Form D has been filed, enter CIK (Filer ID Number): 9.C. Industry Group (Select One): 9.D. Rule 504(b)(1) (not (i) (ii) or (iii)) 9.E. Equity 9.F. Minimum Investment accepted from any outside investor: 9.G. Total Offering Amount in dollars: 9.G. or check 'Indefinite' 9.H. Total amount in dollars of securities sold during the reporting period by the member:? 9.I. Total number of customers to whom securities were sold? 9.J. Amount of revenue earned by the member with respect to the sales reported for Item H:? 9.K. Issuer/Sponsor's affiliation to Broker-Dealer filing this Report (Select One): 10.A. Name of issuer/Sponsor: 10.B. If Form D has been filed, enter CIK (Filer ID Number): 10.C. Industry Group (Select One): 10.D. Rule 504(b)(1) (not (i) (ii) or (iii)) 10.E. Equity 10.F. Minimum Investment accepted from any outside investor: 10.G. Total Offering Amount in dollars: 10.G. or check 'Indefinite' 10.H. Total amount in dollars of securities sold during the reporting period by the member:? 10.I. Total number of customers to whom securities were sold? 10.J. Amount of revenue earned by the member with respect to the sales reported for Item H:? 10.K. Issuer/Sponsor's affiliation to Broker-Dealer filing this Report (Select One):? 1) Broker-dealer not registered as an SBSD or MSBSP (stand-alone broker-dealer) 2) Broker-dealer registered as an SBSD (broker-dealer SBSD) 3) Broker-dealer registered as an MSBSP (broker-dealer MSBSP) 4) SBSD without a prudential regulator and not registered as a broker-dealer (stand-alone SBSD) 5) MSBSP without a prudential regulator and not registered as a broker-dealer (stand-alone MSBSP) Check here if respondent is an OTC derivatives dealer Firm authorized to use models U.S. person Non-U.S. person Country EMAIL ADDRESS Principal Executive Officer or Comparable Officer Principal Financial Officer or Comparable Officer Principal Operations Officer or Comparable Officer Non Allowable : Cash Allowable: Excess cash collateral pledged on derivative transactions Non Allowable : Excess cash collateral pledged on derivative transactions Total: Excess cash collateral pledged on derivative transactions Allowable: Total net securities Non Allowable: Total net securities Total: Total net securities AI-Excess cash collateral received on derivative transactions NonAI-Excess cash collateral received on derivative transactions Total-Excess cash collateral received on derivative transactions 8. Risk-based haircuts computed under 17 CFR 240.15c3-1a or 17 CFR 240.18a-1a 5. Credit derivatives VaR C. Total diversified VaR (sum of Line 10A and 10B) AI- Trade date payable AI-Total net securities G. Obligation to return securities NonAI- Trade date payable NonAI-Total net securities Total-Total net securities H. SPE liabilities 3. Additional charges for customers' and non-customers' security-based swap accounts 4. Additional charges for customers' and non-customers' swap accounts 1. Net replacement value default 2. Credit equivalent amt exposure multiplied by credit-risk wgt. of counterparty multiplied by 8% 3. Additional charges for customers' and non-customers' security-based swap accounts 4. Additional charges for customers' and non-customers' swap accounts 10. Haircuts on security-based swaps 11. Haircuts on swaps 2. Minimum tentative net capital requirement 3. Excess tentative net capital (difference between Lines 1 and 2) 4. Tentative net cap in excess of 120% of min tentative net capital requirement reported on Line 2 C. Percentage of risk margin amount computed under 17 CFR 240.15c3-1(a)(7)(i) or (a)(10) D. For BDs engaged in reverse repurchase agrmts 10% of amts in 17 CFR 240.15c3-1(a)(9)(i)-(iii) E.Minimum ratio requirement (sum of Lines 5A A. Net capital in excess of 120% of minimum net capital requirement reported on Line 7 2. Fixed-dollar minimum tentative net capital requirement 3. Excess tentative net capital (difference between Lines 1 and 2) 4. Tentative net cap in excess of 120% of minimum tentative net cap requirements reported on Line 2 5. Ratio min net cap requirement - % of risk margin amount computed under 17 CFR 240.18a-1(a)(1) 9. Net cap in excess of 120% of min net cap requirement reported on Line 7 2. Goodwill and other intangible assets 3. Tangible net worth (Line 1 minus Line 2) 1. Free CR balances and other CR balances in the accounts carried for SBS customers (see Note A) 2. Monies borrowed collateralized by securities in accounts carried for SBS customers (see Note B) 3. Monies payable against security-based swap customers' securities loaned (see Note C) 4. Security-based swap customers' securities failed to receive (see Note D) 5. Credit balances in firm accounts attributable to principal sales to SBS customers 6. MV of stock dividends 7. **Market value of short security count differences over 30 calendar days old 8. **MV of short securities 9. MV of sec. in trnsfr in excess of 40 cal days not been confirmed to be in trnsfr during 40 days 10. Other (List: __________________________________________________________) 12. DR bal in acnts carried for SBS cust. 13. Sec. borrowed to effectuate short sales 14. Failed to deliver of security-based swap customers' securities not older than 30 calendar days 15. Margin required and on deposit with OCC for all option contracts in acnts carried for SBS cust 16. Margin re:sec futures in accts for SBS cust req and on deposit at registered clearing agency 17. Margin- cleared SBS for SBS customers in a qualified acct at clearing agency registered with SEC 18. Margin- non-cleared SBS for SBS customers held in a qualified SBSD acct at another SBSD 19. Other (List: __________________________________________________________) 25. Amount of deposit (or withdrawal) including value of qualified securities 26. New amt in Res Accts after adding deposit or subtracting withdrwl incldng value of qualified sec 11. TOTAL CREDITS (sum of Lines 1-10) 20. **Aggregate debit items 20. **TOTAL DEBITS (sum of Lines 12-19) 22. Excess of total debits over total credits (Line 21 less Line 11) 23. Excess of total credits over total debits (Line 11 less Line 21) 24. Amt held on deposit in Reserve Accts including value of qualified sec at end of reporting period 25. Amount of deposit (or withdrawal) including value of qualified securities 26. New amt in Res Accts after adding deposit or subtracting withdrwl incldng value of qualified sec 27. Date of deposit (MM/DD/YY) 1. SBS cust excess securities collateral not in PoC a/o report date no action taken within timeframe A. Number of items 2. SBS cust excess securities collateral- instructions to reduce PoC not issued a/o report date A. Number of items Yes No If an exemption from Rule 18a-4 is claimed 15. Security-based swaps A. Cleared (Long/Bought) 15. Security-based swaps B. Non-cleared (Long/Bought) 16. Mixed swaps A. Cleared (Long/Bought) 16. Mixed swaps B. Non-cleared (Long/Bought) 17. Swaps A. Cleared (Long/Bought) 17. Swaps B. Non-cleared (Long/Bought) 15. Security-based swaps A. Cleared (Short/Sold) 15. Security-based swaps B. Non-cleared (Short/Sold) 16. Mixed swaps A. Cleared (Short/Sold) 16. Mixed swaps B. Non-cleared (Short/Sold) 17. Swaps A. Cleared (Short/Sold) 17. Swaps B. Non-cleared (Short/Sold) I. By Current Net Exposure: Counterparty Identifier row: 1 I. By Current Net Exposure: Counterparty Identifier row: 2 I. By Current Net Exposure: Counterparty Identifier row: 3 I. By Current Net Exposure: Counterparty Identifier row: 4 I. By Current Net Exposure: Counterparty Identifier row: 5 I. By Current Net Exposure: Counterparty Identifier row: 6 I. By Current Net Exposure: Counterparty Identifier row: 7 I. By Current Net Exposure: Counterparty Identifier row: 8 I. By Current Net Exposure: Counterparty Identifier row: 9 I. By Current Net Exposure: Counterparty Identifier row: 10 I. By Current Net Exposure: Counterparty Identifier row: 11 I. By Current Net Exposure: Counterparty Identifier row: 12 I. By Current Net Exposure: Counterparty Identifier row: 13 I. By Current Net Exposure: Counterparty Identifier row: 14 I. By Current Net Exposure: Counterparty Identifier row: 15 I. By Current Net Exposure: Gross Replacement Value Receivable (Gross Gain) row: 1 I. By Current Net Exposure: Gross Replacement Value Receivable (Gross Gain) row: 2 I. By Current Net Exposure: Gross Replacement Value Receivable (Gross Gain) row: 3 I. By Current Net Exposure: Gross Replacement Value Receivable (Gross Gain) row: 4 I. By Current Net Exposure: Gross Replacement Value Receivable (Gross Gain) row: 5 I. By Current Net Exposure: Gross Replacement Value Receivable (Gross Gain) row: 6 I. By Current Net Exposure: Gross Replacement Value Receivable (Gross Gain) row: 7 I. By Current Net Exposure: Gross Replacement Value Receivable (Gross Gain) row: 8 I. By Current Net Exposure: Gross Replacement Value Receivable (Gross Gain) row: 9 I. By Current Net Exposure: Gross Replacement Value Receivable (Gross Gain) row: 10 I. By Current Net Exposure: Gross Replacement Value Receivable (Gross Gain) row: 11 I. By Current Net Exposure: Gross Replacement Value Receivable (Gross Gain) row: 12 I. By Current Net Exposure: Gross Replacement Value Receivable (Gross Gain) row: 13 I. By Current Net Exposure: Gross Replacement Value Receivable (Gross Gain) row: 14 I. By Current Net Exposure: Gross Replacement Value Receivable (Gross Gain) row: 15 All other counterparties Gross Replacement Value Receivable (Gross Gain) I. By Current Net Exposure: Gross Replacement Value Payable (Gross Loss) row: 1 I. By Current Net Exposure: Gross Replacement Value Payable (Gross Loss) row: 2 I. By Current Net Exposure: Gross Replacement Value Payable(Gross Loss) row: 3 I. By Current Net Exposure: Gross Replacement Value Payable (Gross Loss) row: 4 I. By Current Net Exposure: Gross Replacement Value Payable (Gross Loss) row: 5 I. By Current Net Exposure: Gross Replacement Value Payable (Gross Loss) row: 6 I. By Current Net Exposure: Gross Replacement Value Payable (Gross Loss) row: 7 I. By Current Net Exposure: Gross Replacement Value Payable (Gross Loss) row: 8 I. By Current Net Exposure: Gross Replacement Value Payable (Gross Loss) row: 9 I. By Current Net Exposure: Gross Replacement Value Payable (Gross Loss) row: 10 I. By Current Net Exposure: Gross Replacement Value Payable (Gross Loss) row: 11 I. By Current Net Exposure: Gross Replacement Value Payable (Gross Loss) row: 12 I. By Current Net Exposure: Gross Replacement Value Payable (Gross Loss) row: 13 I. By Current Net Exposure: Gross Replacement Value Payable (Gross Loss) row: 14 I. By Current Net Exposure: Gross Replacement Value Payable (Gross Loss) row: 15 All other counterparties Gross Replacement Value Payable (Gross Loss) I. By Current Net Exposure: Net Replacement Value row: 1 I. By Current Net Exposure: Net Replacement Value row: 2 I. By Current Net Exposure: Net Replacement Value row: 3 I. By Current Net Exposure: Net Replacement Value row: 4 I. By Current Net Exposure: Net Replacement Value row: 5 I. By Current Net Exposure: Net Replacement Value row: 6 I. By Current Net Exposure: Net Replacement Value row: 7 I. By Current Net Exposure: Net Replacement Value row: 8 I. By Current Net Exposure: Net Replacement Value row: 9 I. By Current Net Exposure: Net Replacement Value row: 10 I. By Current Net Exposure: Net Replacement Value row: 11 I. By Current Net Exposure: Net Replacement Value row: 12 I. By Current Net Exposure: Net Replacement Value row: 13 I. By Current Net Exposure: Net Replacement Value row: 14 I. By Current Net Exposure: Net Replacement Value row: 15 All other counterparties Net Replacement Value I. By Current Net Exposure: Current Net Exposure row: 1 I. By Current Net Exposure: Current Net Exposure row: 2 I. By Current Net Exposure: Current Net Exposure row: 3 I. By Current Net Exposure: Current Net Exposure row: 4 I. By Current Net Exposure: Current Net Exposure row: 5 I. By Current Net Exposure: Current Net Exposure row: 6 I. By Current Net Exposure: Current Net Exposure row: 7 I. By Current Net Exposure: Current Net Exposure row: 8 I. By Current Net Exposure: Current Net Exposure row: 9 I. By Current Net Exposure: Current Net Exposure row: 10 I. By Current Net Exposure: Current Net Exposure row: 11 I. By Current Net Exposure: Current Net Exposure row: 12 I. By Current Net Exposure: Current Net Exposure row: 13 I. By Current Net Exposure: Current Net Exposure row: 14 I. By Current Net Exposure: Current Net Exposure row: 15 All other counterparties Current Net Exposure I. By Current Net Exposure: Current Net and Potential Exposure row: 1 I. By Current Net Exposure: Current Net and Potential Exposure row: 2 I. By Current Net Exposure: Current Net and Potential Exposure row: 3 I. By Current Net Exposure: Current Net and Potential Exposure row: 4 I. By Current Net Exposure: Current Net and Potential Exposure row: 5 I. By Current Net Exposure: Current Net and Potential Exposure row: 6 I. By Current Net Exposure: Current Net and Potential Exposure row: 7 I. By Current Net Exposure: Current Net and Potential Exposure row: 8 I. By Current Net Exposure: Current Net and Potential Exposure row: 9 I. By Current Net Exposure: Current Net and Potential Exposure row: 10 I. By Current Net Exposure: Current Net and Potential Exposure row: 11 I. By Current Net Exposure: Current Net and Potential Exposure row: 12 I. By Current Net Exposure: Current Net and Potential Exposure row: 13 I. By Current Net Exposure: Current Net and Potential Exposure row: 14 I. By Current Net Exposure: Current Net and Potential Exposure row: 15 All other counterparties Current Net and Potential Exposure I. By Current Net Exposure: Margin Collected row: 1 I. By Current Net Exposure: Margin Collected row: 2 I. By Current Net Exposure: Margin Collected row: 3 I. By Current Net Exposure: Margin Collected row: 4 I. By Current Net Exposure: Margin Collected row: 5 I. By Current Net Exposure: Margin Collected row: 6 I. By Current Net Exposure: Margin Collected row: 7 I. By Current Net Exposure: Margin Collected row: 8 I. By Current Net Exposure: Margin Collected row: 9 I. By Current Net Exposure: Margin Collected row: 10 I. By Current Net Exposure: Margin Collected row: 11 I. By Current Net Exposure: Margin Collected row: 12 I. By Current Net Exposure: Margin Collected row: 13 I. By Current Net Exposure: Margin Collected row: 14 I. By Current Net Exposure: Margin Collected row: 15 All other counterparties Margin Collected Totals: Margin Collected II. By Current Net and Potential Exposure: Counterparty Identifier row: 1 II. By Current Net and Potential Exposure: Counterparty Identifier row: 2 II. By Current Net and Potential Exposure: Counterparty Identifier row: 3 II. By Current Net and Potential Exposure: Counterparty Identifier row: 4 II. By Current Net and Potential Exposure: Counterparty Identifier row: 5 II. By Current Net and Potential Exposure: Counterparty Identifier row: 6 II. By Current Net and Potential Exposure: Counterparty Identifier row: 7 II. By Current Net and Potential Exposure: Counterparty Identifier row: 8 II. By Current Net and Potential Exposure: Counterparty Identifier row: 9 II. By Current Net and Potential Exposure: Counterparty Identifier row: 10 II. By Current Net and Potential Exposure: Counterparty Identifier row: 11 II. By Current Net and Potential Exposure: Counterparty Identifier row: 12 II. By Current Net and Potential Exposure: Counterparty Identifier row: 13 II. By Current Net and Potential Exposure: Counterparty Identifier row: 14 II. By Current Net and Potential Exposure: Counterparty Identifier row: 15 II. By Current Net and Potential Exposure: Gross Replacement Value Receivable (Gross Gain) row: 1 II. By Current Net and Potential Exposure: Gross Replacement Value Receivable (Gross Gain) row: 2 II. By Current Net and Potential Exposure: Gross Replacement Value Receivable (Gross Gain) row: 3 II. By Current Net and Potential Exposure: Gross Replacement Value Receivable (Gross Gain) row: 4 II. By Current Net and Potential Exposure: Gross Replacement Value Receivable (Gross Gain) row: 5 II. By Current Net and Potential Exposure: Gross Replacement Value Receivable (Gross Gain) row: 6 II. By Current Net and Potential Exposure: Gross Replacement Value Receivable (Gross Gain) row: 7 II. By Current Net and Potential Exposure: Gross Replacement Value Receivable (Gross Gain) row: 8 II. By Current Net and Potential Exposure: Gross Replacement Value Receivable (Gross Gain) row: 9 II. By Current Net and Potential Exposure: Gross Replacement Value Receivable (Gross Gain) row: 10 II. By Current Net and Potential Exposure: Gross Replacement Value Receivable (Gross Gain) row: 11 II. By Current Net and Potential Exposure: Gross Replacement Value Receivable (Gross Gain) row: 12 II. By Current Net and Potential Exposure: Gross Replacement Value Receivable (Gross Gain) row: 13 II. By Current Net and Potential Exposure: Gross Replacement Value Receivable (Gross Gain) row: 14 II. By Current Net and Potential Exposure: Gross Replacement Value Receivable (Gross Gain) row: 15 All other counterparties: Gross Replacement Value Receivable (Gross Gain) Totals: Gross Replacement Value Receivable (Gross Gain) II. By Current Net and Potential Exposure: Gross Replacement Value Payable (Gross Loss) row: 1 II. By Current Net and Potential Exposure: Gross Replacement Value Payable (Gross Loss) row: 2 II. By Current Net and Potential Exposure: Gross Replacement Value Payable (Gross Loss) row: 3 II. By Current Net and Potential Exposure: Gross Replacement Value Payable (Gross Loss) row: 4 II. By Current Net and Potential Exposure: Gross Replacement Value Payable (Gross Loss) row: 5 II. By Current Net and Potential Exposure: Gross Replacement Value Payable (Gross Loss) row: 6 II. By Current Net and Potential Exposure: Gross Replacement Value Payable (Gross Loss) row: 7 II. By Current Net and Potential Exposure: Gross Replacement Value Payable (Gross Loss) row: 8 II. By Current Net and Potential Exposure: Gross Replacement Value Payable (Gross Loss) row: 9 II. By Current Net and Potential Exposure: Gross Replacement Value Payable (Gross Loss) row: 10 II. By Current Net and Potential Exposure: Gross Replacement Value Payable (Gross Loss) row: 11 II. By Current Net and Potential Exposure: Gross Replacement Value Payable (Gross Loss) row: 12 II. By Current Net and Potential Exposure: Gross Replacement Value Payable (Gross Loss) row: 13 II. By Current Net and Potential Exposure: Gross Replacement Value Payable (Gross Loss) row: 14 II. By Current Net and Potential Exposure: Gross Replacement Value Payable (Gross Loss) row: 15 All other counterparties: Gross Replacement Value Payable (Gross Loss) Totals: Gross Replacement Value Payable (Gross Loss) II. By Current Net and Potential Exposure: Net Replacement Value row: 1 II. By Current Net and Potential Exposure: Net Replacement Value row: 2 II. By Current Net and Potential Exposure: Net Replacement Value row: 3 II. By Current Net and Potential Exposure: Net Replacement Value row: 4 II. By Current Net and Potential Exposure: Net Replacement Value row: 5 II. By Current Net and Potential Exposure: Net Replacement Value row: 6 II. By Current Net and Potential Exposure: Net Replacement Value row: 7 II. By Current Net and Potential Exposure: Net Replacement Value row: 8 II. By Current Net and Potential Exposure: Net Replacement Value row: 9 II. By Current Net and Potential Exposure: Net Replacement Value row: 10 II. By Current Net and Potential Exposure: Net Replacement Value row: 11 II. By Current Net and Potential Exposure: Net Replacement Value row: 12 II. By Current Net and Potential Exposure: Net Replacement Value row: 13 II. By Current Net and Potential Exposure: Net Replacement Value row: 14 II. By Current Net and Potential Exposure: Net Replacement Value row: 15 All other counterparties:Net Replacement Value Totals: Net Replacement Value II. By Current Net and Potential Exposure: Current Net Exposure row: 1 II. By Current Net and Potential Exposure: Current Net Exposure row: 2 II. By Current Net and Potential Exposure: Current Net Exposure row: 3 II. By Current Net and Potential Exposure: Current Net Exposure row: 4 II. By Current Net and Potential Exposure: Current Net Exposure row: 5 II. By Current Net and Potential Exposure: Current Net Exposure row: 6 II. By Current Net and Potential Exposure: Current Net Exposure row: 7 II. By Current Net and Potential Exposure: Current Net Exposure row: 8 II. By Current Net and Potential Exposure: Current Net Exposure row: 9 II. By Current Net and Potential Exposure: Current Net Exposure row: 10 II. By Current Net and Potential Exposure: Current Net Exposure row: 11 II. By Current Net and Potential Exposure: Current Net Exposure row: 12 II. By Current Net and Potential Exposure: Current Net Exposure row: 13 II. By Current Net and Potential Exposure: Current Net Exposure row: 14 II. By Current Net and Potential Exposure: Current Net Exposure row: 15 All other counterparties:Current Net Exposure Totals: Current Net Exposure II. By Current Net and Potential Exposure: Current Net and Potential Exposure row: 1 II. By Current Net and Potential Exposure: Current Net and Potential Exposure row: 2 II. By Current Net and Potential Exposure: Current Net and Potential Exposure row: 3 II. By Current Net and Potential Exposure: Current Net and Potential Exposure row: 4 II. By Current Net and Potential Exposure: Current Net and Potential Exposure row: 5 II. By Current Net and Potential Exposure: Current Net and Potential Exposure row: 6 II. By Current Net and Potential Exposure: Current Net and Potential Exposure row: 7 II. By Current Net and Potential Exposure: Current Net and Potential Exposure row: 8 II. By Current Net and Potential Exposure: Current Net and Potential Exposure row: 9 II. By Current Net and Potential Exposure: Current Net and Potential Exposure row: 10 II. By Current Net and Potential Exposure: Current Net and Potential Exposure row: 11 II. By Current Net and Potential Exposure: Current Net and Potential Exposure row: 12 II. By Current Net and Potential Exposure: Current Net and Potential Exposure row: 13 II. By Current Net and Potential Exposure: Current Net and Potential Exposure row: 14 II. By Current Net and Potential Exposure: Current Net and Potential Exposure row: 15 All other counterparties:Current Net and Potential Exposure Totals: Current Net and Potential Exposure II. By Current Net and Potential Exposure: Margin Collected row: 1 II. By Current Net and Potential Exposure: Margin Collected row: 2 II. By Current Net and Potential Exposure: Margin Collected row: 3 II. By Current Net and Potential Exposure: Margin Collected row: 4 II. By Current Net and Potential Exposure: Margin Collected row: 5 II. By Current Net and Potential Exposure: Margin Collected row: 6 II. By Current Net and Potential Exposure: Margin Collected row: 7 II. By Current Net and Potential Exposure: Margin Collected row: 8 II. By Current Net and Potential Exposure: Margin Collected row: 9 II. By Current Net and Potential Exposure: Margin Collected row: 10 II. By Current Net and Potential Exposure: Margin Collected row: 11 II. By Current Net and Potential Exposure: Margin Collected row: 12 II. By Current Net and Potential Exposure: Margin Collected row: 13 II. By Current Net and Potential Exposure: Margin Collected row: 14 II. By Current Net and Potential Exposure: Margin Collected row: 15 All other counterparties:Margin Collected Totals: Margin Collected Internal Credit Rating : row:1 Internal Credit Rating : row:2 Internal Credit Rating : row:3 Internal Credit Rating : row:4 Internal Credit Rating : row:5 Internal Credit Rating : row:6 Internal Credit Rating : row:7 Internal Credit Rating : row:8 Internal Credit Rating : row:9 Internal Credit Rating : row:10 Internal Credit Rating : row:11 Internal Credit Rating : row:12 Internal Credit Rating : row:13 Internal Credit Rating : row:14 Internal Credit Rating : row:15 Internal Credit Rating : row:16 Internal Credit Rating : row:17 Internal Credit Rating : row:18 Internal Credit Rating : row:19 Internal Credit Rating : row:20 Internal Credit Rating : row:21 Internal Credit Rating : row:22 Internal Credit Rating : row:23 Internal Credit Rating : row:24 Internal Credit Rating : row:25 Internal Credit Rating : row:26 Internal Credit Rating : row:27 Internal Credit Rating : row:28 Internal Credit Rating : row:29 Internal Credit Rating : row:30 Internal Credit Rating : row:31 Internal Credit Rating : row:32 Internal Credit Rating : row:33 Internal Credit Rating : row:34 Internal Credit Rating : row:35 Internal Credit Rating : row:36 Unrated : Internal Credit Rating Gross Replacement Value Receivable : row:1 Gross Replacement Value Receivable : row:2 Gross Replacement Value Receivable : row:3 Gross Replacement Value Receivable : row:4 Gross Replacement Value Receivable : row:5 Gross Replacement Value Receivable : row:6 Gross Replacement Value Receivable : row:7 Gross Replacement Value Receivable : row:8 Gross Replacement Value Receivable : row:9 Gross Replacement Value Receivable : row:10 Gross Replacement Value Receivable : row:11 Gross Replacement Value Receivable : row:12 Gross Replacement Value Receivable : row:13 Gross Replacement Value Receivable : row:14 Gross Replacement Value Receivable : row:15 Gross Replacement Value Receivable : row:16 Gross Replacement Value Receivable : row:17 Gross Replacement Value Receivable : row:18 Gross Replacement Value Receivable : row:19 Gross Replacement Value Receivable : row:20 Gross Replacement Value Receivable : row:21 Gross Replacement Value Receivable : row:22 Gross Replacement Value Receivable : row:23 Gross Replacement Value Receivable : row:24 Gross Replacement Value Receivable : row:25 Gross Replacement Value Receivable : row:26 Gross Replacement Value Receivable : row:27 Gross Replacement Value Receivable : row:28 Gross Replacement Value Receivable : row:29 Gross Replacement Value Receivable : row:30 Gross Replacement Value Receivable : row:31 Gross Replacement Value Receivable : row:32 Gross Replacement Value Receivable : row:33 Gross Replacement Value Receivable : row:34 Gross Replacement Value Receivable : row:35 Gross Replacement Value Receivable : row:36 Unrated : Gross Replacement Value Receivable Gross Replacement Value Payable : row:1 Gross Replacement Value Payable : row:2 Gross Replacement Value Payable : row:3 Gross Replacement Value Payable : row:4 Gross Replacement Value Payable : row:5 Gross Replacement Value Payable : row:6 Gross Replacement Value Payable : row:7 Gross Replacement Value Payable : row:8 Gross Replacement Value Payable : row:9 Gross Replacement Value Payable : row:10 Gross Replacement Value Payable : row:11 Gross Replacement Value Payable : row:12 Gross Replacement Value Payable : row:13 Gross Replacement Value Payable : row:14 Gross Replacement Value Payable : row:15 Gross Replacement Value Payable : row:16 Gross Replacement Value Payable : row:17 Gross Replacement Value Payable : row:18 Gross Replacement Value Payable : row:19 Gross Replacement Value Payable : row:20 Gross Replacement Value Payable : row:21 Gross Replacement Value Payable : row:22 Gross Replacement Value Payable : row:23 Gross Replacement Value Payable : row:24 Gross Replacement Value Payable : row:25 Gross Replacement Value Payable : row:26 Gross Replacement Value Payable : row:27 Gross Replacement Value Payable : row:28 Gross Replacement Value Payable : row:29 Gross Replacement Value Payable : row:30 Gross Replacement Value Payable : row:31 Gross Replacement Value Payable : row:32 Gross Replacement Value Payable : row:33 Gross Replacement Value Payable : row:34 Gross Replacement Value Payable : row:35 Gross Replacement Value Payable : row:36 Unrated : Gross Replacement Value Payable Net Replacement Value : row:1 Net Replacement Value : row:2 Net Replacement Value : row:3 Net Replacement Value : row:4 Net Replacement Value : row:5 Net Replacement Value : row:6 Net Replacement Value : row:7 Net Replacement Value : row:8 Net Replacement Value : row:9 Net Replacement Value : row:10 Net Replacement Value : row:11 Net Replacement Value : row:12 Net Replacement Value : row:13 Net Replacement Value : row:14 Net Replacement Value : row:15 Net Replacement Value : row:16 Net Replacement Value : row:17 Net Replacement Value : row:18 Net Replacement Value : row:19 Net Replacement Value : row:20 Net Replacement Value : row:21 Net Replacement Value : row:22 Net Replacement Value : row:23 Net Replacement Value : row:24 Net Replacement Value : row:25 Net Replacement Value : row:26 Net Replacement Value : row:27 Net Replacement Value : row:28 Net Replacement Value : row:29 Net Replacement Value : row:30 Net Replacement Value : row:31 Net Replacement Value : row:32 Net Replacement Value : row:33 Net Replacement Value : row:34 Net Replacement Value : row:35 Net Replacement Value : row:36 Unrated : Net Replacement Value Current Net Exposure : row:1 Current Net Exposure : row:2 Current Net Exposure : row:3 Current Net Exposure : row:4 Current Net Exposure : row:5 Current Net Exposure : row:6 Current Net Exposure : row:7 Current Net Exposure : row:8 Current Net Exposure : row:9 Current Net Exposure : row:10 Current Net Exposure : row:11 Current Net Exposure : row:12 Current Net Exposure : row:13 Current Net Exposure : row:14 Current Net Exposure : row:15 Current Net Exposure : row:16 Current Net Exposure : row:17 Current Net Exposure : row:18 Current Net Exposure : row:19 Current Net Exposure : row:20 Current Net Exposure : row:21 Current Net Exposure : row:22 Current Net Exposure : row:23 Current Net Exposure : row:24 Current Net Exposure : row:25 Current Net Exposure : row:26 Current Net Exposure : row:27 Current Net Exposure : row:28 Current Net Exposure : row:29 Current Net Exposure : row:30 Current Net Exposure : row:31 Current Net Exposure : row:32 Current Net Exposure : row:33 Current Net Exposure : row:34 Current Net Exposure : row:35 Current Net Exposure : row:36 Unrated : Current Net Exposure Current Net and Potential Exposure : row:1 Current Net and Potential Exposure : row:2 Current Net and Potential Exposure : row:3 Current Net and Potential Exposure : row:4 Current Net and Potential Exposure : row:5 Current Net and Potential Exposure : row:6 Current Net and Potential Exposure : row:7 Current Net and Potential Exposure : row:8 Current Net and Potential Exposure : row:9 Current Net and Potential Exposure : row:10 Current Net and Potential Exposure : row:11 Current Net and Potential Exposure : row:12 Current Net and Potential Exposure : row:13 Current Net and Potential Exposure : row:14 Current Net and Potential Exposure : row:15 Current Net and Potential Exposure : row:16 Current Net and Potential Exposure : row:17 Current Net and Potential Exposure : row:18 Current Net and Potential Exposure : row:19 Current Net and Potential Exposure : row:20 Current Net and Potential Exposure : row:21 Current Net and Potential Exposure : row:22 Current Net and Potential Exposure : row:23 Current Net and Potential Exposure : row:24 Current Net and Potential Exposure : row:25 Current Net and Potential Exposure : row:26 Current Net and Potential Exposure : row:27 Current Net and Potential Exposure : row:28 Current Net and Potential Exposure : row:29 Current Net and Potential Exposure : row:30 Current Net and Potential Exposure : row:31 Current Net and Potential Exposure : row:32 Current Net and Potential Exposure : row:33 Current Net and Potential Exposure : row:34 Current Net and Potential Exposure : row:35 Current Net and Potential Exposure : row:36 Unrated : Current Net and Potential Exposure Totals : Current Net and Potential Exposure Margin Collected : row:1 Margin Collected : row:2 Margin Collected : row:3 Margin Collected : row:4 Margin Collected : row:5 Margin Collected : row:6 Margin Collected : row:7 Margin Collected : row:8 Margin Collected : row:9 Margin Collected : row:10 Margin Collected : row:11 Margin Collected : row:12 Margin Collected : row:13 Margin Collected : row:14 Margin Collected : row:15 Margin Collected : row:16 Margin Collected : row:17 Margin Collected : row:18 Margin Collected : row:19 Margin Collected : row:20 Margin Collected : row:21 Margin Collected : row:22 Margin Collected : row:23 Margin Collected : row:24 Margin Collected : row:25 Margin Collected : row:26 Margin Collected : row:27 Margin Collected : row:28 Margin Collected : row:29 Margin Collected : row:30 Margin Collected : row:31 Margin Collected : row:32 Margin Collected : row:33 Margin Collected : row:34 Margin Collected : row:35 Margin Collected : row:36 Unrated : Margin Collected Totals : Margin Collected I. By Current Net Exposure : Country: row: 1 I. By Current Net Exposure : Country: row: 2 I. By Current Net Exposure : Country: row: 3 I. By Current Net Exposure : Country: row: 4 I. By Current Net Exposure : Country: row: 5 I. By Current Net Exposure : Country: row: 6 I. By Current Net Exposure : Country: row: 7 I. By Current Net Exposure : Country: row: 8 I. By Current Net Exposure : Country: row: 9 I. By Current Net Exposure : Country: row: 10 I. By Current Net Exposure : Gross Replacement Value Receivable: row: 1 I. By Current Net Exposure : Gross Replacement Value Receivable: row: 2 I. By Current Net Exposure : Gross Replacement Value Receivable: row: 3 I. By Current Net Exposure : Gross Replacement Value Receivable: row: 4 I. By Current Net Exposure : Gross Replacement Value Receivable: row: 5 I. By Current Net Exposure : Gross Replacement Value Receivable: row: 6 I. By Current Net Exposure : Gross Replacement Value Receivable: row: 7 I. By Current Net Exposure : Gross Replacement Value Receivable: row: 8 I. By Current Net Exposure : Gross Replacement Value Receivable: row: 9 I. By Current Net Exposure : Gross Replacement Value Receivable: row: 10 I. By Current Net Exposure : Gross Replacement Value Payable: row: 1 I. By Current Net Exposure : Gross Replacement Value Payable: row: 2 I. By Current Net Exposure : Gross Replacement Value Payable: row: 3 I. By Current Net Exposure : Gross Replacement Value Payable: row: 4 I. By Current Net Exposure : Gross Replacement Value Payable: row: 5 I. By Current Net Exposure : Gross Replacement Value Payable: row: 6 I. By Current Net Exposure : Gross Replacement Value Payable: row: 7 I. By Current Net Exposure : Gross Replacement Value Payable: row: 8 I. By Current Net Exposure : Gross Replacement Value Payable: row: 9 I. By Current Net Exposure : Gross Replacement Value Payable: row: 10 I. By Current Net Exposure : Net Replacement Value: row: 1 I. By Current Net Exposure : Net Replacement Value: row: 2 I. By Current Net Exposure : Net Replacement Value: row: 3 I. By Current Net Exposure : Net Replacement Value: row: 4 I. By Current Net Exposure : Net Replacement Value: row: 5 I. By Current Net Exposure : Net Replacement Value: row: 6 I. By Current Net Exposure : Net Replacement Value: row: 7 I. By Current Net Exposure : Net Replacement Value: row: 8 I. By Current Net Exposure : Net Replacement Value: row: 9 I. By Current Net Exposure : Net Replacement Value: row: 10 I. By Current Net Exposure : Current Net Exposure: row: 1 I. By Current Net Exposure : Current Net Exposure: row: 2 I. By Current Net Exposure : Current Net Exposure: row: 3 I. By Current Net Exposure : Current Net Exposure: row: 4 I. By Current Net Exposure : Current Net Exposure: row: 5 I. By Current Net Exposure : Current Net Exposure: row: 6 I. By Current Net Exposure : Current Net Exposure: row: 7 I. By Current Net Exposure : Current Net Exposure: row: 8 I. By Current Net Exposure : Current Net Exposure: row: 9 I. By Current Net Exposure : Current Net Exposure: row: 10 I. By Current Net Exposure : Totals: Current Net Exposure I. By Current Net Exposure : Current Net and Potential Exposure: row: 1 I. By Current Net Exposure : Current Net and Potential Exposure: row: 2 I. By Current Net Exposure : Current Net and Potential Exposure: row: 3 I. By Current Net Exposure : Current Net and Potential Exposure: row: 4 I. By Current Net Exposure : Current Net and Potential Exposure: row: 5 I. By Current Net Exposure : Current Net and Potential Exposure: row: 6 I. By Current Net Exposure : Current Net and Potential Exposure: row: 7 I. By Current Net Exposure : Current Net and Potential Exposure: row: 8 I. By Current Net Exposure : Current Net and Potential Exposure: row: 9 I. By Current Net Exposure : Current Net and Potential Exposure: row: 10 I. By Current Net Exposure : Margin Collected: row: 1 I. By Current Net Exposure : Margin Collected: row: 2 I. By Current Net Exposure : Margin Collected: row: 3 I. By Current Net Exposure : Margin Collected: row: 4 I. By Current Net Exposure : Margin Collected: row: 5 I. By Current Net Exposure : Margin Collected: row: 6 I. By Current Net Exposure : Margin Collected: row: 7 I. By Current Net Exposure : Margin Collected: row: 8 I. By Current Net Exposure : Margin Collected: row: 9 I. By Current Net Exposure : Margin Collected: row: 10 I. By Current Net Exposure : Totals: Margin Collected II. By Current Net and Potential Exposure :Country : row :1 II. By Current Net and Potential Exposure :Country : row :2 II. By Current Net and Potential Exposure :Country : row :3 II. By Current Net and Potential Exposure :Country : row :4 II. By Current Net and Potential Exposure :Country : row :5 II. By Current Net and Potential Exposure :Country : row :6 II. By Current Net and Potential Exposure :Country : row :7 II. By Current Net and Potential Exposure :Country : row :8 II. By Current Net and Potential Exposure :Country : row :9 II. By Current Net and Potential Exposure :Country : row :10 II. By Current Net and Potential Exposure :Gross Replacement Value Receivable : row :1 II. By Current Net and Potential Exposure :Gross Replacement Value Receivable : row :2 II. By Current Net and Potential Exposure :Gross Replacement Value Receivable : row :3 II. By Current Net and Potential Exposure :Gross Replacement Value Receivable : row :4 II. By Current Net and Potential Exposure :Gross Replacement Value Receivable : row :5 II. By Current Net and Potential Exposure :Gross Replacement Value Receivable : row :6 II. By Current Net and Potential Exposure :Gross Replacement Value Receivable : row :7 II. By Current Net and Potential Exposure :Gross Replacement Value Receivable : row :8 II. By Current Net and Potential Exposure :Gross Replacement Value Receivable : row :9 II. By Current Net and Potential Exposure :Gross Replacement Value Receivable : row :10 II. By Current Net and Potential Exposure : Gross Replacement Value Receivable II. By Current Net and Potential Exposure :Gross Replacement Value Payable : row :1 II. By Current Net and Potential Exposure :Gross Replacement Value Payable : row :2 II. By Current Net and Potential Exposure :Gross Replacement Value Payable : row :3 II. By Current Net and Potential Exposure :Gross Replacement Value Payable : row :4 II. By Current Net and Potential Exposure :Gross Replacement Value Payable : row :5 II. By Current Net and Potential Exposure :Gross Replacement Value Payable : row :6 II. By Current Net and Potential Exposure :Gross Replacement Value Payable : row :7 II. By Current Net and Potential Exposure :Gross Replacement Value Payable : row :8 II. By Current Net and Potential Exposure :Gross Replacement Value Payable : row :9 II. By Current Net and Potential Exposure :Gross Replacement Value Payable : row :10 II. By Current Net and Potential Exposure : Gross Replacement Value Payable II. By Current Net and Potential Exposure :Net Replacement Value : row :1 II. By Current Net and Potential Exposure :Net Replacement Value : row :2 II. By Current Net and Potential Exposure :Net Replacement Value : row :3 II. By Current Net and Potential Exposure :Net Replacement Value : row :4 II. By Current Net and Potential Exposure :Net Replacement Value : row :5 II. By Current Net and Potential Exposure :Net Replacement Value : row :6 II. By Current Net and Potential Exposure :Net Replacement Value : row :7 II. By Current Net and Potential Exposure :Net Replacement Value : row :8 II. By Current Net and Potential Exposure :Net Replacement Value : row :9 II. By Current Net and Potential Exposure :Net Replacement Value : row :10 II. By Current Net and Potential Exposure : Net Replacement Value II. By Current Net and Potential Exposure :Current Net Exposure : row :1 II. By Current Net and Potential Exposure :Current Net Exposure : row :2 II. By Current Net and Potential Exposure :Current Net Exposure : row :3 II. By Current Net and Potential Exposure :Current Net Exposure : row :4 II. By Current Net and Potential Exposure :Current Net Exposure : row :5 II. By Current Net and Potential Exposure :Current Net Exposure : row :6 II. By Current Net and Potential Exposure :Current Net Exposure : row :7 II. By Current Net and Potential Exposure :Current Net Exposure : row :8 II. By Current Net and Potential Exposure :Current Net Exposure : row :9 II. By Current Net and Potential Exposure :Current Net Exposure : row :10 II. By Current Net and Potential Exposure : Current Net Exposure II. By Current Net and Potential Exposure :Current Net and Potential Exposure : row :1 II. By Current Net and Potential Exposure :Current Net and Potential Exposure : row :2 II. By Current Net and Potential Exposure :Current Net and Potential Exposure : row :3 II. By Current Net and Potential Exposure :Current Net and Potential Exposure : row :4 II. By Current Net and Potential Exposure :Current Net and Potential Exposure : row :5 II. By Current Net and Potential Exposure :Current Net and Potential Exposure : row :6 II. By Current Net and Potential Exposure :Current Net and Potential Exposure : row :7 II. By Current Net and Potential Exposure :Current Net and Potential Exposure : row :8 II. By Current Net and Potential Exposure :Current Net and Potential Exposure : row :9 II. By Current Net and Potential Exposure :Current Net and Potential Exposure : row :10 II. By Current Net and Potential Exposure : Current Net and Potential Exposure II. By Current Net and Potential Exposure :Margin Collected : row :1 II. By Current Net and Potential Exposure :Margin Collected : row :2 II. By Current Net and Potential Exposure :Margin Collected : row :3 II. By Current Net and Potential Exposure :Margin Collected : row :4 II. By Current Net and Potential Exposure :Margin Collected : row :5 II. By Current Net and Potential Exposure :Margin Collected : row :6 II. By Current Net and Potential Exposure :Margin Collected : row :7 II. By Current Net and Potential Exposure :Margin Collected : row :8 II. By Current Net and Potential Exposure :Margin Collected : row :9 II. By Current Net and Potential Exposure :Margin Collected : row :10 II. By Current Net and Potential Exposure : Margin Collected 1. Fixed income VaR 1) SBSD with a prudential regulator (bank SBSD) 2. Currency VaR 2) MSBSP with a prudential regulator (bank MSBSP) 3. Commodities VaR U.S. person 4. Equities VaR U.S. person A. Total value at risk (sum of Lines 10A1-10A5) Rule 18a-7 B. Diversification benefit Country D. Multiplication factor EMAIL ADDRESS E. Subtotal (Line 10C is multiplied by Line 10D) Principal Executive Officer or Comparable Officer F. Total stressed VaR (SVaR) Principal Financial Officer or Comparable Officer G. Multiplication factor Principal Operations Officer or Comparable Officer H. Subtotal (Line 10F multiplied by Line 10G) I. Incremental risk charge (IRC) J. Comprehensive risk measure (CRM) K. Specific risk - standard specific market risk (SSMR) L. Specific risk - securitization (SFA / SSFA) M. Alternative method for equities under Appendix A to Rule 15c3-1 or Rule 18a-1a N. Residual positions O. Other 10. Market risk exposure - for Basel 2.5 firms 9. List other using line item memo feature D. Total securities with no ready market (Long/Bought) 14. Total net securities and spot commodities (sum of Lines 1-12 and 13D) (Long/Bought) 19. Counterparty netting (Long/Bought) 20. Cash collateral netting (Long/Bought) 21. Total derivative receivables and payables (sum of Lines 15-20) (Long/Bought) D. Total securities with no ready market (Short/Sold) 14. Total net securities and spot commodities (sum of Lines 1-12 and 13D) (Short/Sold) 19. Counterparty netting (Short/Sold) 18. List other using line item memo feature 20. Cash collateral netting (Short/Sold) 21. Total derivative receivables and payables (sum of Lines 15-20) (Short/Sold) 20. Excess of total debits over total credits (Line 19 less Line 10) 21. Excess of total credits over total debits (Line 10 less Line 19) 22. Amount held on deposit in "Reserve Account(s)" including value of qualified securities at end of reporting period 23. Value of qualified securities 23. Amount of deposit (or withdrawal) including value of qualified securities 24. Value of qualified securities 24. New amount in Reserve Account(s) after adding deposit or subtracting withdrawal including value of qualified securities 35. Date of deposit (MM/DD/YY) 1. Security-based swap customers' excess securities collateral not in the respondent's possession or control as of the report date (for which instructions to reduce to possession or control had been issued as of the report date) but for which the required action was not taken by respondent within the time frame specified under Rule 18a-4. Notes A and B A. Number of items 2. Security-based swap customers' excess securities collateral for which instructions to reduce possession or control had not been issued as of the report date under Rule 18a-4 A. Number of items Yes No A. Cleared B. Non-cleared A. Cleared B. Non-cleared A. Cleared B. Non-cleared 4. Other Derivatives 5. Total (sum of Lines 1-4) A. Cleared B. Non-cleared A. Cleared B. Non-cleared A. Cleared B. Non-cleared 4. Other Derivatives 5. Total (sum of Lines 1-4) 1) SBSD with a prudential regulator (bank SBSD) 2) MSBSP with a prudential regulator (bank MSBSP) 1. Free credit balances and other credit balances in the accounts carried for security-based swap customers 2. Monies borrowed collateralized by securities in accounts carried for security-based swap customers (see Note B) 3. Monies payable against security-based swap customers' securities loaned (see Note C) 4. Security-based swap customers' securities failed to receive (see Note D) 5. Credit balances in firm accounts attributable to principal sales to security-based swap customers 6. Market value of stock dividends, stock splits and similar distributions receivable outstanding over 30 calendar days 7. Market value of short securities and credits (not to be offset by longs or by debits) in all suspense accounts over 30 calendar days 8. Market value of securities which are in transfer in excess of 40 calendar days and have not been confirmed to be in transfer by the transfer agent or the issuer during the 40 days 9. Other UI should state: "List other using line item memo feature" 11. Debit balances in accounts carried for security-based swap customers, excluding unsecured accounts and accounts doubtful of collection (see Note E) 12. Securities borrowed to effectuate short sales by security-based swap customers and securities borrowed to make delivery on security-based swap customers' securities failed to deliver 13. Failed to deliver of security-based swap customers' securities not older than 30 calendar days 14. Margin required and on deposit with Options Clearing Corporation for all option contracts written or purchased in accounts carried for security-based swap customers (see Note F) 15. Margin related to security future products written, purchased or sold in accounts carried for security- based swap customers required and on deposit in a qualified clearing agency account at a clearing agency registered with the Commission under section 17A of the Exchange Act (15 U.S.C. 78q-1) or a derivative clearing organization registered with the Commodity Futures Trading Commission under section 5b of the Commodity Exchange Act (7 U.S.C. 7a-1) (see Note G) 16. Margin related to cleared security-based swap transactions in accounts carried for security-based swap customers required and on deposit in a qualified clearing agency account at a clearing agency registered with the Commission pursuant to section 17A of the Exchange Act (15 U.S.C. 78q-1) 17. Margin related to non-cleared security-based swap transactions in accounts carried for security- based swap customers required and held in a qualified registered security-based swap dealer account at another security-based swap dealer 18. Other UI should state: "List other using line item memo feature" 10. Total Credits 19. =Total Debits Total securities commissions All other commissions Margin required on deposit with a clearing agency Margin required on deposit with a clearing agency Minimum net capital requirement Excess adjusted net capital CFTC early warning level CFTC adjusted net capital in excess of early warning level Less 2% of Aggregate Debits-Alternate Only 3% reduction used 2% reduction used Rule 18a-7 5.F. Municipals 5.G. Foreign Exchange 5.A. Equities, ETFs and Closed End Funds. 5.M. Commodity Transactions. 4.A. Interest Rate/Fixed Income Products. 4.B. Currency 4.C. Equity Products 4.D. Commodity Products. 4.E. Other 4. Total Gains or Losses on Derivative Trading Desks: 1.A. Equities, ETFs, ETPs, and Closed End Funds. 1.B. Exchange Listed Equity Securities Executed OTC 1.H. Listed Options 1.K. All Other Securities Commissions. 1. Total Commissions: 5. Total Net Gains or Losses on Principal Trades: 5.N. Other 6. Capital Gains (Losses) on Firm Investments 7.G. Other Interest. 8. Total Revenue from Underwritings and Selling Group Participation 7.C. Margin Interest. 2. Revenue from Sale of Investment Company Shares 9.C. Account Supervision & Investment Advisory Services. 9.E. Revenue from Research Services 10. Commodities Revenue 1.J. Commodity Transactions. 11.B. Other Revenue 11. Total Revenue 12.B. Compensation paid to all other revenue producing personnel. 13.A. Floor brokerage and fees paid . 17.B. Technology, data and communication costs. 15. Total Interest and Dividend Expenses: 17.F. Occupancy and equipment expenses. 18. A Other Expenses. 12.A. Registered Representatives Compensation 13.D. Clearance Fees Paid to non-broker/dealers. 13.E. Commission Paid to other broker/dealers. 13.B. Amounts paid to Exchanges", ECNs," and ATS 17.D. Promotional Fees. 17.K. Losses in error accounts and bad debts 17.G. Non-recurring charges 17.H. Regulatory Fees 18. Total Expenses 19.A. Income (loss) before Federal income taxes and items below. 19.B. Provision for Federal income taxes (for parent only) 19.C. Equity in earnings (losses) of unconsolidated subsidiaries not included above. 19.D. Extraordinary gains (losses). 19.E. Cumulative effect of changes in accounting principles E. Other comprehensive income (loss) Comprehensive income (loss) 19.F. Net income (loss) after Federal income taxes and extraordinary item Mortgage-Backed Securities issued by U.S. Govt Agency and Govt-Sponsored Enterprises Long Mortgage-Backed Securities issued by U.S. Govt Agency and Govt-Sponsored Enterprises Short Debt Securities issued by US Government Agency and US Government Sponsored Enterprises Long Debt Securities issued by US Government Agency and US Government Sponsored Enterprises Short Derivatives including Options Centrally Cleared - Options Long Derivatives including Options Centrally Cleared - Options Short Derivatives incl. Options Centrally Cleared - Fwd. Settling and Delayed Delivery Transactions Long Derivatives incl. Options Centrally Cleared - Fwd. Settling and Delayed Delivery Transactions Short Derivatives including Options Centrally Cleared - Security based Swaps and Swaps Long Derivatives including Options Centrally Cleared - Security based Swaps and Swaps Short Derivatives including Options Centrally Cleared - Futures Long Derivatives including Options Centrally Cleared - Futures Short Derivatives including Options Centrally Cleared - Others Long Derivatives including Options Centrally Cleared - Others Short Derivatives including Options All Other - Options Long Derivatives including Options All Other - Options Short Derivatives including Options All Other - Forward Settling and Delayed Delivery Transactions Long Derivatives including Options All Other - Forward Settling and Delayed Delivery Transactions Short Derivatives including Options All Other - Security based Swaps and Swaps Long Derivatives including Options All Other - Security based Swaps and Swaps Short Derivatives including Options All Other - Others Long Derivatives including Options All Other - Others Short 1.D. Rule 504(b)(1)(i) 1.D. Rule 504(b)(1)(ii) 1.D. Rule 504(b)(1)(iii) 1.D. Rule 505 1.D. Rule 506 1.D. Securities Act Section 4(5) 1.D. Investment Company Act Section 3(c) 1.D. Other 1.E. Debt 1.E. Option, Warrant or Other Right to Acquire Another Security 1.E. Security to be Acquired Upon Exercise of Option, Warrant or Other Right to Acquire Security 1.E. Pooled Investment Fund Interests 1.E. Tenant-in-Common Securities 1.E. Mineral Property Securities 1.E. Other 2.D. Rule 504(b)(1)(i) 2.D. Rule 504(b)(1)(ii) 2.D. Rule 504(b)(1)(iii) 2.D. Rule 505 2.D. Rule 506 2.D. Securities Act Section 4(5) 2.D. Investment Company Act Section 3(c) 2.D. Other 2.E. Debt 2.E. Option, Warrant or Other Right to Acquire Another Security 2.E. Security to be Acquired Upon Exercise of Option, Warrant or Other Right to Acquire Security 2.E. Pooled Investment Fund Interests 2.E. Tenant-in-Common Securities 2.E. Mineral Property Securities 2.E. Other 3.D. Rule 504(b)(1)(i) 3.D. Rule 504(b)(1)(ii) 3.D. Rule 504(b)(1)(iii) 3.D. Rule 505 3.D. Rule 506 3.D. Securities Act Section 4(5) 3.D. Investment Company Act Section 3(c) 3.D. Other 3.E. Debt 3.E. Option, Warrant or Other Right to Acquire Another Security 3.E. Security to be Acquired Upon Exercise of Option, Warrant or Other Right to Acquire Security 3.E. Pooled Investment Fund Interests 3.E. Tenant-in-Common Securities 3.E. Mineral Property Securities 3.E. Other 4.D. Rule 504(b)(1)(i) 4.D. Rule 504(b)(1)(ii) 4.D. Rule 504(b)(1)(iii) 4.D. Rule 505 4.D. Rule 506 4.D. Securities Act Section 4(5) 4.D. Investment Company Act Section 3(c) 4.D. Other 4.E. Debt 4.E. Option, Warrant or Other Right to Acquire Another Security 4.E. Security to be Acquired Upon Exercise of Option, Warrant or Other Right to Acquire Security 4.E. Pooled Investment Fund Interests 4.E. Tenant-in-Common Securities 4.E. Mineral Property Securities 4.E. Other 5.D. Rule 504(b)(1)(i) 5.D. Rule 504(b)(1)(ii) 5.D. Rule 504(b)(1)(iii) 5.D. Rule 505 5.D. Rule 506 5.D. Securities Act Section 4(6) 5.D. Investment Company Act Section 3(c) 5.D. Other 5.E. Debt 5.E. Option, Warrant or Other Right to Acquire Another Security 5.E. Security to be Acquired Upon Exercise of Option, Warrant or Other Right to Acquire Security 5.E. Pooled Investment Fund Interests 5.E. Tenant-in-Common Securities 5.E. Mineral Property Securities 5.E. Other 6.D. Rule 504(b)(1)(i) 6.D. Rule 504(b)(1)(ii) 6.D. Rule 504(b)(1)(iii) 6.D. Rule 505 6.D. Rule 506 6.D. Securities Act Section 4(6) 6.D. Investment Company Act Section 3(c) 6.D. Other 6.E. Debt 6.E. Option, Warrant or Other Right to Acquire Another Security 6.E. Security to be Acquired Upon Exercise of Option, Warrant or Other Right to Acquire Security 6.E. Pooled Investment Fund Interests 6.E. Tenant-in-Common Securities 6.E. Mineral Property Securities 6.E. Other 7.D. Rule 504(b)(1)(i) 7.D. Rule 504(b)(1)(ii) 7.D. Rule 504(b)(1)(iii) 7.D. Rule 505 7.D. Rule 506 7.D. Securities Act Section 4(6) 7.D. Investment Company Act Section 3(c) 7.D. Other 7.E. Debt 7.E. Option, Warrant or Other Right to Acquire Another Security 7.E. Security to be Acquired Upon Exercise of Option, Warrant or Other Right to Acquire Security 7.E. Pooled Investment Fund Interests 7.E. Tenant-in-Common Securities 7.E. Mineral Property Securities 7.E. Other 8.D. Rule 504(b)(1)(i) 8.D. Rule 504(b)(1)(ii) 8.D. Rule 504(b)(1)(iii) 8.D. Rule 505 8.D. Rule 506 8.D. Securities Act Section 4(6) 8.D. Investment Company Act Section 3(c) 8.D. Other 8.E. Debt 8.E. Option, Warrant or Other Right to Acquire Another Security 8.E. Security to be Acquired Upon Exercise of Option, Warrant or Other Right to Acquire Security 8.E. Pooled Investment Fund Interests 8.E. Tenant-in-Common Securities 8.E. Mineral Property Securities 8.E. Other 9.D. Rule 504(b)(1)(i) 9.D. Rule 504(b)(1)(ii) 9.D. Rule 504(b)(1)(iii) 9.D. Rule 505 9.D. Rule 506 9.D. Securities Act Section 4(6) 9.D. Investment Company Act Section 3(c) 9.D. Other 9.E. Debt 9.E. Option, Warrant or Other Right to Acquire Another Security 9.E. Security to be Acquired Upon Exercise of Option, Warrant or Other Right to Acquire Security 9.E. Pooled Investment Fund Interests 9.E. Tenant-in-Common Securities 9.E. Mineral Property Securities 9.E. Other 10.D. Rule 504(b)(1)(i) 10.D. Rule 504(b)(1)(ii) 10.D. Rule 504(b)(1)(iii) 10.D. Rule 505 10.D. Rule 506 10.D. Securities Act Section 4(6) 10.D. Investment Company Act Section 3(c) 10.D. Other 10.E. Debt 10.E. Option, Warrant or Other Right to Acquire Another Security 10.E. Security to be Acquired Upon Exercise of Option, Warrant or Other Right to Acquire Security 10.E. Pooled Investment Fund Interests 10.E. Tenant-in-Common Securities 10.E. Mineral Property Securities 10.E. Other Name of person completing this report Telephone no. of person completing this report A. Securities Underwriting (Debit) A. Securities Underwriting (Credit) B. Financing commitments not included on items 3F or 3G (Debit) B. Financing commitments not included on items 3F or 3G (Credit) C. Guarantees (Debit) C. Guarantees (Credit) A. Unconsolidated VIEs (Debit) A. Unconsolidated VIEs (Credit) B. Maximum exposure to loss relating to unconsolidated VIEs (Debit) B. Maximum exposure to loss relating to unconsolidated VIEs (Credit) Memo item: Investment in unconsolidated VIEs C. Maximum exposure to loss relating to consolidated VIEs (Debit) C. Maximum exposure to loss relating to consolidated VIEs (Credit) A. Reverse Repos and Repos offset pursuant to ASC 210-20-45-11 (Debit) A. Reverse Repos and Repos offset pursuant to ASC 210-20-45-11 (Credit) B. Transactions offset pursuant to ASC 210-20-45-1 (Debit) B. Transactions offset pursuant to ASC 210-20-45-1 (Credit) C. Reverse Repos/Repos to maturity pursuant to ASC 860-10-40-5 (Debit) C. Reverse Repos/Repos to maturity pursuant to ASC 860-10-40-5 (Credit) D. Securities Borrowed vs. Pledge agreements (Debit) D. Securities Borrowed vs. Pledge agreements (Credit) E. Reverse Repo vs. Pledge agreements (Debit) E. Reverse Repo vs. Pledge agreements (Credit) F. Forward starting Reverse Repurchase and Securities Borrowing agreements (Debit) F. Forward starting Reverse Repurchase and Securities Borrowing agreements (Credit) G. Forward starting Repurchase and Securities Lending agreements (Debit) G. Forward starting Repurchase and Securities Lending agreements (Credit) H. Other (Debit) H. Other (Credit) A. When Issued Securities (Debit) A. When Issued Securities (Credit) B. Delayed Delivery/Delayed Settlement (Debit) B. Delayed Delivery/Delayed Settlement (Credit) C. To Be Announced (TBA) transactions (Debit) C. To Be Announced (TBA) transactions (Credit) D. TBA related fails not included on balance sheet (Debit) D. TBA related fails not included on balance sheet (Credit) E. Other (Debit) E. Other (Credit) A. Foreign Exchange (Debit) A. Foreign Exchange (Credit) B. Other (Debit) B. Other (Credit) 6. Total gross notional amount (Interest Rate Contracts) 6. Total gross notional amount (Foreign Exchange Contracts) 6. Total gross notional amount (Equity Derivative Contracts) 6. Total gross notional amount (Commodity and other Contracts) 7. Dollar amount in item 6 that is centrally cleared (Interest Rate Contracts) 7. Dollar amount in item 6 that is centrally cleared (Foreign Exchange Contracts) 7. Dollar amount in item 6 that is centrally cleared (Equity Derivative Contracts) 7. Dollar amount in item 6 that is centrally cleared (Commodity and other Contracts) 8. Total Mark-to-Market receivable (Debit) (Interest Rate Contracts) 8. Total Mark-to-Market receivable (Debit) (Foreign Exchange Contracts) 8. Total Mark-to-Market receivable (Debit) (Equity Derivative Contracts) 8. Total Mark-to-Market receivable (Debit) (Commodity and other Contracts) 9. Total Mark-to-Market payable (Credit) (Interest Rate Contracts) 9. Total Mark-to-Market payable (Credit) (Foreign Exchange Contracts) 9. Total Mark-to-Market payable (Credit) (Equity Derivative Contracts) 9. Total Mark-to-Market payable (Credit) (Commodity and other Contracts) 10. Total gross notional amount (Sold Protection) 10. Total gross notional amount (Purchased Protection) 11. Dollar amount in Item 10 that is centrally cleared (Sold Protection) 11. Dollar amount in Item 10 that is centrally cleared (Purchased Protection) 12. Total Mark-to-Market receivable (Debit)(Sold Protection) 12. Total Mark-to-Market receivable (Debit)(Purchased Protection) 13. Total Mark-to-Market payable (Credit)(Sold Protection) 13. Total Mark-to-Market payable (Credit)(Purchased Protection) 1.A. Broker-dealer introduce customer accounts fully disclosed 1.B. Broker-dealer introduce customer accounts fully disclosed (1) Name 1.B. Broker-dealer introduce customer accounts fully disclosed (1) Sec No 1.B. Broker-dealer introduce customer accounts fully disclosed (1) CRD No 1.B. Broker-dealer introduce customer accounts fully disclosed (2) Name 1.B. Broker-dealer introduce customer accounts fully disclosed (2) Sec No 1.B. Broker-dealer introduce customer accounts fully disclosed (2) CRD No 1.B. Broker-dealer introduce customer accounts fully disclosed (3) Name 1.B. Broker-dealer introduce customer accounts fully disclosed (3) Sec No 1.B. Broker-dealer introduce customer accounts fully disclosed (3) CRD No 1.B. Broker-dealer introduce customer accounts fully disclosed (4) Name 1.B. Broker-dealer introduce customer accounts fully disclosed (4) Sec No 1.B. Broker-dealer introduce customer accounts fully disclosed (4) CRD No 1.B. Broker-dealer introduce customer accounts fully disclosed (5) Name 1.B. Broker-dealer introduce customer accounts fully disclosed (5) Sec No 1.B. Broker-dealer introduce customer accounts fully disclosed (5) CRD No 1.B. Broker-dealer introduce customer accounts fully disclosed (6) Name 1.B. Broker-dealer introduce customer accounts fully disclosed (6) Sec No 1.B. Broker-dealer introduce customer accounts fully disclosed (6) CRD No 1.B. Broker-dealer introduce customer accounts fully disclosed (7) Name 1.B. Broker-dealer introduce customer accounts fully disclosed (7) Sec No 1.B. Broker-dealer introduce customer accounts fully disclosed (7) CRD No 1.B. Broker-dealer introduce customer accounts fully disclosed (8) Name 1.B. Broker-dealer introduce customer accounts fully disclosed (8) Sec No 1.B. Broker-dealer introduce customer accounts fully disclosed (8) CRD No 1.B. Broker-dealer introduce customer accounts fully disclosed (9) Name 1.B. Broker-dealer introduce customer accounts fully disclosed (9) Sec No 1.B. Broker-dealer introduce customer accounts fully disclosed (9) CRD No 1.B. Broker-dealer introduce customer accounts fully disclosed (10) Name 1.B. Broker-dealer introduce customer accounts fully disclosed (10) Sec No 1.B. Broker-dealer introduce customer accounts fully disclosed (10) CRD No 2.A. Broker-dealer introduce customer accounts omnibus 2.B. Broker-dealer introduce customer accounts omnibus (1) Name 2.B. Broker-dealer introduce customer accounts omnibus (1) Sec No 2.B. Broker-dealer introduce customer accounts omnibus (1) CRD No 2.B. Broker-dealer introduce customer accounts omnibus (2) Name 2.B. Broker-dealer introduce customer accounts omnibus (2) Sec No 2.B. Broker-dealer introduce customer accounts omnibus (2) CRD No 2.B. Broker-dealer introduce customer accounts omnibus (3) Name 2.B. Broker-dealer introduce customer accounts omnibus (3) Sec No 2.B. Broker-dealer introduce customer accounts omnibus (3) CRD No 2.B. Broker-dealer introduce customer accounts omnibus (4) Name 2.B. Broker-dealer introduce customer accounts omnibus (4) Sec No 2.B. Broker-dealer introduce customer accounts omnibus (4) CRD No 2.B. Broker-dealer introduce customer accounts omnibus (5) Name 2.B. Broker-dealer introduce customer accounts omnibus (5) Sec No 2.B. Broker-dealer introduce customer accounts omnibus (5) CRD No 2.B. Broker-dealer introduce customer accounts omnibus (6) Name 2.B. Broker-dealer introduce customer accounts omnibus (6) Sec No 2.B. Broker-dealer introduce customer accounts omnibus (6) CRD No 2.B. Broker-dealer introduce customer accounts omnibus (7) Name 2.B. Broker-dealer introduce customer accounts omnibus (7) Sec No 2.B. Broker-dealer introduce customer accounts omnibus (7) CRD No 2.B. Broker-dealer introduce customer accounts omnibus (8) Name 2.B. Broker-dealer introduce customer accounts omnibus (8) Sec No 2.B. Broker-dealer introduce customer accounts omnibus (8) CRD No 2.B. Broker-dealer introduce customer accounts omnibus (9) Name 2.B. Broker-dealer introduce customer accounts omnibus (9) Sec No 2.B. Broker-dealer introduce customer accounts omnibus (9) CRD No 2.B. Broker-dealer introduce customer accounts omnibus (10) Name 2.B. Broker-dealer introduce customer accounts omnibus (10) Sec No 2.B. Broker-dealer introduce customer accounts omnibus (10) CRD No 3.A. Broker-dealer carry securities accounts (not introduced fully disclosed) for customers 3.B. Broker-dealer carry securities accounts (not introduced fully disclosed) for non-customers 3.C.i. Locations of Securities (broker-dealer's vault) 3.C.i. Location Reconciliation Frequency (broker-dealer's vault) 3.C.i. Location Reconciliation Frequency (Other Description) 3.C.i. Locations of Securities (U.S. broker-dealer(s)) 3.C.i. Location Reconciliation Frequency (U.S. broker-dealer(s)) 3.C.i. Locations of Securities (Depository Trust Company) 3.C.i. Location Reconciliation Frequency (Depository Trust Company) 3.C.i. Locations of Securities (Options Clearing Corporation) 3.C.i. Location Reconciliation Frequency (Options Clearing Corporation) 3.C.i. Locations of Securities (U.S. bank(s)) 3.C.i. Location Reconciliation Frequency (U.S. bank(s)) 3.C.i. Locations of Securities (Transfer Agents of Mutual fund(s)) 3.C.i. Location Reconciliation Frequency (Transfer Agents of Mutual fund(s)) 3.C.ii. Locations of Securities (Other Types of U.S. Locations) (1) 3.C.ii. Location Reconciliation Frequency (Other Types of U.S. Locations) (1) 3.C.ii. Location Reconciliation Frequency (Other Types of U.S. Locations) Other Description 3.C.ii. Locations of Securities (Other Types of U.S. Locations) (2) 3.C.ii. Location Reconciliation Frequency (Other Types of U.S. Locations) (2) 3.C.ii. Locations of Securities (Other Types of U.S. Locations) (3) 3.C.ii. Location Reconciliation Frequency (Other Types of U.S. Locations) (3) 3.C.ii. Locations of Securities (Other Types of U.S. Locations) (4) 3.C.ii. Location Reconciliation Frequency (Other Types of U.S. Locations) (4) 3.C.ii. Locations of Securities (Other Types of U.S. Locations) (5) 3.C.ii. Location Reconciliation Frequency (Other Types of U.S. Locations) (5) 3.C.ii. Locations of Securities (Other Types of U.S. Locations) (6) 3.C.ii. Location Reconciliation Frequency (Other Types of U.S. Locations) (6) 3.C.ii. Locations of Securities (Other Types of U.S. Locations) (7) 3.C.ii. Location Reconciliation Frequency (Other Types of U.S. Locations) (7) 3.C.ii. Locations of Securities (Other Types of U.S. Locations) (8) 3.C.ii. Location Reconciliation Frequency (Other Types of U.S. Locations) (8) 3.C.ii. Locations of Securities (Other Types of U.S. Locations) (9) 3.C.ii. Location Reconciliation Frequency (Other Types of U.S. Locations) (9) 3.C.ii. Locations of Securities (Other Types of U.S. Locations) (10) 3.C.ii. Location Reconciliation Frequency (Other Types of U.S. Locations) (10) 3.C.iii. Locations of Securities (Non U.S. Locations) (1) 3.C.ii. Location Reconciliation Frequency (Non U.S. Locations) (1) 3.C.ii. Location Reconciliation Frequency (Non U.S. Locations) Other Description 3.C.iii. Locations of Securities (Non U.S. Locations) (2) 3.C.ii. Location Reconciliation Frequency (Non U.S. Locations) (2) 3.C.iii. Locations of Securities(Non U.S. Locations) (3) 3.C.ii. Location Reconciliation Frequency (Non U.S. Locations) (3) 3.C.iii. Locations of Securities (Non U.S. Locations) (4) 3.C.ii. Location Reconciliation Frequency (Non U.S. Locations) (4) 3.C.iii. Locations of Securities (Non U.S. Locations) (5) 3.C.ii. Location Reconciliation Frequency (Non U.S. Locations) (5) 3.C.iii. Locations of Securities (Non U.S. Locations) (6) 3.C.ii. Location Reconciliation Frequency (Non U.S. Locations) (6) 3.C.iii. Locations of Securities (Non U.S. Locations) (7) 3.C.ii. Location Reconciliation Frequency (Non U.S. Locations) (7) 3.C.iii. Locations of Securities (Non U.S. Locations) (8) 3.C.ii. Location Reconciliation Frequency (Non U.S. Locations) (8) 3.C.iii. Locations of Securities (Non U.S. Locations) (9) 3.C.ii. Location Reconciliation Frequency (Non U.S. Locations) (9) 3.C.iii. Locations of Securities (Non U.S. Locations) (10) 3.C.ii. Location Reconciliation Frequency (Non U.S. Locations) (10) 3.D.i. Securities/Cash Carried for Customer Accounts (U.S. Equity Securities) 3.D.i. Securities/Cash Carried for Customer Accounts (U.S. Equity Securities) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Equity Securities) 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Equity Securities) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (U.S. Listed Options) 3.D.i. Securities/Cash Carried for Customer Accounts (U.S. Listed Options) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Listed Options) 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Listed Options) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (Domestic Corporate Debt) 3.D.i. Securities/Cash Carried for Customer Accounts (Domestic Corporate Debt) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Corporate Debt) 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Corporate Debt) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (U.S. Public Finance Debt) 3.D.i. Securities/Cash Carried for Customer Accounts (U.S. Public Finance Debt) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Public Finance Debt) 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Public Finance Debt) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (U.S. Government Debt) 3.D.i. Securities/Cash Carried for Customer Accounts (U.S. Government Debt) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Sovereign Debt) 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Sovereign Debt) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (U.S. Structured Debt) 3.D.i. Securities/Cash Carried for Customer Accounts (U.S. Structured Debt) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Structured Debt) 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Structured Debt) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (U.S. Mutual Funds) 3.D.i. Securities/Cash Carried for Customer Accounts (U.S. Mutual Funds) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Mutual Funds) 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Mutual Funds) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (U.S. Exchange Traded Funds) 3.D.i. Securities/Cash Carried for Customer Accounts (U.S. Exchange Traded Funds) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts(Foreign Exchange Traded Funds) 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Exchange Traded Funds) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (U.S. Private Funds) 3.D.i. Securities/Cash Carried for Customer Accounts (U.S. Private Funds) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Private Funds) 3.D.i. Securities/Cash Carried for Customer Accounts (Foreign Private Funds) Market Value 3.D.i. Securities/Cash Carried for Customer Accounts (Other) 3.D.i. Securities/Cash Carried for Customer Accounts (Other) Market Value 3.D.ii. Broker-dealer recorded securities on record for customer 3.D.ii. Broker-dealer recorded securities on record for customer: Market Value 3.D.ii. Broker-dealer recorded securities on record for customer: Explanation 3.D.iii. Broker-dealer process on free credit balances of customer (Reserve computation) 3.D.iii. Broker-dealer process on free credit balances of customer (Held in bank account) 3.D.iii. Broker-dealer process on free credit balances of customer (Swept to a U.S. bank) 3.D.iii. Broker-dealer process on free credit balances of customer (U.S. money market fund) 3.D.iii. Broker-dealer process on free credit balances of customer (Other) 3.D.iii. Broker-dealer process on free credit balances of customer (Other) Explanation 3.E.i. Securities/Cash Carried for Non-Customer Accounts (U.S. Equity Securities) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (U.S. Equity Securities) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Foreign Equity Securities) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Foreign Equity Securities) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (U.S. Listed Options) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (U.S. Listed Options) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Foreign Listed Options) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Foreign Listed Options) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Domestic Corporate Debt) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Domestic Corporate Debt) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Foreign Corporate Debt) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Foreign Corporate Debt) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (U.S. Public Finance Debt) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (U.S. Public Finance Debt) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Foreign Public Finance Debt) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Foreign Public Finance Debt) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (U.S. Government Debt) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (U.S. Government Debt) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Foreign Sovereign Debt) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Foreign Sovereign Debt) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (U.S. Structured Debt) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (U.S. Structured Debt) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Foreign Structured Debt) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Foreign Structured Debt) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (U.S. Mutual Funds) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (U.S. Mutual Funds) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Foreign Mutual Funds) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Foreign Mutual Funds) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (U.S. Exchange Traded Funds) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (U.S. Exchange Traded Funds) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts(Foreign Exchange Traded Fund) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Foreign Exchange Traded Fund) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (U.S. Private Funds) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (U.S. Private Funds) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Foreign Private Funds) 3.E.i. Securities/Cash Carried for Non-Customer Accounts(Foreign Private Funds) Market Value 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Other) 3.E.i. Securities/Cash Carried for Non-Customer Accounts (Other) Market Value 3.E.ii. Broker-dealer recorded securities on record for non-customers 3.E.ii. Broker-dealer recorded securities on record for non-customers: Market Value 3.E.ii. Broker-dealer recorded securities on record for non-customers: Explanation 3.E.iii. Broker-dealer process on free credit balances of non customer (Reserve computation) 3.E.iii. Broker-dealer process on free credit balances of non customer (Swept to a U.S. bank) 3.E.iii. Broker-dealer process on free credit balances of non customer (U.S. money market fund) 3.E.iii. Broker-dealer process on free credit balances of non customer (Other) 3.E.iii. Broker-dealer process on free credit balances of non customer (Other) Explanation 4.A.i. Act as carrying broker-dealer on fully disclosed basis 4.A.ii. Act as carrying broker-dealer on fully disclosed basis: Number of brokers 4.A.iii. Act as carrying broker-dealer on fully disclosed basis: List of Broker Names 4.A.iii. Act as carrying broker-dealer on fully disclosed basis: List of CRD No 4.A.iii. Act as carrying broker-dealer on fully disclosed basis: List of SEC No 4.B.i. Act as carrying broker-dealer on omnibus 4.B.ii. Act as carrying broker-dealer on omnibus: Number of brokers 4.B.iii. Act as carrying broker-dealer on fully disclosed basis: List of Broker Names 4.B.iii. Act as carrying broker-dealer on fully disclosed basis: List of CRD No 4.B.iii. Act as carrying broker-dealer on fully disclosed basis: List of SEC No 5.A. Broker-dealer send trade confirmations to customers 5.B. Broker-dealer send trade confirmations to customers: Explanation 6.A. Broker-dealer send account statements to customers 6.B. Broker-dealer send account statements to customers: Explanation 6.C. Broker-dealer send account statements to anyone other than beneficial owner 7.A. Broker-dealer provide customers with electronic access 8.A.Broker-dealer registered as an investment adviser with SEC 8.A.ii. Broker-dealer registered as an investment advisor with 1 or more U.S. states 8.B. Number of investment advisers 8.C. Name of Custodian (1) 8.C. Custodian SEC No (1) 8.C. Custodian CRD No (1) 8.C. Auth to Effect Trans? (1) 8.C. Auth to W/D Funds/Sec? (1) 8.C. Cust Sends Stmt? (1) 8.C. Client Assets on Stock Record? (1) Broker-dealer an affiliate of an investment adviser Broker-dealer have custody of client assets of the adviser U.S. dollar market value of the adviser client assets of which broker-dealer has custody Held-to-maturity securities Equity securities with readily determinable fair values not held for trading Intangible assets (from FFIEC Form 031's Schedule RC-M) Common equity tier 1 capital ratio Column A Common equity tier 1 capital ratio Column B Gross credit valuation adjustment (CVA) CVA hedge Gross debit valuation adjustment (DVA) DVA hedge B. Interest-bearing balances A. Noninterest-bearing balances and currency and coin F. Impact on trading revenue of changes in the creditworthiness of the bank's derivative counterparties on the bank's derivative assets G. Impact on trading revenue of changes in the creditworthiness of the bank on the bank's derivative liabilities 28. Total equity capital (sum of Lines 27A and 27B) C. Other equity capital components E. Credit exposures 6. Total risk-weighted assets 7. Total assets for the leverage ratio 11. Credit losses on derivatives B. Other intangible assets (from FFIEC Form 031's Schedule RC-M) B. Loans and leases net of unearned income D. Loans and leases net of unearned income and allowance (Line 4B minus Line 4C) B. Accumulated other comprehensive income A. Net gains (losses) on credit derivatives held for trading B. Net gains (losses) on credit derivatives held for purposes other than trading A. Federal funds sold in domestic offices B. Securities purchased under agreements to resell A. Federal funds purchased in domestic offices B. Securities sold under agreements to repurchase 4. Tier 3 capital allocated for market risk A. Held-to-maturity securities B. Available-for-sale securities 8. Investments in unconsolidated subsidiaries and associated companies 6. Premises and fixed assets (including capitalized leases) 7. Other real estate owned (from FFIEC Form 031's Schedule RC-M) 11. Other assets (from FFIEC Form 031's Schedule RC-F) 12. Total assets (sum of Lines 1 through 11) A. In domestic offices (sum of totals of Columns A and C from FFIEC Form 031's Schedule RC-E part I) B. In foreign offices Edge and Agreement subsidiaries and IBFs (from FFIEC Form 031's Schedule RC-E part II) 20. Other liabilities (from FFIEC Form 031's Schedule RC-G) 21. Total liabilities (sum of Lines 13 through 20) B. Non-controlling (minority) interests in consolidated subsidiaries C. LESS: Allowance for loan and lease losses A. Goodwill 16. Other borrowed money (includes mortgage indebtedness and obligations under capitalized leases) (from FFIEC Form 031's Schedule RC-M) 6. Realized gains (losses) on available-for-sale securities 19. Subordinated notes and debentures Total bank equity capital 24. Common stock 29. Total liabilities and equity capital (sum of Lines 21 and 28) 5. Realized gains (losses) on held-to-maturity securities 5. Trading assets (from FFIEC Form 031s Schedule RC-D) 15. Trading liabilities 26. A. Retained earnings 9. Direct and indirect investments in real estate ventures 5. Total risk-based capital 23. Perpetual preferred stock and related surplus 25. Surplus (exclude all surplus related to preferred stock) 2. Total interest expense 3. Total noninterest income 4. Total noninterest expense 1. Total interest income 7. Income (loss) before income taxes and extraordinary items and other adjustments 8. Net income (loss) attributable to bank 3. Tier 2 capital A. Loans and leases held for sale 1. Noninterest-bearing 1. Noninterest-bearing 2. Interest-bearing 2. Interest-bearing 8. Tier 1 leverage ratio 10. Total risk-based capital ratio 10. Total risk-based capital ratio 9. Tier 1 risk-based capital ratio 9. Tier 1 risk-based capital ratio 2. Tier 1 capital A. Interest rate exposures B. Foreign exchange exposures C. Equity security and index exposures D. Commodity and other exposures NAME OF PERSON COMPLETING THIS REPORT TELEPHONE NO. OF PERSON COMPLETING THIS REPORT a. Reverse Repurchase-Open and Overnight a. Repurchase-Open and Overnight b. Reverse Repurchase-Term b. Repurchase-Term Reverse Repurchase-Weighted Average Maturity Repurchase-Weighted Average Maturity c. Reverse Repurchase-Forward Starting c. Repurchase-Forward Starting a. Open and Overnight-Reverse Repurchase a. Open and Overnight-Repurchase b. Term-Reverse Repurchase b. Term-Repurchase Weighted Average Maturity-Reverse Repurchase Weighted Average Maturity-Repurchase c. Forward Starting-Reverse Repurchase c. Forward Starting-Repurchase a. Open and Overnight-Reverse Repurchase a. Open and Overnight-Repurchase b. Term-Reverse Repurchase b. Term-Repurchase Weighted Average Maturity-Reverse Repurchase Weighted Average Maturity-Repurchase c. Forward Starting-Reverse Repurchase c. Forward Starting-Repurchase a. Open and Overnight-Reverse Repurchase a. Open and Overnight-Repurchase b. Term-Reverse Repurchase b. Term-Repurchase Weighted Average Maturity-Reverse Repurchase Weighted Average Maturity-Repurchase c. Forward Starting-Reverse Repurchase c. Forward Starting-Repurchase a. Open and Overnight-Reverse Repurchase a. Open and Overnight-Repurchase b. Term-Reverse Repurchase b. Term-Repurchase Weighted Average Maturity-Reverse Repurchase Weighted Average Maturity-Repurchase c. Forward Starting-Reverse Repurchase c. Forward Starting-Repurchase a. Open and Overnight-Reverse Repurchase a. Open and Overnight-Repurchase b. Term-Reverse Repurchase b. Term-Repurchase Weighted Average Maturity-Reverse Repurchase Weighted Average Maturity-Repurchase c. Forward Starting-Reverse Repurchase c. Forward Starting-Repurchase 7. TOTAL Open, Overnight, Term & Forward Starting-Reverse Repurchase 7. TOTAL Open, Overnight, Term & Forward Starting-Repurchase a. Amount of Line 7 Total held at Tri-Party Custodian-Reverse Repurchase a. Amount of Line 7 Total held at Tri-Party Custodian-Repurchase 1. Reverse Repurchase Counterparty 1. Contract Value -Contract Value 1. Repurchase Counterparty 1. Contract Value -Contract Value 2. Reverse Repurchase Counterparty 2. Contract Value -Contract Value 2. Repurchase Counterparty 2. Contract Value -Contract Value 3. Reverse Repurchase Counterparty 3. Contract Value -Contract Value 3. Repurchase Counterparty 3. Contract Value -Contract Value 4. Reverse Repurchase Counterparty 4. Contract Value -Contract Value 4. Repurchase Counterparty 4. Contract Value -Contract Value 5. Reverse Repurchase Counterparty 5. Contract Value -Contract Value 5. Repurchase Counterparty 5. Contract Value -Contract Value a. Open and Overnight-Securities Borrowed a. Open and Overnight-Securities Loaned b. Term-Securities Borrowed b. Term-Securities Loaned Weighted Average Maturity-Securities Borrowed Weighted Average Maturity-Securities Loaned c. Forward Starting-Securities Borrowed c. Forward Starting-Securities Loaned a. Open and Overnight-Securities Borrowed a. Open and Overnight-Securities Loaned b. Term-Securities Borrowed b. Term-Securities Loaned Weighted Average Maturity-Securities Borrowed Weighted Average Maturity-Securities Loaned c. Forward Starting-Securities Borrowed c. Forward Starting-Securities Loaned a. Open and Overnight-Securities Borrowed a. Open and Overnight-Securities Loaned b. Term-Securities Borrowed b. Term-Securities Loaned Weighted Average Maturity-Securities Borrowed Weighted Average Maturity-Securities Loaned c. Forward Starting-Securities Borrowed c. Forward Starting-Securities Loaned a. Open and Overnight-Securities Borrowed a. Open and Overnight-Securities Loaned b. Term-Securities Borrowed b. Term-Securities Loaned Weighted Average Maturity-Securities Borrowed Weighted Average Maturity-Securities Loaned c. Forward Starting-Securities Borrowed c. Forward Starting-Securities Loaned a. Open and Overnight-Securities Borrowed a. Open and Overnight-Securities Loaned b. Term-Securities Borrowed b. Term-Securities Loaned Weighted Average Maturity-Securities Borrowed Weighted Average Maturity-Securities Loaned c. Forward Starting-Securities Borrowed c. Forward Starting-Securities Loaned a. Open and Overnight-Securities Borrowed a. Open and Overnight-Securities Loaned b. Term-Securities Borrowed b. Term-Securities Loaned Weighted Average Maturity-Securities Borrowed Weighted Average Maturity-Securities Loaned c. Forward Starting-Securities Borrowed c. Forward Starting-Securities Loaned 7. Total Open, Overnight, Term and Forward Starting-Securities Borrowed 7. Total Open, Overnight, Term and Forward Starting-Securities Loaned 1. Reverse Repurchase Counterparty 1. Contract Value -Contract Value 1. Repurchase Counterparty 1. Contract Value - 2. Reverse Repurchase CounterpartyReverse Repurchase Counterparty 2. Contract Value - 2. Repurchase Counterparty 2. Contract Value - 3. Reverse Repurchase CounterpartyReverse Repurchase Counterparty 3. Contract Value - 3. Repurchase Counterparty 3. Contract Value - 4. Reverse Repurchase CounterpartyReverse Repurchase Counterparty 4. Contract Value - 4. Repurchase Counterparty 4. Contract Value - 5. Reverse Repurchase CounterpartyReverse Repurchase Counterparty 5. Contract Value - 5. Repurchase Counterparty 5. Contract Value - a. Open and Overnight-Securities Received a. Open and Overnight-Securities Delivered b. Term-Securities Received b. Term-Securities Delivered a. Open and Overnight-Securities Received a. Open and Overnight-Securities Delivered b. Term-Securities Received b. Term-Securities Delivered a. Open and Overnight-Securities Received a. Open and Overnight-Securities Delivered b. Term-Securities Received b. Term-Securities Delivered a. Open and Overnight-Securities Received a. Open and Overnight-Securities Delivered b. Term-Securities Received b. Term-Securities Delivered a. Open and Overnight-Securities Received a. Open and Overnight-Securities Delivered b. Term-Securities Received b. Term-Securities Delivered a. Open and Overnight-Securities Received a. Open and Overnight-Securities Delivered b. Term-Securities Received b. Term-Securities Delivered a. Open and Overnight-Securities Received a. Open and Overnight-Securities Delivered b. Term-Securities Received b. Term-Securities Delivered a. Open and Overnight-Securities Received a. Open and Overnight-Securities Delivered b. Term-Securities Received b. Term-Securities Delivered a. Open and Overnight-Securities Received a. Open and Overnight-Securities Delivered b. Term-Securities Received b. Term-Securities Delivered a. Open and Overnight-Securities Received a. Open and Overnight-Securities Delivered b. Term-Securities Received b. Term-Securities Delivered a. Open and Overnight-Securities Received a. Open and Overnight-Securities Delivered b. Term-Securities Received b. Term-Securities Delivered a. Open and Overnight-Securities Received a. Open and Overnight-Securities Delivered b. Term-Securities Received b. Term-Securities Delivered a. Open and Overnight-Total a. Open and Overnight-Affiliate - Bank a. Open and Overnight-Affiliate - Non-Bank a. Open and Overnight-Non-Affiliate - Bank a. Open and Overnight-Non-Affiliate - Non-Bank b. Term-Total b. Term-Affiliate - Bank b. Term-Affiliate - Non-Bank b. Term-Non-Affiliate - Bank b. Term-Non-Affiliate - Non-Bank 2. Undrawn Portion of Secured Committed Credit Facilities-Total 2. Undrawn Portion of Secured Committed Credit Facilities-Affiliate - Bank 2. Undrawn Portion of Secured Committed Credit Facilities-Affiliate - Non-Bank 2. Undrawn Portion of Secured Committed Credit Facilities-Non-Affiliate - Bank 2. Undrawn Portion of Secured Committed Credit Facilities-Non-Affiliate - Non-Bank a. Drawn Amounts-Total a. Drawn Amounts-Affiliate - Bank a. Drawn Amounts-Affiliate - Non-Bank a. Drawn Amounts-Non-Affiliate - Bank a. Drawn Amounts-Non-Affiliate - Non-Bank b. Undrawn Amounts-Total b. Undrawn Amounts-Affiliate - Bank b. Undrawn Amounts-Affiliate - Non-Bank b. Undrawn Amounts-Non-Affiliate - Bank b. Undrawn Amounts-Non-Affiliate - Non-Bank 4. Drawn Amounts of Uncommitted Credit Facilities-Total 4. Drawn Amounts of Uncommitted Credit Facilities-Affiliate - Bank 4. Drawn Amounts of Uncommitted Credit Facilities-Affiliate - Non-Bank 4. Drawn Amounts of Uncommitted Credit Facilities-Non-Affiliate - Bank 4. Drawn Amounts of Uncommitted Credit Facilities-Non-Affiliate - Non-Bank 5. Total (Lines 1a, 1b, 2, 3a, 3b & 4)-Total 5. Total (Lines 1a, 1b, 2, 3a, 3b & 4)-Affiliate - Bank 5. Total (Lines 1a, 1b, 2, 3a, 3b & 4)-Affiliate - Non-Bank 5. Total (Lines 1a, 1b, 2, 3a, 3b & 4)-Non-Affiliate - Bank 5. Total (Lines 1a, 1b, 2, 3a, 3b & 4)-Non-Affiliate - Non-Bank Total Market Value of U.S. Treasuries and Other Securities Issued or Guaranteed 1. Margin Demand Loans- 2. Non-Purpose Demand Loans - 3. Term Loans – Drawn (Margin and Non-Purpose Loans)- a. Weighted Average Maturity of Term Loans- 4. Term Loans - Undrawn- 1. CUSIP # 1. ISSUER 1. Market Value 2. CUSIP # 2. ISSUER 2. Market Value 3. CUSIP # 3. ISSUER 3. Market Value 4. CUSIP # 4. ISSUER 4. Market Value 5. CUSIP # 5. ISSUER 5. Market Value 1. CUSIP # 1. ISSUER 1. Market Value 2. CUSIP # 2. ISSUER 2. Market Value 3. CUSIP # 3. ISSUER 3. Market Value 4. CUSIP # 4. ISSUER 4. Market Value 5. CUSIP # 5. ISSUER 5. Market Value 1. DTCC (total)-Amount Required 1. DTCC (total)-Total Amount Deposited 1. DTCC (total)-Proprietary Collateral Included in Total Amount Deposited 1. DTCC (total)-Largest Single IntraMonth Total Amount Deposited 1. DTCC (total)-Date a. NSCC-Amount Required a. NSCC-Total Amount Deposited a. NSCC-Proprietary Collateral Included in Total Amount Deposited a. NSCC-Largest Single IntraMonth Total Amount Deposited a. NSCC-Date b. FICC-Amount Required b. FICC-Total Amount Deposited b. FICC-Proprietary Collateral Included in Total Amount Deposited b. FICC-Largest Single IntraMonth Total Amount Deposited b. FICC-Date 2. OCC-Amount Required 2. OCC-Total Amount Deposited 2. OCC-Proprietary Collateral Included in Total Amount Deposited 2. OCC-Largest Single IntraMonth Total Amount Deposited 2. OCC-Date 3. CME-Amount Required 3. CME-Total Amount Deposited 3. CME-Proprietary Collateral Included in Total Amount Deposited 3. CME-Largest Single IntraMonth Total Amount Deposited 3. CME-Date 4. ICE-Amount Required 4. ICE-Total Amount Deposited 4. ICE-Proprietary Collateral Included in Total Amount Deposited 4. ICE-Largest Single IntraMonth Total Amount Deposited 4. ICE-Date 5. Other if >10% of Total on Line 6.-Amount Required 5. Other if >10% of Total on Line 6.-Total Amount Deposited 5. Other if >10% of Total on Line 6.-Proprietary Collateral Included in Total Amount Deposited 6. Total-Amount Required 6. Total-Total Amount Deposited 6. Total-Proprietary Collateral Included in Total Amount Deposited 1. Counterparty Name or Type-Counterparty Name or Type 1. Affiliated with BD (Y/N)-Affiliated with BD (Y/N) 1. Total Cash -Total Cash 1. Total Securities-Total Securities 2. Counterparty Name or Type-Counterparty Name or Type 2. Affiliated with BD (Y/N)-Affiliated with BD (Y/N) 2. Total Cash -Total Cash 2. Total Securities-Total Securities 3. Counterparty Name or Type-Counterparty Name or Type 3. Affiliated with BD (Y/N)-Affiliated with BD (Y/N) 3. Total Cash -Total Cash 3. Total Securities-Total Securities 4. Counterparty Name or Type-Counterparty Name or Type 4. Affiliated with BD (Y/N)-Affiliated with BD (Y/N) 4. Total Cash -Total Cash 4. Total Securities-Total Securities 5. Counterparty Name or Type-Counterparty Name or Type 5. Affiliated with BD (Y/N)-Affiliated with BD (Y/N) 5. Total Cash -Total Cash 5. Total Securities-Total Securities 1. Counterparty Name or Type-Counterparty Name or Type 1. Affiliated with BD (Y/N)-Affiliated with BD (Y/N) 1. Total Cash -Total Cash 1. Total Securities-Total Securities 2. Counterparty Name or Type-Counterparty Name or Type 2. Affiliated with BD (Y/N)-Affiliated with BD (Y/N) 2. Total Cash -Total Cash 2. Total Securities-Total Securities 3. Counterparty Name or Type-Counterparty Name or Type 3. Affiliated with BD (Y/N)-Affiliated with BD (Y/N) 3. Total Cash -Total Cash 3. Total Securities-Total Securities 4. Counterparty Name or Type-Counterparty Name or Type 4. Affiliated with BD (Y/N)-Affiliated with BD (Y/N) 4. Total Cash -Total Cash 4. Total Securities-Total Securities 5. Counterparty Name or Type-Counterparty Name or Type 5. Affiliated with BD (Y/N)-Affiliated with BD (Y/N) 5. Total Cash -Total Cash 5. Total Securities-Total Securities Filing memo for a filing Filing ID in the source system. Aka: SEQ_NB (sic) in other contexts. Filing Period for this filing - e.g., Monthly, Quarterly, etc. Aka: PRD_TYPE_NB in other contexts. Type of filing - e.g., Part II, Part IIA, etc. Aka: FORM_TYPE in other contexts. Date the filing was submitted. Aka: SBMT_ON_DT in other contexts. The As-Of date of the filing (i.e., the ending of the financial period for the filing data). Aka: AS_OF_DT in other contexts. The date the filing is due to be submitted to FINRA. Aka: DUE_DT in other contexts. The beginning of the financial period for the filing data. Aka: BEGIN_DT in other contexts. This may equal the as-of date for reports that contain data for a point in time such as OBS. Filing mode (e.g., Basic, Alternate). Aka: FLNG_MODE in other contexts. FOCUS calendar type - e.g., Last Business Day, Last Business Friday, etc.). Aka: FOCUS_CLNDR_TYPE_NB in other contexts. Identifer for the firm whose filing information is contained in this element. Uses CRD number. Aka: FIRM_CRD_NB in other contexts. The filing month - e.g., 200812. Aka: FLNG_MONTH in other contexts. The DEA for the firm: NASD, NYSE, AMEX, NYSEARCA. Should evolve to an enum in future version. The Net Capital Category. Should evolve to an enum in future version. Should evolve to an enum in future version. Indicates whether the filing was deliberately not filed. Creation date stamp for data file Creation time stamp for data file A unique identifier for the job run that created data file Version number for the schema that can be used to validate data file Part II Part IIA Part IICSE Schedule I Annual Audit 17a-5(b) NR Subloans Special req 17a11 financial notifications 17a-11 17a-5(a) Anl SSOI OBS SIS Custody Part IIC SLS Annual Quarterly Monthly Fifth FOCUS Canadian Quarters Last Calendar Day Last Business Day Last Business Friday LCD 20 BD LCD 22 BD Monthly LCD 20 DB with Begin Date equal to As-of Date LCD with due day as 35th day LCD with due day as 60th day LCD24 LCD 35 Sub Comp LCD 35 Canadian Quarters Two-letter code for each of the 59 U.S. states/territories. Item numbers 4600, 4610, etc. use these code values: 1. Equity Capital 2. Subordinated Liabilities 3. Accruals 4. 15c3-1(c)(2)(iv) Liabilities 0 is present in many records - result of user selecting some other value for the field in UI and then changing that selection to unselected...We treat as NULL or empty and do not ship those elements with a 0. 5 is also found in 2 filings from 2003. List of additional info for an item where applicable list of item memos and item memo calcs where applicable list of item memos for a given item list of item memo calcs for a given item