1.2 CAMBRIDGE INVESTMENT RESEARCH 2020 01 2020-05-27T08:42:30.758-04:00 01 2020 100.00 94.15 1.46 3.19 1.21 Citadel Securities LLC CDRG 40.19 41.07 39.35 26.80 50.37 0 0.0000 0 0.0000 0 0.0000 0 0.0000 National Financial Services LLC XSTM 26.04 28.58 25.46 0.00 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 VIRTU Americas LLC NITE 20.10 19.98 24.54 13.85 45.19 0 0.0000 0 0.0000 0 0.0000 0 0.0000 G1 Execution Services, LLC ETMM 6.02 6.24 6.94 4.32 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 UBS Securities, LLC UBSS 1.96 2.07 0.46 0.90 2.96 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Two Sigma Securities, LLC SOHO 1.73 1.84 2.31 0.18 1.48 0 0.0000 0 0.0000 0 0.0000 0 0.0000 NASDAQ Execution Services, LLC NSDQ 1.70 0.01 0.00 24.46 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 New York Stock Exchange NYSE 1.55 0.00 0.46 22.30 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Cboe EDGX U.S. Equities Exchange EDGX 0.40 0.00 0.00 5.76 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 State Street Global Markets, LLC SSBS 0.12 0.13 0.46 0.00 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 [Insert discussion of the material aspects of the relationship with this venue pursuant to rule 606(a)(1)(iv).] 100.00 96.61 1.02 1.86 0.50 Citadel Securities LLC CDRG 36.82 37.86 31.26 15.36 43.75 0 0.0000 0 0.0000 0 0.0000 0 0.0000 National Financial Services LLC XSTM 32.04 33.54 38.64 0.00 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 VIRTU Americas LLC NITE 19.57 19.84 18.06 9.33 42.50 0 0.0000 0 0.0000 0 0.0000 0 0.0000 G1 Execution Services, LLC ETMM 5.11 5.29 4.27 2.47 0.63 0 0.0000 0 0.0000 0 0.0000 0 0.0000 UBS Securities, LLC UBSS 1.54 1.48 2.33 1.10 6.88 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Two Sigma Securities, LLC SOHO 1.37 1.37 1.17 0.82 4.38 0 0.0000 0 0.0000 0 0.0000 0 0.0000 NASDAQ Execution Services, LLC NSDQ 1.05 0.00 0.78 25.38 0.63 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Cboe EDGX U.S. Equities Exchange EDGX 0.86 0.00 0.00 21.12 0.63 0 0.0000 0 0.0000 0 0.0000 0 0.0000 New York Stock Exchange NYSE 0.55 0.01 0.97 12.76 0.63 0 0.0000 0 0.0000 0 0.0000 0 0.0000 State Street Global Markets, LLC SSBS 0.44 0.41 2.14 0.00 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 [Insert discussion of the material aspects of the relationship with this venue pursuant to rule 606(a)(1)(iv).] 100.00 77.78 5.91 15.23 1.08 Citadel Securities LLC CDRG 31.07 28.12 33.33 44.26 50.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 MORGAN STANLEY & CO. LLC MSCO 27.79 29.17 34.72 19.67 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Susquehanna Capital Group SUSQ 24.34 29.17 11.11 3.83 33.33 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Citigroup Global Markets, Inc. CITI 8.03 6.61 13.89 12.57 16.67 0 0.0000 0 0.0000 0 0.0000 0 0.0000 DASH FINANCIAL TECHNOLOGIES LLC DASH 4.75 4.51 2.78 7.10 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Wolverine Execution Services LLC WEXX 3.85 2.41 1.39 12.57 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Interactive Brokers LLC IBKR 0.16 0.00 2.78 0.00 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 [Insert discussion of the material aspects of the relationship with this venue pursuant to rule 606(a)(1)(iv).] 02 2020 100.00 92.11 1.99 4.30 1.59 Citadel Securities LLC CDRG 42.68 43.51 40.54 28.29 49.03 0 0.0000 0 0.0000 0 0.0000 0 0.0000 National Financial Services LLC XSTM 23.86 25.41 28.83 0.12 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 VIRTU Americas LLC NITE 20.73 20.96 13.51 15.50 43.23 0 0.0000 0 0.0000 0 0.0000 0 0.0000 G1 Execution Services, LLC ETMM 6.62 6.88 7.81 2.95 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 NASDAQ Execution Services, LLC NSDQ 1.48 0.00 1.20 26.94 0.65 0 0.0000 0 0.0000 0 0.0000 0 0.0000 UBS Securities, LLC UBSS 1.45 1.46 0.90 1.11 3.87 0 0.0000 0 0.0000 0 0.0000 0 0.0000 New York Stock Exchange NYSE 1.02 0.00 2.10 18.08 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Two Sigma Securities, LLC SOHO 0.98 0.93 3.30 0.62 3.23 0 0.0000 0 0.0000 0 0.0000 0 0.0000 JANE STREET CAPITAL, LLC JNST 0.67 0.69 0.90 0.37 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Cboe EDGX U.S. Equities Exchange EDGX 0.29 0.00 0.30 5.29 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 [Insert discussion of the material aspects of the relationship with this venue pursuant to rule 606(a)(1)(iv).] 100.00 93.68 2.08 3.34 0.90 Citadel Securities LLC CDRG 37.90 39.00 32.91 16.91 41.81 0 0.0000 0 0.0000 0 0.0000 0 0.0000 National Financial Services LLC XSTM 30.76 31.94 42.65 2.05 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 VIRTU Americas LLC NITE 19.26 19.58 14.07 10.40 52.16 0 0.0000 0 0.0000 0 0.0000 0 0.0000 G1 Execution Services, LLC ETMM 5.89 6.06 5.61 3.44 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 UBS Securities, LLC UBSS 1.31 1.33 1.06 0.37 5.17 0 0.0000 0 0.0000 0 0.0000 0 0.0000 NASDAQ Execution Services, LLC NSDQ 1.15 0.00 0.42 27.01 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Cboe EDGX U.S. Equities Exchange EDGX 0.82 0.00 0.00 19.33 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Two Sigma Securities, LLC SOHO 0.78 0.81 0.63 0.37 0.86 0 0.0000 0 0.0000 0 0.0000 0 0.0000 State Street Global Markets, LLC SSBS 0.71 0.71 1.59 0.15 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 JANE STREET CAPITAL, LLC JNST 0.54 0.56 0.63 0.07 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 [Insert discussion of the material aspects of the relationship with this venue pursuant to rule 606(a)(1)(iv).] 100.00 70.65 4.11 22.71 2.52 Citadel Securities LLC CDRG 39.44 34.66 29.55 52.82 66.67 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Susquehanna Capital Group SUSQ 24.84 31.35 29.55 4.44 22.22 0 0.0000 0 0.0000 0 0.0000 0 0.0000 MORGAN STANLEY & CO. LLC MSCO 15.63 17.99 15.91 10.08 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Citigroup Global Markets, Inc. CITI 9.86 10.05 13.64 8.47 11.11 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Wolverine Execution Services LLC WEXX 5.95 2.25 4.55 18.15 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 DASH FINANCIAL TECHNOLOGIES LLC DASH 4.19 3.70 4.55 6.05 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Other UNKN 0.09 0.00 2.27 0.00 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 [Insert discussion of the material aspects of the relationship with this venue pursuant to rule 606(a)(1)(iv).] 03 2020 100.00 89.61 1.94 7.18 1.26 Citadel Securities LLC CDRG 40.30 42.12 36.01 22.50 49.37 0 0.0000 0 0.0000 0 0.0000 0 0.0000 National Financial Services LLC XSTM 25.24 27.60 37.12 0.95 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 VIRTU Americas LLC NITE 13.26 13.42 10.11 11.20 29.71 0 0.0000 0 0.0000 0 0.0000 0 0.0000 G1 Execution Services, LLC ETMM 7.45 7.92 5.54 3.76 0.42 0 0.0000 0 0.0000 0 0.0000 0 0.0000 UBS Securities, LLC UBSS 4.17 4.52 3.19 0.77 5.44 0 0.0000 0 0.0000 0 0.0000 0 0.0000 NASDAQ Execution Services, LLC NSDQ 2.75 0.00 0.83 30.19 8.37 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Two Sigma Securities, LLC SOHO 2.04 2.22 0.97 0.34 4.60 0 0.0000 0 0.0000 0 0.0000 0 0.0000 New York Stock Exchange NYSE 1.92 0.00 4.29 20.53 1.67 0 0.0000 0 0.0000 0 0.0000 0 0.0000 JANE STREET CAPITAL, LLC JNST 1.86 1.97 1.52 0.92 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Cboe EDGX U.S. Equities Exchange EDGX 0.68 0.00 0.00 7.63 0.42 0 0.0000 0 0.0000 0 0.0000 0 0.0000 [Insert discussion of the material aspects of the relationship with this venue pursuant to rule 606(a)(1)(iv).] 100.00 92.09 2.08 5.33 0.50 Citadel Securities LLC CDRG 38.86 40.26 32.70 16.75 63.24 0 0.0000 0 0.0000 0 0.0000 0 0.0000 National Financial Services LLC XSTM 30.39 31.91 41.37 2.26 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 VIRTU Americas LLC NITE 12.39 12.69 10.16 7.68 24.32 0 0.0000 0 0.0000 0 0.0000 0 0.0000 G1 Execution Services, LLC ETMM 6.55 6.79 6.03 3.19 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 UBS Securities, LLC UBSS 3.67 3.87 2.84 0.74 3.24 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Two Sigma Securities, LLC SOHO 1.93 2.02 1.56 0.40 4.32 0 0.0000 0 0.0000 0 0.0000 0 0.0000 JANE STREET CAPITAL, LLC JNST 1.62 1.69 1.35 0.51 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 NASDAQ Execution Services, LLC NSDQ 1.55 0.00 0.34 27.97 1.08 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Cboe EDGX U.S. Equities Exchange EDGX 1.06 0.00 0.00 19.30 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 State Street Global Markets, LLC SSBS 0.81 0.78 2.98 0.53 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 [Insert discussion of the material aspects of the relationship with this venue pursuant to rule 606(a)(1)(iv).] 100.00 63.86 3.58 30.30 2.26 Citadel Securities LLC CDRG 35.33 29.25 26.32 46.06 82.93 0 0.0000 0 0.0000 0 0.0000 0 0.0000 MORGAN STANLEY & CO. LLC MSCO 23.39 27.49 30.26 15.41 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Susquehanna Capital Group SUSQ 20.56 28.75 21.05 3.41 14.63 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Wolverine Execution Services LLC WEXX 7.71 3.02 2.63 19.00 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Citigroup Global Markets, Inc. CITI 7.39 6.62 9.21 9.14 2.44 0 0.0000 0 0.0000 0 0.0000 0 0.0000 DASH FINANCIAL TECHNOLOGIES LLC DASH 5.41 4.86 5.26 6.99 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Interactive Brokers LLC IBKR 0.16 0.00 3.95 0.00 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 Other UNKN 0.05 0.00 1.32 0.00 0.00 0 0.0000 0 0.0000 0 0.0000 0 0.0000 [Insert discussion of the material aspects of the relationship with this venue pursuant to rule 606(a)(1)(iv).]