Statement of Financial Condition

UBS Securities LLC Notes to the Statement of Financial Condition (continued) (In Thousands) 6. Fair Value Measurement (continued) Assets and liabilities measured at fair value on a recurring basis At December 31, 2021, securities owned and securities sold, not yet purchased by the Company are illustrated in the following two tables: Financial Instruments owned, at fair value U.S. Government and agency obligations Mortgage-backed obligations Corporate debt Equities and warrants Options Money market and commercial paper Derivative equity contracts Derivative interest rate contacts Financial assets designated at fair value Brokerage receivables Financial Instruments sold, not yet purchased, at fair value U.S. Government and agency obligations Corporate debt Equities and warrants Options Money market and commercial paper Derivative equity contracts Derivative interest rate contracts (Level 1) $ 4,472,814 2,655 460,682 678 $ 4,936,829 (Level 1) $ (Level 1) $ 2,829,079 406 378,602 104 $ 3,208,191 (Level 2) $385,418 162,656 1,346,597 411,111 18,059 11,152 3,974 $ 2,338,967 (Level 2) $ 1,623,275 (Level 2) $ 1 828,621 62,548 75 11,153 4,696 $ 907,094 (Level 3) $ 47,741 2,884 1,788,843 $ 1,839,468 (Level 3) $ (Level 3) $ 20 1,636 $1,656 Total fair value $ 4,858,232 210,397 1,352,136 2,660,636 18,059 11,152 4,652 $ 9,115,264 Total fair value $ 1,623,275 Total fair value $ 2,829,080 829,047 442,786 75 11,153 4,800 $4,116,941 20

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