KH4 WFG INVESTMENTS, INC. 2711 N HASKELL AVE SUITE 2900 DALLAS, TX 75204 SEC Rule 606 Quarterly Report for the Quarter Ending June 30, 2010 Securities Listed on New York Stock Exchange Summary Statistics : Non-directed orders as percentage of total customer orders 100.00% Market orders as percentage of total non-directed orders 76.35% Limit orders as percentage of total non-directed orders 14.23% Other orders as percentage of total non-directed orders 9.43% Venues Receiving Significant Percentage of Total Non-Directed Orders : 1. Knight Capital Markets, L.L.C. 31.54% 2. UBS Securities, L.L.C. 20.47% 3. Citadel Derivatives Group LLC 18.59% 4. National Financial Services, L.L.C. 17.42% 5. Citigroup Global Markets, Inc. 6.29% 6. Direct Edge ECN L.L.C. 1.68% 7. Goldman, Sachs & Co. 0.85% 8. BATS Exchange, Inc. 0.67% 9. Surge Trading, Inc. 0.39% 10. WFG Investments, Inc. 0.36% Information Concerning Significant Venues : 1. Knight Capital Markets, L.L.C. Types of Orders Routed to Venue : Market orders as percentage of total market orders 30.16% Limit orders as percentage of total limit orders 21.69% Other orders as percentage of total other orders 57.58% 2. UBS Securities, L.L.C. Types of Orders Routed to Venue : Market orders as percentage of total market orders 18.92% Limit orders as percentage of total limit orders 17.07% Other orders as percentage of total other orders 38.18% Page 1 of 8 3. Citadel Derivatives Group LLC Types of Orders Routed to Venue : Market orders as percentage of total market orders 21.30% Limit orders as percentage of total limit orders 15.19% Other orders as percentage of total other orders 1.72% 4. National Financial Services, L.L.C. Types of Orders Routed to Venue : Market orders as percentage of total market orders 18.34% Limit orders as percentage of total limit orders 24.03% Other orders as percentage of total other orders 0.00% 5. Citigroup Global Markets, Inc. Types of Orders Routed to Venue : Market orders as percentage of total market orders 7.33% Limit orders as percentage of total limit orders 3.15% Other orders as percentage of total other orders 2.53% 6. Direct Edge ECN L.L.C. Types of Orders Routed to Venue : Market orders as percentage of total market orders 0.00% Limit orders as percentage of total limit orders 11.78% Other orders as percentage of total other orders 0.00% 7. Goldman, Sachs & Co. Types of Orders Routed to Venue : Market orders as percentage of total market orders 1.02% Limit orders as percentage of total limit orders 0.47% Other orders as percentage of total other orders 0.00% 8. BATS Exchange, Inc. Types of Orders Routed to Venue : Market orders as percentage of total market orders 0.04% Limit orders as percentage of total limit orders 4.48% Other orders as percentage of total other orders 0.00% 9. Surge Trading, Inc. Types of Orders Routed to Venue : Market orders as percentage of total market orders 0.50% Limit orders as percentage of total limit orders 0.07% Other orders as percentage of total other orders 0.00% 10. WFG Investments, Inc. Types of Orders Routed to Venue : Market orders as percentage of total market orders 0.47% Limit orders as percentage of total limit orders 0.00% Other orders as percentage of total other orders 0.00% Page 2 of 8 Securities Listed on The Nasdaq Stock Market Summary Statistics : Non-directed orders as percentage of total customer orders 100.00% Market orders as percentage of total non-directed orders 75.06% Limit orders as percentage of total non-directed orders 16.34% Other orders as percentage of total non-directed orders 8.60% Venues Receiving Significant Percentage of Total Non-Directed Orders : 1. Knight Equity Markets, L.P. 27.37% 2. UBS Securities, L.L.C. 24.36% 3. National Financial Services, L.L.C. 19.38% 4. Citadel Derivatives Group LLC 13.41% 5. Citigroup Global Markets, Inc. 7.88% 6. Direct Edge ECN L.L.C. 1.69% 7. BATS Exchange, Inc. 1.03% 8. Surge Trading, Inc. 1.03% 9. Morgan, Keegan & Company, Inc. 0.75% 10. Other 0.43% Information Concerning Significant Venues : 1. Knight Equity Markets, L.P. Types of Orders Routed to Venue : Market orders as percentage of total market orders 23.41% Limit orders as percentage of total limit orders 18.25% Other orders as percentage of total other orders 79.33% 2. UBS Securities, L.L.C. Types of Orders Routed to Venue : Market orders as percentage of total market orders 27.15% Limit orders as percentage of total limit orders 15.61% Other orders as percentage of total other orders 16.67% 3. National Financial Services, L.L.C. Types of Orders Routed to Venue : Market orders as percentage of total market orders 18.44% Limit orders as percentage of total limit orders 33.86% Other orders as percentage of total other orders 0.00% 4. Citadel Derivatives Group LLC Types of Orders Routed to Venue : Market orders as percentage of total market orders 15.73% Limit orders as percentage of total limit orders 9.65% Other orders as percentage of total other orders 0.33% 5. Citigroup Global Markets, Inc. Types of Orders Routed to Venue : Market orders as percentage of total market orders 9.74% Limit orders as percentage of total limit orders 1.58% Other orders as percentage of total other orders 3.67% Page 3 of 8 6. Direct Edge ECN L.L.C. Types of Orders Routed to Venue : Market orders as percentage of total market orders 0.00% Limit orders as percentage of total limit orders 10.35% Other orders as percentage of total other orders 0.00% 7. BATS Exchange, Inc. Types of Orders Routed to Venue : Market orders as percentage of total market orders 0.00% Limit orders as percentage of total limit orders 6.32% Other orders as percentage of total other orders 0.00% 8. Surge Trading, Inc. Types of Orders Routed to Venue : Market orders as percentage of total market orders 1.34% Limit orders as percentage of total limit orders 0.18% Other orders as percentage of total other orders 0.00% 9. Morgan, Keegan & Company, Inc. Types of Orders Routed to Venue : Market orders as percentage of total market orders 0.99% Limit orders as percentage of total limit orders 0.00% Other orders as percentage of total other orders 0.00% 10. Other Types of Orders Routed to Venue : Market orders as percentage of total market orders 0.38% Limit orders as percentage of total limit orders 0.88% Other orders as percentage of total other orders 0.00% Page 4 of 8 Securities Listed on NYSE Amex or Regional Exchanges Summary Statistics : Non-directed orders as percentage of total customer orders 100.00% Market orders as percentage of total non-directed orders 77.55% Limit orders as percentage of total non-directed orders 19.18% Other orders as percentage of total non-directed orders 3.27% Venues Receiving Significant Percentage of Total Non-Directed Orders : 1. Citadel Derivatives Group LLC 30.23% 2. UBS Securities, L.L.C. 21.11% 3. National Financial Services, L.L.C. 20.54% 4. Knight Capital Markets, L.L.C. 19.18% 5. Citigroup Global Markets, Inc. 3.15% 6. Direct Edge ECN L.L.C. 2.73% 7. BATS Exchange, Inc. 1.21% 8. WFG Investments, Inc. 0.58% 9. NYSE Arca 0.33% 10. Morgan, Keegan & Company, Inc. 0.33% Information Concerning Significant Venues : 1. Citadel Derivatives Group LLC Types of Orders Routed to Venue : Market orders as percentage of total market orders 36.41% Limit orders as percentage of total limit orders 8.85% Other orders as percentage of total other orders 9.26% 2. UBS Securities, L.L.C. Types of Orders Routed to Venue : Market orders as percentage of total market orders 21.72% Limit orders as percentage of total limit orders 14.85% Other orders as percentage of total other orders 43.52% 3. National Financial Services, L.L.C. Types of Orders Routed to Venue : Market orders as percentage of total market orders 19.45% Limit orders as percentage of total limit orders 28.44% Other orders as percentage of total other orders 0.00% 4. Knight Capital Markets, L.L.C. Types of Orders Routed to Venue : Market orders as percentage of total market orders 17.77% Limit orders as percentage of total limit orders 21.01% Other orders as percentage of total other orders 41.67% 5. Citigroup Global Markets, Inc. Types of Orders Routed to Venue : Market orders as percentage of total market orders 2.77% Limit orders as percentage of total limit orders 4.27% Other orders as percentage of total other orders 5.56% Page 5 of 8 6. Direct Edge ECN L.L.C. Types of Orders Routed to Venue : Market orders as percentage of total market orders 0.00% Limit orders as percentage of total limit orders 14.22% Other orders as percentage of total other orders 0.00% 7. BATS Exchange, Inc. Types of Orders Routed to Venue : Market orders as percentage of total market orders 0.00% Limit orders as percentage of total limit orders 6.32% Other orders as percentage of total other orders 0.00% 8. WFG Investments, Inc. Types of Orders Routed to Venue : Market orders as percentage of total market orders 0.74% Limit orders as percentage of total limit orders 0.00% Other orders as percentage of total other orders 0.00% 9. NYSE Arca Types of Orders Routed to Venue : Market orders as percentage of total market orders 0.00% Limit orders as percentage of total limit orders 1.74% Other orders as percentage of total other orders 0.00% 10. Morgan, Keegan & Company, Inc. Types of Orders Routed to Venue : Market orders as percentage of total market orders 0.43% Limit orders as percentage of total limit orders 0.00% Other orders as percentage of total other orders 0.00% Page 6 of 8 Exchange - Listed Options Summary Statistics : Non-directed orders as percentage of total customer orders 100.00% Market orders as percentage of total non-directed orders 16.30% Limit orders as percentage of total non-directed orders 83.70% Other orders as percentage of total non-directed orders 0.00% Venues Receiving Significant Percentage of Total Non-Directed Orders : 1. The Chicago Board Options Stock Exchange 45.57% 2. NASDAQ OMX PHLX 14.58% 3. NYSE Arca Options 14.22% 4. NYSE Amex Options 10.66% 5. The International Securities Exchange 9.59% 6. Other 2.51% 7. The Boston Option Exchange 2.30% 8. Nasdaq Execution Services, L.L.C. 0.43% 9. National Financial Services, L.L.C. 0.11% 10. BATS Options Exchange, Inc. 0.04% Information Concerning Significant Venues : 1. The Chicago Board Options Stock Exchange Types of Orders Routed to Venue : Market orders as percentage of total market orders 50.44% Limit orders as percentage of total limit orders 44.62% Other orders as percentage of total other orders 0.00% 2. NASDAQ OMX PHLX Types of Orders Routed to Venue : Market orders as percentage of total market orders 7.27% Limit orders as percentage of total limit orders 16.00% Other orders as percentage of total other orders 0.00% 3. NYSE Arca Options Types of Orders Routed to Venue : Market orders as percentage of total market orders 5.29% Limit orders as percentage of total limit orders 15.96% Other orders as percentage of total other orders 0.00% 4. NYSE Amex Options Types of Orders Routed to Venue : Market orders as percentage of total market orders 12.56% Limit orders as percentage of total limit orders 10.30% Other orders as percentage of total other orders 0.00% 5. The International Securities Exchange Types of Orders Routed to Venue : Market orders as percentage of total market orders 15.20% Limit orders as percentage of total limit orders 8.49% Other orders as percentage of total other orders 0.00% Page 7 of 8 6. Other Types of Orders Routed to Venue : Market orders as percentage of total market orders 2.42% Limit orders as percentage of total limit orders 2.53% Other orders as percentage of total other orders 0.00% 7. The Boston Option Exchange Types of Orders Routed to Venue : Market orders as percentage of total market orders 5.73% Limit orders as percentage of total limit orders 1.63% Other orders as percentage of total other orders 0.00% 8. Nasdaq Execution Services, L.L.C. Types of Orders Routed to Venue : Market orders as percentage of total market orders 0.88% Limit orders as percentage of total limit orders 0.34% Other orders as percentage of total other orders 0.00% 9. National Financial Services, L.L.C. Types of Orders Routed to Venue : Market orders as percentage of total market orders 0.00% Limit orders as percentage of total limit orders 0.13% Other orders as percentage of total other orders 0.00% 10. BATS Options Exchange, Inc. Types of Orders Routed to Venue : Market orders as percentage of total market orders 0.22% Limit orders as percentage of total limit orders 0.00% Other orders as percentage of total other orders 0.00% Page 8 of 8