Spreadsheet: david_delainey__8081__MP082800-DD
Sheet: MPR 81100

 |  |  |  |  |  |  |  |  | Today's | Previous Day's |  |  |  | Market | Previous | Change | UNUSED DO NOT DELETE |  |  | Market | Enron |  |  |  |  |  |  | Previous Day | Profit & Loss Summary |  |  |  |  |  |  |  |  |  |  |  |  | No of |  | Market | Today's Profit & Loss Summary |  |  |  |  |  |  |  | Today's | Previous Day's | Previous Day's Profit & Loss Summary |  |  |  |  |  |  |  | Previous Day's | Is Security | Absolute Change in | RAROC Reset |  |  |  |  | Real-Time | Today's Delta |  | Real-Time | Last Day's |  |  |  |  |  |  |  |  | Previous QTD for Asset P&L QTD Tracking of Privates Only! |  |  |  | Combined | Calculated
 |  | Commercial |  |  |  |  | Equity |  | Number of | Number of |  | Sector |  | Value | Market Value | Market Value |  |  |  | Value | Company Tag | Asset | Hedge | Net | Asset | Hedge | Net | Market | Daily |  |  |  | QTD |  |  |  | 1999-12-31 00:00:00 | 6/30/00 | YTD | Gamma | Revaluation | Underlying | Delta | Value | MTD |  |  |  | YTD |  |  |  | Underlying | Underlying | MTD |  |  |  | YTD |  |  |  | Revaluation | Ever Priced | RAROC Value | Required | Previous Day's | Cost Basis | Cost | Instrument | Calculated | Equivalent Shares | Original | Underlying | Underlying | Daily | MTD | QTD | YTD | Daily | MTD | QTD | YTD | Previous QTD |  |  |  | Target | Combined
Asset Class | Book | Group | Telephone # | Asset | Ticker | Sector | Type | Instrument | Shares/Units | Shares/Units | Gamma | Beta | Delta | Per Share | Per Share | Per Share | Do Not Delete | Do Not Delete | Do Not Delete | 2000-08-11 00:00:00 | Name | Total | Total | Total | Index | Index | Index | Value | Asset P&L | Hedge P&L | Valuation P&L | Total P&L | Asset P&L | Hedge P&L | Valuation P&L | Total P&L | Pre-RAROC | Carrying Value | P&L | Position | Carrying Value | Warrants/Share | Position | Per Underlying Share | Asset P&L | Hedge P&L | Valuation P&L | Total P&L | Asset P&L | Hedge P&L | Valuation P&L | Total P&L | Per Share | Per Share | Asset P&L | Hedge P&L | Valuation P&L | Total P&L | Asset P&L | Hedge P&L | Valuation P&L | Total P&L | Carrying Value | of RAROC? | Today | for Security? | Valuation P&L | Per Share | Basis | Type | P&L | of Underlying | Sequence | Price Feed | Price Feed | Funding | Funding | Funding | Funding | Commitments | Commitments | Commitments | Commitments | Asset P&L | Hedge P&L | Valuation P&L | Total P&L | Beta | Beta
Accrual Income | Canada |  |  | Canada - Accruals |  | Canada | Public | Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 63085.97 | 63085.97 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 63085.97 | 63085.97 | 0 | N | 0 | False | 0 | 0 | 0 | 83 | 0 | 0 | 127 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 63085.97 | 63085.97 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Canadian - Private | Canada | Kitagawa | [PHONE] | Invasion Energy |  | Canadian Energy | Private | Common Equity | 1 | 1 | 0 | 0 | 1 | 2769148 | 2769148 | 0 | 5083-7164 | 0 | 0 | 2769148 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 2769148 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 14192 | 2769148 | 0 | 0 | 2769148 | 1 | 2769148 | 2769148 | 0 | 0 | 0 | 0 | 0 | 0 | 1240725 | 1240725 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 1240725 | 1240725 | 2769148 | Y | 0 | False | 0 | 0 | 0 | 4 | 0 | 0 | 113 | 0 | 0 | 0 | 0 | 0 | -71565 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Canadian - Private | Canada | Devries | [PHONE] | Papier Masson Canada |  | Canadian Paper | Private | Common Equity | 1 | 1 | 0 | 0.17 | 1 | 11962049.79033321 | 11942348.81511089 | 19700.97522232123 | 1087-1200-Canada | 0 | 0 | 11962049.79033321 | 001:Enron-NA | 2033548.464356645 | -1081997.645782938 | 951550.8185737072 | 0 | 0 | 0 | 11942348.81511089 | 19700.97522232123 | -19700.97522232053 | 0 | 6.984919309616089e-10 | 102555.226504907 | -102555.2265049124 | 0 | -5.443098416435532e-09 | -25523.9999999974 | 11859494.5638283 | 0 | 0 | 11859494.5638283 | 1 | 11962049.79033321 | 11962049.79033321 | 71621.96208752692 | -71621.96208752682 | 0 | 1.125499693443999e-10 | -39742.62466679327 | -38920.98230492759 | 701730 | 623066.3930282805 |  |  | 51920.98686520569 | -51920.98686520629 | 0 | -5.85941961617209e-10 | -59443.5998891145 | -19220.00708260706 | 701730 | 623066.3930282798 | 11859494.5638283 | Y | 0 | False | 0 | 0 | 0 | 4 | 19700.97522232123 | 0 | 114 | 0 | 0 | 0 | 0 | 0 | 2211859.415 | 0 | 0 | 0 | 0 | 82854.25128258578 | -82854.25128259191 | 0 | -6.141590347397141e-09 | 0.17 | 0.09045252818269692
Canadian - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 14731197.79033321 |  | 2033548.464356645 | -1081997.645782938 | 951550.8185737072 | 0 | 0 | 0 | 14711496.81511089 | 19700.97522232123 | -19700.97522232053 | 0 | 6.984919309616089e-10 | 102555.226504907 | -102555.2265049124 | 0 | -5.443098416435532e-09 |  | 14628642.5638283 |  |  | 14628642.5638283 |  |  |  | 71621.96208752692 | -71621.96208752682 | 0 | 1.125499693443999e-10 | -39742.62466679327 | -38920.98230492759 | 1942455 | 1863791.39302828 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Canadian - Public | Canada | Kitagawa | [PHONE] | Beau Canada Common | CA;BAU | Canadian Energy | Public | Common Equity | 4200000 | 4200000 | 0 | 0.64 | 1 | 0.9912339851652056 | 0.9443507588532883 | 0.04688322631191721 | 9-10 | 0 | 0 | 4163182.737693863 | 001:Enron-NA | 5328873.904248145 | -2738989.710716254 | 2589884.193531891 | 2664436.952124073 | -5031702.770140414 | -2367265.818016341 | 3966273.187183811 | 196909.5505100526 | -32464.86632373014 | 0 | 164444.6841863224 | -443948.5776136848 | -130980.0457938207 | 0 | -574928.6234075055 | -1248401.620263485 | 4607131.315307548 | 0 | 0 | 5118505.42070764 | 1 | 4163182.737693863 | 0.9912339851652056 | 468638.9563350691 | -101723.6607287649 | 0 | 366915.2956063043 | -683237.3952804753 | -394619.3870614765 | 0 | -1077856.782341952 | 0.9912339851652056 | 0.9443507588532883 | 271729.4058250166 | -69258.79440503471 | 0 | 202470.6114199819 | -880146.9457905279 | -362154.5207377463 | 0 | -1242301.466528274 | 5118505.42070764 | N | 0 | False | 0 | 1.19 | 4998000 | 3 | 196909.5505100526 | 0 | 105 | 0.9912339851652056 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -640858.1281237374 | -98515.17947009057 | 0 | -739373.307593828 | 1.28 | 0.6579076354052811
Canadian - Public | Canada | Kitagawa | [PHONE] | Place Resources Common | CA;PLG | Canadian Energy | Public | Common Equity | 741000 | 741000 | 0 | 0.64 | 1 | 1.625084288604181 | 1.686340640809444 | -0.06125635220526293 | 78-99 | 0 | 0 | 1204187.457855698 | 001:Enron-NA | 1541359.946055293 | -862921.5032486158 | 678438.4428066775 | 770679.9730276467 | -1585243.092123319 | -814563.1190956727 | 1249578.414839798 | -45390.9569840997 | -10228.08926270579 | 0 | -55619.04624680549 | -476663.8679164499 | -41933.29416095327 | 0 | -518597.1620774029 | -169007.2338687661 | 1680851.325772148 | 0 | 0 | 1496628.802086124 | 1 | 1204187.457855698 | 1.625084288604181 | -24248.34944610111 | -33165.7275378365 | 0 | -57414.07698393761 | -405116.4811847361 | -120658.2077990659 | 0 | -525774.6889838019 | 1.625084288604181 | 1.686340640809444 | 21142.60753799859 | -22937.6382751307 | 0 | -1795.030737132118 | -359725.5242006364 | -110430.1185363602 | 0 | -470155.6427369964 | 1496628.802086124 | N | 0 | False | 0 | 1.34 | 992940 | 3 | -45390.9569840997 | 0 | 106 | 1.625084288604181 | 0 | 0 | 0 | 0 | -19744.8451526206 | 0 | 0 | 0 | 0 | -431272.9109323502 | -31705.20489824747 | 0 | -462978.1158305975 | 1.28 | 0.7166006402235944
Canadian - Public | Canada | Kitagawa | [PHONE] | Zargon Common | CA;ZAR | Canadian Energy | Public | Common Equity | 0 | 0 | 0 | 0.64 | 1 | 2.596089008766015 | 2.495784148397977 | 0.1003048603680381 | 100-124 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -94077.5997571729 | 0 | 0 | 0 | 0 | 1 | 0 | 2.596089008766015 | 0 | 0 | 0 | 0 | 74526.44352359613 | -888.8910222775967 | -45653.42 | 27984.13250131853 | 2.596089008766015 | 2.495784148397977 | 0 | 0 | 0 | 0 | 74526.44352359613 | -888.8910222775967 | -45653.42 | 27984.13250131853 | 0 | N | 0 | False | 0 | 2.1 | 0 | 3 | 0 | 0 | 107 | 2.596089008766015 | 0 | 0 | 0 | 0 | -889050.8356201238 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1.28 | 0
Canadian - Public | Canada | Kitagawa | [PHONE] | Cypress Energy Common Canada | CA;CYZ.A BS | Canadian Energy | Public | Common Equity | 438325 | 438325 | 0 | 0.64 | 1 | 4.28186109238031 | 4.283305227655987 | -0.001444135275677105 | 577-10073 | 0 | 0 | 1876846.763317599 | 001:Enron-NA | 2402363.857046527 | -1296531.406875954 | 1105832.450170573 | 1201181.928523263 | -2381812.770609424 | -1180630.842086161 | 1877479.76391231 | -633.000594711164 | -15367.60749558949 | 0 | -16000.60809030066 | -106658.2346561952 | -60099.49049538245 | 0 | -166757.7251515776 | 0 | 1983504.997973794 | 0 | 0 | 1635560.519328202 | 1 | 1876846.763317599 | 4.28186109238031 | 112104.1126515998 | -48220.35499534987 | 0 | 63883.75765624994 | 79329.6854116994 | -151574.3934025657 | -10511.71 | -82756.41799086623 | 4.28186109238031 | 4.283305227655987 | 112737.113246311 | -32852.74749976037 | 0 | 79884.3657465506 | 79962.68600641057 | -136206.7859069762 | -10511.71 | -66755.80990056557 | 1635560.519328202 | N | 0 | False | 0 | 3.53 | 1547287.25 | 3 | -633.000594711164 | 0 | 108 | 4.28186109238031 | 0 | 0 | 0 | 0 | -483173.28 | 0 | 0 | 0 | 0 | -106025.234061484 | -44731.88299979296 | 0 | -150757.1170612769 | 1.28 | 0.6908030171755453
Canadian - Public | Canada | Kitagawa | [PHONE] | Cypress Energy Common | CA;CYZ.A | Canadian Energy | Public | Common Equity | 88188 | 88188 | 0 | 0.64 | 1 | 4.28186109238031 | 4.283305227655987 | -0.001444135275677105 | 577-623 | 0 | 0 | 377608.7660148347 | 001:Enron-NA | 483339.2204989885 | -260853.2748749822 | 222485.9456240062 | 241669.6102494942 | -479204.4820954859 | -237534.8718459917 | 377736.1214165261 | -127.3554016913986 | -3091.857799169672 | 0 | -3219.21320086107 | -22474.6799155139 | -12091.49997049724 | -14412 | -48978.17988601112 | -1514051.860620923 | 400083.4459303487 | 0 | 0 | 1613780.409247055 | 1 | 377608.7660148347 | 4.28186109238031 | 22554.58275598992 | -9701.606493651774 | -14412 | -1559.023737661856 | 87407.30890649173 | -109553.3483025879 | -14412 | -36558.03939609571 | 4.28186109238031 | 4.283305227655987 | 22681.93815768132 | -6609.748694482102 | -14412 | 1660.189463199215 | 87534.66430818313 | -106461.4905034183 | -14412 | -33338.82619523464 | 1613780.409247055 | N | 0 | False | -14412 | 3.53 | 311303.64 | 3 | -127.3554016913986 | 0 | 109 | 4.28186109238031 | 0 | 0 | 0 | 0 | -3130836.15 | 0 | 0 | 0 | 0 | -22347.3245138225 | -8999.64217132757 | -14412 | -45758.96668515005 | 1.28 | 0.690803017175545
Canadian - Public | Canada | Kitagawa | [PHONE] | Startech Common Canada | CA;SEH | Canadian Energy | Public | Common Equity | 0 | 0 | 0 | 0 | 1 | 4.720161834120026 | 4.688026981450253 | 0.03213485266977312 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 4.720161834120026 | 0 | 0 | 0 | 0 | 149362.4657571428 | 0 | 51118.6 | 200481.0657571428 | 4.720161834120026 | 4.688026981450253 | 0 | 0 | 0 | 0 | 149362.4657571428 | 0 | 51118.6 | 200481.0657571428 | 0 | N | 0 | False | 0 | 4.84 | 0 | 3 | 0 | 0 | 110 | 4.720161834120026 | 0 | 0 | 0 | 0 | -2327482.142857143 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Canadian - Public | Canada | Kitagawa | [PHONE] | Startech Common | CA;SEH | Canadian Energy | Public | Common Equity | 700000 | 700000 | 0 | 0.64 | 1 | 4.720161834120026 | 4.688026981450253 | 0.03213485266977312 | 576-622 | 0 | 0 | 3304113.283884019 | 001:Enron-NA | 4229265.003371544 | -2266187.915414044 | 1963077.0879575 | 2114632.501685772 | -4163135.030056653 | -2048502.528370881 | 3281618.887015177 | 22494.39686884126 | -26860.81201784815 | 0 | -4366.415149006891 | -629959.752849794 | -114378.5770623245 | 0 | -744338.3299121185 | -2149674.657772701 | 3934073.036733813 | 0 | 0 | 3594456.053867725 | 1 | 3304113.283884019 | 4.720161834120026 | -295698.6056450624 | -91673.8596926694 | 0 | -387372.4653377318 | 336112.3497075057 | -279055.1931865641 | 0 | 57057.15652094183 | 4.720161834120026 | 4.688026981450253 | -318193.0025139037 | -64813.04767482125 | 0 | -383006.0501887249 | 313617.9528386644 | -252194.3811687159 | 0 | 61423.57166994872 | 3594456.053867725 | N | 0 | False | 0 | 4.84 | 3388000 | 3 | 22494.39686884126 | 0 | 111 | 4.720161834120026 | 0 | 0 | 0 | 0 | -727903.8558958772 | 0 | 0 | 0 | 0 | -652454.1497186352 | -87517.76504447637 | 0 | -739971.9147631116 | 1.28 | 0.6858687099100055
Canadian - Public | Canada | Kitagawa | [PHONE] | Startech [NAME] | CA;SEH BS | Canadian Energy | Public | Common Equity | 600000 | 600000 | 0 | 0 | 1 | 4.720161834120026 | 4.688026981450253 | 0.03213485266977312 | 576-0 | 0 | 0 | 2832097.100472016 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 2812816.188870152 | 19280.9116018638 | 0 | 0 | 19280.9116018638 | -531404.1827915264 | 0 | -96279 | -627683.1827915264 | 0 | 3363501.283263542 | 0 | 0 | 2875564.84309418 | 1 | 2832097.100472016 | 4.720161834120026 | -253455.947695768 | 0 | -96279 | -349734.947695768 | 195583.8895102777 | 0 | -132384.1603488457 | 63199.72916143201 | 4.720161834120026 | 4.688026981450253 | -272736.8592976318 | 0 | -96279 | -369015.8592976318 | 176302.9779084139 | 0 | -132384.1603488457 | 43918.81755956821 | 2875564.84309418 | N | 0 | False | -96279 | 4.84 | 2904000 | 3 | 19280.9116018638 | 0 | 112 | 4.720161834120026 | 0 | 0 | 0 | 0 | -51417 | 0 | 0 | 0 | 0 | -550685.0943933902 | 0 | -96279 | -646964.0943933902 | 0 | 0
Canadian - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 13758036.10923803 |  | 13985201.9312205 | -7425483.811129849 | 6559718.120090649 | 6992600.965610249 | -13641098.1450253 | -6648497.179415047 | 13565502.56323778 | 192533.5460002554 | -88013.23289904324 | 0 | 104520.3131012121 | -2211109.295743164 | -359482.9074829782 | -110691 | -2681283.203226142 |  | 15969145.40498119 |  |  | 16334496.04833092 |  |  |  | 29894.74895572732 | -284485.2094482724 | -110691 | -365281.460492545 | -166031.733648498 | -1056349.420774538 | -151842.6903488457 | -1374223.84477188 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Warrants - Public | Canada | Kitagawa | [PHONE] | Beau Canada Warrants | CA;BAU | Canadian Energy | Warrants | Warrants | 4937500 | 4937500 | 2.025316455696203e-12 | 0 | 2.025316455696203e-12 | 0 | 0 | 0 | 9-1742 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -169226.8325979738 | 0 | 0 | 1.47e-05 | 0 | 1 | 1.47e-05 | 1.47 | 0 | 0 | 0 | 0 | -22473.40485887684 | 0 | 0 | -22473.40485887684 | 0.9912339851652056 | 0.9443507588532883 | 0 | 0 | 0 | 0 | -22473.40485887684 | 0 | 0 | -22473.40485887684 | 0 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 1e-05 | 104 | 0.9912339851652056 | 0.9912339851652056 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Warrants - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | -22473.40485887684 | 0 | 0 | -22473.40485887684 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Canada Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 28489233.89957124 |  | 16018750.39557714 | -8507481.45691279 | 7511268.938664355 | 6992600.965610249 | -13641098.1450253 | -6648497.179415047 | 28276999.37834866 | 212234.5212225766 | -107714.2081213638 | 0 | 104520.3131012128 | -2108554.069238257 | -462038.1339878906 | -110691 | -2681283.203226147 |  | 30597787.96880949 |  |  | 30963138.61215923 |  |  |  | 101516.7110432542 | -356107.1715357992 | -110691 | -365281.4604925449 | -228247.7631741683 | -1095270.403079465 | 1853698.279651155 | 530180.113397523 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Accrual Income | Downstream |  |  | Downstream - Accruals |  | Downstream | Public | Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -487250.01 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 527 | 527 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 527 | 527 | 0 | N | 0 | False | 0 | 0 | 0 | 83 | 0 | 0 | 131 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 527 | 527 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Priv. Equity Partnerships | Downstream | Ajello | [PHONE] | Heartland Industrial Partners |  | Steel | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 7663-9964 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -151202 | -151202 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -151202 | -151202 | 0 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 166 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -151202 | -151202 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Structured Credit-MTM | Downstream | Ajello | [PHONE] | Steel Dynamics Term Loan |  | Steel | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 90-6219 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 334694.859220786 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | N | 0 | False | 0 | 0 | 0 | 16 | 0 | 0 | 203 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-MTM | Downstream | Ajello | [PHONE] | Steel Dynamics Revolver |  | Steel | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 90-112 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 441718.9914503846 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -0.2200000000011642 | -0.2200000000011642 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -0.2200000000011642 | -0.2200000000011642 | 0 | N | 0 | False | 0 | 0 | 0 | 16 | 0 | 0 | 204 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-MTM Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -0.2200000000011642 | -0.2200000000011642 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Downstream Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -150675.22 | -150675.22 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
ENA Treasury | ENA Treasury | Kerrigan | [PHONE] | FirstWorld Total Return Swap |  | Other | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2509473 | -2509473 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -2509473 | -2509473 | 0 | Y | 0 | False | 0 | 0 | 0 | 82 | 0 | 0 | 251 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
ENA Treasury | ENA Treasury | Kerrigan | [PHONE] | Iguana Total Return Swap |  | Other | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -9202421 | -9202421 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -9202421 | -9202421 | 0 | Y | 0 | False | 0 | 0 | 0 | 82 | 0 | 0 | 252 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
ENA Treasury Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -11711894 | -11711894 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | ENA Treasury Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -11711894 | -11711894 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Accrual Income | Energy Capital Resources |  |  | Energy Capital Services - Accruals |  | Energy Capital Services | Public | Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 88783.59 | 88783.59 | -1977378.38 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 5431.59 | 5431.59 | 0 | 0 | 2127369.17 | 2127369.17 |  |  | 0 | 0 | 5431.59 | 5431.59 | 0 | 0 | 2127369.17 | 2127369.17 | 0 | N | 0 | False | 88783.59 | 0 | 0 | 83 | 0 | 0 | 134 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 88783.59 | 88783.59 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 88783.59 | 88783.59 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 5431.59 | 5431.59 | 0 | 0 | 2127369.17 | 2127369.17 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Priv. Equity Partnerships | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | Ridgelake ORRI |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 1 | 132383.76 | 132383.76 | 0 | 3194-5978 | 0 | 0 | 132383.76 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 132383.76 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 132383.76 | 0 | 0 | 132383.76 | 1 | 132383.76 | 132383.76 | 0 | 0 | 0 | 0 | 0.2700000000186265 | 0 | 0 | 0.2700000000186265 |  |  | 0 | 0 | 0 | 0 | 0.2700000000186265 | 0 | 0 | 0.2700000000186265 | 132383.76 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 72 | 0 | 0 | 0 | 0 | 0 | -539901.51 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Energy Capital Resources | Pruett/Thompson | [PHONE]/[PHONE] | Ameritex |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 4533932.76 | 4533932.76 | 0 | 3-3 | 0 | 0 | 4533932.76 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4533932.76 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4441800 | 0 | 0 | 4441800 | 1 | 0 | 4533932.76 | 0 | 0 | 0 | 0 | -649642.17 | 0 | 0 | -649642.17 |  |  | 0 | 0 | 0 | 0 | -649642.17 | 0 | 0 | -649642.17 | 4441800 | Y | 0 | False | 0 | 623970 | 623970 | 12 | 0 | 0 | 140 | 0 | 0 | 0 | 0 | 92132.76 | -66890.07 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Energy Capital Resources | Pruett/Thompson | [PHONE]/[PHONE] | Aspect Resources ORRI |  | Energy | Private | Royalty Trust | 1 | 1 | 0 | 0 | 0 | 1934921.1 | 1934921.1 | 0 | 6-2280 | 0 | 0 | 1934921.1 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 1934921.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1610833 | 0 | 0 | 1610833 | 1 | 0 | 1934921.1 | 0 | 0 | 0 | 0 | 86200.70000000007 | 0 | 0 | 86200.70000000007 |  |  | 0 | 0 | 0 | 0 | 86200.70000000007 | 0 | 0 | 86200.70000000007 | 1610833 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 141 | 0 | 0 | 0 | 324088.1 | 324088.1 | 28720.4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Energy Capital Resources | Pruett/Thompson | [PHONE]/[PHONE] | Forman Petroleum |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 44-341 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 47875.66 | 47875.66 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | -904.34 | -904.34 | 0 | 0 | 145577.55 | 145577.55 |  |  | 0 | 0 | -904.34 | -904.34 | 0 | 0 | 145577.55 | 145577.55 | 0 | Y | 0 | False | 47875.66 | -9375 | -9375 | 12 | 0 | 0 | 165 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 47875.66 | 47875.66 | 0 | 0
Priv. Equity Partnerships | Energy Capital Resources | Pruett/Thompson | [PHONE]/[PHONE] | Juniper |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 19609625 | 19609625 | 0 | 887-978 | 0 | 0 | 19609625 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 19609625 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 19609625 | 0 | 0 | 19609625 | 1 | 0 | 19609625 | 0 | 0 | 0 | 0 | 651521.7400000021 | 0 | 0 | 651521.7400000021 |  |  | 0 | 0 | 0 | 0 | 651521.7400000021 | 0 | 0 | 651521.7400000021 | 19609625 | Y | 0 | False | 0 | 2269099 | 2269099 | 12 | 0 | 0 | 169 | 0 | 0 | 0 | 0 | 0 | 5292505.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | NG Resources Equity |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 9588768 | 8238768 | 1350000 | 7502-9802 | 0 | 0 | 9588768 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 8238768 | 1350000 | 0 | 0 | 1350000 | 1350000 | 0 | 260000 | 1610000 | 0 | 6536268 | 0 | 0 | 9588768 | 1 | 0 | 9588768 | 1350000 | 0 | 260000 | 1610000 | 1350000 | 0 | 260000 | 1610000 |  |  | 0 | 0 | 260000 | 260000 | 0 | 0 | 260000 | 260000 | 6536268 | N | 3052500 | True | 260000 | 0 | 0 | 12 | 1350000 | 0 | 178 | 0 | 0 | 0 | 0 | 1702500 | 8238768 | 0 | 0 | 0 | 0 | 0 | 0 | 260000 | 260000 | 0 | 0
Priv. Equity Partnerships | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | [NAME]/Bonne Terre |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 17054345.75 | 17054345.75 | 0 | 907-998 | 0 | 0 | 17054345.75 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 17054345.75 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 17054345.75 | 0 | 0 | 17054345.75 | 1 | 0 | 17054345.75 | 0 | 0 | 0 | 0 | -790625 | 0 | 0 | -790625 |  |  | 0 | 0 | 0 | 0 | -790625 | 0 | 0 | -790625 | 17054345.75 | Y | 0 | False | 0 | 4785398 | 4785398 | 12 | 0 | 0 | 182 | 0 | 0 | 0 | 0 | 0 | 1424345.75 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | Sapphire Bay Independent |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 3744166.75 | 3744166.75 | 0 | 3974-5269 | 0 | 0 | 3744166.75 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 3744166.75 | 0 | 0 | 0 | 0 | 0 | 0 | 28700.46 | 28700.46 | 0 | 3715687 | 0 | 0 | 3715687 | 1 | 0 | 3744166.75 | 0 | 0 | 0 | 0 | 881110.24 | 0 | 83298.45 | 964408.69 |  |  | 0 | 0 | 0 | 0 | 881110.24 | 0 | 83298.45 | 964408.69 | 3715687 | Y | 0 | False | 28700.46 | 0 | 0 | 12 | 0 | 0 | 183 | 0 | 0 | 0 | 214257.96 | 28479.75 | 2102798.51 | 0 | 0 | 0 | 0 | 0 | 0 | 28700.46 | 28700.46 | 0 | 0
Priv. Equity Partnerships | Energy Capital Resources | Pruett/Thompson | [PHONE]/[PHONE] | Texland |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 6115166 | 6115166 | 0 | 888-979 | 0 | 0 | 6115166 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 6115166 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 6115166 | 0 | 0 | 6115166 | 1 | 0 | 6115166 | 0 | 0 | 0 | 0 | 347780.9500000007 | 0 | 0 | 347780.9500000007 |  |  | 0 | 0 | 0 | 0 | 347780.9500000007 | 0 | 0 | 347780.9500000007 | 6115166 | Y | 0 | False | 0 | 702344 | 702344 | 12 | 0 | 0 | 185 | 0 | 0 | 0 | 0 | 0 | 1697760.05 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | Vastar |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 18513996.36 | 18513996.36 | 0 | 98-122 | 0 | 0 | 18513996.36 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 18513996.36 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 18874713 | 0 | 0 | 18874713 | 1 | 0 | 18513996.36 | 0 | 0 | 0 | 0 | 1358890.28 | 0 | 0 | 1358890.28 |  |  | 0 | 0 | 0 | 0 | 1358890.28 | 0 | 0 | 1358890.28 | 18874713 | Y | 0 | False | 0 | 2864691 | 2864691 | 12 | 0 | 0 | 187 | 0 | 0 | 0 | 0 | -360716.64 | -2872678.92 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 81227305.47999999 |  | 0 | 0 | 0 | 0 | 0 | 0 | 79877305.47999999 | 1350000 | 0 | 0 | 1350000 | 1350000 | 0 | 336576.12 | 1686576.12 |  | 78090821.50999999 |  |  | 81143321.50999999 |  |  |  | 1350000 | 0 | 259095.66 | 1609095.66 | 3235237.01 | 0 | 488876 | 3724113.01 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1786483.97
US Private | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | CGAS Commodity |  | Energy | Private | Common Equity | 1 | 1 | 0 | 0 | 1 | 17570 | 17647 | -77 | 16-10262 | 0 | 0 | 17570 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 17647 | -77 | 77 | 0 | 0 | 9088 | -9088 | 0 | 0 | 0 | 8482 | 0 | 0 | 8482 | 1 | 1e-07 | 17570 | 2573 | -2573 | 0 | 0 | -25609 | -821807 | 0 | -847416 |  |  | 2650 | -2650 | 0 | 0 | -25532 | -821884 | 0 | -847416 | 8482 | Y | 0 | False | 0 | 0 | 0 | 2 | -77 | 0 | 16 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 9165 | -9165 | 0 | 0 | 0 | 0
US Private | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | CGAS |  | Energy | Private | Common Equity | 3300000 | 3300000 | 0 | 0 | 1 | 5.32235 | 5.32235 | 0 | 16-17 | 0 | 0 | 17563755 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 17563755 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 17563755 | 0 | 0 | 17563755 | 1 | 17563755 | 5.32235 | 0 | 0 | 0 | 0 | 847416 | 0 | 0 | 847416 |  |  | 0 | 0 | 0 | 0 | 847416 | 0 | 0 | 847416 | 17563755 | Y | 0 | False | 0 | 5.87 | 19371000 | 2 | 0 | 0 | 17 | 0 | 0 | 0 | 0 | 0 | 600000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | EEX Equity |  | Energy | Private | Common Equity | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 6043-8046 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 69 | 0 | 0 | 0 | 0 | 0 | -328125 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | EEX Int Rate Swap (T Swap C) |  | Energy | Private | Common Equity | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 706613.34 | 1 | 1e-07 | 0 | 0 | 0 | 0 | 0 | -877548.4600000017 | 877548.4600000017 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | -877548.4600000017 | 877548.4600000017 | 0 | 0 | 706613.34 | N | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 123 | 0 | 0 | 0 | 0 | 0 | -236203.84 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Energy Capital Resources | Pruett/Thompson | [PHONE]/[PHONE] | Cypress Exploration Commodity |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | -30194 | -34118 | 3924 | 31-10284 | 0 | 0 | -30194 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | -34118 | 3924 | -3924 | 0 | 0 | -11291 | 11291 | 0 | 0 | 0 | -18903 | 0 | 0 | -18903 | 1 | 1e-07 | -30194 | 140338 | -140338 | 0 | 0 | -59196 | -1066665 | 0 | -1125861 |  |  | 136414 | -136414 | 0 | 0 | -63120 | -1062741 | 0 | -1125861 | -18903 | Y | 0 | False | 0 | 0 | 0 | 2 | 3924 | 0 | 147 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -15215 | 15215 | 0 | 0 | 0 | 0
US Private | Energy Capital Resources | Pruett/Thompson | [PHONE]/[PHONE] | Cypress Exploration |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 57998768.42 | 57998768.42 | 0 | 31-33 | 0 | 0 | 57998768.42 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 57998768.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 57181344.07 | 0 | 0 | 57181344.07 | 1 | 0 | 57998768.42 | 0 | 0 | 0 | 0 | 1154863.2 | 0 | 0 | 1154863.2 |  |  | 0 | 0 | 0 | 0 | 1154863.2 | 0 | 0 | 1154863.2 | 57181344.07 | Y | 0 | False | 0 | 8441545 | 8441545 | 2 | 0 | 0 | 159 | 0 | 0 | 0 | -129932.03 | 817424.35 | 2155640.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 75549899.42 |  | 0 | 0 | 0 | 0 | 0 | 0 | 75546052.42 | 3847 | -3847 | 0 | 0 | -2203 | 2203 | 0 | 0 |  | 74734678.07 |  |  | 75441291.41 |  |  |  | 142911 | -142911 | 0 | 0 | 1039925.74 | -1010923.54 | 0 | 29002.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 817424.35
US Public | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | Pure Resources | US;PRS | Energy | Public | Common Equity | 266770.9467309599 | 296770.9467309599 | 0 | 0.43 | 1 | 17.125 | 16.5625 | 0.5625 | 96-120 | 0 | 0 | 4568452.462767689 | 001:Enron-NA | 3197916.723937382 | 0 | 3197916.723937382 | 1233482.164947276 | 0 | 1233482.164947276 | 4915268.805231524 | 161366.6535361651 | 0 | 0 | 161366.6535361651 | -742376.0240482213 | 0 | 0 | -742376.0240482213 | 1001643.748883417 | 9084270.67281591 | 0 | 0 | 10093782 | 1 | 4568452.462767689 | 17.125 | 644413.9499739744 | 0 | 0 | 644413.9499739744 | 2945463.931767683 | 0 | 0 | 2945463.931767683 | 17.125 | 16.5625 | 483047.2964378092 | 0 | 0 | 483047.2964378092 | 2784097.278231518 | 0 | 0 | 2784097.278231518 | 10093782 | N | 0 | False | 0 | 2.92 | 778971.164454403 | 1 | 161366.6535361651 | 266770.9467309599 | 9 | 17.125 | 0 | -508182.996 | -1894580.004 | -3773442.186 | -9463619.394 | 0 | 0 | 0 | 0 | -903742.6775843864 | 0 | 0 | -903742.6775843864 | 0.7 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 4568452.462767689 |  | 3197916.723937382 | 0 | 3197916.723937382 | 1233482.164947276 | 0 | 1233482.164947276 | 4915268.805231524 | 161366.6535361651 | 0 | 0 | 161366.6535361651 | -742376.0240482213 | 0 | 0 | -742376.0240482213 |  | 9084270.67281591 |  |  | 10093782 |  |  |  | 644413.9499739744 | 0 | 0 | 644413.9499739744 | 2945463.931767683 | 0 | 0 | 2945463.931767683 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -3773442.186
US Structured Credit-MTM | Energy Capital Resources | Pruett/Thompson | [PHONE]/[PHONE] | Aspect Resources Sr. Revolver |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6-6 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 197867.9237481975 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 447424.6518799638 | 0 | 141747.8572085851 | 589172.5090885485 |  |  | 0 | 0 | 0 | 0 | 447424.6518799638 | 0 | 141747.8572085851 | 589172.5090885485 | 0 | N | 0 | False | 0 | 0 | 0 | 16 | 0 | 0 | 208 | 0 | 0 | 0 | 0 | 0 | -8051611.542605249 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-MTM Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 447424.6518799638 | 0 | 141747.8572085851 | 589172.5090885485 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Energy Capital Resources Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 161345657.3627677 |  | 3197916.723937382 | 0 | 3197916.723937382 | 1233482.164947276 | 0 | 1233482.164947276 | 160338626.7052315 | 1515213.653536165 | -3847 | 0 | 1511366.653536165 | 605420.9759517787 | 2203 | 425359.71 | 1032983.685951779 |  | 161909770.2528159 |  |  | 166678394.92 |  |  |  | 2137324.949973974 | -142911 | 264527.25 | 2258941.199973974 | 7668051.333647648 | -1010923.54 | 2757993.027208585 | 9415120.820856234 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -1169533.866
Total Return Swap | Gas Assets | TBD | Not Available | [NAME] TRS |  | Energy | Private | Common Equity | 1 | 1 | 0 | 0.6 | 1 | 0 | 0 | 0 | 1287-10502 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 3 | 3 | 20 | 0 | 0 | 61 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6 | 0
Total Return Swap | Gas Assets | TBD | Not Available | Mid Texas TRS |  | Energy | Private | Common Equity | 1 | 1 | 0 | 0.6 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 3 | 3 | 20 | 0 | 0 | 62 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6 | 0
Total Return Swap | Gas Assets | [NAME] | [PHONE] | Powder River TRS |  | Energy | Private | Common Equity | 1 | 1 | 0 | 0.6 | 1 | 0 | 0 | 0 | 2859-10505 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 3 | 3 | 20 | 0 | 0 | 64 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6 | 0
Total Return Swap | Gas Assets | [NAME] | [PHONE] | Wind River TRS |  | Energy | Private | Common Equity | 1 | 1 | 0 | 0.6 | 1 | 0 | 0 | 0 | 2860-10503 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 3 | 3 | 20 | 0 | 0 | 65 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6 | 0
Total Return Swap Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Structured Credit-Book | Gas Assets | TBD | Not Available | Bammel Gas Trust Loan |  | Energy | Private | Common Equity | 1 | 1 | 0 | 0.6 | 1 | 6960000 | 6960000 | 0 | 1287-1520 | 0 | 0 | 6960000 | 001:Enron-NA | 4176000 | 0 | 4176000 | 0 | 0 | 0 | 6960000 | 0 | 0 | 0 | 0 | 0 | 0 | 144434.35 | 144434.35 | 0 | 6960000 | 0 | 0 | 6960000 | 1 | 6960000 | 6960000 | 0 | 0 | 8523.35 | 8523.35 | 0 | 0 | 273782.7 | 273782.7 |  |  | 0 | 0 | 8523.35 | 8523.35 | 0 | 0 | 273782.7 | 273782.7 | 6960000 | Y | 0 | False | 144434.35 | 3 | 3 | 17 | 0 | 0 | 60 | 0 | 0 | 0 | 0 | 0 | 6960000 | 0 | 0 | 0 | 0 | 0 | 0 | 144434.35 | 144434.35 | 0.6 | 0
US Structured Credit-Book Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 6960000 |  | 4176000 | 0 | 4176000 | 0 | 0 | 0 | 6960000 | 0 | 0 | 0 | 0 | 0 | 0 | 144434.35 | 144434.35 |  | 6960000 |  |  | 6960000 |  |  |  | 0 | 0 | 8523.35 | 8523.35 | 0 | 0 | 273782.7 | 273782.7 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Gas Assets Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 6960000 |  | 4176000 | 0 | 4176000 | 0 | 0 | 0 | 6960000 | 0 | 0 | 0 | 0 | 0 | 0 | 144434.35 | 144434.35 |  | 6960000 |  |  | 6960000 |  |  |  | 0 | 0 | 8523.35 | 8523.35 | 0 | 0 | 273782.7 | 273782.7 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Priv. Equity Partnerships | Generation East | Duran | [PHONE] | Tenaska Step 1 |  | Generation | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 4509648 | 4509648 | 0 | 7882-10322 | 0 | 0 | 4509648 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4509648 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4984648 | 0 | 0 | 4984648 | 1 | 0 | 4509648 | 0 | 0 | 0 | 0 | 859648 | 0 | 0 | 859648 |  |  | 0 | 0 | 0 | 0 | 859648 | 0 | 0 | 859648 | 4984648 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 186 | 0 | 0 | 0 | 0 | -475000 | 3650000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 4509648 |  | 0 | 0 | 0 | 0 | 0 | 0 | 4509648 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 4984648 |  |  | 4984648 |  |  |  | 0 | 0 | 0 | 0 | 859648 | 0 | 0 | 859648 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -475000
Total Return Swap | Generation East | Duran | [PHONE] | MCN TRS |  | Generation | Private | Common Equity | 1 | 1 | 0 | 0.6 | 1 | 12597600 | 12597600 | 0 | 6681-9742 | 0 | 0 | 12597600 | 001:Enron-NA | 7558560 | 0 | 7558560 | 0 | 0 | 0 | 12597600 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 12597600 | 0 | 0 | 12597600 | 1 | 12597600 | 12597600 | 0 | 0 | 0 | 0 | 12597600 | 0 | 0 | 12597600 |  |  | 0 | 0 | 0 | 0 | 12597600 | 0 | 0 | 12597600 | 12597600 | Y | 0 | False | 0 | 3 | 3 | 20 | 0 | 0 | 59 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6 | 0
Total Return Swap | Generation East | Duran | [PHONE] | Tenaska TRS |  | Generation | Private | Financing | 1 | 1 | 0 | 0 | 0 | 18831352 | 18831352 | 0 | 7882-10322 | 0 | 0 | 18831352 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 18831352 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 18831352 | 0 | 0 | 18831352 | 1 | 0 | 18831352 | 0 | 0 | 0 | 0 | 18831352 | 0 | 0 | 18831352 |  |  | 0 | 0 | 0 | 0 | 18831352 | 0 | 0 | 18831352 | 18831352 | Y | 0 | False | 0 | 0 | 0 | 20 | 0 | 0 | 210 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Total Return Swap Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 31428952 |  | 7558560 | 0 | 7558560 | 0 | 0 | 0 | 31428952 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 31428952 |  |  | 31428952 |  |  |  | 0 | 0 | 0 | 0 | 31428952 | 0 | 0 | 31428952 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Private | Generation East | Ward | [PHONE] | East Coast Power Common |  | Generation | Private | Common Equity | 1 | 1 | 0 | 0 | 1 | 101106000 | 101106000 | 0 | 2333-3193 | 0 | 0 | 101106000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 101106000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1000030 | 101106000 | 0 | 0 | 101106000 | 1 | 101106000 | 101106000 | 0 | 0 | 0 | 0 | 13397500 | 0 | 0 | 13397500 |  |  | 0 | 0 | 0 | 0 | 13397500 | 0 | 0 | 13397500 | 101106000 | Y | 0 | False | 0 | 40000000 | 40000000 | 2 | 0 | 0 | 33 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Generation East | Ward | [PHONE] | East Coast Power Pref |  | Generation | Private | Common Equity | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 2333-5227 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 25000000 | 25000000 | 2 | 0 | 0 | 34 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 101106000 |  | 0 | 0 | 0 | 0 | 0 | 0 | 101106000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 101106000 |  |  | 101106000 |  |  |  | 0 | 0 | 0 | 0 | 13397500 | 0 | 0 | 13397500 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Structured Credit-Book | Generation East | Ward | [PHONE] | East Coast Power Loan |  | Generation | Private | Financing | 1 | 1 | 0 | 0 | 0 | 157900000 | 157900000 | 0 | 0 | 0 | 0 | 157900000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 157900000 | 0 | 0 | 0 | 0 | 0 | 0 | 3552750 | 3552750 | 0 | 157900000 | 0 | 0 | 157900000 | 1 | 0 | 157900000 | 0 | 0 | 0 | 0 | 0 | 0 | 10658250 | 10658250 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 10658250 | 10658250 | 157900000 | Y | 0 | False | 3552750 | 0 | 0 | 17 | 0 | 0 | 248 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3552750 | 3552750 | 0 | 0
US Structured Credit-Book Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 157900000 |  | 0 | 0 | 0 | 0 | 0 | 0 | 157900000 | 0 | 0 | 0 | 0 | 0 | 0 | 3552750 | 3552750 |  | 157900000 |  |  | 157900000 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 10658250 | 10658250 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Generation East Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 294944600 |  | 7558560 | 0 | 7558560 | 0 | 0 | 0 | 294944600 | 0 | 0 | 0 | 0 | 0 | 0 | 3552750 | 3552750 |  | 295419600 |  |  | 295419600 |  |  |  | 0 | 0 | 0 | 0 | 45686100 | 0 | 10658250 | 56344350 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -475000
US Private | Generation West | Ward | [PHONE] | Las Vegas Cogen Debt Equity |  | Generation | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 12283137 | 12283137 | 0 | 4205-7304 | 0 | 0 | 12283137 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 12283137 | 0 | 0 | 0 | 0 | 0 | 0 | 259280.36 | 259280.36 | 0 | 12283137 | 0 | 0 | 12283137 | 1 | 0 | 12283137 | 0 | 0 | 0 | 0 | 3072102.82 | 0 | 1078053.41 | 4150156.23 |  |  | 0 | 0 | 0 | 0 | 3072102.82 | 0 | 1078053.41 | 4150156.23 | 12283137 | Y | 0 | False | 259280.36 | 0 | 0 | 2 | 0 | 0 | 151 | 0 | 0 | 0 | 0 | 0 | 481034.18 | 0 | 0 | 0 | 0 | 0 | 0 | 259280.36 | 259280.36 | 0 | 0
US Private | Generation West | Ward | [PHONE] | Big Horn (PG&E) |  | Generation | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 33654000 | 33654000 | 0 | 6227-8231 | 0 | 0 | 33654000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 33654000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 33654000 | 0 | 0 | 33654000 | 1 | 0 | 33654000 | 0 | 0 | 0 | 0 | 5110465 | 0 | 0 | 5110465 |  |  | 0 | 0 | 0 | 0 | 5110465 | 0 | 0 | 5110465 | 33654000 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 152 | 0 | 0 | 0 | 0 | 0 | 28543535 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Generation West | Ward | [PHONE] | Pioneer Chlor (Cactus) Debt Equity |  | Generation | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 18936000 | 18936000 | 0 | 6483-8541 | 0 | 0 | 18936000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 18936000 | 0 | 0 | 0 | 0 | 0 | 0 | 252359.03 | 252359.03 | 0 | 18936000 | 0 | 0 | 18936000 | 1 | 0 | 18936000 | 0 | 0 | 0 | 0 | 4706000 | 0 | 762593.03 | 5468593.03 |  |  | 0 | 0 | 0 | 0 | 4706000 | 0 | 762593.03 | 5468593.03 | 18936000 | Y | 0 | False | 252359.03 | 0 | 0 | 2 | 0 | 0 | 153 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 252359.03 | 252359.03 | 0 | 0
US Private | Generation West | Ward | [PHONE] | Las Vegas Cogen Equity |  | Generation | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 12663375 | 12663375 | 0 | 4205-5541 | 0 | 0 | 12663375 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 12663375 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 12663375 | 0 | 0 | 12663375 | 1 | 0 | 12663375 | 0 | 0 | 0 | 0 | 3663375 | 0 | 0 | 3663375 |  |  | 0 | 0 | 0 | 0 | 3663375 | 0 | 0 | 3663375 | 12663375 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 154 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 77536512 |  | 0 | 0 | 0 | 0 | 0 | 0 | 77536512 | 0 | 0 | 0 | 0 | 0 | 0 | 511639.39 | 511639.39 |  | 77536512 |  |  | 77536512 |  |  |  | 0 | 0 | 0 | 0 | 16551942.82 | 0 | 1840646.44 | 18392589.26 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Generation West Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 77536512 |  | 0 | 0 | 0 | 0 | 0 | 0 | 77536512 | 0 | 0 | 0 | 0 | 0 | 0 | 511639.39 | 511639.39 |  | 77536512 |  |  | 77536512 |  |  |  | 0 | 0 | 0 | 0 | 16551942.82 | 0 | 1840646.44 | 18392589.26 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Enron Global Markets - Total Return Swap | GRM - New Products | Blesie | [PHONE] | BWT/Swiss Re TRS EGM |  | Insurance | Private | Common Equity | 1 | 1 | 0 | 0.6 | 1 | -60664 | -60664 | 0 | 6043-9063 | 0 | 0 | -60664 | 014:Enron Global Markets | -36398.4 | 0 | -36398.4 | 0 | 0 | 0 | -60664 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -60664 | 0 | 0 | -60664 | 1 | -60664 | -60664 | 0 | 0 | 0 | 0 | -60664 | 0 | 740000 | 679336 |  |  | 0 | 0 | 0 | 0 | -60664 | 0 | 740000 | 679336 | -60664 | Y | 0 | False | 0 | 3 | 3 | 53 | 0 | 0 | 58 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6 | 0
Enron Global Markets - Total Return Swap Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | -60664 |  | -36398.4 | 0 | -36398.4 | 0 | 0 | 0 | -60664 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | -60664 |  |  | -60664 |  |  |  | 0 | 0 | 0 | 0 | -60664 | 0 | 740000 | 679336 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | GRM - New Products Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | -60664 |  | -36398.4 | 0 | -36398.4 | 0 | 0 | 0 | -60664 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | -60664 |  |  | -60664 |  |  |  | 0 | 0 | 0 | 0 | -60664 | 0 | 740000 | 679336 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Total Return Swap | Iguana | Melendrez | [PHONE] | Mariner Debt Iguana |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 66-9962 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 2461617 | 0 | 0 | 2461617 |  |  | 0 | 0 | 0 | 0 | 2461617 | 0 | 0 | 2461617 | 0 | Y | 0 | False | 0 | 0 | 0 | 20 | 0 | 0 | 209 | 0 | 0 | 0 | 0 | 0 | -2461617 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Total Return Swap | Iguana | Melendrez | [PHONE] | Mariner Sr. Revolver Iguana |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 66-4929 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1230809 | 0 | 0 | 1230809 |  |  | 0 | 0 | 0 | 0 | 1230809 | 0 | 0 | 1230809 | 0 | Y | 0 | False | 0 | 0 | 0 | 20 | 0 | 0 | 230 | 0 | 0 | 0 | 0 | 0 | -1230809 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Total Return Swap | Iguana | Ward | [PHONE] | East Coast Power Loan Iguana |  | Generation | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 2333-2947 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 0 | 0 | 20 | 0 | 0 | 249 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Total Return Swap | Iguana | Unknown | Not Available | Sale of Iguana to ENA Treasury |  | Other | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1200543 | 0 | 0 | 1200543 |  |  | 0 | 0 | 0 | 0 | 1200543 | 0 | 0 | 1200543 | 0 | Y | 0 | False | 0 | 0 | 0 | 20 | 0 | 0 | 250 | 0 | 0 | 0 | 0 | 0 | -1200543 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Total Return Swap Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 4892969 | 0 | 0 | 4892969 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Iguana Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 4892969 | 0 | 0 | 4892969 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Accrual Income | Paper |  |  | Paper - Accruals |  | Paper | Public | Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -616720.91 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 433892 | 433892 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 433892 | 433892 | 0 | N | 0 | False | 0 | 0 | 0 | 83 | 0 | 0 | 135 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 433892 | 433892 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Convertible - Private | Paper | Ondarza | [PHONE] | Repap Energy Advisory Agreement |  | Paper | Convertible | Convertible Debt | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 747-6752 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 450 | 450 | 6 | 0 | 0 | 79 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Convertible - Private | Paper | Ondarza | [PHONE] | Repap Convertible |  | Paper | Convertible | Convertible Debt | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 747-798 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 450 | 450 | 6 | 0 | 0 | 80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Convertible - Private | Paper | Ondarza | [PHONE] | Repap Agency Agreement |  | Paper | Convertible | Convertible Debt | 100000 | 100000 | 0 | 0 | 0 | 29.9419882 | 29.9419882 | 0 | 747-5267 | 0 | 0 | 2994198.82 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 2994198.82 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3070538.72 | 0 | 0 | 3070538.72 | 1 | 0 | 29.9419882 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3070538.72 | Y | 0 | False | 0 | 450 | 45000000 | 6 | 0 | 0 | 82 | 0 | 0 | 0 | -76339.9 | -76339.9 | -369801.18 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Convertible - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 2994198.82 |  | 0 | 0 | 0 | 0 | 0 | 0 | 2994198.82 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 3070538.72 |  |  | 3070538.72 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -76339.9
Priv. Equity Partnerships | Paper | Ondarza | [PHONE] | Oconto Falls Common |  | Paper | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 5687392 | 5687392 | 0 | 2655-3310 | 0 | 0 | 5687392 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 5687392 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 5687392 | 0 | 0 | 5687392 | 1 | 0 | 5687392 | 0 | 0 | 0 | 0 | 199392 | 0 | 0 | 199392 |  |  | 0 | 0 | 0 | 0 | 199392 | 0 | 0 | 199392 | 5687392 | Y | 0 | False | 0 | -180000 | -180000 | 12 | 0 | 0 | 179 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Paper | Ondarza | [PHONE] | Oconto Falls IPC |  | Paper | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 5033965 | 5033965 | 0 | 2655-3847 | 0 | 0 | 5033965 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 5033965 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 5033965 | 0 | 0 | 5033965 | 1 | 0 | 5033965 | 0 | 0 | 0 | 0 | -352035 | 0 | 0 | -352035 |  |  | 0 | 0 | 0 | 0 | -352035 | 0 | 0 | -352035 | 5033965 | Y | 0 | False | 0 | -180000 | -180000 | 12 | 0 | 0 | 180 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 10721357 |  | 0 | 0 | 0 | 0 | 0 | 0 | 10721357 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 10721357 |  |  | 10721357 |  |  |  | 0 | 0 | 0 | 0 | -152643 | 0 | 0 | -152643 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Private | Paper | Ondarza | [PHONE] | Papier [NAME] |  | Paper | Private | Common Equity | 1 | 1 | 0 | 0.17 | 1 | 15958783.75492208 | 15932500.33286275 | 26283.42205933295 | 1087-1200-Special Assets - Performing | 0 | 0 | 15958783.75492208 | 001:Enron-NA | 2712993.238336754 | -1443512.337353656 | 1269480.900983099 | 0 | 0 | 0 | 15932500.33286275 | 26283.42205933295 | -26283.42205933366 | 0 | -7.057678885757923e-10 | 136820.7549220845 | -136820.7549220844 | 0 | 8.118661298794905e-11 | -25523.99999999632 | 15821963 | 0 | 0 | 15821963 | 1 | 15958783.75492208 | 15958783.75492208 | 95552.13572023064 | -95552.13572023006 | 0 | 5.723137519453303e-10 | -282807.6600779518 | -43725.82966600104 | -38266 | -364799.4897439529 |  |  | 69268.71366089769 | -69268.7136608964 | 0 | 1.278081640521123e-09 | -309091.0821372848 | -17442.40760666738 | -38266 | -364799.4897439522 | 15821963 | Y | 0 | False | 0 | 1000 | 1000 | 2 | 26283.42205933295 | 0 | 26 | 0 | 0 | 0 | 0 | 0 | 2185721.415 | 0 | 0 | 0 | 0 | 110537.3328627516 | -110537.3328627508 | 0 | 7.869545015637414e-10 | 0.17 | 0.09045252818269693
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 15958783.75492208 |  | 2712993.238336754 | -1443512.337353656 | 1269480.900983099 | 0 | 0 | 0 | 15932500.33286275 | 26283.42205933295 | -26283.42205933366 | 0 | -7.057678885757923e-10 | 136820.7549220845 | -136820.7549220844 | 0 | 8.118661298794905e-11 |  | 15821963 |  |  | 15821963 |  |  |  | 95552.13572023064 | -95552.13572023006 | 0 | 5.723137519453303e-10 | -282807.6600779518 | -43725.82966600104 | -38266 | -364799.4897439529 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Structured Credit-MTM | Paper | Ondarza | [PHONE] | Mobile Energy Services (Distressed Debt) |  | Paper | Private | Financing | 1 | 1 | 0 | 0 | 0 | 848068.6572801591 | 848068.6572801591 | 0 | 2413-3027 | 0 | 0 | 848068.6572801591 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 848068.6572801591 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3942.900499999989 | 848068.6572801591 | 0 | 0 | 848068.6572801591 | 1 | 0 | 848068.6572801591 | 0 | 0 | 0 | 0 | 11872.96120192227 | 0 | 0 | 11872.96120192227 |  |  | 0 | 0 | 0 | 0 | 11872.96120192227 | 0 | 0 | 11872.96120192227 | 848068.6572801591 | N | 0 | False | 0 | 0 | 0 | 16 | 0 | 0 | 200 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-MTM Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 848068.6572801591 |  | 0 | 0 | 0 | 0 | 0 | 0 | 848068.6572801591 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 848068.6572801591 |  |  | 848068.6572801591 |  |  |  | 0 | 0 | 0 | 0 | 11872.96120192227 | 0 | 0 | 11872.96120192227 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Paper Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 30522408.23220224 |  | 2712993.238336754 | -1443512.337353656 | 1269480.900983099 | 0 | 0 | 0 | 30496124.81014291 | 26283.42205933295 | -26283.42205933366 | 0 | -7.057678885757923e-10 | 136820.7549220845 | -136820.7549220844 | 0 | 8.118661298794905e-11 |  | 30461927.37728016 |  |  | 30461927.37728016 |  |  |  | 95552.13572023064 | -95552.13572023006 | 0 | 5.723137519453303e-10 | -423577.6988760296 | -43725.82966600104 | 395626 | -71677.5285420306 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -76339.9
Accrual Income | Portfolio |  |  | Portfolio - Accruals |  | Portfolio | Public | Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -75410.51 | -75410.51 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | -100 | -100 | 0 | 0 | 892551.39 | 892551.39 |  |  | 0 | 0 | -100 | -100 | 0 | 0 | 892551.39 | 892551.39 | 0 | N | 0 | False | -75410.51 | 0 | 0 | 83 | 0 | 0 | 128 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -75410.51 | -75410.51 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -75410.51 | -75410.51 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | -100 | -100 | 0 | 0 | 892551.39 | 892551.39 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Convertible - Private | Portfolio | Melendrez | [PHONE] | Mariner Convertible |  | Energy | Convertible | Convertible Debt | 28571.4285715 | 28571.4285715 | 0 | 0.3 | 0.8 | 0 | 0 | 0 | 66-2787 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2.637303153640858e-10 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -18399617 | 0 | 0 | -18399617 |  |  | 0 | 0 | 0 | 0 | -18399617 | 0 | 0 | -18399617 | 0 | Y | 0 | False | 0 | 308.4375 | 8812500.000022031 | 6 | 0 | 0 | 76 | 0 | 0 | 0 | 0 | 0 | -47538383 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3 | 0
Convertible - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | -18399617 | 0 | 0 | -18399617 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Convertible - Public | Portfolio | Maffet | [PHONE] | Kafus Convertible | US;KS | Paper | Convertible | Convertible Preferred | 10000 | 10000 | 0 | 0 | 0.5684584883831753 | 869.3257870456595 | 870.4205088049304 | -1.094721759270897 | 61-77 | 0 | 0 | 8693257.870456595 | 001:Enron-NA | 840252.7031413809 | 0 | 840252.7031413809 | 840252.7031413809 | 0 | 840252.7031413809 | 8704205.088049304 | -10947.21759270877 | 0 | 0 | -10947.21759270877 | -3119880.279059701 | 0 | 0 | -3119880.279059701 | -918660.1759689394 | 11813138.1495163 | 0 | 0 | 16619863.06639287 | 250 | 1954076.053817165 | 1.375 | -1835377.00761959 | 0 | 0 | -1835377.00761959 | -13696823.17005636 | 0 | 0 | -13696823.17005636 | 1.375 | 1.375 | -1824429.790026881 | 0 | 0 | -1824429.790026881 | -13685875.95246365 | 0 | 0 | -13685875.95246365 | 16619863.06639287 | N | 0 | False | 0 | 1000 | 10000000 | 5 | 0 | 1421146.220957938 | 86 | 1.375 | 1.375 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -3108933.061466992 | 0 | 0 | -3108933.061466992 | 0.43 | 0
Convertible - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 8693257.870456595 |  | 840252.7031413809 | 0 | 840252.7031413809 | 840252.7031413809 | 0 | 840252.7031413809 | 8704205.088049304 | -10947.21759270877 | 0 | 0 | -10947.21759270877 | -3119880.279059701 | 0 | 0 | -3119880.279059701 |  | 11813138.1495163 |  |  | 16619863.06639287 |  |  |  | -1835377.00761959 | 0 | 0 | -1835377.00761959 | -13696823.17005636 | 0 | 0 | -13696823.17005636 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Funding Cost | Portfolio | CTG |  | Funding Income - US |  | US | Public | Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 605.0701001264947 | 605.0701001264947 | 0 | 0 | 8107.896263609784 | 8107.896263609784 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 2562.763820930425 | 2562.763820930425 | 0 | 0 | 44030.29746709362 | 44030.29746709362 |  |  | 0 | 0 | 1957.69372080393 | 1957.69372080393 | 0 | 0 | 43425.22736696712 | 43425.22736696712 | 0 | N | 0 | False | 7502.826163483289 | 0 | 0 | 11 | 0 | 0 | 125 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 7502.826163483289 | 7502.826163483289 | 0 | 0
Funding Cost | Portfolio | CTG |  | Funding Income - Canada |  | Canada | Public | Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1638.250525492871 | -1638.250525492871 | 0 | 0 | 29051.17280517134 | 29051.17280517134 | 106507.0972275916 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 8700.80309330003 | 8700.80309330003 | 0 | 0 | 118210.1748900187 | 118210.1748900187 |  |  | 0 | 0 | 10339.0536187929 | 10339.0536187929 | 0 | 0 | 119848.4254155116 | 119848.4254155116 | 0 | N | 0 | False | 30689.42333066421 | 0 | 0 | 11 | 0 | 0 | 126 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 30689.42333066421 | 30689.42333066421 | 0 | 0
Funding Cost Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1033.180425366376 | -1033.180425366376 | 0 | 0 | 37159.06906878112 | 37159.06906878112 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 11263.56691423045 | 11263.56691423045 | 0 | 0 | 162240.4723571124 | 162240.4723571124 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Port. Insur. (MV of Opt Prem) | Portfolio | CTG |  | Treasury Swap A |  | Other | Public | Futures | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 337509.74 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 237539.1899999995 | 0 | 99970.55000000075 | 0 | 99970.55000000075 | 0 | 392671.48 | 0 | 392671.48 | 1628961.33 | -55161.74000000022 | 0 | 0 | 685186.9399999995 | 1 | 1e-07 | 0 | 0 | -205570.94 | 0 | -205570.94 | 0 | 221642.3900000026 | 604000 | 825642.39 |  |  | 0 | -305541.4900000006 | 0 | -305541.4900000006 | 0 | 121671.8400000018 | 604000 | 725671.8399999994 | 685186.9399999995 | N | 0 | False | 0 | 0 | 0 | 10 | 0 | 0 | 121 | 0 | 0 | 0 | 0 | 0 | -453680.410000001 | 0 | 0 | 0 | 0 | 0 | 292700.9299999995 | 0 | 292700.9299999995 | 0 | 0
Port. Insur. (MV of Opt Prem) | Portfolio | CTG |  | S&P 500 Futures Puts |  | Other | Public | Futures | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 003:Enron-NA-Other | 1e-07 | 0 | 1e-07 | 1e-07 | 0 | 1e-07 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -9812200 | 0 | 0 | 0 | 1050000 | 1 | 1e-07 | 0 | 0 | 0 | 0 | 0 | 0 | -5965552 | 0 | -5965552 |  |  | 0 | 0 | 0 | 0 | 0 | -5965552 | 0 | -5965552 | 1050000 | N | 0 | False | 0 | 0 | 0 | 10 | 0 | 0 | 124 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0
Port. Insur. (MV of Opt Prem) Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 337509.74 |  | 1e-07 | 0 | 1e-07 | 1e-07 | 0 | 1e-07 | 237539.1899999995 | 0 | 99970.55000000075 | 0 | 99970.55000000075 | 0 | 392671.48 | 0 | 392671.48 |  | -55161.74000000022 |  |  | 1735186.94 |  |  |  | 0 | -205570.94 | 0 | -205570.94 | 0 | -5743909.609999998 | 604000 | -5139909.61 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Priv. Equity Partnerships | Portfolio | Maffet | [PHONE] | CanFibre Riverside IPC |  | Paper | Private | LTD. Partnership | 1 | 1 | 0 | 0 | 0 | 8110643 | 8110643 | 0 | 181-2300 | 0 | 0 | 8110643 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 8110643 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 8110643 | 0 | 0 | 8110643 | 1 | 0 | 8110643 | 0 | 0 | 0 | 0 | -5000000 | 0 | 540643 | -4459357 |  |  | 0 | 0 | 0 | 0 | -5000000 | 0 | 540643 | -4459357 | 8110643 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 143 | 0 | 0 | 0 | 0 | 0 | 540643 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Portfolio | Maffet | [PHONE] | CanFibre [NAME] |  | Paper | Private | LTD. Partnership | 1 | 1 | 0 | 0 | 0 | 7546000 | 7546000 | 0 | 181-2460 | 0 | 0 | 7546000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 7546000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 7546000 | 0 | 0 | 7546000 | 1 | 0 | 7546000 | 0 | 0 | 0 | 0 | 0 | 0 | 99922 | 99922 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 99922 | 99922 | 7546000 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 144 | 0 | 0 | 0 | 0 | 0 | -245000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Portfolio | Maffet | [PHONE] | Ecogas |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 32007000 | 32007000 | 0 | 2914-3870 | 0 | 0 | 32007000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 32007000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 32007000 | 0 | 0 | 32007000 | 1 | 0 | 32007000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 32007000 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 161 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Portfolio | Maffet | [PHONE] | [NAME] 1 Callable |  | Paper | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 581-6537 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -1140000 | 0 | 0 | -1140000 |  |  | 0 | 0 | 0 | 0 | -1140000 | 0 | 0 | -1140000 | 0 | Y | 0 | False | 0 | 3675058 | 3675058 | 12 | 0 | 0 | 171 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Portfolio | Maffet | [PHONE] | [NAME] 2 Convertible |  | Paper | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 581-6538 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -672500 | 0 | 0 | -672500 |  |  | 0 | 0 | 0 | 0 | -672500 | 0 | 0 | -672500 | 0 | Y | 0 | False | 0 | 3675058 | 3675058 | 12 | 0 | 0 | 172 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Portfolio | Maffet | [PHONE] | [NAME] 3 Option Value |  | Paper | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 581-2717 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -2787000 | 0 | 0 | -2787000 |  |  | 0 | 0 | 0 | 0 | -2787000 | 0 | 0 | -2787000 | 0 | Y | 0 | False | 0 | 3675058 | 3675058 | 12 | 0 | 0 | 173 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 47663643 |  | 0 | 0 | 0 | 0 | 0 | 0 | 47663643 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 47663643 |  |  | 47663643 |  |  |  | 0 | 0 | 0 | 0 | -9599500 | 0 | 640565 | -8958935 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Private | Portfolio | Melendrez | [PHONE] | Mariner Commodity |  | Energy | Private | Common Equity | 1 | 1 | 0 | 0 | 1 | 276999 | 277742 | -743 | 66-10289 | 0 | 0 | 276999 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 277742 | -743 | 743 | 0 | 0 | 60335 | -60335 | 0 | 0 | 0 | 216664 | 0 | 0 | 216664 | 1 | 1e-07 | 276999 | 31082 | -31082 | 0 | 0 | -338413 | -8164642 | 0 | -8503055 |  |  | 31825 | -31825 | 0 | 0 | -337670 | -8165385 | 0 | -8503055 | 216664 | Y | 0 | False | 0 | 0 | 0 | 2 | -743 | 0 | 21 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 61078 | -61078 | 0 | 0 | 0 | 0
US Private | Portfolio | Melendrez | [PHONE] | Mariner |  | Energy | Private | Common Equity | 570000 | 570000 | 0 | 0.3 | 1 | 280.6263754385965 | 280.6263754385965 | 0 | 66-86 | 0 | 0 | 159957034 | 001:Enron-NA | 47987110.2 | 0 | 47987110.2 | 0 | 0 | 0 | 159957034 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1.364929136382642e-08 | 159957034 | 0 | 0 | 159957034 | 1 | 159957034 | 280.6263754385965 | 0 | 0 | 0 | 0 | 6656434 | 0 | 0 | 6656434 |  |  | 0 | 0 | 0 | 0 | 6656434 | 0 | 0 | 6656434 | 159957034 | Y | 0 | False | 0 | 110.87833 | 63200648.1 | 2 | 0 | 0 | 22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3 | 0
US Private | Portfolio | Melendrez | [PHONE] | Mariner (Pluto) T Swap |  | Energy | Private | Common Equity | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1e-07 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 9.094947017729282e-13 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 9.094947017729282e-13 | 0 | N | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 122 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 160234033 |  | 47987110.2 | 0 | 47987110.2 | 0 | 0 | 0 | 160234776 | -743 | 743 | 0 | 0 | 60335 | -60335 | 0 | 0 |  | 160173698 |  |  | 160173698 |  |  |  | 31082 | -31082 | 0 | 0 | 6318021 | -8164642 | 0 | -1846621 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Public | Portfolio | [NAME] | [PHONE] | Hanover Compressor Common | US;HC | Energy | Public | Common Equity | 3314340 | 3314340 | 0 | 0.62 | 1 | 29.9375 | 30.5625 | -0.625 | 53-64 | 0 | 0 | 99223053.75 | 001:Enron-NA | 131966661.4875 | 0 | 131966661.4875 | 70448368.1625 | 0 | 70448368.1625 | 101294516.25 | -2071462.5 | 0 | 0 | -2071462.5 | -26721866.25 | 0 | 0 | -26721866.25 | 9839446.326957677 | 125944920 | 0 | 0 | 94251543.75 | 1 | 99223053.75 | 29.9375 | -13878798.75 | 0 | 0 | -13878798.75 | 36664886.25 | 0 | 0 | 36664886.25 | 29.9375 | 30.5625 | -11807336.25 | 0 | 0 | -11807336.25 | 38736348.75 | 0 | 0 | 38736348.75 | 94251543.75 | N | 0 | False | 0 | 11.95 | 39606363 | 1 | -2071462.5 | 3314340 | 11 | 29.9375 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -24650403.75 | 0 | 0 | -24650403.75 | 1.33 | 0
US Public | Portfolio | Maffet | [PHONE] | [NAME] | US;KS | Paper | Public | Common Equity | 4580000 | 4580000 | 0 | 0 | 1 | 1.375 | 1.375 | 0 | 61-76 | 0 | 0 | 6297500 | 001:Enron-NA | 2707925 | 0 | 2707925 | 2707925 | 0 | 2707925 | 6297500 | 0 | 0 | 0 | 0 | -9160000 | 0 | 0 | -9160000 | -1717500 | 15457500 | 0 | 0 | 27766250 | 1 | 6297500 | 1.375 | -5438750 | 0 | 0 | -5438750 | -34636250 | 0 | 375000 | -34261250 | 1.375 | 1.375 | -5438750 | 0 | 0 | -5438750 | -34636250 | 0 | 375000 | -34261250 | 27766250 | N | 0 | False | 0 | 2.44 | 11175200 | 1 | 0 | 4580000 | 12 | 1.375 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -9160000 | 0 | 0 | -9160000 | 0.43 | 0
US Public | Portfolio | Maffet | [PHONE] | Kafus Condor Common | US;KS | Paper | Public | Common Equity | 0 | 0 | 0 | 0 | 1 | 1.375 | 1.375 | 0 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2874998.5625 | 0 | 0 | 0 | 0 | 1 | 0 | 1.375 | 0 | 0 | 0 | 0 | 2874998.875 | 0 | 2.793967723846436e-09 | 2874998.875000003 | 1.375 | 1.375 | 0 | 0 | 0 | 0 | 2874998.875 | 0 | 2.793967723846436e-09 | 2874998.875000003 | 0 | N | 0 | False | 0 | 2.44 | 0 | 1 | 0 | 0 | 13 | 1.375 | 0 | 0 | 0 | 0 | 14999992.1875 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.43 | 0
US Public | Portfolio | Maffet | [PHONE] | Kafus Converts Common | US;KS | Paper | Public | Common Equity | 857143 | 857143 | 0 | 0 | 1 | 1.375 | 1.375 | 0 | 61-10202 | 0 | 0 | 1178571.625 | 001:Enron-NA | 506785.79875 | 0 | 506785.79875 | 506785.79875 | 0 | 506785.79875 | 1178571.625 | 0 | 0 | 0 | 0 | -1714286 | 0 | 0 | -1714286 | -321428.625 | 2892857.625 | 0 | 0 | 5196429.4375 | 1 | 1178571.625 | 1.375 | -1017857.3125 | 0 | 0 | -1017857.3125 | -6482143.9375 | 0 | 0 | -6482143.9375 | 1.375 | 1.375 | -1017857.3125 | 0 | 0 | -1017857.3125 | -6482143.9375 | 0 | 0 | -6482143.9375 | 5196429.4375 | N | 0 | False | 0 | 2.44 | 2091428.92 | 1 | 0 | 857143 | 14 | 1.375 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1714286 | 0 | 0 | -1714286 | 0.43 | 0
US Public | Portfolio | Maffet | [PHONE] | Kafus Clawback (Digital Option) | US;KS | Paper | Public | Common Equity | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 61-6597 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2329.775282007349 | 2329.775282007349 | -98417.23766809748 | -2329.775282007348 | 0 | 0 | -2876372.405846516 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 7713014.644501179 | 7713014.644501179 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 7713014.644501179 | 7713014.644501179 | -2876372.405846516 | N | 0 | False | 2329.775282007349 | 0 | 0 | 1 | 0 | 0 | 15 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2329.775282007349 | 2329.775282007349 | 0 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 106699125.375 |  | 135181372.28625 | 0 | 135181372.28625 | 73663078.96124999 | 0 | 73663078.96124999 | 108770587.875 | -2071462.5 | 0 | 0 | -2071462.5 | -37596152.25 | 0 | 2329.775282007349 | -37593822.47471799 |  | 144292947.849718 |  |  | 124337850.7816535 |  |  |  | -20335406.0625 | 0 | 0 | -20335406.0625 | -1578508.8125 | 0 | 8088014.644501181 | 6509505.832001181 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Structured Credit-Book | Portfolio | Maffet | [PHONE] | [NAME] |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 18906768.28564192 | 18906768.28564192 | 0 | 2914-4028 | 0 | 0 | 18906768.28564192 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 18906768.28564192 | 0 | 0 | 0 | 0 | -301847.6901931688 | 0 | 0 | -301847.6901931688 | -59488.43016763846 | 17358615.97583508 | 0 | 0 | 16158754.31408069 | 1 | 0 | 18906768.28564192 | 6115.063038732857 | 0 | -1902 | 4213.063038732857 | 428032.7710008603 | 0 | -163704.4685003806 | 264328.3025004796 |  |  | 6115.063038732857 | 0 | -1902 | 4213.063038732857 | 428032.7710008603 | 0 | -163704.4685003806 | 264328.3025004796 | 16158754.31408069 | N | 0 | False | 0 | 0 | 0 | 17 | 0 | 0 | 190 | 0 | 0 | 0 | 350000 | 1850000 | 6155197 | 0 | 0 | 0 | 0 | -301847.6901931688 | 0 | 0 | -301847.6901931688 | 0 | 0
US Structured Credit-Book | Portfolio | Maffet | [PHONE] | Kafus Convertible Note |  | Paper | Private | Financing | 1 | 1 | 0 | 0 | 0 | 2484257.86 | 2484257.86 | 0 | 61-10224 | 0 | 0 | 2484257.86 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 2484257.86 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1799257.86 | 0 | 0 | 1799257.86 | 1 | 0 | 2484257.86 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1799257.86 | Y | 0 | False | 0 | 0 | 0 | 17 | 0 | 0 | 194 | 0 | 0 | 0 | 0 | 685000 | 2484257.86 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book | Portfolio | Maffet | [PHONE] | Kafus Term Loan A |  | Paper | Private | Financing | 1 | 1 | 0 | 0 | 0 | 8645948 | 8645948 | 0 | 61-5027 | 0 | 0 | 8645948 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 8645948 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 173051.1009036413 | 8645948 | 0 | 0 | 8645948 | 1 | 0 | 8645948 | 0 | 0 | 0 | 0 | 197710.682919452 | 0 | 246666.6666666667 | 444377.3495861187 |  |  | 0 | 0 | 0 | 0 | 197710.682919452 | 0 | 246666.6666666667 | 444377.3495861187 | 8645948 | Y | 0 | False | 0 | 0 | 0 | 17 | 0 | 0 | 195 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book | Portfolio | Maffet | [PHONE] | Kafus Term Loan B |  | Paper | Private | Financing | 1 | 1 | 0 | 0 | 0 | 8645948 | 8645948 | 0 | 61-5028 | 0 | 0 | 8645948 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 8645948 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 173051.1009036413 | 8645948 | 0 | 0 | 8645948 | 1 | 0 | 8645948 | 0 | 0 | 0 | 0 | 197710.682919452 | 0 | 246666.6666666667 | 444377.3495861187 |  |  | 0 | 0 | 0 | 0 | 197710.682919452 | 0 | 246666.6666666667 | 444377.3495861187 | 8645948 | Y | 0 | False | 0 | 0 | 0 | 17 | 0 | 0 | 196 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book | Portfolio | CTG | Not Available | [NAME] |  | Other | Private | Financing | 1 | 1 | 0 | 0 | 0 | 23655817.35 | 23655817.35 | 0 | 2893-3827 | 0 | 0 | 23655817.35 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 23655817.35 | 0 | 0 | 0 | 0 | 0 | 0 | 445140 | 445140 | 0 | 23429645.39 | 0 | 0 | 23429645.39 | 1 | 0 | 23655817.35 | 0 | 0 | 0 | 0 | 0 | 0 | 1282475 | 1282475 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 1282475 | 1282475 | 23429645.39 | Y | 0 | False | 445140 | 0 | 0 | 17 | 0 | 0 | 219 | 0 | 0 | 0 | 0 | 226171.96 | 2880504.35 | 0 | 0 | 0 | 0 | 0 | 0 | 445140 | 445140 | 0 | 0
US Structured Credit-Book | Portfolio | CTG | Not Available | Merlin CLO Equity Option |  | Other | Private | Financing | 1 | 1 | 0 | 0 | 0 | 5491458 | 5491458 | 0 | 4182-5518 | 0 | 0 | 5491458 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 5491458 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 20986405 | 5491458 | 0 | 0 | 5491458 | 1 | 0 | 5491458 | 0 | 0 | 0 | 0 | -15306615 | 0 | 0 | -15306615 |  |  | 0 | 0 | 0 | 0 | -15306615 | 0 | 0 | -15306615 | 5491458 | Y | 0 | False | 0 | 0 | 0 | 17 | 0 | 0 | 220 | 0 | 0 | 0 | 0 | 0 | -188332 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 67830197.49564192 |  | 0 | 0 | 0 | 0 | 0 | 0 | 67830197.49564192 | 0 | 0 | 0 | 0 | -301847.6901931688 | 0 | 445140 | 143292.3098068312 |  | 65370873.22583508 |  |  | 64171011.56408069 |  |  |  | 6115.063038732857 | 0 | -1902 | 4213.063038732857 | -14483160.86316024 | 0 | 1612103.864832953 | -12871056.99832728 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2761171.96
US Structured Credit-Book RA | Portfolio | Maffet | [PHONE] | CanFibre [NAME] |  | Paper | Private | Financing | 1 | 1 | 0 | 0 | 0 | 905631.47 | 905631.47 | 0 | 181-545 | 0 | 0 | 905631.47 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 905631.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1100000 | 0 | 0 | 1100000 | 1 | 0 | 905631.47 | 0 | 0 | 0 | 0 | 0 | 0 | -24328.89 | -24328.89 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -24328.89 | -24328.89 | 1100000 | Y | 0 | False | 0 | 0 | 0 | 15 | 0 | 0 | 213 | 0 | 0 | 0 | 0 | -194368.53 | 905631.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book RA Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 905631.47 |  | 0 | 0 | 0 | 0 | 0 | 0 | 905631.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 1100000 |  |  | 1100000 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -24328.89 | -24328.89 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -194368.53
US Structured Credit-MTM | Portfolio | Maffet | [PHONE] | [NAME] |  | Paper | Private | Financing | 1 | 1 | 0 | 0 | 0 | 4544524.035741993 | 4544524.010278678 | 0.02546331472694874 | 61-0 | 0 | 0 | 4544524.035741993 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4544524.010278678 | 0.02546331472694874 | 0 | 0 | 0.02546331472694874 | -6340950.652313744 | 0 | 0 | -6340950.652313744 | 0 | 10885474.68805574 | 0 | 0 | 14315286.21708426 | 1 | 0 | 4544524.035741993 | -3912503.529193803 | 0 | 0 | -3912503.529193803 | -6705475.964258007 | 0 | 96916 | -6608559.964258007 |  |  | -3912503.554657117 | 0 | 0 | -3912503.554657117 | -6705475.989721322 | 0 | 96916 | -6608559.989721322 | 14315286.21708426 | N | 0 | False | 0 | 0 | 0 | 16 | 0.02546331472694874 | 0 | 192 | 0 | 0 | 0 | 0 | 0 | 11250000 | 0 | 0 | 0 | 0 | -6340950.677777058 | 0 | 0 | -6340950.677777058 | 0 | 0
US Structured Credit-MTM | Portfolio | Maffet | [PHONE] | Kafus Recon Term Loan 1 |  | Paper | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 581-628 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 817288.7510183319 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -395435 | -395435 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -395435 | -395435 | 0 | N | 0 | False | 0 | 0 | 0 | 16 | 0 | 0 | 197 | 0 | 0 | 0 | 0 | 0 | -11153084.346885 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-MTM | Portfolio | Maffet | [PHONE] | Kafus Recon Term Loan 2 |  | Paper | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 581-628 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | N | 0 | False | 0 | 0 | 0 | 16 | 0 | 0 | 198 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-MTM | Portfolio | Melendrez | [PHONE] | Mariner Combined Debt |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 113583867.371138 | 113579702.7491549 | 4164.621983096004 | 66-0 | 0 | 0 | 113583867.371138 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 113579702.7491549 | 4164.621983096004 | 0 | 0 | 4164.621983096004 | -3990840.373781964 | 0 | 0 | -3990840.373781964 | 0 | 117574707.74492 | 0 | 0 | 30885800 | 1 | 0 | 113583867.371138 | 775629.5614036918 | 0 | 0 | 775629.5614036918 | 1583867.371137992 | 0 | 952701.92 | 2536569.291137991 |  |  | 771464.9394205958 | 0 | 0 | 771464.9394205958 | 1579702.749154896 | 0 | 952701.92 | 2532404.669154895 | 30885800 | N | 0 | False | 0 | 0 | 0 | 16 | 4164.621983096004 | 0 | 228 | 0 | 0 | 0 | 0 | 0 | 112000000 | 0 | 0 | 0 | 0 | -3995004.99576506 | 0 | 0 | -3995004.99576506 | 0 | 0
US Structured Credit-MTM | Portfolio | Melendrez | [PHONE] | Mariner Sr. Revolver |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 668554.7387199235 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 4.94765117764473e-10 | 0 | -1.862645149230957e-09 | -1.862645149230957e-09 |  |  | 0 | 0 | 0 | 0 | 4.94765117764473e-10 | 0 | -1.862645149230957e-09 | -1.862645149230957e-09 | 0 | N | 0 | False | 0 | 0 | 0 | 16 | 0 | 0 | 229 | 0 | 0 | 0 | 0 | 0 | -23947970.43251467 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-MTM Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 118128391.40688 |  | 0 | 0 | 0 | 0 | 0 | 0 | 118124226.7594336 | 4164.64744641073 | 0 | 0 | 4164.64744641073 | -10331791.02609571 | 0 | 0 | -10331791.02609571 |  | 128460182.4329757 |  |  | 45201086.21708426 |  |  |  | -3136873.967790111 | 0 | 0 | -3136873.967790111 | -5121608.593120014 | 0 | 654182.9199999982 | -4467425.673120017 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Warrants - Private | Portfolio | Melendrez | [PHONE] | Mariner Warrants |  | Energy | Warrants | Warrants | 1 | 1 | 0 | 0 | 1 | 17935000 | 17935000 | 0 | 66-9562 | 0 | 0 | 17935000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 17935000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 17935000 | 0 | 0 | 17935000 | 1 | 17935000 | 17935000 | 0 | 0 | 0 | 0 | 17935000 | 0 | 0 | 17935000 |  |  | 0 | 0 | 0 | 0 | 17935000 | 0 | 0 | 17935000 | 17935000 | Y | 0 | False | 0 | 0 | 0 | 8 | 0 | 0 | 94 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Warrants - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 17935000 |  | 0 | 0 | 0 | 0 | 0 | 0 | 17935000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 17935000 |  |  | 17935000 |  |  |  | 0 | 0 | 0 | 0 | 17935000 | 0 | 0 | 17935000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Warrants - Public | Portfolio | Maffet | [PHONE] | Kafus Warrants | US;KS | Paper | Warrants | Warrants | 3182500 | 3182500 | 0.252348333363571 | 0 | 0.5566794423171713 | 0.4084483877344842 | 0.4071155527615309 | 0.001332834972953334 | 61-5499 | 0 | 0 | 1299886.993964996 | 001:Enron-NA | 1047477.612259362 | 0 | 1047477.612259362 | 1047477.612259362 | 0 | 1047477.612259362 | 1295645.246663572 | 4241.747301423922 | 0 | 0 | 4241.747301423922 | -4654105.666931982 | 0 | 0 | -4654105.666931982 | 627160.97047567 | 5953992.660896978 | 0 | 1104260.535028151 | 13706016.35976528 | 1 | 2435994.447114796 | 1.375 | -2560212.857704019 | 0 | 0 | -2560212.857704019 | -21372096.83489879 | 0 | 0 | -21372096.83489879 | 1.375 | 1.375 | -2564454.605005443 | 0 | 0 | -2564454.605005443 | -21376338.58220022 | 0 | 0 | -21376338.58220022 | 13706016.35976528 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 1771632.325174398 | 103 | 1.375 | 1.375 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -4658347.414233406 | 0 | 0 | -4658347.414233406 | 0.43 | 0
Warrants - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 1299886.993964996 |  | 1047477.612259362 | 0 | 1047477.612259362 | 1047477.612259362 | 0 | 1047477.612259362 | 1295645.246663572 | 4241.747301423922 | 0 | 0 | 4241.747301423922 | -4654105.666931982 | 0 | 0 | -4654105.666931982 |  | 5953992.660896978 |  |  | 13706016.35976528 |  |  |  | -2560212.857704019 | 0 | 0 | -2560212.857704019 | -21372096.83489879 | 0 | 0 | -21372096.83489879 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Portfolio Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 529726676.3519435 |  | 185056212.8016509 | 0 | 185056212.8016509 | 75550809.27665083 | 0 | 75550809.27665083 | 531701452.1247884 | -2074746.322844874 | 100713.5500000007 | -1033.180425366376 | -1975065.95327024 | -55943441.91228056 | 332336.48 | 409218.3343507885 | -55201887.09792977 |  | 582708313.5789421 |  |  | 492643355.9289765 |  |  |  | -27830672.83257499 | -236652.94 | 9261.566914230454 | -28058064.20566075 | -59998294.2737354 | -13908551.61 | 12629329.40169124 | -61277516.48204415 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2566803.43
Accrual Income | Principal Investing |  |  | Principal Investing - Accruals |  | Principal Investing | Public | Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 88783.45 | 88783.45 | 0.1499999999941792 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 5431.66 | 5431.66 | 0 | 0 | 242447.24 | 242447.24 |  |  | 0 | 0 | 5431.66 | 5431.66 | 0 | 0 | 242447.24 | 242447.24 | 0 | N | 0 | False | 88783.45 | 0 | 0 | 83 | 0 | 0 | 132 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 88783.45 | 88783.45 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 88783.45 | 88783.45 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 5431.66 | 5431.66 | 0 | 0 | 242447.24 | 242447.24 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Convertible - Public | Principal Investing | Greer | [PHONE] | Quanta Convertible | US;PWR | Utility Services | Convertible | Convertible Debt | 0 | 0 | 0 | 0 | 0.8985165440860221 | 189.8594895830054 | 189.256396088646 | 0.6030934943593707 | 2009-2422 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -3145353.432506029 | 0 | 0 | 0 | 0 | 5.383635 | 0 | 38 | 0 | 0 | 0 | 0 | 68069972.49919206 | 0 | 683723.95 | 68753696.44919206 | 38 | 37.875 | 0 | 0 | 0 | 0 | 68069972.49919206 | 0 | 683723.95 | 68753696.44919206 | 0 | N | 0 | False | 0 | 308.4375 | 0 | 5 | 0 | 0 | 77 | 38 | 38 | 0 | 0 | 0 | -130122819.449663 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.76 | 0
Convertible - Public | Principal Investing | Greer | [PHONE] | Quanta Convertible Condor | US;PWR | Utility Services | Convertible | Convertible Debt | 0 | 0 | 0 | 0 | 0.8985165440860221 | 189.8594895830054 | 189.256396088646 | 0.6030934943593707 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 315687.8098116256 | 0 | 0 | 0 | 0 | 5.383635 | 0 | 38 | 0 | 0 | 0 | 0 | -315687.9698116258 | 0 | -3.352761268615723e-08 | -315687.9698116593 | 38 | 37.875 | 0 | 0 | 0 | 0 | -315687.9698116258 | 0 | -3.352761268615723e-08 | -315687.9698116593 | 0 | N | 0 | False | 0 | 308.4375 | 0 | 5 | 0 | 0 | 78 | 38 | 38 | 0 | 0 | 0 | 25136826.75 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.76 | 0
Convertible - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 67754284.52938044 | 0 | 683723.9499999664 | 68438008.4793804 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Priv. Equity Partnerships | Principal Investing | Vetters | [PHONE] | [NAME] |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 2173-2627 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 2301742.67 | 0 | 0 | 2301742.67 |  |  | 0 | 0 | 0 | 0 | 2301742.67 | 0 | 0 | 2301742.67 | 0 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 158 | 0 | 0 | 0 | 0 | 0 | -4967134.67 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Principal Investing | Greer | [PHONE] | Destec |  | Coal | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 12009716 | 12009716 | 0 | 191-5657 | 0 | 0 | 12009716 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 12009716 | 0 | 0 | 0 | 0 | 0 | 0 | -46178.32 | -46178.32 | 0 | 11830793 | 0 | 0 | 11830793 | 1 | 0 | 12009716 | 0 | 0 | -1331.5 | -1331.5 | 0 | 0 | -142966.29 | -142966.29 |  |  | 0 | 0 | -1331.5 | -1331.5 | 0 | 0 | -142966.29 | -142966.29 | 11830793 | Y | 0 | False | -46178.32 | -23598800 | -23598800 | 12 | 0 | 0 | 160 | 0 | 0 | 0 | 0 | 178923 | -2246301 | 0 | 0 | 0 | 0 | 0 | 0 | -46178.32 | -46178.32 | 0 | 0
Priv. Equity Partnerships | Principal Investing | Vetters | [PHONE] | Syntroleum |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 4077000 | 4077000 | 0 | 176-211 | 0 | 0 | 4077000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4077000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4077000 | 0 | 0 | 4077000 | 1 | 0 | 4077000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4077000 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 184 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 16086716 |  | 0 | 0 | 0 | 0 | 0 | 0 | 16086716 | 0 | 0 | 0 | 0 | 0 | 0 | -46178.32 | -46178.32 |  | 15907793 |  |  | 15907793 |  |  |  | 0 | 0 | -1331.5 | -1331.5 | 2301742.67 | 0 | -142966.29 | 2158776.38 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 178923
US Private | Principal Investing | Horn | [PHONE] | Encorp |  | Generation | Private | Common Equity | 1 | 1 | 0 | 0 | 1 | 3000000 | 3000000 | 0 | 6743-8841 | 0 | 0 | 3000000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 3000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3000000 | 0 | 0 | 3000000 | 1 | 3000000 | 3000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3000000 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 29 | 0 | 0 | 0 | 0 | 0 | 3000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Principal Investing | Vetters | [PHONE] | Power Systems MFG |  | Generation | Private | Common Equity | 1 | 1 | 0 | 0 | 1 | 1000000 | 1000000 | 0 | 7562-9862 | 0 | 0 | 1000000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 1000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1000000 | 0 | 0 | 1000000 | 1 | 1000000 | 1000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1000000 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 31 | 0 | 0 | 0 | 0 | 0 | 1000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Principal Investing | Kuykendall | [PHONE] | Metering Technology Corp |  | Utility Services | Private | Common Equity | 1 | 1 | 0 | 0.5 | 1 | 5000000 | 5000000 | 0 | 7648-9950 | 0 | 0 | 5000000 | 001:Enron-NA | 2500000 | 0 | 2500000 | 0 | 0 | 0 | 5000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 5000000 | 0 | 0 | 5000000 | 1 | 5000000 | 5000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 5000000 | Y | 0 | False | 0 | 89.2281 | 89.2281 | 2 | 0 | 0 | 38 | 0 | 0 | 0 | 0 | 0 | 5000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5 | 0
US Private | Principal Investing | Kuykendall | [PHONE] | Utiliquest |  | Utility Services | Private | Common Equity | 6937.5 | 6937.5 | 0 | 0 | 1 | 2315.045045045045 | 2315.045045045045 | 0 | 1627-1900 | 0 | 0 | 16060625 | 001:Enron-NA | 8030312.499999999 | 0 | 8030312.499999999 | 8030312.499999999 | 0 | 8030312.499999999 | 16060625 | 0 | 0 | 0 | 0 | 0 | 0 | 62500 | 62500 | 7.411452023369844e-09 | 16060625 | 0 | 0 | 16060625 | 1 | 16060625 | 2315.045045045045 | 0 | 0 | 0 | 0 | -2913659 | 0 | 187500 | -2726159 |  |  | 0 | 0 | 0 | 0 | -2913659 | 0 | 187500 | -2726159 | 16060625 | Y | 0 | False | 62500 | 1000 | 6937500 | 2 | 0 | 0 | 41 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 62500 | 62500 | 0.5 | 0
US Private | Principal Investing | Kuykendall | [PHONE] | First World |  | Telecom | Private | Common Equity | 1 | 1 | 0 | 0.6 | 1 | 0 | 0 | 0 | 889-981 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 298066 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 3 | 3 | 2 | 0 | 0 | 67 | 0 | 0 | 0 | 0 | 0 | -86930900 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 25060625 |  | 10530312.5 | 0 | 10530312.5 | 8030312.499999999 | 0 | 8030312.499999999 | 25060625 | 0 | 0 | 0 | 0 | 0 | 0 | 62500 | 62500 |  | 25060625 |  |  | 25060625 |  |  |  | 0 | 0 | 0 | 0 | -2913659 | 0 | 187500 | -2726159 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Public | Principal Investing | Greer | [PHONE] | Quanta Common | US;PWR | Utility Services | Public | Common Equity | 0 | 0 | 0 | 0.03 | 1 | 38 | 37.875 | 0.125 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 38 | 0 | 0 | 0 | 0 | 5309248.519087002 | 0 | -6771603.3984375 | -1462354.879350498 | 38 | 37.875 | 0 | 0 | 0 | 0 | 5309248.519087002 | 0 | -6771603.3984375 | -1462354.879350498 | 0 | N | 0 | False | 0 | 0 | 0 | 1 | 0 | 0 | 24 | 38 | 0 | 0 | 0 | 0 | -5309248.519087002 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.42 | 0
US Public | Principal Investing | Kuykendall | [PHONE] | Active Power | US;ACPW | Generation | Public | Common Equity | 1276383 | 1276383 | 0 | 0 | 1 | 52.75 | 54 | -1.25 | 5942-7905 | 0 | 0 | 67329203.25 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 68924682 | -1595478.75 | 0 | 0 | -1595478.75 | 60632203.25 | 0 | 0 | 60632203.25 | 0 | 5000000 | 0 | 0 | 5000000 | 1 | 67329203.25 | 52.75 | 60632203.25 | 0 | 0 | 60632203.25 | 60632203.25 | 0 | -1.199999999982538 | 60632202.05 | 52.75 | 54 | 62227682 | 0 | 0 | 62227682 | 62227682 | 0 | -1.199999999982538 | 62227680.8 | 5000000 | N | 0 | False | 0 | 0 | 0 | 1 | -1595478.75 | 0 | 27 | 52.75 | 0 | 0 | 1697000 | 1697000 | 1697000 | 0 | 0 | 0 | 0 | 62227682 | 0 | 0 | 62227682 | 0 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 67329203.25 |  | 0 | 0 | 0 | 0 | 0 | 0 | 68924682 | -1595478.75 | 0 | 0 | -1595478.75 | 60632203.25 | 0 | 0 | 60632203.25 |  | 5000000 |  |  | 5000000 |  |  |  | 60632203.25 | 0 | 0 | 60632203.25 | 65941451.769087 | 0 | -6771604.5984375 | 59169847.1706495 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1697000
Warrants - Private | Principal Investing | Kuykendall | [PHONE] | First World Warrants |  | Telecom | Warrants | Warrants | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 19767 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 0 | 0 | 8 | 0 | 0 | 89 | 0 | 0 | 0 | 0 | 0 | -62202933 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Warrants - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Warrants - Public | Principal Investing | Kuykendall | [PHONE] | FirstWorld Warrants | US;FWIS | Telecom | Public | Common Equity | 3000000 | 3000000 | 0.08874982001006572 | 0 | 0.8262245680860885 | 1.666351059502338 | 1.714441984231636 | -0.04809092472929755 | 889-1038 | 0 | 0 | 4999053.178507014 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 5143325.952694907 | -144272.7741878927 | 0 | 0 | -144272.7741878927 | -17500946.82149299 | 0 | 100274.73 | -17400672.09149299 | 0 | 31500000 | 0 | 931873.1101056901 | 61125000 | 1 | 8675357.964903928 | 3.5 | 2095604.860042533 | 0 | 0 | 2095604.860042533 | -18306116.82149299 | 0 | -132574.27 | -18438691.09149299 | 3.5 | 3.5625 | 2239877.634230426 | 0 | 0 | 2239877.634230426 | -18161844.0473051 | 0 | -132574.27 | -18294418.3173051 | 61125000 | N | 0 | False | 100274.73 | 1.12 | 3360000 | 7 | 0 | 2478673.704258265 | 5 | 3.5 | 3.5 | 0 | 0 | -9000000 | 23305170 | 0 | 0 | 0 | 0 | -17356674.0473051 | 0 | 100274.73 | -17256399.3173051 | 0 | 0
Warrants - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 4999053.178507014 |  | 0 | 0 | 0 | 0 | 0 | 0 | 5143325.952694907 | -144272.7741878927 | 0 | 0 | -144272.7741878927 | -17500946.82149299 | 0 | 100274.73 | -17400672.09149299 |  | 31500000 |  |  | 61125000 |  |  |  | 2095604.860042533 | 0 | 0 | 2095604.860042533 | -18306116.82149299 | 0 | -132574.27 | -18438691.09149299 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -9000000
 | Principal Investing Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 113475597.428507 |  | 10530312.5 | 0 | 10530312.5 | 8030312.499999999 | 0 | 8030312.499999999 | 115215348.9526949 | -1739751.524187893 | 0 | 0 | -1739751.524187893 | 43131256.42850701 | 0 | 205379.86 | 43336636.28850701 |  | 77468418 |  |  | 107093418 |  |  |  | 62727808.11004253 | 0 | 4100.16 | 62731908.27004253 | 114777703.1469744 | 0 | -5933473.968437533 | 108844229.1785369 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -7124077
Accrual Income | Special Assets - Non-Performing |  |  | Special Assets - Non-Performing - Accruals |  | Restructured | Public | Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 91922.35 | 91922.35 | -236000.31 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 91922.35 | 91922.35 | 0 | 0 | 223937.58 | 223937.58 |  |  | 0 | 0 | 91922.35 | 91922.35 | 0 | 0 | 223937.58 | 223937.58 | 0 | N | 0 | False | 91922.35 | 0 | 0 | 83 | 0 | 0 | 133 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 91922.35 | 91922.35 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 91922.35 | 91922.35 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 91922.35 | 91922.35 | 0 | 0 | 223937.58 | 223937.58 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Convertible - Private | Special Assets - Non-Performing | Lydecker | [PHONE] | Crown Energy Convertible | US;CROE | Heavy Construction | Convertible | Convertible Preferred | 817049 | 817049 | 0 | 0 | 0.28 | 0 | 0 | 0 | 30-32 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -3020000 | 0 | -100000 | -3120000 | 0 | 3020000 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -3020000 | 0 | -100000 | -3120000 |  |  | 0 | 0 | 0 | 0 | -3020000 | 0 | -100000 | -3120000 | 0 | Y | 0 | False | -100000 | 10 | 8170490 | 6 | 0 | 0 | 75 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -3020000 | 0 | -100000 | -3120000 | 0 | 0
Convertible - Private | Special Assets - Non-Performing | Lydecker | [PHONE] | Lyco Convertible |  | Energy | Convertible | Convertible Preferred | 2000 | 2000 | 0 | 0 | 0 | 0 | 0 | 0 | 65-85 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 1000 | 2000000 | 6 | 0 | 0 | 85 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Convertible - Private | Special Assets - Non-Performing | Lydecker | [PHONE] | Basic Energy Preferred |  | OSX | Private | Financing | 1 | 1 | 0 | 0 | 0 | 4272668.04 | 4272668.04 | 0 | 172-4909 | 0 | 0 | 4272668.04 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4272668.04 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 6000 | 4190713.51 | 0 | 0 | 4190713.51 | 1 | 0 | 4272668.04 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4190713.51 | Y | 0 | False | 0 | 0 | 0 | 6 | 0 | 0 | 233 | 0 | 0 | 0 | 0 | 81954.53 | 251168.04 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Convertible - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 4272668.04 |  | 0 | 0 | 0 | 0 | 0 | 0 | 4272668.04 | 0 | 0 | 0 | 0 | -3020000 | 0 | -100000 | -3120000 |  | 7210713.51 |  |  | 4190713.51 |  |  |  | 0 | 0 | 0 | 0 | -3020000 | 0 | -100000 | -3120000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 81954.53
Convertible - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Costilla Convertible | US;COSEE | Energy | Convertible | Convertible Preferred | 31250 | 31250 | 0 | 0 | 0 | 0 | 0 | 0 | 1088-1201 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 80.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1e-06 | 1e-06 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | N | 0 | False | 0 | 1000 | 31250000 | 5 | 0 | 0 | 73 | 1e-06 | 0.045 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Convertible - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Inland Convertible | US;INLN | Energy | Convertible | Convertible Preferred | 0 | 0 | 0 | 0 | 0.2376006923210373 | 81.51698740932225 | 81.56188339315706 | -0.04489598383480597 | 58-70 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1698620 | 0 | 0 | 0 | 0 | 8.33 | 0 | 4.75 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4.75 | 4.75 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | N | 0 | False | 0 | 115.65 | 0 | 5 | 0 | 0 | 74 | 4.75 | 4.75 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Convertible - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Priv. Equity Partnerships | Special Assets - Non-Performing | Lydecker | [PHONE] | [NAME] |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 4541-6117 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -578493.1760000002 | 0 | 0 | -578493.1760000002 |  |  | 0 | 0 | 0 | 0 | -578493.1760000002 | 0 | 0 | -578493.1760000002 | 0 | Y | 0 | False | 0 | -23598800 | -23598800 | 12 | 0 | 0 | 163 | 0 | 0 | 0 | 0 | 0 | -1876880.824 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Special Assets - Non-Performing | Lydecker | [PHONE] | Hughes Rawls RA |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 56-68 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 216000 | 216000 | 12 | 0 | 0 | 167 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Special Assets - Non-Performing | Lydecker | [PHONE] | Magellan LLC |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 4651-6137 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -83400 | 0 | 0 | -83400 |  |  | 0 | 0 | 0 | 0 | -83400 | 0 | 0 | -83400 | 0 | Y | 0 | False | 0 | 19983360 | 19983360 | 12 | 0 | 0 | 177 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Special Assets - Non-Performing | Lydecker | [PHONE] | Enserco Offshore |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 5424769.930000001 | 5424769.930000001 | 0 | 4301-5699 | 0 | 0 | 5424769.930000001 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 5424769.930000001 | 0 | 0 | 0 | 0 | 0 | 0 | -136071.2 | -136071.2 | 0 | 5457647.32 | 0 | 0 | 5457647.32 | 1 | 0 | 5424769.930000001 | 0 | 0 | 23978.8 | 23978.8 | 0 | 0 | -356498.35 | -356498.35 |  |  | 0 | 0 | 23978.8 | 23978.8 | 0 | 0 | -356498.35 | -356498.35 | 5457647.32 | Y | 0 | False | -136071.2 | 0 | 0 | 12 | 0 | 0 | 231 | 0 | 0 | 0 | 0 | -32877.39 | -452245.07 | 0 | 0 | 0 | 0 | 0 | 0 | -136071.2 | -136071.2 | 0 | 0
Priv. Equity Partnerships Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 5424769.930000001 |  | 0 | 0 | 0 | 0 | 0 | 0 | 5424769.930000001 | 0 | 0 | 0 | 0 | 0 | 0 | -136071.2 | -136071.2 |  | 5457647.32 |  |  | 5457647.32 |  |  |  | 0 | 0 | 23978.8 | 23978.8 | -661893.1760000002 | 0 | -356498.35 | -1018391.526 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -32877.39
US Private | Special Assets - Non-Performing | Lydecker | [PHONE] | Hogan |  | Energy | Private | Common Equity | 1635 | 1635 | 0 | 0 | 1 | 0 | 0 | 0 | 55-66 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 1000 | 1635000 | 2 | 0 | 0 | 19 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Special Assets - Non-Performing | Lydecker | [PHONE] | Lyco Common |  | Energy | Private | Common Equity | 99999.6 | 99999.6 | 0 | 0 | 1 | 0 | 0 | 0 | 65-84 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 6 | 599997.6 | 2 | 0 | 0 | 20 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Special Assets - Non-Performing | Lydecker | [PHONE] | Heartland Steel Common |  | Steel | Private | Common Equity | 172031 | 172031 | 0 | 0.5 | 1 | 162.0955118554214 | 162.0955118554214 | 0 | 126-153 | 0 | 0 | 27885453 | 001:Enron-NA | 13942726.5 | 0 | 13942726.5 | 0 | 0 | 0 | 27885453 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 27885453 | 0 | 0 | 27885453 | 1 | 27885453 | 162.0955118554214 | 0 | 0 | 0 | 0 | -5588014 | 0 | 6730 | -5581284 |  |  | 0 | 0 | 0 | 0 | -5588014 | 0 | 6730 | -5581284 | 27885453 | Y | 0 | False | 0 | 89.2281 | 15349999.2711 | 2 | 0 | 0 | 39 | 0 | 0 | 0 | 0 | 0 | -14753533 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5 | 0
US Private | Special Assets - Non-Performing | Lydecker | [PHONE] | Heartland Steel Common Condor |  | Steel | Private | Common Equity | 1 | 1 | 0 | 0 | 1 | 14753533 | 14753533 | 0 | 126-153-Condor | 0 | 0 | 14753533 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 14753533 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 14753533 | 0 | 0 | 14753533 | 1 | 14753533 | 14753533 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 14753533 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 40 | 0 | 0 | 0 | 0 | 0 | 29507065.6 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Special Assets - Non-Performing | Lydecker | [PHONE] | NSM Common |  | Steel | Private | Common Equity | 27955691 | 27955691 | 0 | 0 | 1 | 0 | 0 | 0 | 295-333 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Special Assets - Non-Performing | Lydecker | [PHONE] | Inland Resources Preferred |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 5102616 | 5102616 | 0 | 58-7684 | 0 | 0 | 5102616 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 5102616 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1768456.195803693 | 5102616 | 0 | 0 | 5102616 | 1 | 0 | 5102616 | 0 | 0 | 0 | 0 | 919878.4097051411 | 0 | 4.001776687800884e-11 | 919878.4097051407 |  |  | 0 | 0 | 0 | 0 | 919878.4097051411 | 0 | 4.001776687800884e-11 | 919878.4097051407 | 5102616 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 205 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 47741602 |  | 13942726.5 | 0 | 13942726.5 | 0 | 0 | 0 | 47741602 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 47741602 |  |  | 47741602 |  |  |  | 0 | 0 | 0 | 0 | -4668135.590294858 | 0 | 6730.00000000004 | -4661405.590294859 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Public | Special Assets - Non-Performing | Lydecker | [PHONE] | [NAME] | US;BEXP | Energy | Public | Common Equity | 657894.7375 | 657894.7375 | 0 | 0.5 | 1 | 2.1875 | 2.03125 | 0.15625 | 1527-1800 | 0 | 0 | 1439144.73828125 | 001:Enron-NA | 1439144.73828125 | 0 | 1439144.73828125 | 719572.369140625 | 0 | 719572.369140625 | 1336348.685546875 | 102796.052734375 | 0 | 0 | 102796.052734375 | -205592.10546875 | 0 | 0 | -205592.10546875 | 246710.5265625 | 1644736.84375 | 0 | 0 | 1480263.159375 | 1 | 1439144.73828125 | 2.1875 | -20559.21054687514 | 0 | 0 | -20559.21054687514 | 431743.4214843749 | 0 | 0 | 431743.4214843749 | 2.1875 | 2.03125 | -123355.2632812501 | 0 | 0 | -123355.2632812501 | 328947.3687499999 | 0 | 0 | 328947.3687499999 | 1480263.159375 | N | 0 | False | 0 | 9.49999620000152 | 6249997.506250998 | 1 | 102796.052734375 | 657894.7375 | 1 | 2.1875 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -308388.158203125 | 0 | 0 | -308388.158203125 | 1 | 0
US Public | Special Assets - Non-Performing | Lydecker | [PHONE] | [NAME] | US;COSEE | Energy | Public | Common Equity | 387862.5 | 387862.5 | 0 | 0 | 0 | 1e-06 | 1e-06 | 0 | 1088-3247 | 0 | 0 | 0.3878625 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0.3878625 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3878625 | 0 | 0 | 0 | 1 | 0 | 1e-06 | 0 | 0 | 0 | 0 | 0.3878625 | 0 | 0 | 0.3878625 | 1e-06 | 1e-06 | 0 | 0 | 0 | 0 | 0.3878625 | 0 | 0 | 0.3878625 | 0 | N | 0 | False | 0 | 2.860019219329154 | 1109294.204457054 | 1 | 0 | 0 | 3 | 1e-06 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Inland Common | US;INLN | Energy | Public | Common Equity | 146048.75 | 146048.75 | 0 | 0 | 1 | 4.75 | 4.75 | 0 | 58-7704 | 0 | 0 | 693731.5625 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 693731.5625 | 0 | 0 | 0 | 0 | -273841.40625 | 0 | 0 | -273841.40625 | -803268.125 | 967572.96875 | 0 | 0 | 310353.59375 | 1 | 693731.5625 | 4.75 | -146048.75 | 0 | 0 | -146048.75 | 219073.125 | 0 | 0 | 219073.125 | 4.75 | 4.75 | -146048.75 | 0 | 0 | -146048.75 | 219073.125 | 0 | 0 | 219073.125 | 310353.59375 | N | 0 | False | 0 | 1.12 | 163574.6 | 1 | 0 | 146048.75 | 6 | 4.75 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -273841.40625 | 0 | 0 | -273841.40625 | 0 | 0
US Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Queen Sands Common | US;QSRI | Energy | Public | Common Equity | 7340971.2 | 7340971.2 | 0 | 0 | 1 | 0.065 | 0.075 | -0.01 | 82-847 | 0 | 0 | 477163.128 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 550572.84 | -73409.71199999994 | 0 | 0 | -73409.71199999994 | -256933.9919999999 | 0 | 0 | -256933.9919999999 | -284462.6339999999 | 734097.12 | 0 | 0 | 3009798.192 | 1 | 477163.128 | 0.065 | -102773.5967999999 | 0 | 0 | -102773.5967999999 | -2679454.487999999 | 0 | 50000 | -2629454.487999999 | 0.065 | 0.075 | -29363.8848 | 0 | 0 | -29363.8848 | -2606044.776 | 0 | 50000 | -2556044.776 | 3009798.192 | N | 0 | False | 0 | 1.12 | 8221887.744000001 | 1 | -73409.71199999994 | 7340971.2 | 8 | 0.065 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -183524.28 | 0 | 0 | -183524.28 | 0 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 2610039.81664375 |  | 1439144.73828125 | 0 | 1439144.73828125 | 719572.369140625 | 0 | 719572.369140625 | 2580653.475909375 | 29386.34073437506 | 0 | 0 | 29386.34073437506 | -736367.50371875 | 0 | 0 | -736367.50371875 |  | 3346407.3203625 |  |  | 4800414.945125 |  |  |  | -269381.5573468751 | 0 | 0 | -269381.5573468751 | -2028637.553653124 | 0 | 50000 | -1978637.553653124 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Structured Credit-Book RA | Special Assets - Non-Performing | Lydecker | [PHONE] | NSM C Sub Notes |  | Steel | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 295-961 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 0 | 0 | 15 | 0 | 0 | 202 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book RA | Special Assets - Non-Performing | Lydecker | [PHONE] | [NAME] |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 24598904.22 | 24598904.22 | 0 | 1527-2428 | 0 | 0 | 24598904.22 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 24598904.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01528557494748384 | 26224900.12 | 0 | 0 | 26224900.12 | 1 | 0 | 24598904.22 | 0 | 0 | 0 | 0 | -3000001.690010753 | 0 | 5499.999999999593 | -2994501.690010753 | 0 | 0 | 0 | 0 | 0 | 0 | -3000001.690010753 | 0 | 5499.999999999593 | -2994501.690010753 | 26224900.12 | Y | 0 | False | 0 | 0 | 0 | 15 | 0 | 0 | 211 | 0 | 0 | 0 | -10330.67 | -1625995.9 | 224041.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book RA | Special Assets - Non-Performing | Lydecker | [PHONE] | Heartland Contingent Construction Loan |  | Steel | Private | Financing | 1 | 1 | 0 | 0 | 0 | 2444129.72 | 2444129.72 | 0 | 126-226 | 0 | 0 | 2444129.72 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 2444129.72 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2500000 | 0 | 0 | 2500000 | 1 | 0 | 2444129.72 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2500000 | Y | 0 | False | 0 | 0 | 0 | 15 | 0 | 0 | 212 | 0 | 0 | 0 | 0 | -55870.28 | 2444129.72 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book RA | Special Assets - Non-Performing | Lydecker | [PHONE] | Carrizo Pref. |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2859375 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 0 | 0 | 15 | 0 | 0 | 214 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book RA | Special Assets - Non-Performing | Lydecker | [PHONE] | Gasco Fixed Loan |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 45-6218 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3049.778927145249 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -160970.14 | 0 | 0 | -160970.14 |  |  | 0 | 0 | 0 | 0 | -160970.14 | 0 | 0 | -160970.14 | 0 | Y | 0 | False | 0 | 0 | 0 | 15 | 0 | 0 | 223 | 0 | 0 | 0 | 0 | 0 | -648805.86 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book RA | Special Assets - Non-Performing | Lydecker | [PHONE] | Gasco Floating Loan |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4496.946167295313 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -8252.66 | 0 | 0 | -8252.66 |  |  | 0 | 0 | 0 | 0 | -8252.66 | 0 | 0 | -8252.66 | 0 | Y | 0 | False | 0 | 0 | 0 | 15 | 0 | 0 | 224 | 0 | 0 | 0 | 0 | 0 | -255083.34 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book RA | Special Assets - Non-Performing | Lydecker | [PHONE] | Hughes Rawls Loan |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 715350 | 715350 | 0 | 56-1886 | 0 | 0 | 715350 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 715350 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1215350 | 0 | 0 | 1215350 | 1 | 0 | 715350 | 0 | 0 | 0 | 0 | -5587470 | 0 | 191226 | -5396244 |  |  | 0 | 0 | 0 | 0 | -5587470 | 0 | 191226 | -5396244 | 1215350 | Y | 0 | False | 0 | 0 | 0 | 15 | 0 | 0 | 225 | 0 | 0 | 0 | 0 | -500000 | -1847180 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book RA | Special Assets - Non-Performing | Lydecker | [PHONE] | Hughes Rawls Note |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 784650 | 784650 | 0 | 56-5447 | 0 | 0 | 784650 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 784650 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 8100.010492836969 | 784650 | 0 | 0 | 784650 | 1 | 0 | 784650 | 0 | 0 | 0 | 0 | 0 | 0 | 34724 | 34724 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 34724 | 34724 | 784650 | Y | 0 | False | 0 | 0 | 0 | 15 | 0 | 0 | 226 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book RA | Special Assets - Non-Performing | Lydecker | [PHONE] | Industrial Holdings |  | OSX | Private | Financing | 1 | 1 | 0 | 0 | 0 | 7121810 | 7121810 | 0 | 1314-1547 | 0 | 0 | 7121810 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 7121810 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -34679.25490646723 | 7121810 | 0 | 0 | 7121810 | 1 | 0 | 7121810 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 7121810 | Y | 0 | False | 0 | 0 | 0 | 15 | 0 | 0 | 227 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book RA | Special Assets - Non-Performing | Lydecker | [PHONE] | NSM B Sub Notes |  | Steel | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 295-962 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 0 | 0 | 15 | 0 | 0 | 255 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book RA Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 35664843.94 |  | 0 | 0 | 0 | 0 | 0 | 0 | 35664843.94 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 37846710.12 |  |  | 37846710.12 |  |  |  | 0 | 0 | 0 | 0 | -8756694.490010753 | 0 | 231450 | -8525244.490010753 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -2181866.18
US Structured Credit-MTM RA | Special Assets - Non-Performing | Lydecker | [PHONE] | Tripoint (ACS) Revolver |  | OSX | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1-3407 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 54792.68118985665 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 113359.2506929447 | 0 | 19049.25722181952 | 132408.5079147643 |  |  | 0 | 0 | 0 | 0 | 113359.2506929447 | 0 | 19049.25722181952 | 132408.5079147643 | 0 | N | 0 | False | 0 | 0 | 0 | 14 | 0 | 0 | 206 | 0 | 0 | 0 | 0 | 0 | -1575000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-MTM RA | Special Assets - Non-Performing | Lydecker | [PHONE] | Tripoint (ACS) Term Loan |  | OSX | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1-1 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 118850.0924881104 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 251128.7306277039 | 0 | 66735.44333333333 | 317864.1739610373 |  |  | 0 | 0 | 0 | 0 | 251128.7306277039 | 0 | 66735.44333333333 | 317864.1739610373 | 0 | N | 0 | False | 0 | 0 | 0 | 14 | 0 | 0 | 207 | 0 | 0 | 0 | 0 | 0 | -3437500 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-MTM RA | Special Assets - Non-Performing | Lydecker | [PHONE] | Queen [NAME]. Revolver |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 403936.9174900561 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | N | 0 | False | 0 | 0 | 0 | 14 | 0 | 0 | 232 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-MTM RA Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 364487.9813206487 | 0 | 85784.70055515284 | 450272.6818758016 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Warrants - Private | Special Assets - Non-Performing | Lydecker | [PHONE] | Gasco Distribution Warrants |  | Energy | Warrants | Warrants | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 45-53 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 0 | 0 | 8 | 0 | 0 | 90 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Warrants - Private | Special Assets - Non-Performing | Lydecker | [PHONE] | Heartland Steel Warrants |  | Steel | Warrants | Warrants | 1 | 1 | 0 | 0 | 1 | 4217177 | 4217177 | 0 | 126-2040 | 0 | 0 | 4217177 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4217177 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4217177 | 0 | 0 | 4217177 | 1 | 4217177 | 4217177 | 0 | 0 | 0 | 0 | -915823 | 0 | 0 | -915823 |  |  | 0 | 0 | 0 | 0 | -915823 | 0 | 0 | -915823 | 4217177 | Y | 0 | False | 0 | 0 | 0 | 8 | 0 | 0 | 92 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Warrants - Private | Special Assets - Non-Performing | Lydecker | [PHONE] | Basic Energy Warrants |  | OSX | Warrants | Warrants | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 172-0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 0 | 0 | 8 | 0 | 0 | 95 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Warrants - Private | Special Assets - Non-Performing | Lydecker | [PHONE] | Tripoint (ACS) Warrants |  | OSX | Warrants | Warrants | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 1-332 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 937000 | 0 | 0 | 937000 |  |  | 0 | 0 | 0 | 0 | 937000 | 0 | 0 | 937000 | 0 | Y | 0 | False | 0 | 0 | 0 | 8 | 0 | 0 | 96 | 0 | 0 | 0 | 0 | 0 | -1000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Warrants - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 4217177 |  | 0 | 0 | 0 | 0 | 0 | 0 | 4217177 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 4217177 |  |  | 4217177 |  |  |  | 0 | 0 | 0 | 0 | 21177 | 0 | 0 | 21177 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Belco Warrants | US;BOG | Energy | Warrants | Warrants | 1000000 | 1000000 | 1.769179852771423e-07 | 0 | 5.952475580411161e-08 | 1.826532888244007e-08 | 2.118148525346353e-08 | -2.916156371023461e-09 | 520-584 | 0 | 0 | 0.01826532888244007 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0.02118148525346353 | -0.002916156371023462 | 0 | 0 | -0.002916156371023462 | -2.263194699898495 | 0 | 0 | -2.263194699898495 | -1301.406609770266 | 2.281460028780935 | 0 | 1.492745500775888 | 2846.734619213598 | 1 | 0.5022401270971917 | 8.4375 | -0.0397395875394889 | 0 | 0 | -0.0397395875394889 | -20.29557234000786 | 0 | 0 | -20.29557234000786 | 8.4375 | 8.4375 | -0.03682343116846544 | 0 | 0 | -0.03682343116846544 | -20.29265618363684 | 0 | 0 | -20.29265618363684 | 2846.734619213598 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 0.05952475580411161 | 97 | 8.4375 | 8.4375 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2.260278543527471 | 0 | 0 | -2.260278543527471 | 0 | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Carrizo Warrants | US;CRZO | Energy | Warrants | Warrants | 156250 | 156250 | 0.02005472376847635 | 0 | 0.9345303045543434 | 4.82792262511842 | 5.05535056364833 | -0.2274279385299094 | 561-606 | 0 | 0 | 754362.9101747532 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 789898.5255700515 | -35535.61539529834 | 0 | 0 | -35535.61539529834 | 227047.3829889104 | 0 | 0 | 227047.3829889104 | 24441.65581521168 | 527315.5271858427 | 0 | 23893.32323978627 | 259546.0564198853 | 1 | 1113405.245660448 | 7.625 | 265170.8645036086 | 0 | 0 | 265170.8645036086 | 681751.6113006023 | 0 | 0 | 681751.6113006023 | 7.625 | 7.875 | 300706.479898907 | 0 | 0 | 300706.479898907 | 717287.2266959007 | 0 | 0 | 717287.2266959007 | 259546.0564198853 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 146020.3600866162 | 98 | 7.625 | 7.625 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 262582.9983842088 | 0 | 0 | 262582.9983842088 | 0 | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Transcoastal Warrants | US;TCMSQ | OSX | Warrants | Warrants | 204000 | 204000 | 0.001843928135016498 | 0 | 1.165561178059899e-05 | 5.875100947455879e-08 | 0.0005318953456314604 | -0.0005318365946219858 | 157-959 | 0 | 0 | 0.01198520593280999 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 108.5066505088179 | -108.4946653028851 | 0 | 0 | -108.4946653028851 | -125.4898862402748 | 0 | 0 | -125.4898862402748 | 22501.19234876055 | 125.5018714462076 | 0 | 11.28484018630096 | 60801.82499934317 | 1 | 0.07133234409726581 | 0.03 | -0.001156879205481687 | 0 | 0 | -0.001156879205481687 | -265515.6965130469 | 0 | 0 | -265515.6965130469 | 0.03 | 0.02 | 108.4935084236796 | 0 | 0 | 108.4935084236796 | -265407.201847744 | 0 | 0 | -265407.201847744 | 60801.82499934317 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 2.377744803242194 | 100 | 0.03 | 0.03 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -16.99522093738966 | 0 | 0 | -16.99522093738966 | 0 | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | 3TEC Warrants | US;TTEN | Energy | Warrants | Warrants | 78000 | 78000 | 0.03714176060062395 | 0.5 | 0.306839345618278 | 1.315273495623439 | 1.272361050995356 | 0.04291244462808308 | 4561-9602 | 0 | 0 | 102591.3326586282 | 001:Enron-NA | 303655.8874074884 | 0 | 303655.8874074884 | 151827.9437037442 | 0 | 151827.9437037442 | 99244.16197763776 | 3347.170680990486 | 0 | 0 | 3347.170680990486 | 49912.53201983796 | 0 | 0 | 49912.53201983796 | 0 | 52678.80063879029 | 0 | 36756.41483439248 | 0 | 1 | 303655.8874074884 | 12.6875 | 11597.00564017736 | 0 | 0 | 11597.00564017736 | 102591.3326586282 | 0 | 0 | 102591.3326586282 | 12.6875 | 12.5625 | 8249.834959186875 | 0 | 0 | 8249.834959186875 | 99244.16197763776 | 0 | 0 | 99244.16197763776 | 0 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 23933.46895822569 | 101 | 12.6875 | 12.6875 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 46565.36133884748 | 0 | 0 | 46565.36133884748 | 1 | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Brigham Warrants | US;BEXP | Energy | Warrants | Warrants | 625000 | 625000 | 0.13936333934165 | 0.5 | 0.7158153812714626 | 0.9353708039989576 | 0.82309413844845 | 0.1122766655505075 | 1527-2480 | 0 | 0 | 584606.7524993485 | 001:Enron-NA | 978653.8415820778 | 0 | 978653.8415820778 | 489326.9207910389 | 0 | 489326.9207910389 | 514433.8365302813 | 70172.9159690672 | 0 | 0 | 70172.9159690672 | -156122.0054759688 | 0 | 0 | -156122.0054759688 | 139104.7557838256 | 740728.7579753173 | 0 | 190535.8155061622 | 642824.895382205 | 1 | 978653.8415820778 | 2.1875 | -19418.66841938999 | 0 | 0 | -19418.66841938999 | 231431.1290553141 | 0 | 0 | 231431.1290553141 | 2.1875 | 2.03125 | -89591.58438845718 | 0 | 0 | -89591.58438845718 | 161258.2130862469 | 0 | 0 | 161258.2130862469 | 642824.895382205 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 447384.6132946641 | 102 | 2.1875 | 2.1875 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -226294.921445036 | 0 | 0 | -226294.921445036 | 1 | 0
Warrants - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 1441561.025583265 |  | 1282309.728989566 | 0 | 1282309.728989566 | 641154.8644947831 | 0 | 641154.8644947831 | 1403685.051909965 | 37875.97367330008 | 0 | 0 | 37875.97367330008 | 120710.1564518394 | 0 | 0 | 120710.1564518394 |  | 1320850.869131425 |  |  | 966019.5114206471 |  |  |  | 257349.1608279293 | 0 | 0 | 257349.1608279293 | 750238.0809291578 | 0 | 0 | 750238.0809291578 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Special Assets - Non-Performing Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 101372661.752227 |  | 16664180.96727082 | 0 | 16664180.96727082 | 1360727.233635408 | 0 | 1360727.233635408 | 101305399.4378193 | 67262.31440767513 | 0 | 0 | 67262.31440767513 | -3635657.347266911 | 0 | -144148.85 | -3779806.197266911 |  | 107141108.1394939 |  |  | 105220284.4065457 |  |  |  | -12032.39651894582 | 0 | 115901.15 | 103868.7534810542 | -17999457.74770892 | 0 | 141403.9305551525 | -17858053.81715378 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -2132789.04
Accrual Income | Special Assets - Performing |  |  | Special Assets - Performing - Accruals |  | Investment Management | Public | Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 93215.61 | 93215.61 | -4321048.18 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 93215.61 | 93215.61 | 0 | 0 | 216666.88 | 216666.88 |  |  | 0 | 0 | 93215.61 | 93215.61 | 0 | 0 | 216666.88 | 216666.88 | 0 | N | 0 | False | 93215.61 | 0 | 0 | 83 | 0 | 0 | 129 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 93215.61 | 93215.61 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 93215.61 | 93215.61 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 93215.61 | 93215.61 | 0 | 0 | 216666.88 | 216666.88 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Convertible - Private | Special Assets - Performing | Lydecker | [PHONE] | Venoco Convertible |  | Energy | Convertible | Convertible Preferred | 375000 | 375000 | 0 | 0 | 0 | 122.38 | 122.38 | 0 | 1090-1203 | 0 | 0 | 45892500 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 45892500 | 0 | 0 | 0 | 0 | 0 | 0 | 1005673.37 | 1005673.37 | 0 | 45892500 | 0 | 0 | 45892500 | 1 | 0 | 122.38 | 0 | 0 | 0 | 0 | 2249042.39 | 0 | 2951116.89 | 5200159.28 |  |  | 0 | 0 | 0 | 0 | 2249042.39 | 0 | 2951116.89 | 5200159.28 | 45892500 | Y | 0 | False | 1005673.37 | 100 | 37500000 | 6 | 0 | 0 | 84 | 0 | 0 | 0 | 0 | 0 | 1907297.61 | 0 | 0 | 0 | 0 | 0 | 0 | 1005673.37 | 1005673.37 | 0 | 0
Convertible - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 45892500 |  | 0 | 0 | 0 | 0 | 0 | 0 | 45892500 | 0 | 0 | 0 | 0 | 0 | 0 | 1005673.37 | 1005673.37 |  | 45892500 |  |  | 45892500 |  |  |  | 0 | 0 | 0 | 0 | 2249042.39 | 0 | 2951116.89 | 5200159.28 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Priv. Equity Partnerships | Special Assets - Performing | Lydecker | [PHONE] | [NAME] |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1587-1861 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 174343.02 | 174343.02 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5 | 0 | 307041.58 | 307042.08 |  |  | 0 | 0 | 0 | 0 | 0.5 | 0 | 307041.58 | 307042.08 | 0 | Y | 0 | False | 174343.02 | 608514 | 608514 | 12 | 0 | 0 | 139 | 0 | 0 | 0 | 0 | 0 | -210000.5 | 0 | 0 | 0 | 0 | 0 | 0 | 174343.02 | 174343.02 | 0 | 0
Priv. Equity Partnerships | Special Assets - Performing | Lydecker | [PHONE] | Black Bay |  | Energy | Private | LTD. Partnership | 1 | 1 | 0 | 0 | 0 | 429975 | 429975 | 0 | 108-134 | 0 | 0 | 429975 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 429975 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 429975 | 0 | 0 | 429975 | 1 | 0 | 429975 | 0 | 0 | 0 | 0 | -739800 | 0 | 0 | -739800 |  |  | 0 | 0 | 0 | 0 | -739800 | 0 | 0 | -739800 | 429975 | Y | 0 | False | 0 | 4407894 | 4407894 | 12 | 0 | 0 | 142 | 0 | 0 | 0 | 0 | 0 | -1488376 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Special Assets - Performing | Lydecker | [PHONE] | City Forest Energy Advisory |  | Paper | Private | LTD. Partnership | 1 | 1 | 0 | 0 | 0 | 784673.9 | 784673.9 | 0 | 21-2651 | 0 | 0 | 784673.9 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 784673.9 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 803007.23 | 0 | 0 | 803007.23 | 1 | 0 | 784673.9 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 803007.23 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 145 | 0 | 0 | 0 | 0 | -18333.33 | -109999.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Special Assets - Performing | Lydecker | [PHONE] | City Forest IPC |  | Paper | Private | LTD. Partnership | 1 | 1 | 0 | 0 | 0 | 1663000 | 1663000 | 0 | 21-2320 | 0 | 0 | 1663000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 1663000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1663000 | 0 | 0 | 1663000 | 1 | 0 | 1663000 | 0 | 0 | 0 | 0 | -2087000 | 0 | 0 | -2087000 |  |  | 0 | 0 | 0 | 0 | -2087000 | 0 | 0 | -2087000 | 1663000 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 146 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Special Assets - Performing | Lydecker | [PHONE] | Esenjay ORRI |  | Energy | Private | Royalty Trust | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 4941-6577 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 12175 | 12175 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 12175 | 12175 | 0 | Y | 0 | False | 0 | -23598800 | -23598800 | 12 | 0 | 0 | 162 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Special Assets - Performing | Lydecker | [PHONE] | Geo. Pursuit (EBGB) |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 962000 | 962000 | 0 | 46-54 | 0 | 0 | 962000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 962000 | 0 | 0 | 0 | 0 | 0 | 0 | 25000 | 25000 | 0 | 962000 | 0 | 0 | 962000 | 1 | 0 | 962000 | 0 | 0 | 25000 | 25000 | -386000 | 0 | 100000 | -286000 |  |  | 0 | 0 | 25000 | 25000 | -386000 | 0 | 100000 | -286000 | 962000 | Y | 0 | False | 25000 | 2211500 | 2211500 | 12 | 0 | 0 | 164 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 25000 | 25000 | 0 | 0
Priv. Equity Partnerships | Special Assets - Performing | Lydecker | [PHONE] | [NAME] |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 4707450 | 4707450 | 0 | 46-846 | 0 | 0 | 4707450 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4707450 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4707450 | 0 | 0 | 4707450 | 1 | 0 | 4707450 | 0 | 0 | 0 | 0 | 457649 | 0 | 0 | 457649 |  |  | 0 | 0 | 0 | 0 | 457649 | 0 | 0 | 457649 | 4707450 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 174 | 0 | 0 | 0 | 0 | 0 | -1093499 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Special Assets - Performing | Lydecker | [PHONE] | Lewis Energy Group |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1612-3768 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 993000 | 0 | 100000 | 1093000 | 0 | 8307000 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 993000 | 0 | 100000 | 1093000 |  |  | 0 | 0 | 0 | 0 | 993000 | 0 | 100000 | 1093000 | 0 | Y | 0 | False | 100000 | 8967000 | 8967000 | 12 | 0 | 0 | 175 | 0 | 0 | 0 | 0 | -9300000 | -9300000 | 0 | 0 | 0 | 0 | 993000 | 0 | 100000 | 1093000 | 0 | 0
Priv. Equity Partnerships | Special Assets - Performing | Lydecker | [PHONE] | [NAME] |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 17386792.71 | 17386792.71 | 0 | 1690-1928 | 0 | 0 | 17386792.71 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 17386792.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 17513077 | 0 | 0 | 17513077 | 1 | 0 | 17386792.71 | 0 | 0 | 0 | 0 | 4185660.664999997 | 0 | 0 | 4185660.664999997 |  |  | 0 | 0 | 0 | 0 | 4185660.664999997 | 0 | 0 | 4185660.664999997 | 17513077 | Y | 0 | False | 0 | 19983360 | 19983360 | 12 | 0 | 0 | 176 | 0 | 0 | 0 | 0 | -126284.29 | -3259872.955 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Special Assets - Performing | Lydecker | [PHONE] | Hancock |  | Other | Private | Common Equity | 1 | 1 | 0 | 0 | 0 | 3054665.63 | 3054665.63 | 0 | 1227-1440 | 0 | 0 | 3054665.63 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 3054665.63 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3530871.16 | 0 | 0 | 3530871.16 | 1 | 0 | 3054665.63 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3530871.16 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 268 | 0 | 0 | 0 | 0 | -476205.53 | -660832.37 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Special Assets - Performing | Lydecker | [PHONE] | IGP |  | Other | Private | Common Equity | 1 | 1 | 0 | 0 | 0 | 2498641.82 | 2498641.82 | 0 | 171-203 | 0 | 0 | 2498641.82 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 2498641.82 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2498641.82 | 0 | 0 | 2498641.82 | 1 | 0 | 2498641.82 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2498641.82 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 269 | 0 | 0 | 0 | 0 | 0 | 721658.82 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 31487199.06 |  | 0 | 0 | 0 | 0 | 0 | 0 | 31487199.06 | 0 | 0 | 0 | 0 | 993000 | 0 | 299343.02 | 1292343.02 |  | 40415022.21 |  |  | 32108022.21 |  |  |  | 0 | 0 | 25000 | 25000 | 2423510.164999997 | 0 | 519216.58 | 2942726.744999997 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -9920823.149999999
Production Payments | Special Assets - Performing | Lydecker | [PHONE] | [NAME] |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 1371813.39 | 1371813.39 | 0 | 4-4 | 0 | 0 | 1371813.39 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 1371813.39 | 0 | 0 | 0 | 0 | 0 | 0 | 50000 | 50000 | 0 | 1464766.31 | 0 | 0 | 1464766.31 | 1 | 0 | 1371813.39 | 0 | 0 | 0 | 0 | 0 | 0 | 7144.29 | 7144.29 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 7144.29 | 7144.29 | 1464766.31 | Y | 0 | False | 50000 | 0 | 0 | 19 | 0 | 0 | 188 | 0 | 0 | 0 | 0 | -92952.92 | -578943.61 | 0 | 0 | 0 | 0 | 0 | 0 | 50000 | 50000 | 0 | 0
Production Payments | Special Assets - Performing | Lydecker | [PHONE] | Swift VPP Unwind |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 248169.14 | 248169.14 | 0 | 1407-1660 | 0 | 0 | 248169.14 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 248169.14 | 0 | 0 | 0 | 0 | 0 | 0 | 50000 | 50000 | 0 | 308698.13 | 0 | 0 | 308698.13 | 1 | 0 | 248169.14 | 0 | 0 | 0 | 0 | 0 | 0 | 13406.74 | 13406.74 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 13406.74 | 13406.74 | 308698.13 | Y | 0 | False | 50000 | 0 | 0 | 19 | 0 | 0 | 189 | 0 | 0 | 0 | 0 | -60528.99 | -591850.86 | 0 | 0 | 0 | 0 | 0 | 0 | 50000 | 50000 | 0 | 0
Production Payments | Special Assets - Performing | Lydecker | [PHONE] | NRM Edisto |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 72-93 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 17465.96 | 17465.96 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 17465.96 | 17465.96 | 0 | Y | 0 | False | 0 | 0 | 0 | 19 | 0 | 0 | 201 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Production Payments Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 1619982.53 |  | 0 | 0 | 0 | 0 | 0 | 0 | 1619982.53 | 0 | 0 | 0 | 0 | 0 | 0 | 100000 | 100000 |  | 1773464.44 |  |  | 1773464.44 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 38016.99 | 38016.99 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -153481.91
US Private | Special Assets - Performing | Lydecker | [PHONE] | H&R Drilling |  | Toronto Oil & Gas Service | Private | Common Equity | 1250000 | 1250000 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2.102746421428492e-09 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -84.18578933831304 | 84.18578933808021 | 0 | -2.328306436538696e-10 |  |  | 0 | 0 | 0 | 0 | -84.18578933831304 | 84.18578933808021 | 0 | -2.328306436538696e-10 | 0 | Y | 0 | False | 0 | 2.1 | 2625000 | 2 | 0 | 0 | 18 | 0 | 0 | 0 | 0 | 0 | -4186553.81421066 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0
US Private | Special Assets - Performing | Lydecker | [PHONE] | Terradyne |  | Other | Private | Common Equity | 795.757 | 795.757 | 0 | 0 | 1 | 0 | 0 | 0 | 170-202 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -796000 | 0 | 0 | -796000 | 0 | 796000 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -796000 | 0 | 0 | -796000 |  |  | 0 | 0 | 0 | 0 | -796000 | 0 | 0 | -796000 | 0 | Y | 0 | False | 0 | 1000 | 795757 | 2 | 0 | 0 | 32 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -796000 | 0 | 0 | -796000 | 0 | 0
US Private | Special Assets - Performing | Lydecker | [PHONE] | WB Oil & Gas |  | Energy | Private | Common Equity | 1000 | 1000 | 0 | 0 | 1 | 1360 | 1360 | 0 | 588-639 | 0 | 0 | 1360000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 1360000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1360000 | 0 | 0 | 1360000 | 1 | 1360000 | 1360 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1360000 | Y | 0 | False | 0 | 2360 | 2360000 | 2 | 0 | 0 | 35 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Special Assets - Performing | Lydecker | [PHONE] | Neutralysis |  | Energy | Private | Common Equity | 1000 | 1000 | 0 | 0 | 1 | 0 | 0 | 0 | 441-506 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 2360 | 2360000 | 2 | 0 | 0 | 36 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Special Assets - Performing | Lydecker | [PHONE] | [NAME] |  | Energy | Private | Common Equity | 1000 | 1000 | 0 | 0 | 1 | 3896 | 3896 | 0 | 1354-1608 | 0 | 0 | 3896000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 3896000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3896000 | 0 | 0 | 3896000 | 1 | 3896000 | 3896 | 0 | 0 | 0 | 0 | -892000 | 0 | 0 | -892000 |  |  | 0 | 0 | 0 | 0 | -892000 | 0 | 0 | -892000 | 3896000 | Y | 0 | False | 0 | 2360 | 2360000 | 2 | 0 | 0 | 37 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Special Assets - Performing | Lydecker | [PHONE] | Catalytica |  | Generation | Private | Preferred Equity | 30000 | 30000 | 0 | 0 | 1 | 3195.679833333333 | 3195.679833333333 | 0 | 1588-1862 | 0 | 0 | 95870395 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 95870395 | 0 | 0 | 0 | 0 | 49556395 | 0 | 0 | 49556395 | 0 | 46314000 | 0 | 0 | 95870395 | 1 | 95870395 | 3195.679833333333 | 49556395 | 0 | 0 | 49556395 | 49842395 | 0 | 106000 | 49948395 |  |  | 49556395 | 0 | 0 | 49556395 | 49842395 | 0 | 106000 | 49948395 | 95870395 | Y | 0 | False | 0 | 1000 | 30000000 | 2 | 0 | 0 | 42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 49556395 | 0 | 0 | 49556395 | 0 | 0
US Private | Special Assets - Performing | Lydecker | [PHONE] | LSI Preferred Private |  | OSX | Private | Preferred Equity | 4000 | 4000 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 70 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 101126395 |  | 0 | 0 | 0 | 0 | 0 | 0 | 101126395 | 0 | 0 | 0 | 0 | 48760395 | 0 | 0 | 48760395 |  | 52366000 |  |  | 101126395 |  |  |  | 49556395 | 0 | 0 | 49556395 | 48154310.81421066 | 84.18578933808021 | 106000 | 48260395 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Public | Special Assets - Performing | Lydecker | [PHONE] | Bonus Resources Common | CA;BOU | Energy | Public | Common Equity | 325000 | 325000 | 0 | 0 | 1 | 2.016183412002697 | 2.023608768971332 | -0.007425356968635111 | 1348-6217 | 0 | 0 | 655259.6089008766 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 657672.8499156829 | -2413.241014806321 | 0 | 0 | -2413.241014806321 | -147975.1828074683 | 0 | 0 | -147975.1828074683 | -103464.293603959 | 803234.791708345 | 0 | 0 | 578536.26009871 | 1 | 655259.6089008766 | 2.016183412002697 | -15476.01807199954 | 0 | 0 | -15476.01807199954 | 136848.7718477743 | 0 | 0 | 136848.7718477743 | 2.016183412002697 | 2.023608768971332 | -13062.77705719322 | 0 | 0 | -13062.77705719322 | 139262.0128625806 | 0 | 0 | 139262.0128625806 | 578536.26009871 | N | 0 | False | 0 | 9.49999620000152 | 3087498.765000494 | 1 | -2413.241014806321 | 325000 | 2 | 2.016183412002697 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -145561.941792662 | 0 | 0 | -145561.941792662 | 0 | 0
US Public | Special Assets - Performing | Lydecker | [PHONE] | [NAME] | US;ESNJ | Energy | Public | Common Equity | 0 | 0 | 0 | 0 | 1 | 3.125 | 2.9375 | 0.1875 | 4941-7324 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -92781.43500000001 | 0 | 0 | 0 | 86300 | 1 | 0 | 3.125 | 0 | 0 | 0 | 0 | 33395.00679433336 | 0 | 0 | 33395.00679433336 | 3.125 | 2.9375 | 0 | 0 | 0 | 0 | 33395.00679433336 | 0 | 0 | 33395.00679433336 | 86300 | N | 0 | False | 0 | 5.63 | 0 | 1 | 0 | 0 | 4 | 3.125 | 0 | 0 | 0 | 0 | -379426.2567943333 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.43 | 0
US Public | Special Assets - Performing | Lydecker | [PHONE] | Paradigm Common | US;PGEO | OSX | Public | Common Equity | 59891 | 59891 | 0 | 0 | 1 | 6 | 5.75 | 0.25 | 75-10364 | 0 | 0 | 359346 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 344373.25 | 14972.75 | 0 | 0 | 14972.75 | 1871.59375 | 0 | 0 | 1871.59375 | 0 | 357474.40625 | 0 | 0 | 0 | 1 | 359346 | 6 | -14972.75 | 0 | 0 | -14972.75 | 359346 | 0 | 0 | 359346 | 6 | 5.75 | -29945.5 | 0 | 0 | -29945.5 | 344373.25 | 0 | 0 | 344373.25 | 0 | N | 0 | False | 0 | 1.12 | 67077.92 | 1 | 14972.75 | 59891 | 7 | 6 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -13101.15625 | 0 | 0 | -13101.15625 | 0 | 0
US Public | Special Assets - Performing | Lydecker | [PHONE] | Tetonka Drilling Common | CA;TDI | Toronto Oil & Gas Service | Public | Common Equity | 2048561 | 2048561 | 0 | 0 | 1 | 2.360080917060013 | 2.428330522765599 | -0.06824960570558547 | 582-632 | 0 | 0 | 4834769.723533378 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4974583.204047218 | -139813.48051384 | 0 | 0 | -139813.48051384 | -366944.0851183785 | 0 | 0 | -366944.0851183785 | 0 | 5201713.808651756 | 0 | 0 | 4488205.707073415 | 1 | 4834769.723533378 | 2.360080917060013 | -224757.5304935733 | 0 | 0 | -224757.5304935733 | 648215.9093227182 | 0 | 0 | 648215.9093227182 | 2.360080917060013 | 2.428330522765599 | -84944.0499797333 | 0 | 0 | -84944.0499797333 | 788029.3898365581 | 0 | 0 | 788029.3898365581 | 4488205.707073415 | N | 0 | False | 0 | 2.92 | 5981798.12 | 1 | -139813.48051384 | 2048561 | 10 | 2.360080917060013 | 0 | 0 | 0 | 0 | 4186553.81421066 | 0 | 0 | 0 | 0 | -227130.6046045385 | 0 | 0 | -227130.6046045385 | 0 | 0
US Public | Special Assets - Performing | Lydecker | [PHONE] | Quicksilver Common | US;KWK | Energy | Public | Common Equity | 804243 | 804243 | 0 | 0.03 | 1 | 7.875 | 7.75 | 0.125 | 216-259 | 0 | 0 | 6333413.625 | 001:Enron-NA | 2660033.7225 | 0 | 2660033.7225 | 2470031.31375 | 0 | 2470031.31375 | 6232883.25 | 100530.375 | 0 | 0 | 100530.375 | 603182.25 | 0 | 0 | 603182.25 | -1809546.752680104 | 5730231.375 | 0 | 0 | 4825458 | 1 | 6333413.625 | 7.875 | 653447.4375 | 0 | 0 | 653447.4375 | 2814850.5 | 0 | 0 | 2814850.5 | 7.875 | 7.75 | 552917.0625 | 0 | 0 | 552917.0625 | 2714320.125 | 0 | 0 | 2714320.125 | 4825458 | N | 0 | False | 0 | 7.5 | 6031822.5 | 1 | 100530.375 | 804243 | 25 | 7.875 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 502651.875 | 0 | 0 | 502651.875 | 0.42 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 12182788.95743426 |  | 2660033.7225 | 0 | 2660033.7225 | 2470031.31375 | 0 | 2470031.31375 | 12209512.5539629 | -26723.5965286463 | 0 | 0 | -26723.5965286463 | 90134.57582415314 | 0 | 0 | 90134.57582415314 |  | 12092654.3816101 |  |  | 9978499.967172123 |  |  |  | 398241.1389344272 | 0 | 0 | 398241.1389344272 | 3992656.187964826 | 0 | 0 | 3992656.187964826 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Structured Credit-Book | Special Assets - Performing | Lydecker | [PHONE] | LSI Debt II Bridge Loan |  | OSX | Private | Financing | 1 | 1 | 0 | 0 | 0 | 375000 | 375000 | 0 | 614-9982 | 0 | 0 | 375000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 375000 | 0 | 0 | 0 | 0 | 0 | 0 | 10856.83 | 10856.83 | 0 | 375000 | 0 | 0 | 375000 | 1 | 0 | 375000 | 0 | 0 | 10856.83 | 10856.83 | 0 | 0 | 16476.63 | 16476.63 |  |  | 0 | 0 | 10856.83 | 10856.83 | 0 | 0 | 16476.63 | 16476.63 | 375000 | Y | 0 | False | 10856.83 | 0 | 0 | 17 | 0 | 0 | 193 | 0 | 0 | 0 | 0 | 0 | 375000 | 0 | 0 | 0 | 0 | 0 | 0 | 10856.83 | 10856.83 | 0 | 0
US Structured Credit-Book Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 375000 |  | 0 | 0 | 0 | 0 | 0 | 0 | 375000 | 0 | 0 | 0 | 0 | 0 | 0 | 10856.83 | 10856.83 |  | 375000 |  |  | 375000 |  |  |  | 0 | 0 | 10856.83 | 10856.83 | 0 | 0 | 16476.63 | 16476.63 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Structured Credit-MTM | Special Assets - Performing | Lydecker | [PHONE] | HV Marine Sub Debt C |  | OSX | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | N | 0 | False | 0 | 0 | 0 | 16 | 0 | 0 | 191 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-MTM | Special Assets - Performing | Lydecker | [PHONE] | LSI Preferred |  | OSX | Private | Financing | 1 | 1 | 0 | 0 | 0 | 2460230.978226664 | 2459027.202838654 | 1203.775388010312 | 614-665 | 0 | 0 | 2460230.978226664 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 2459027.202838654 | 1203.775388010312 | 0 | 0 | 1203.775388010312 | 81363.55513959471 | 0 | 0 | 81363.55513959471 | -730023.2245191787 | 2378867.42308707 | 0 | 0 | 1491673.834859363 | 1 | 0 | 2460230.978226664 | 24502.15506055532 | 0 | 0 | 24502.15506055532 | 1044801.154653177 | 0 | -434000 | 610801.1546531771 |  |  | 23298.37967254501 | 0 | 0 | 23298.37967254501 | 1043597.379265167 | 0 | -434000 | 609597.3792651668 | 1491673.834859363 | N | 0 | False | 0 | 0 | 0 | 16 | 1203.775388010312 | 0 | 199 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 80159.7797515844 | 0 | 0 | 80159.7797515844 | 0 | 0
US Structured Credit-MTM | Special Assets - Performing | Lydecker | [PHONE] | Chadwell Loan |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 17-18 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 9514.422398788849 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -6586.060862043411 | 0 | -7486.256464576631 | -14072.31732662004 |  |  | 0 | 0 | 0 | 0 | -6586.060862043411 | 0 | -7486.256464576631 | -14072.31732662004 | 0 | N | 0 | False | 0 | 0 | 0 | 16 | 0 | 0 | 215 | 0 | 0 | 0 | 0 | 0 | -6752.45 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-MTM Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 2460230.978226664 |  | 0 | 0 | 0 | 0 | 0 | 0 | 2459027.202838654 | 1203.775388010312 | 0 | 0 | 1203.775388010312 | 81363.55513959471 | 0 | 0 | 81363.55513959471 |  | 2378867.42308707 |  |  | 1491673.834859363 |  |  |  | 24502.15506055532 | 0 | 0 | 24502.15506055532 | 1038215.093791134 | 0 | -441486.2564645766 | 596728.8373265571 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Warrants - Private | Special Assets - Performing | Lydecker | [PHONE] | HV Marine Warrants |  | OSX | Warrants | Warrants | 1 | 1 | 0 | 0 | 1 | 11804250 | 11804250 | 0 | 480-2948 | 0 | 0 | 11804250 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 11804250 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 11804250 | 0 | 0 | 11804250 | 1 | 11804250 | 11804250 | 0 | 0 | 0 | 0 | 3017001 | 0 | 0 | 3017001 |  |  | 0 | 0 | 0 | 0 | 3017001 | 0 | 0 | 3017001 | 11804250 | Y | 0 | False | 0 | 0 | 0 | 8 | 0 | 0 | 91 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Warrants - Private | Special Assets - Performing | Lydecker | [PHONE] | LSI Warrants |  | OSX | Warrants | Warrants | 1 | 1 | 0 | 0 | 1 | 1118250 | 1118250 | 0 | 614-5501 | 0 | 0 | 1118250 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 1118250 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1118250 | 0 | 0 | 1118250 | 1 | 1118250 | 1118250 | 0 | 0 | 0 | 0 | -319500 | 0 | 0 | -319500 |  |  | 0 | 0 | 0 | 0 | -319500 | 0 | 0 | -319500 | 1118250 | Y | 0 | False | 0 | 0 | 0 | 8 | 0 | 0 | 93 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Warrants - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 12922500 |  | 0 | 0 | 0 | 0 | 0 | 0 | 12922500 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 12922500 |  |  | 12922500 |  |  |  | 0 | 0 | 0 | 0 | 2697501 | 0 | 0 | 2697501 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Warrants - Public | Special Assets - Performing | Lydecker | [PHONE] | Paradigm Warrants | US;PGEO | OSX | Warrants | Warrants | 0.018 | 0.018 | 0.06333818190916593 | 0 | 0.7625512558454931 | 0 | 0 | 0 | 75-3627 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -116689.0777941882 | 0 | 0 | 0.00684052364618992 | 0 | 1 | 0.08235553563131325 | 6 | 0 | 0 | 0 | 0 | -327752.0998345978 | 0 | -7420.35 | -335172.4498345978 | 6 | 5.75 | 0 | 0 | 0 | 0 | -327752.0998345978 | 0 | -7420.35 | -335172.4498345978 | 0 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 0.01372592260521887 | 99 | 6 | 6 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Warrants - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | -327752.0998345978 | 0 | -7420.35 | -335172.4498345978 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Special Assets - Performing Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 208066596.5256609 |  | 2660033.7225 | 0 | 2660033.7225 | 2470031.31375 | 0 | 2470031.31375 | 208092116.3468015 | -25519.82114063599 | 0 | 0 | -25519.82114063599 | 49924893.13096375 | 0 | 1509088.83 | 51433981.96096375 |  | 168216008.4546971 |  |  | 205668055.4520315 |  |  |  | 49979138.29399498 | 0 | 129072.44 | 50108210.73399498 | 60227483.55113202 | 84.18578933808021 | 3398587.363535423 | 63626155.10045678 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -10074305.06
US Private | West Originations | TBD | Not Available | Alpine Natural Gas Preferred |  | Energy | Private | Preferred Equity | 10694884 | 10694884 | 0 | 0 | 1 | 0.2664825537144676 | 0.2664825537144676 | 0 | 567-3876 | 0 | 0 | 2850000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 2850000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2850000 | 0 | 0 | 2850000 | 1 | 2850000 | 0.2664825537144676 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2850000 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 68 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 2850000 |  | 0 | 0 | 0 | 0 | 0 | 0 | 2850000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 2850000 |  |  | 2850000 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Warrants - Private | West Originations | TBD | Not Available | Alpine Natural Gas Warrants |  | Energy | Warrants | Warrants | 1 | 1 | 0 | 0 | 1 | 98263 | 98263 | 0 | 567-844 | 0 | 0 | 98263 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 98263 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 98263 | 0 | 0 | 98263 | 1 | 98263 | 98263 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 98263 | Y | 0 | False | 0 | 0 | 0 | 8 | 0 | 0 | 87 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Warrants - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 98263 |  | 0 | 0 | 0 | 0 | 0 | 0 | 98263 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 98263 |  |  | 98263 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | West Originations Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 2948263 |  | 0 | 0 | 0 | 0 | 0 | 0 | 2948263 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 2948263 |  |  | 2948263 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Grand Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 1555327542.55288 |  | 248538561.9492729 | -9950993.794266446 | 238587568.1550065 | 95637963.45459376 | -13641098.1450253 | 81996865.30956846 | 1557754778.755828 | -2019023.756947653 | -37131.08018069668 | -1033.180425366376 | -2057188.017553716 | 32110737.9615589 | -264319.4089099749 | 6503030.624350789 | 38349449.17699971 |  | 1541307044.772038 |  |  | 1521532285.696993 |  |  |  | 87198634.97168106 | -831223.247256029 | 420694.9169142304 | 86788106.64133926 | 171094008.3682596 | -16058387.19695613 | 16893273.95420403 | 171928895.1255076 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -18485241.436
 | Grand Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 1555327542.55288 |  | 248538561.9492729 | -9950993.794266446 | 238587568.1550065 | 95637963.45459376 | -13641098.1450253 | 81996865.30956846 | 1557754778.755828 | -2019023.756947653 | -37131.08018069668 | -1033.180425366376 | -2057188.017553716 | 32110737.9615589 | -264319.4089099749 | 6503030.624350789 | 38349449.17699971 |  | 1541307044.772038 |  |  | 1521532285.696993 |  |  |  | 87198634.97168106 | -831223.247256029 | 420694.9169142304 | 86788106.64133926 | 171094008.3682596 | -16058387.19695613 | 16893273.95420403 | 171928895.1255076 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -18485241.436