Spreadsheet: louise_kitchen__22531__1base329c
Sheet: Daily Position

Security/ | Trade | Settlement | [NAME] |  | Posi- | Strike | Notional |  | Terminations |  |  |  | Market |  | Unrealized | Realized | Total | Prior Day |  | Prior Day |  |  |  |  | Prior YTD |  | Current QTR
Ticker | Date | Date | ment | Cost | tion | Price | Units | Value | Date | Price | Units | Value | Price/Value | Report Date | Gain/(Loss) | Gain/(Loss) | Gain/(Loss) | Realized | Total | Price/Value | Column | Check |  |  | Gain/(Loss) | Gain/(Loss) | Realized | Total
PUBLICS
3TEC Warrants | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long | 1.17868389193476 | 78000 |  | 2001-06-27 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -29537.34 | -29537.34
Active Power | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | -11767680.06
Active Power | 2000-08-03 00:00:00 |  |  |  |  |  |  |  | 2001-01-16 00:00:00 |  |  | 6449767.11 |  |  |  |  |  |  |  |  |  |  |  |  | -7079860.94 | -7079860.94
Active Power | 2000-08-03 00:00:00 |  |  |  |  |  |  |  | 2001-04-20 00:00:00 | 21.673 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -5168955.03 | -5168955.03
Active Power | 2000-08-03 00:00:00 |  |  |  |  |  |  |  | 2001-04-23 00:00:00 | 20.6125 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -3238750.02 | -3238750.02
Active Power | 2000-08-03 00:00:00 |  |  |  |  |  |  |  | 2001-04-24 00:00:00 | 20.4043 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -1140849.51 | -1140849.51
Active Power | 2000-08-03 00:00:00 |  |  |  |  |  |  |  | 2001-05-07 00:00:00 | 24.6495 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -2835050.02 | -2835050.02
Active Power | 2000-08-03 00:00:00 |  |  |  |  |  |  |  | 2001-05-08 00:00:00 | 24.1132 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -4333020.03 | -4333020.03
Active Power | 2000-08-03 00:00:00 |  |  |  |  |  |  |  | 2001-05-09 00:00:00 | 25.0496 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -4111671.57 | -4111671.57
Avici Systems | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long | 162.5 | 1093426 |  | 2001-01-11 00:00:00 |  |  | 30438.98 |  |  |  |  |  |  |  |  |  |  |  |  | -132061.02 | -168289195.2
Carrizo Warrants | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long | 4.19540251455472 | 156250 |  | 2001-06-27 00:00:00 | 3.453 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -116000.39 | -116000.39
Catalytica After 12/14 | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2000-12-14 00:00:00 | public shares exchanged | 0 | -86974308.7
Paradigm | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long | 5.875 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0
Paradigm |  |  |  |  |  |  |  |  | 2001-04-30 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -1306.1 | -1306.1
Paradigm |  |  |  |  |  |  |  |  | 2001-05-01 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -1441.36 | -1441.36
Paradigm |  |  |  |  |  |  |  |  | 2001-05-02 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -475.19 | -475.19
Paradigm |  |  |  |  |  |  |  |  | 2001-05-07 00:00:00 | 5.5712 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -1169.63 | -1169.63
Paradigm |  |  |  |  |  |  |  |  | 2001-05-08 00:00:00 | 5.6611 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -770.04 | -770.04
Paradigm |  |  |  |  |  |  |  |  | 2001-05-11 00:00:00 | 5.55 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -487.5 | -487.5
Paradigm |  |  |  |  |  |  |  |  | 2001-05-17 00:00:00 | 5.5121 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -254.03 | -254.03
Paradigm |  |  |  |  |  |  |  |  | 2001-05-18 00:00:00 | 5.6281 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -3191.18 | -3191.18
Paradigm |  |  |  |  |  |  |  |  | 2001-05-21 00:00:00 | 5.57956 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -1757.87 | -1757.87
Paradigm |  |  |  |  |  |  |  |  | 2001-05-22 00:00:00 | 5.5512 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -5990.3 | -5990.3
Paradigm |  |  |  |  |  |  |  |  | 2001-05-23 00:00:00 | 5.5296 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -471.82 | -471.82
Place Resources | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long | 1.68395 | 735000 |  | 2000-11-09 00:00:00 | 1.93798449612403 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 186715.35 | 186715.35
DevX Energy Common | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  |  | 2001-03-30 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  | 2000-10-25 00:00:00 | exchange | -61218.11 | -61218.11
DevX Energy Pref | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  |  | 2000-12-14 00:00:00 |  |  | 892470 |  |  |  |  |  |  |  |  |  |  | 2000-10-25 00:00:00 | exchange | 374070 | 374070
Quicksilver | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long | 7.625 | 804243 |  | 2000-12-08 00:00:00 |  |  | 5404512.6 |  |  |  |  |  |  |  |  |  |  |  |  | -727840.28 | -727840.28
PRIVATES
Amerada Hess Exposure | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 1250000 |  |  |  |  |  |  |  | 0 |  | 0 |  |  | 2 |  |  |  | 0 | 0
Ameritex | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 4563600 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | -3354569.74
Basic Energy Preferred | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 2136334 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | -1366089.5
Black Bay | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 429975 | 2000-12-28 00:00:00 | settled |  | 372147.13 |  |  |  |  |  |  |  |  |  |  |  |  | -57827.87 | -57827.87
[NAME] | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  |  | 2000-11-01 00:00:00 | settled |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 65511 | 65511
Catalytica Before 12/14 | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  |  |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  | 2000-12-14 00:00:00 | public shares exchanged | 0 | 0
City Forest IPC | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 1663000 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | -1663000
Ecogas Loan & Equity | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  |  |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | -12878050
Geo. Pursuit (EBGB) | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 1012500 | 2000-12-29 00:00:00 | settled |  | 125000 |  |  |  |  |  |  |  |  |  |  |  |  | -887500 | -887500
Heartland Common | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long | 136.649295766461 | 172031 |  |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | -23507914.99999972
Heartland Common (Condor) | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 10372212 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | -10372212
Heartland Loan | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 1302980 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | -1165662.43
Heartland Warrants | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 3486752 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | -3486752
Hughes Rawls Loan | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 429210 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | 670790
Hughes Rawls Note | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 470790 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | -470790
HV Marine Warrants | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 27082500 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | -16957500
Industrial Holdings | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 7121810 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | 0
Invasion Energy | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 5644007 | 2001-03-30 00:00:00 | settled |  | 5644007 |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0
Juniper | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 20916875 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | -29280.13999999687
Juniper Committed Exposurer | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 2560525 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | 0
[NAME] | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 4774950 | 2000-12-28 00:00:00 | settled |  | 2415598.88 |  |  |  |  |  |  |  |  |  |  |  |  | -2359351.12 | -2359351.12
LSI Preferred | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 1822363 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | -1822363
LSI Warrants | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 1374750 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | -1374750
Oconto Falls Common | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 1803840 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | 0
Oconto Falls IPC | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 2300803 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | 0
Texland | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 7483750 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | 1488238.34
Texland Committed Exposurer | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 2343750 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | 0
Vastar | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 16316247 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | 0
Vastar Exposure | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  | 1050000 |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | 0
Venoco Convertible | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long | 217.28 | 375000 |  |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | -36643959.9
WB Oil & Gas | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long | 1360 | 1000 |  | 2001-07-06 00:00:00 | settled |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  | 0 | -1360000
[NAME] Derivative | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Put | 36066314 | Short |  |  |  | 2001-01-19 00:00:00 | partial |  | 63109023.64 |  |  |  |  |  |  |  |  |  |  |  |  | -63109023.64 | -63109023.64
[NAME] Derivative |  |  |  |  | Short |  |  |  | 2001-06-29 00:00:00 | partial |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -30637566.36 | -30637566.36
Chewco SLP Exposurer
3TEC Warrants | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  |  | 2001-06-27 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -17781.48 | -17781.48
Place Resources | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 112402.6434999995 | 112402.6434999995
 | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -36853.301016 | -36853.301016
 | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 225190.14 | 225190.14
Quicksilver | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -438159.8455500003 | -438159.8455500003
Ameritex | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  |  |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | -2019450.98
Hughes Rawls Note | 2000-08-03 00:00:00 | 2003-08-03 00:00:00 | Swap | 0 | Long |  |  |  |  |  |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  | 0 | -283415.58
 | Totals |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -125572303.763066 | -509068158.6330658
 |  |  |  |  |  | Terminations |  |  |  |  |  |  |  |  |  |  | Realized Losses |  |  |  |  |  |  |  | -126536192.896566 | Realized Losses |  |  | check
 |  |  |  |  |  | Public |  |  |  |  |  |  |  |  |  |  | Realized Gains |  | Asset value |  |  |  |  |  | 963889.1334999995 | Realized Gains
 |  |  |  |  |  | Private |  |  |  |  |  |  |  |  |  |  | check |  |  |  |  |  |  |  | 0 | check
 |  |  |  |  |  | Net Notional