Spreadsheet: david_delainey__8081__MP082800-DD
Sheet: MPR 8800

 |  |  |  |  |  |  |  |  | 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 | 2000-08-08 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 | 11946656.54822324 | 11932988.73051056 | 13667.81771267578 | 1087-1200-Canada | 0 | 0 | 11946656.54822324 | 001:Enron-NA | 2030931.613197951 | -1062599.286410272 | 968332.326787679 | 0 | 0 | 0 | 11932988.73051056 | 13667.81771267578 | -13667.81771267619 | 0 | -4.129105946049094e-10 | 87161.98439493962 | -87161.9843949468 | 0 | -7.20024218026083e-09 | -25523.9999999974 | 11859494.5638283 | 0 | 0 | 11859494.5638283 | 1 | 11946656.54822324 | 11946656.54822324 | 56228.71997755952 | -56228.71997756117 | 0 | -1.644593794480897e-09 | -55135.86677676067 | -23527.74019496195 | 701730 | 623066.3930282787 |  |  | 42560.90226488374 | -42560.90226488498 | 0 | -1.231683199875988e-09 | -68803.68448943645 | -9859.922482285752 | 701730 | 623066.3930282792 | 11859494.5638283 | Y | 0 | False | 0 | 0 | 0 | 4 | 13667.81771267578 | 0 | 114 | 0 | 0 | 0 | 0 | 0 | 2211859.415 | 0 | 0 | 0 | 0 | 73494.16668226384 | -73494.16668227062 | 0 | -6.78733158565592e-09 | 0.17 | 0.08894532810255658
Canadian - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 14715804.54822324 |  | 2030931.613197951 | -1062599.286410272 | 968332.326787679 | 0 | 0 | 0 | 14702136.73051056 | 13667.81771267578 | -13667.81771267619 | 0 | -4.129105946049094e-10 | 87161.98439493962 | -87161.9843949468 | 0 | -7.20024218026083e-09 |  | 14628642.5638283 |  |  | 14628642.5638283 |  |  |  | 56228.71997755952 | -56228.71997756117 | 0 | -1.644593794480897e-09 | -55135.86677676067 | -23527.74019496195 | 1942455 | 1863791.393028279 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Canadian - Public | Canada | Kitagawa | [PHONE] | Beau Canada Common | CA;BAU | Canadian Energy | Public | Common Equity | 4200000 | 4200000 | 0 | 0.64 | 1 | 0.9949579831932772 | 0.9280430396772023 | 0.06691494351607497 | 9-10 | 0 | 0 | 4178823.529411764 | 001:Enron-NA | 5348894.117647058 | -2629540.238567288 | 2719353.87907977 | 2674447.058823529 | -4921977.336014601 | -2247530.277191072 | 3897780.76664425 | 281042.7627675147 | -36980.9832688444 | 0 | 244061.7794986703 | -428307.7858957839 | -100124.8578331453 | 0 | -528432.6437289292 | -1248401.620263485 | 4607131.315307548 | 0 | 0 | 5118505.42070764 | 1 | 4178823.529411764 | 0.9949579831932772 | 484279.74805297 | -70868.47276808941 | 0 | 413411.2752848807 | -667596.6035625744 | -363764.199100801 | 0 | -1031360.802663376 | 0.9949579831932772 | 0.9280430396772023 | 203236.9852854554 | -33887.48949924501 | 0 | 169349.4957862103 | -948639.366330089 | -326783.2158319566 | 0 | -1275422.582162046 | 5118505.42070764 | N | 0 | False | 0 | 1.19 | 4998000 | 3 | 281042.7627675147 | 0 | 105 | 0.9949579831932772 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -709350.5486632986 | -63143.87456430087 | 0 | -772494.4232275995 | 1.28 | 0.629253716999492
Canadian - Public | Canada | Kitagawa | [PHONE] | Place Resources Common | CA;PLG | Canadian Energy | Public | Common Equity | 741000 | 741000 | 0 | 0.64 | 1 | 1.680672268907563 | 1.681237390719569 | -0.0005651218120064083 | 78-99 | 0 | 0 | 1245378.151260504 | 001:Enron-NA | 1594084.033613445 | -840445.7025441515 | 753638.331069294 | 797042.0168067227 | -1573147.518110257 | -776105.5013035341 | 1245796.906523201 | -418.7552626966499 | -11819.75008722123 | 0 | -12238.50534991788 | -435473.1745116436 | -32246.85612182339 | 0 | -467720.0306334668 | -169007.2338687661 | 1680851.325772148 | 0 | 0 | 1496628.802086124 | 1 | 1245378.151260504 | 1.680672268907563 | 16942.3439587052 | -23479.28949870662 | 0 | -6536.945540001425 | -363925.7877799298 | -110971.7697599361 | 0 | -474897.5575398657 | 1.680672268907563 | 1.681237390719569 | 17361.09922140185 | -11659.5394114854 | 0 | 5701.559809916451 | -363507.0325172332 | -99152.01967271484 | 0 | -462659.0521899479 | 1496628.802086124 | N | 0 | False | 0 | 1.34 | 992940 | 3 | -418.7552626966499 | 0 | 106 | 1.680672268907563 | 0 | 0 | 0 | 0 | -19744.8451526206 | 0 | 0 | 0 | 0 | -435054.4192489469 | -20427.10603460217 | 0 | -455481.5252835489 | 1.28 | 0.6748518124342376
Canadian - Public | Canada | Kitagawa | [PHONE] | Zargon Common | CA;ZAR | Canadian Energy | Public | Common Equity | 0 | 0 | 0 | 0.64 | 1 | 2.521008403361344 | 2.521856086079354 | -0.0008476827180099455 | 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 | 2.521008403361344 | 0 | 0 | 0 | 0 | 74526.44352359613 | -888.8910222775967 | -45653.42 | 27984.13250131853 | 2.521008403361344 | 2.521856086079354 | 0 | 0 | 0 | 0 | 74526.44352359613 | -888.8910222775967 | -45653.42 | 27984.13250131853 | 0 | N | 0 | False | 0 | 2.1 | 0 | 3 | 0 | 0 | 107 | 2.521008403361344 | 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 | 4.235294117647059 | 4.203093476798924 | 0.03220064084813501 | 577-10073 | 0 | 0 | 1856435.294117647 | 001:Enron-NA | 2376237.176470588 | -1242875.717164863 | 1133361.459305726 | 1188118.588235294 | -2326416.61901376 | -1138298.030778466 | 1842320.948217888 | 14114.34589975863 | -17479.39256741311 | 0 | -3365.046667654482 | -127069.7038561474 | -45697.79057440159 | 0 | -172767.4944305489 | 0 | 1983504.997973794 | 0 | 0 | 1635560.519328202 | 1 | 1856435.294117647 | 4.235294117647059 | 91692.6434516476 | -33818.655074369 | 0 | 57873.9883772786 | 58918.2162117472 | -137172.6934815848 | -10511.71 | -88766.18726983757 | 4.235294117647059 | 4.203093476798924 | 77578.29755188897 | -16339.26250695589 | 0 | 61239.03504493308 | 44803.87031198858 | -119693.3009141717 | -10511.71 | -85401.14060218308 | 1635560.519328202 | N | 0 | False | 0 | 3.53 | 1547287.25 | 3 | 14114.34589975863 | 0 | 108 | 4.235294117647059 | 0 | 0 | 0 | 0 | -483173.28 | 0 | 0 | 0 | 0 | -141184.049755906 | -28218.39800698848 | 0 | -169402.4477628944 | 1.28 | 0.6694958456688868
Canadian - Public | Canada | Kitagawa | [PHONE] | Cypress Energy Common | CA;CYZ.A | Canadian Energy | Public | Common Equity | 88188 | 88188 | 0 | 0.64 | 1 | 4.235294117647059 | 4.203093476798924 | 0.03220064084813501 | 577-623 | 0 | 0 | 373502.1176470589 | 001:Enron-NA | 478082.7105882353 | -250058.1161132377 | 228024.5944749977 | 239041.3552941177 | -468059.1542749911 | -229017.7989808734 | 370662.4075319435 | 2839.710115115333 | -3516.734550242461 | 0 | -677.0244351271285 | -26581.3282832898 | -9193.976186475202 | -12377 | -48152.30446976497 | -1514051.860620923 | 400083.4459303487 | 0 | 0 | 1613780.409247055 | 1 | 373502.1176470589 | 4.235294117647059 | 18447.93438821402 | -6804.082709629734 | -12377 | -733.148321415711 | 83300.66053871583 | -106655.8245185659 | -12377 | -35732.16397984956 | 4.235294117647059 | 4.203093476798924 | 15608.22427309869 | -3287.348159387273 | -12377 | -56.12388628858253 | 80460.9504236005 | -103139.0899683234 | -12377 | -35055.13954472243 | 1613780.409247055 | N | 0 | False | -12377 | 3.53 | 311303.64 | 3 | 2839.710115115333 | 0 | 109 | 4.235294117647059 | 0 | 0 | 0 | 0 | -3130836.15 | 0 | 0 | 0 | 0 | -29421.03839840513 | -5677.24163623274 | -12377 | -47475.28003463785 | 1.28 | 0.6694958456688866
Canadian - Public | Canada | Kitagawa | [PHONE] | Startech Common Canada | CA;SEH | Canadian Energy | Public | Common Equity | 0 | 0 | 0 | 0 | 1 | 4.974789915966387 | 5.010087424344317 | -0.03529750837793078 | 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 | 4.974789915966387 | 0 | 0 | 0 | 0 | 149362.4657571428 | 0 | 51118.6 | 200481.0657571428 | 4.974789915966387 | 5.010087424344317 | 0 | 0 | 0 | 0 | 149362.4657571428 | 0 | 51118.6 | 200481.0657571428 | 0 | N | 0 | False | 0 | 4.84 | 0 | 3 | 0 | 0 | 110 | 4.974789915966387 | 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 | 4.974789915966387 | 5.010087424344317 | -0.03529750837793078 | 576-622 | 0 | 0 | 3482352.941176471 | 001:Enron-NA | 4457411.764705882 | -2365951.060063563 | 2091460.70464232 | 2228705.882352941 | -4428590.718998645 | -2199884.836645704 | 3507061.197041022 | -24708.25586455129 | -33273.95233730564 | 0 | -57982.20820185693 | -451720.0955573418 | -89192.19842047525 | 0 | -540912.293977817 | -2149674.657772701 | 3934073.036733813 | 0 | 0 | 3594456.053867725 | 1 | 3482352.941176471 | 4.974789915966387 | -117458.9483526102 | -66487.48105082015 | 0 | -183946.4294034304 | 514352.0069999578 | -253868.8145447148 | 0 | 260483.1924552433 | 4.974789915966387 | 5.010087424344317 | -92750.69248805894 | -33213.5287135145 | 0 | -125964.2212015734 | 539060.2628645091 | -220594.8622074092 | 0 | 318465.4006571002 | 3594456.053867725 | N | 0 | False | 0 | 4.84 | 3388000 | 3 | -24708.25586455129 | 0 | 111 | 4.974789915966387 | 0 | 0 | 0 | 0 | -727903.8558958772 | 0 | 0 | 0 | 0 | -427011.8396927905 | -55918.24608316961 | 0 | -482930.0857759601 | 1.28 | 0.6794116219777122
Canadian - Public | Canada | Kitagawa | [PHONE] | Startech [NAME] | CA;SEH BS | Canadian Energy | Public | Common Equity | 600000 | 600000 | 0 | 0 | 1 | 4.974789915966387 | 5.010087424344317 | -0.03529750837793078 | 576-0 | 0 | 0 | 2984873.949579832 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 3006052.45460659 | -21178.50502675818 | 0 | 0 | -21178.50502675818 | -378627.3336837101 | 0 | -45570 | -424197.3336837101 | 0 | 3363501.283263542 | 0 | 0 | 2875564.84309418 | 1 | 2984873.949579832 | 4.974789915966387 | -100679.0985879516 | 0 | -45570 | -146249.0985879516 | 348360.738618094 | 0 | -81675.16034884567 | 266685.5782692484 | 4.974789915966387 | 5.010087424344317 | -79500.59356119344 | 0 | -45570 | -125070.5935611934 | 369539.2436448522 | 0 | -81675.16034884567 | 287864.0832960065 | 2875564.84309418 | N | 0 | False | -45570 | 4.84 | 2904000 | 3 | -21178.50502675818 | 0 | 112 | 4.974789915966387 | 0 | 0 | 0 | 0 | -51417 | 0 | 0 | 0 | 0 | -357448.8286569519 | 0 | -45570 | -403018.8286569519 | 0 | 0
Canadian - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 14121365.98319328 |  | 14254709.80302521 | -7328870.834453104 | 6925838.968572106 | 7127354.901512604 | -13718191.34641226 | -6590836.44489965 | 13869674.6805649 | 251691.3026283825 | -103070.8128110268 | 0 | 148620.4898173557 | -1847779.421787917 | -276455.6791363207 | -57947 | -2182182.100924237 |  | 15969145.40498119 |  |  | 16334496.04833092 |  |  |  | 393224.622910975 | -201457.9811016149 | -57947 | 133819.6418093601 | 197298.1403067496 | -973322.1924278801 | -99098.69034884567 | -875122.7424699755 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 1.48e-05 | 0 | 1 | 1.48e-05 | 1.48 | 0 | 0 | 0 | 0 | -22473.40485887684 | 0 | 0 | -22473.40485887684 | 0.9949579831932772 | 0.9280430396772023 | 0 | 0 | 0 | 0 | -22473.40485887684 | 0 | 0 | -22473.40485887684 | 0 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 1e-05 | 104 | 0.9949579831932772 | 0.9949579831932772 | 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 | 28837170.53141652 |  | 16285641.41622316 | -8391470.120863376 | 7894171.295359787 | 7127354.901512604 | -13718191.34641226 | -6590836.44489965 | 28571811.41107546 | 265359.1203410583 | -116738.630523703 | 0 | 148620.4898173553 | -1760617.437392977 | -363617.6635312675 | -57947 | -2182182.100924244 |  | 30597787.96880949 |  |  | 30963138.61215923 |  |  |  | 449453.3428885345 | -257686.7010791761 | -57947 | 133819.6418093585 | 119688.8686711121 | -996849.9326228423 | 1906442.279651155 | 1029281.215699426 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 83352 | 83352 | -1977378.38 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2121937.58 | 2121937.58 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 2121937.58 | 2121937.58 | 0 | N | 0 | False | 83352 | 0 | 0 | 83 | 0 | 0 | 134 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 83352 | 83352 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 83352 | 83352 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 2121937.58 | 2121937.58 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 1610833 | 1610833 | 0 | 6-2280 | 0 | 0 | 1610833 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 1610833 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1610833 | 0 | 0 | 1610833 | 1 | 0 | 1610833 | 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 | 0 | 0 | -295367.7 | 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 | 48780 | 48780 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 146481.89 | 146481.89 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 146481.89 | 146481.89 | 0 | Y | 0 | False | 48780 | -9375 | -9375 | 12 | 0 | 0 | 165 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 48780 | 48780 | 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 | 8238768 | 8238768 | 0 | 7502-9802 | 0 | 0 | 8238768 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 8238768 | 0 | 0 | 0 | 0 | 0 | 0 | 260000 | 260000 | 0 | 6536268 | 0 | 0 | 6536268 | 1 | 0 | 8238768 | 0 | 0 | 260000 | 260000 | 0 | 0 | 260000 | 260000 |  |  | 0 | 0 | 260000 | 260000 | 0 | 0 | 260000 | 260000 | 6536268 | Y | 0 | False | 260000 | 0 | 0 | 12 | 0 | 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 | 79553217.38 |  | 0 | 0 | 0 | 0 | 0 | 0 | 79553217.38 | 0 | 0 | 0 | 0 | 0 | 0 | 337480.46 | 337480.46 |  | 78090821.50999999 |  |  | 78090821.50999999 |  |  |  | 0 | 0 | 260000 | 260000 | 1885237.01 | 0 | 489780.34 | 2375017.35 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1462395.87
US Private | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | CGAS Commodity |  | Energy | Private | Common Equity | 1 | 1 | 0 | 0 | 1 | 17218 | 16895 | 323 | 16-10262 | 0 | 0 | 17218 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 16895 | 323 | -323 | 0 | 0 | 8736 | -8736 | 0 | 0 | 0 | 8482 | 0 | 0 | 8482 | 1 | 1e-07 | 17218 | 2221 | -2221 | 0 | 0 | -25961 | -821455 | 0 | -847416 |  |  | 1898 | -1898 | 0 | 0 | -26284 | -821132 | 0 | -847416 | 8482 | Y | 0 | False | 0 | 0 | 0 | 2 | 323 | 0 | 16 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 8413 | -8413 | 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 | -48350 | -55194 | 6844 | 31-10284 | 0 | 0 | -48350 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | -55194 | 6844 | -6844 | 0 | 0 | -29447 | 29447 | 0 | 0 | 0 | -18903 | 0 | 0 | -18903 | 1 | 1e-07 | -48350 | 122182 | -122182 | 0 | 0 | -77352 | -1048509 | 0 | -1125861 |  |  | 115338 | -115338 | 0 | 0 | -84196 | -1041665 | 0 | -1125861 | -18903 | Y | 0 | False | 0 | 0 | 0 | 2 | 6844 | 0 | 147 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -36291 | 36291 | 0 | 0 | 0 | 0
US Private | Energy Capital Resources | Pruett/Thompson | [PHONE]/[PHONE] | Cypress Exploration |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 58128700.45 | 58128700.45 | 0 | 31-33 | 0 | 0 | 58128700.45 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 58128700.45 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 57181344.07 | 0 | 0 | 57181344.07 | 1 | 0 | 58128700.45 | 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 | 0 | 947356.38 | 2285572.25 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 75661323.45 |  | 0 | 0 | 0 | 0 | 0 | 0 | 75654156.45 | 7167 | -7167 | 0 | 0 | -20711 | 20711 | 0 | 0 |  | 74734678.07 |  |  | 75441291.41 |  |  |  | 124403 | -124403 | 0 | 0 | 1021417.74 | -992415.5399999983 | 0 | 29002.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 947356.38
US Public | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | Pure Resources | US;PRS | Energy | Public | Common Equity | 296770.9467309599 | 296770.9467309599 | 0 | 0.43 | 1 | 16.375 | 16.46875 | -0.09375 | 96-120 | 0 | 0 | 4859624.252719468 | 001:Enron-NA | 3401736.976903628 | 0 | 3401736.976903628 | 1312098.548234256 | 0 | 1312098.548234256 | 4887446.528975496 | -27822.27625602763 | 0 | 0 | -27822.27625602763 | -959387.2300964417 | 0 | 0 | -959387.2300964417 | 1001643.748883417 | 9084270.67281591 | 0 | 0 | 10093782 | 1 | 4859624.252719468 | 16.375 | 427402.743925754 | 0 | 0 | 427402.743925754 | 2728452.725719463 | 0 | 0 | 2728452.725719463 | 16.375 | 16.46875 | 455225.0201817816 | 0 | 0 | 455225.0201817816 | 2756275.001975491 | 0 | 0 | 2756275.001975491 | 10093782 | N | 0 | False | 0 | 2.92 | 866571.164454403 | 1 | -27822.27625602763 | 296770.9467309599 | 9 | 16.375 | 0 | 0 | -1386397.008 | -3265259.19 | -8955436.398 | 0 | 0 | 0 | 0 | -931564.9538404141 | 0 | 0 | -931564.9538404141 | 0.7 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 4859624.252719468 |  | 3401736.976903628 | 0 | 3401736.976903628 | 1312098.548234256 | 0 | 1312098.548234256 | 4887446.528975496 | -27822.27625602763 | 0 | 0 | -27822.27625602763 | -959387.2300964417 | 0 | 0 | -959387.2300964417 |  | 9084270.67281591 |  |  | 10093782 |  |  |  | 427402.743925754 | 0 | 0 | 427402.743925754 | 2728452.725719463 | 0 | 0 | 2728452.725719463 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -3265259.19
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 | 160074165.0827194 |  | 3401736.976903628 | 0 | 3401736.976903628 | 1312098.548234256 | 0 | 1312098.548234256 | 160094820.3589755 | -20655.27625602763 | -7167 | 0 | -27822.27625602763 | -980098.2300964417 | 20711 | 420832.46 | -538554.7700964417 |  | 161909770.2528159 |  |  | 163625894.92 |  |  |  | 551805.743925754 | -124403 | 260000 | 687402.743925754 | 6082532.127599427 | -992415.5399999983 | 2753465.777208585 | 7843582.364808016 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -855506.94
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 | 135911 | 135911 | 0 | 6960000 | 0 | 0 | 6960000 | 1 | 6960000 | 6960000 | 0 | 0 | 0 | 0 | 0 | 0 | 265259.35 | 265259.35 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 265259.35 | 265259.35 | 6960000 | Y | 0 | False | 135911 | 3 | 3 | 17 | 0 | 0 | 60 | 0 | 0 | 0 | 0 | 0 | 6960000 | 0 | 0 | 0 | 0 | 0 | 0 | 135911 | 135911 | 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 | 135911 | 135911 |  | 6960000 |  |  | 6960000 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 265259.35 | 265259.35 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Gas Assets Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 6960000 |  | 4176000 | 0 | 4176000 | 0 | 0 | 0 | 6960000 | 0 | 0 | 0 | 0 | 0 | 0 | 135911 | 135911 |  | 6960000 |  |  | 6960000 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 265259.35 | 265259.35 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 30.7053872 | 30.7053872 | 0 | 747-5267 | 0 | 0 | 3070538.72 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 3070538.72 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3070538.72 | 0 | 0 | 3070538.72 | 1 | 0 | 30.7053872 | 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 | 0 | 0 | -293461.28 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Convertible - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 3070538.72 |  | 0 | 0 | 0 | 0 | 0 | 0 | 3070538.72 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 3070538.72 |  |  | 3070538.72 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
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 | 15938247.35635947 | 15920012.87722743 | 18234.4791320432 | 1087-1200-Special Assets - Performing | 0 | 0 | 15938247.35635947 | 001:Enron-NA | 2709502.050581111 | -1417632.640491098 | 1291869.410090012 | 0 | 0 | 0 | 15920012.87722743 | 18234.4791320432 | -18234.47913204325 | 0 | -5.456968210637569e-11 | 116284.3563594725 | -116284.3563594716 | 0 | 9.151932545137242e-10 | -25523.99999999632 | 15821963 | 0 | 0 | 15821963 | 1 | 15938247.35635947 | 15938247.35635947 | 75015.73715761863 | -75015.73715761722 | 0 | 1.406320393471105e-09 | -303344.0586405639 | -23189.4311033882 | -38266 | -364799.4897439521 |  |  | 56781.25802557543 | -56781.25802557396 | 0 | 1.460890075577481e-09 | -321578.5377726071 | -4954.951971344943 | -38266 | -364799.489743952 | 15821963 | Y | 0 | False | 0 | 1000 | 1000 | 2 | 18234.4791320432 | 0 | 26 | 0 | 0 | 0 | 0 | 0 | 2185721.415 | 0 | 0 | 0 | 0 | 98049.8772274293 | -98049.87722742833 | 0 | 9.697629366201e-10 | 0.17 | 0.08894532810255659
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 15938247.35635947 |  | 2709502.050581111 | -1417632.640491098 | 1291869.410090012 | 0 | 0 | 0 | 15920012.87722743 | 18234.4791320432 | -18234.47913204325 | 0 | -5.456968210637569e-11 | 116284.3563594725 | -116284.3563594716 | 0 | 9.151932545137242e-10 |  | 15821963 |  |  | 15821963 |  |  |  | 75015.73715761863 | -75015.73715761722 | 0 | 1.406320393471105e-09 | -303344.0586405639 | -23189.4311033882 | -38266 | -364799.4897439521 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 30578211.73363963 |  | 2709502.050581111 | -1417632.640491098 | 1291869.410090012 | 0 | 0 | 0 | 30559977.25450759 | 18234.4791320432 | -18234.47913204325 | 0 | -5.456968210637569e-11 | 116284.3563594725 | -116284.3563594716 | 0 | 9.151932545137242e-10 |  | 30461927.37728016 |  |  | 30461927.37728016 |  |  |  | 75015.73715761863 | -75015.73715761722 | 0 | 1.406320393471105e-09 | -444114.0974386416 | -23189.4311033882 | 395626 | -71677.52854202979 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
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 | -75310.51 | -75310.51 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 892651.39 | 892651.39 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 892651.39 | 892651.39 | 0 | N | 0 | False | -75310.51 | 0 | 0 | 83 | 0 | 0 | 128 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -75310.51 | -75310.51 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -75310.51 | -75310.51 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 892651.39 | 892651.39 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 0.5969837147022613 | 870.2600246687254 | 868.0010127074528 | 2.259011961272563 | 61-77 | 0 | 0 | 8702600.246687254 | 001:Enron-NA | 882416.55329428 | 0 | 882416.55329428 | 882416.55329428 | 0 | 882416.55329428 | 8680010.127074528 | 22590.11961272545 | 0 | 0 | 22590.11961272545 | -3110537.902829042 | 0 | 0 | -3110537.902829042 | -918660.1759689394 | 11813138.1495163 | 0 | 0 | 16619863.06639287 | 250 | 2052131.519289023 | 1.375 | -1826034.631388931 | 0 | 0 | -1826034.631388931 | -13687480.7938257 | 0 | 0 | -13687480.7938257 | 1.375 | 1.375 | -1848624.751001656 | 0 | 0 | -1848624.751001656 | -13710070.91343843 | 0 | 0 | -13710070.91343843 | 16619863.06639287 | N | 0 | False | 0 | 1000 | 10000000 | 5 | 0 | 1492459.286755653 | 86 | 1.375 | 1.375 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -3133128.022441767 | 0 | 0 | -3133128.022441767 | 0.43 | 0
Convertible - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 8702600.246687254 |  | 882416.55329428 | 0 | 882416.55329428 | 882416.55329428 | 0 | 882416.55329428 | 8680010.127074528 | 22590.11961272545 | 0 | 0 | 22590.11961272545 | -3110537.902829042 | 0 | 0 | -3110537.902829042 |  | 11813138.1495163 |  |  | 16619863.06639287 |  |  |  | -1826034.631388931 | 0 | 0 | -1826034.631388931 | -13687480.7938257 | 0 | 0 | -13687480.7938257 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 198.0740774956102 | 198.0740774956102 | 0 | 0 | 7105.41928899357 | 7105.41928899357 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 1560.286846314212 | 1560.286846314212 | 0 | 0 | 43027.8204924774 | 43027.8204924774 |  |  | 0 | 0 | 1362.212768818601 | 1362.212768818601 | 0 | 0 | 42829.7464149818 | 42829.7464149818 | 0 | N | 0 | False | 6907.34521149796 | 0 | 0 | 11 | 0 | 0 | 125 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 6907.34521149796 | 6907.34521149796 | 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 | 317.1901170610984 | 317.1901170610984 | 0 | 0 | 28226.78125964936 | 28226.78125964936 | 106507.0972275916 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 7876.411547778052 | 7876.411547778052 | 0 | 0 | 117385.7833444968 | 117385.7833444968 |  |  | 0 | 0 | 7559.221430716954 | 7559.221430716954 | 0 | 0 | 117068.5932274357 | 117068.5932274357 | 0 | N | 0 | False | 27909.59114258826 | 0 | 0 | 11 | 0 | 0 | 126 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 27909.59114258826 | 27909.59114258826 | 0 | 0
Funding Cost Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 515.2641945567085 | 515.2641945567085 | 0 | 0 | 35332.20054864293 | 35332.20054864293 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 9436.698394092264 | 9436.698394092264 | 0 | 0 | 160413.6038369742 | 160413.6038369742 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 294760.2100000009 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 354630.7200000007 | 0 | -59870.50999999978 | 0 | -59870.50999999978 | 0 | 349921.9500000009 | 0 | 349921.9500000009 | 1628961.33 | -55161.74000000022 | 0 | 0 | 685186.9399999995 | 1 | 1e-07 | 0 | 0 | -248320.4699999992 | 0 | -248320.4699999992 | 0 | 178892.8600000032 | 604000 | 782892.8600000008 |  |  | 0 | -188449.9599999994 | 0 | -188449.9599999994 | 0 | 238763.370000003 | 604000 | 842763.3700000006 | 685186.9399999995 | N | 0 | False | 0 | 0 | 0 | 10 | 0 | 0 | 121 | 0 | 0 | 0 | 0 | 0 | -453680.410000001 | 0 | 0 | 0 | 0 | 0 | 409792.4600000007 | 0 | 409792.4600000007 | 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 | 294760.2100000009 |  | 1e-07 | 0 | 1e-07 | 1e-07 | 0 | 1e-07 | 354630.7200000007 | 0 | -59870.50999999978 | 0 | -59870.50999999978 | 0 | 349921.9500000009 | 0 | 349921.9500000009 |  | -55161.74000000022 |  |  | 1735186.94 |  |  |  | 0 | -248320.4699999992 | 0 | -248320.4699999992 | 0 | -5786659.139999997 | 604000 | -5182659.14 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 272559 | 268716 | 3843 | 66-10289 | 0 | 0 | 272559 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 268716 | 3843 | -3843 | 0 | 0 | 55895 | -55895 | 0 | 0 | 0 | 216664 | 0 | 0 | 216664 | 1 | 1e-07 | 272559 | 26642 | -26642 | 0 | 0 | -342853 | -8160202 | 0 | -8503055 |  |  | 22799 | -22799 | 0 | 0 | -346696 | -8156359 | 0 | -8503055 | 216664 | Y | 0 | False | 0 | 0 | 0 | 2 | 3843 | 0 | 21 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 52052 | -52052 | 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 | 160229593 |  | 47987110.2 | 0 | 47987110.2 | 0 | 0 | 0 | 160225750 | 3843 | -3843 | 0 | 0 | 55895 | -55895 | 0 | 0 |  | 160173698 |  |  | 160173698 |  |  |  | 26642 | -26642 | 0 | 0 | 6313581 | -8160202 | 0 | -1846621 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Public | Portfolio | [NAME] | [PHONE] | Hanover Compressor Common | US;HC | Energy | Public | Common Equity | 3314340 | 3314340 | 0 | 0.62 | 1 | 36 | 33.5 | 2.5 | 53-64 | 0 | 0 | 119316240 | 001:Enron-NA | 158690599.2 | 0 | 158690599.2 | 84714530.39999999 | 0 | 84714530.39999999 | 111030390 | 8285850 | 0 | 0 | 8285850 | -6628680 | 0 | 0 | -6628680 | 9839446.326957677 | 125944920 | 0 | 0 | 94251543.75 | 1 | 119316240 | 36 | 6214387.5 | 0 | 0 | 6214387.5 | 56758072.5 | 0 | 0 | 56758072.5 | 36 | 33.5 | -2071462.5 | 0 | 0 | -2071462.5 | 48472222.5 | 0 | 0 | 48472222.5 | 94251543.75 | N | 0 | False | 0 | 11.95 | 39606363 | 1 | 8285850 | 3314340 | 11 | 36 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -14914530 | 0 | 0 | -14914530 | 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 | 126792311.625 |  | 161905309.99875 | 0 | 161905309.99875 | 87929241.19874999 | 0 | 87929241.19874999 | 118506461.625 | 8285850 | 0 | 0 | 8285850 | -17502966 | 0 | 2329.775282007349 | -17500636.22471799 |  | 144292947.849718 |  |  | 124337850.7816535 |  |  |  | -242219.8125 | 0 | 0 | -242219.8125 | 18514677.4375 | 0 | 8088014.644501181 | 26602692.08200118 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 4544523.952747895 | 4544523.920377675 | 0.03237021993845701 | 61-0 | 0 | 0 | 4544523.952747895 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4544523.920377675 | 0.03237021993845701 | 0 | 0 | 0.03237021993845701 | -6340950.735307842 | 0 | 0 | -6340950.735307842 | 0 | 10885474.68805574 | 0 | 0 | 14315286.21708426 | 1 | 0 | 4544523.952747895 | -3912503.612187901 | 0 | 0 | -3912503.612187901 | -6705476.047252105 | 0 | 96916 | -6608560.047252105 |  |  | -3912503.644558121 | 0 | 0 | -3912503.644558121 | -6705476.079622325 | 0 | 96916 | -6608560.079622325 | 14315286.21708426 | N | 0 | False | 0 | 0 | 0 | 16 | 0.03237021993845701 | 0 | 192 | 0 | 0 | 0 | 0 | 0 | 11250000 | 0 | 0 | 0 | 0 | -6340950.767678062 | 0 | 0 | -6340950.767678062 | 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 | 113430906.1263308 | 113340839.0548932 | 90067.07143768668 | 66-0 | 0 | 0 | 113430906.1263308 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 113340839.0548932 | 90067.07143768668 | 0 | 0 | 90067.07143768668 | -4143801.618589118 | 0 | 0 | -4143801.618589118 | 0 | 117574707.74492 | 0 | 0 | 30885800 | 1 | 0 | 113430906.1263308 | 622668.3165965378 | 0 | 0 | 622668.3165965378 | 1430906.126330838 | 0 | 952701.92 | 2383608.046330838 |  |  | 532601.2451588511 | 0 | 0 | 532601.2451588511 | 1340839.054893151 | 0 | 952701.92 | 2293540.974893151 | 30885800 | N | 0 | False | 0 | 0 | 0 | 16 | 90067.07143768668 | 0 | 228 | 0 | 0 | 0 | 0 | 0 | 112000000 | 0 | 0 | 0 | 0 | -4233868.690026805 | 0 | 0 | -4233868.690026805 | 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 | 117975430.0790787 |  | 0 | 0 | 0 | 0 | 0 | 0 | 117885362.9752708 | 90067.10380790662 | 0 | 0 | 90067.10380790662 | -10484752.35389696 | 0 | 0 | -10484752.35389696 |  | 128460182.4329757 |  |  | 45201086.21708426 |  |  |  | -3289835.295591363 | 0 | 0 | -3289835.295591363 | -5274569.920921266 | 0 | 654182.9199999982 | -4620387.000921269 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 0.2522345280232559 | 0 | 0.5567584289218089 | 0.4086227489268132 | 0.4099075106088583 | -0.00128476168204511 | 61-5499 | 0 | 0 | 1300441.898459583 | 001:Enron-NA | 1047626.237650812 | 0 | 1047626.237650812 | 1047626.237650812 | 0 | 1047626.237650812 | 1304530.652512692 | -4088.754053108627 | 0 | 0 | -4088.754053108627 | -4653550.762437395 | 0 | 0 | -4653550.762437395 | 627160.97047567 | 5953992.660896978 | 0 | 1103762.529971767 | 13706016.35976528 | 1 | 2436340.087560028 | 1.375 | -2559657.953209432 | 0 | 0 | -2559657.953209432 | -21371541.93040421 | 0 | 0 | -21371541.93040421 | 1.375 | 1.375 | -2555569.199156323 | 0 | 0 | -2555569.199156323 | -21367453.1763511 | 0 | 0 | -21367453.1763511 | 13706016.35976528 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 1771883.700043657 | 103 | 1.375 | 1.375 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -4649462.008384286 | 0 | 0 | -4649462.008384286 | 0.43 | 0
Warrants - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 1300441.898459583 |  | 1047626.237650812 | 0 | 1047626.237650812 | 1047626.237650812 | 0 | 1047626.237650812 | 1304530.652512692 | -4088.754053108627 | 0 | 0 | -4088.754053108627 | -4653550.762437395 | 0 | 0 | -4653550.762437395 |  | 5953992.660896978 |  |  | 13706016.35976528 |  |  |  | -2559657.953209432 | 0 | 0 | -2559657.953209432 | -21371541.93040421 | 0 | 0 | -21371541.93040421 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Portfolio Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 549629609.0248675 |  | 211822462.9896952 | 0 | 211822462.9896952 | 89859283.98969518 | 0 | 89859283.98969518 | 541291218.0654999 | 8398261.469367523 | -63713.50999999978 | 515.2641945567085 | 8335063.22356208 | -35997759.70935657 | 294026.9500000009 | 407491.4658306503 | -35296241.29352591 |  | 582708313.5789421 |  |  | 492643355.9289765 |  |  |  | -7884990.629650992 | -274962.4699999992 | 7534.698394092264 | -8152418.401256899 | -40052612.07081141 | -13946861.14 | 12627602.5331711 | -41371870.67764031 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 83351.79 | 83351.79 | 0.1499999999941792 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 237015.58 | 237015.58 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 237015.58 | 237015.58 | 0 | N | 0 | False | 83351.79 | 0 | 0 | 83 | 0 | 0 | 132 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 83351.79 | 83351.79 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 83351.79 | 83351.79 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 237015.58 | 237015.58 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Convertible - Public | Principal Investing | Greer | [PHONE] | Quanta Convertible | US;PWR | Utility Services | Convertible | Convertible Debt | 0 | 0 | 0 | 0 | 0.8991497395403009 | 204.0650493214101 | 211.6274793851701 | -7.56243006375999 | 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 | 40.9375 | 0 | 0 | 0 | 0 | 68069972.49919206 | 0 | 683723.95 | 68753696.44919206 | 40.9375 | 42.5 | 0 | 0 | 0 | 0 | 68069972.49919206 | 0 | 683723.95 | 68753696.44919206 | 0 | N | 0 | False | 0 | 308.4375 | 0 | 5 | 0 | 0 | 77 | 40.9375 | 40.9375 | 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 | 0.8991497395403009 | 204.0650493214101 | 211.6274793851701 | -7.56243006375999 | 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 | 40.9375 | 0 | 0 | 0 | 0 | -315687.9698116258 | 0 | -3.352761268615723e-08 | -315687.9698116593 | 40.9375 | 42.5 | 0 | 0 | 0 | 0 | -315687.9698116258 | 0 | -3.352761268615723e-08 | -315687.9698116593 | 0 | N | 0 | False | 0 | 308.4375 | 0 | 5 | 0 | 0 | 78 | 40.9375 | 40.9375 | 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 | 40.9375 | 42.5 | -1.5625 | 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 | 40.9375 | 0 | 0 | 0 | 0 | 5309248.519087002 | 0 | -6771603.3984375 | -1462354.879350498 | 40.9375 | 42.5 | 0 | 0 | 0 | 0 | 5309248.519087002 | 0 | -6771603.3984375 | -1462354.879350498 | 0 | N | 0 | False | 0 | 0 | 0 | 1 | 0 | 0 | 24 | 40.9375 | 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 | 1 | 0 | 0 | 1 | 54 | 3.910221318526629 | 50.08977868147337 | 5942-7905 | 0 | 0 | 68924682 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 5000000 | 62227682 | 0 | 0 | 62227682 | 62227682 | 0 | 0 | 62227682 | 0 | 5000000 | 0 | 0 | 5000000 | 1 | 68924682 | 54 | 62227682 | 0 | 0 | 62227682 | 62227682 | 0 | -1.199999999982538 | 62227680.8 | 54 | 3.910221318526629 | 0 | 0 | 0 | 0 | 0 | 0 | -1.199999999982538 | -1.199999999982538 | 5000000 | N | 0 | False | 0 | 0 | 0 | 1 | 62227682 | 0 | 27 | 54 | 0 | 1697000 | 1697000 | 1697000 | 1697000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 68924682 |  | 0 | 0 | 0 | 0 | 0 | 0 | 5000000 | 62227682 | 0 | 0 | 62227682 | 62227682 | 0 | 0 | 62227682 |  | 5000000 |  |  | 5000000 |  |  |  | 62227682 | 0 | 0 | 62227682 | 67536930.519087 | 0 | -6771604.5984375 | 60765325.9206495 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 0.1077513957913646 | 0 | 0.7949978382486436 | 1.411318893797242 | 1.315064920224358 | 0.09625397357288423 | 889-1038 | 0 | 0 | 4233956.681391725 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 3945194.760673073 | 288761.9207186527 | 0 | 0 | 288761.9207186527 | -18266043.31860828 | 0 | 100274.73 | -18165768.58860828 | 0 | 31500000 | 0 | 1030372.722254924 | 61125000 | 1 | 7602166.828252655 | 3.1875 | 1330508.362927244 | 0 | 0 | 1330508.362927244 | -19071213.31860828 | 0 | -132574.27 | -19203787.58860828 | 3.1875 | 3.0625 | 1041746.442208591 | 0 | 0 | 1041746.442208591 | -19359975.23932693 | 0 | -132574.27 | -19492549.50932693 | 61125000 | N | 0 | False | 100274.73 | 1.12 | 3360000 | 7 | 0 | 2384993.514745931 | 5 | 3.1875 | 3.1875 | 0 | 0 | -9000000 | 23305170 | 0 | 0 | 0 | 0 | -18554805.23932693 | 0 | 100274.73 | -18454530.50932693 | 0 | 0
Warrants - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 4233956.681391725 |  | 0 | 0 | 0 | 0 | 0 | 0 | 3945194.760673073 | 288761.9207186527 | 0 | 0 | 288761.9207186527 | -18266043.31860828 | 0 | 100274.73 | -18165768.58860828 |  | 31500000 |  |  | 61125000 |  |  |  | 1330508.362927244 | 0 | 0 | 1330508.362927244 | -19071213.31860828 | 0 | -132574.27 | -19203787.58860828 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -9000000
 | Principal Investing Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 114305979.6813917 |  | 10530312.5 | 0 | 10530312.5 | 8030312.499999999 | 0 | 8030312.499999999 | 50092535.76067308 | 62516443.92071865 | 0 | 0 | 62516443.92071865 | 43961638.68139172 | 0 | 199948.2 | 44161586.88139172 |  | 77468418 |  |  | 107093418 |  |  |  | 63558190.36292724 | 0 | -1331.5 | 63556858.86292724 | 115608085.3998592 | 0 | -5938905.628437533 | 109669179.7714216 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -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 | 0 | 0 | -236000.31 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 132015.23 | 132015.23 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 132015.23 | 132015.23 | 0 | N | 0 | False | 0 | 0 | 0 | 83 | 0 | 0 | 133 | 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 | 132015.23 | 132015.23 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 0.2437826550206009 | 81.09794287088586 | 80.98036501969739 | 0.1175778511884715 | 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 | -160050 | -160050 | 0 | 5457647.32 | 0 | 0 | 5457647.32 | 1 | 0 | 5424769.930000001 | 0 | 0 | 0 | 0 | 0 | 0 | -380477.15 | -380477.15 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -380477.15 | -380477.15 | 5457647.32 | Y | 0 | False | -160050 | 0 | 0 | 12 | 0 | 0 | 231 | 0 | 0 | 0 | 0 | -32877.39 | -452245.07 | 0 | 0 | 0 | 0 | 0 | 0 | -160050 | -160050 | 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 | -160050 | -160050 |  | 5457647.32 |  |  | 5457647.32 |  |  |  | 0 | 0 | 0 | 0 | -661893.1760000002 | 0 | -380477.15 | -1042370.326 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -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 | 2.0625 | 0.125 | 1527-1800 | 0 | 0 | 1439144.73828125 | 001:Enron-NA | 1439144.73828125 | 0 | 1439144.73828125 | 719572.369140625 | 0 | 719572.369140625 | 1356907.89609375 | 82236.84218749986 | 0 | 0 | 82236.84218749986 | -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 | 2.0625 | -102796.052734375 | 0 | 0 | -102796.052734375 | 349506.579296875 | 0 | 0 | 349506.579296875 | 1480263.159375 | N | 0 | False | 0 | 9.49999620000152 | 6249997.506250998 | 1 | 82236.84218749986 | 657894.7375 | 1 | 2.1875 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -287828.9476562499 | 0 | 0 | -287828.9476562499 | 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 | 0.075 | 0.07 | 0.004999999999999991 | 82-847 | 0 | 0 | 550572.84 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 513867.9840000001 | 36704.85599999991 | 0 | 0 | 36704.85599999991 | -183524.28 | 0 | 0 | -183524.28 | -284462.6339999999 | 734097.12 | 0 | 0 | 3009798.192 | 1 | 550572.84 | 0.075 | -29363.8848 | 0 | 0 | -29363.8848 | -2606044.776 | 0 | 50000 | -2556044.776 | 0.075 | 0.07 | -66068.74079999991 | 0 | 0 | -66068.74079999991 | -2642749.631999999 | 0 | 50000 | -2592749.631999999 | 3009798.192 | N | 0 | False | 0 | 1.12 | 8221887.744000001 | 1 | 36704.85599999991 | 7340971.2 | 8 | 0.075 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -220229.1359999999 | 0 | 0 | -220229.1359999999 | 0 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 2683449.52864375 |  | 1439144.73828125 | 0 | 1439144.73828125 | 719572.369140625 | 0 | 719572.369140625 | 2564507.83045625 | 118941.6981874998 | 0 | 0 | 118941.6981874998 | -662957.79171875 | 0 | 0 | -662957.79171875 |  | 3346407.3203625 |  |  | 4800414.945125 |  |  |  | -195971.8453468751 | 0 | 0 | -195971.8453468751 | -1955227.841653125 | 0 | 50000 | -1905227.841653125 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 24609234.89 | 24609234.89 | 0 | 1527-2428 | 0 | 0 | 24609234.89 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 24609234.89 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01528557494748384 | 26224900.12 | 0 | 0 | 26224900.12 | 1 | 0 | 24609234.89 | 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 | 0 | -1615665.23 | 234371.89 | 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 | 35675174.61 |  | 0 | 0 | 0 | 0 | 0 | 0 | 35675174.61 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 37846710.12 |  |  | 37846710.12 |  |  |  | 0 | 0 | 0 | 0 | -8756694.490010753 | 0 | 231450 | -8525244.490010753 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -2171535.51
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 | 3.093370009319499e-07 | 0 | 1.084064989361004e-07 | 3.459906407045898e-08 | 8.43776663920067e-08 | -4.977860232154772e-08 | 520-584 | 0 | 0 | 0.03459906407045898 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0.0843776663920067 | -0.04977860232154772 | 0 | 0 | -0.04977860232154772 | -2.246860964710476 | 0 | 0 | -2.246860964710476 | -1301.406609770266 | 2.281460028780935 | 0 | 2.629364507921574 | 2846.734619213598 | 1 | 0.9214552409568536 | 8.5 | -0.02340585235146999 | 0 | 0 | -0.02340585235146999 | -20.27923860481985 | 0 | 0 | -20.27923860481985 | 8.5 | 8.75 | 0.02637274997007773 | 0 | 0 | 0.02637274997007773 | -20.2294600024983 | 0 | 0 | -20.2294600024983 | 2846.734619213598 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 0.1084064989361004 | 97 | 8.5 | 8.5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2.197082362388928 | 0 | 0 | -2.197082362388928 | 0 | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Carrizo Warrants | US;CRZO | Energy | Warrants | Warrants | 156250 | 156250 | 0.01836796285507927 | 0 | 0.938964483737771 | 5.058480425891073 | 4.479516673768037 | 0.5789637521230357 | 561-606 | 0 | 0 | 790387.5665454802 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 699924.4802762559 | 90463.0862692243 | 0 | 0 | 90463.0862692243 | 263072.0393596374 | 0 | 0 | 263072.0393596374 | 24441.65581521168 | 527315.5271858427 | 0 | 22601.20429433581 | 259546.0564198853 | 1 | 1155366.45459921 | 7.875 | 301195.5208743356 | 0 | 0 | 301195.5208743356 | 717776.2676713293 | 0 | 0 | 717776.2676713293 | 7.875 | 7.25 | 210732.4346051113 | 0 | 0 | 210732.4346051113 | 627313.181402105 | 0 | 0 | 627313.181402105 | 259546.0564198853 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 146713.2005840267 | 98 | 7.875 | 7.875 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 172608.9530904131 | 0 | 0 | 172608.9530904131 | 0 | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Transcoastal Warrants | US;TCMSQ | OSX | Warrants | Warrants | 204000 | 204000 | 0.001856566354083903 | 0 | 1.174883778246589e-05 | 5.92762304430447e-08 | 6.033450548385376e-08 | -1.058275040809062e-09 | 157-959 | 0 | 0 | 0.01209235101038112 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0.01230823911870617 | -0.0002158881083250477 | 0 | 0 | -0.0002158881083250477 | -125.4897790951972 | 0 | 0 | -125.4897790951972 | 22501.19234876055 | 125.5018714462076 | 0 | 11.36218608699348 | 60801.82499934317 | 1 | 0.07190288722869122 | 0.03 | -0.001049734127909718 | 0 | 0 | -0.001049734127909718 | -265515.6964059019 | 0 | 0 | -265515.6964059019 | 0.03 | 0.03 | -0.0008338460195846699 | 0 | 0 | -0.0008338460195846699 | -265515.6961900138 | 0 | 0 | -265515.6961900138 | 60801.82499934317 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 2.396762907623041 | 100 | 0.03 | 0.03 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -125.4895632070889 | 0 | 0 | -125.4895632070889 | 0 | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | 3TEC Warrants | US;TTEN | Energy | Warrants | Warrants | 78000 | 78000 | 0.03763934669498425 | 0.5 | 0.2808959973716145 | 1.113244335908104 | 1.099220150537717 | 0.0140241853703873 | 4561-9602 | 0 | 0 | 86833.0582008321 | 001:Enron-NA | 262918.6535398312 | 0 | 262918.6535398312 | 131459.3267699156 | 0 | 131459.3267699156 | 85739.1717419419 | 1093.886458890207 | 0 | 0 | 1093.886458890207 | 34154.25756204182 | 0 | 0 | 34154.25756204182 | 0 | 52678.80063879029 | 0 | 35230.42850650525 | 0 | 1 | 262918.6535398312 | 12 | -4161.26881761878 | 0 | 0 | -4161.26881761878 | 86833.0582008321 | 0 | 0 | 86833.0582008321 | 12 | 11.9375 | -5255.155276508987 | 0 | 0 | -5255.155276508987 | 85739.1717419419 | 0 | 0 | 85739.1717419419 | 0 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 21909.88779498593 | 101 | 12 | 12 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 33060.37110315161 | 0 | 0 | 33060.37110315161 | 1 | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Brigham Warrants | US;BEXP | Energy | Warrants | Warrants | 625000 | 625000 | 0.1392856274740515 | 0.5 | 0.7158402257876466 | 0.9356498506662605 | 0.8494469957911368 | 0.08620285487512369 | 1527-2480 | 0 | 0 | 584781.1566664128 | 001:Enron-NA | 978687.8086940481 | 0 | 978687.8086940481 | 489343.904347024 | 0 | 489343.904347024 | 530904.3723694605 | 53876.7842969523 | 0 | 0 | 53876.7842969523 | -155947.6013089045 | 0 | 0 | -155947.6013089045 | 139104.7557838256 | 740728.7579753173 | 0 | 190429.5688121798 | 642824.895382205 | 1 | 978687.8086940481 | 2.1875 | -19244.26425232564 | 0 | 0 | -19244.26425232564 | 231605.5332223785 | 0 | 0 | 231605.5332223785 | 2.1875 | 2.0625 | -73121.04854927794 | 0 | 0 | -73121.04854927794 | 177728.7489254262 | 0 | 0 | 177728.7489254262 | 642824.895382205 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 447400.1411172791 | 102 | 2.1875 | 2.1875 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -209824.3856058568 | 0 | 0 | -209824.3856058568 | 1 | 0
Warrants - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 1462001.82810414 |  | 1241606.462233879 | 0 | 1241606.462233879 | 620803.2311169396 | 0 | 620803.2311169396 | 1316568.121073564 | 145433.7070305764 | 0 | 0 | 145433.7070305764 | 141150.9589727148 | 0 | 0 | 141150.9589727148 |  | 1320850.869131425 |  |  | 966019.5114206471 |  |  |  | 277789.9633488047 | 0 | 0 | 277789.9633488047 | 770678.8834500331 | 0 | 0 | 770678.8834500331 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Special Assets - Non-Performing Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 101476842.9367479 |  | 16623477.70051513 | 0 | 16623477.70051513 | 1340375.600257565 | 0 | 1340375.600257565 | 101212467.5315298 | 264375.4052180761 | 0 | 0 | 264375.4052180761 | -3541806.832746035 | 0 | -260050 | -3801856.832746035 |  | 107141108.1394939 |  |  | 105220284.4065457 |  |  |  | 81818.11800192957 | 0 | 0 | 81818.11800192957 | -17905607.23318806 | 0 | 25502.78055515246 | -17880104.45263291 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -2122458.37
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 | 0 | 0 | -4321048.18 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 123451.27 | 123451.27 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 123451.27 | 123451.27 | 0 | N | 0 | False | 0 | 0 | 0 | 83 | 0 | 0 | 129 | 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 | 123451.27 | 123451.27 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 0 | 0 | 0 | 962000 | 0 | 0 | 962000 | 1 | 0 | 962000 | 0 | 0 | 0 | 0 | -386000 | 0 | 75000 | -311000 |  |  | 0 | 0 | 0 | 0 | -386000 | 0 | 75000 | -311000 | 962000 | Y | 0 | False | 0 | 2211500 | 2211500 | 12 | 0 | 0 | 164 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 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 | 274343.02 | 1267343.02 |  | 40415022.21 |  |  | 32108022.21 |  |  |  | 0 | 0 | 0 | 0 | 2423510.164999997 | 0 | 494216.58 | 2917726.744999997 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -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 | 2.084033613445378 | 2.017484868863483 | 0.06654874458189486 | 1348-6217 | 0 | 0 | 677310.924369748 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 655682.5823806322 | 21628.34198911581 | 0 | 0 | 21628.34198911581 | -125923.867338597 | 0 | 0 | -125923.867338597 | -103464.293603959 | 803234.791708345 | 0 | 0 | 578536.26009871 | 1 | 677310.924369748 | 2.084033613445378 | 6575.297396871843 | 0 | 0 | 6575.297396871843 | 158900.0873166457 | 0 | 0 | 158900.0873166457 | 2.084033613445378 | 2.017484868863483 | -15053.04459224397 | 0 | 0 | -15053.04459224397 | 137271.7453275298 | 0 | 0 | 137271.7453275298 | 578536.26009871 | N | 0 | False | 0 | 9.49999620000152 | 3087498.765000494 | 1 | 21628.34198911581 | 325000 | 2 | 2.084033613445378 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -147552.2093277128 | 0 | 0 | -147552.2093277128 | 0 | 0
US Public | Special Assets - Performing | Lydecker | [PHONE] | [NAME] | US;ESNJ | Energy | Public | Common Equity | 0 | 0 | 0 | 0 | 1 | 3 | 3.25 | -0.25 | 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 | 0 | 0 | 0 | 0 | 33395.00679433336 | 0 | 0 | 33395.00679433336 | 3 | 3.25 | 0 | 0 | 0 | 0 | 33395.00679433336 | 0 | 0 | 33395.00679433336 | 86300 | N | 0 | False | 0 | 5.63 | 0 | 1 | 0 | 0 | 4 | 3 | 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 | 5.75 | 5.75 | 0 | 75-10364 | 0 | 0 | 344373.25 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 344373.25 | 0 | 0 | 0 | 0 | -13101.15625 | 0 | 0 | -13101.15625 | 0 | 357474.40625 | 0 | 0 | 0 | 1 | 344373.25 | 5.75 | -29945.5 | 0 | 0 | -29945.5 | 344373.25 | 0 | 0 | 344373.25 | 5.75 | 5.75 | -29945.5 | 0 | 0 | -29945.5 | 344373.25 | 0 | 0 | 344373.25 | 0 | N | 0 | False | 0 | 1.12 | 67077.92 | 1 | 0 | 59891 | 7 | 5.75 | 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 | 2.420168067226891 | 2.42098184263618 | -0.0008137754092896188 | 582-632 | 0 | 0 | 4957861.915966386 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4959528.984532616 | -1667.068566230126 | 0 | 0 | -1667.068566230126 | -243851.8926853705 | 0 | 0 | -243851.8926853705 | 0 | 5201713.808651756 | 0 | 0 | 4488205.707073415 | 1 | 4957861.915966386 | 2.420168067226891 | -101665.3380605653 | 0 | 0 | -101665.3380605653 | 771308.1017557262 | 0 | 0 | 771308.1017557262 | 2.420168067226891 | 2.42098184263618 | -99998.26949433517 | 0 | 0 | -99998.26949433517 | 772975.1703219563 | 0 | 0 | 772975.1703219563 | 4488205.707073415 | N | 0 | False | 0 | 2.92 | 5981798.12 | 1 | -1667.068566230126 | 2048561 | 10 | 2.420168067226891 | 0 | 0 | 0 | 0 | 4186553.81421066 | 0 | 0 | 0 | 0 | -242184.8241191404 | 0 | 0 | -242184.8241191404 | 0 | 0
US Public | Special Assets - Performing | Lydecker | [PHONE] | Quicksilver Common | US;KWK | Energy | Public | Common Equity | 804243 | 804243 | 0 | 0.03 | 1 | 7.6875 | 7.75 | -0.0625 | 216-259 | 0 | 0 | 6182618.0625 | 001:Enron-NA | 2596699.58625 | 0 | 2596699.58625 | 2411221.044375 | 0 | 2411221.044375 | 6232883.25 | -50265.1875 | 0 | 0 | -50265.1875 | 452386.6875 | 0 | 0 | 452386.6875 | -1809546.752680104 | 5730231.375 | 0 | 0 | 4825458 | 1 | 6182618.0625 | 7.6875 | 502651.875 | 0 | 0 | 502651.875 | 2664054.9375 | 0 | 0 | 2664054.9375 | 7.6875 | 7.75 | 552917.0625 | 0 | 0 | 552917.0625 | 2714320.125 | 0 | 0 | 2714320.125 | 4825458 | N | 0 | False | 0 | 7.5 | 6031822.5 | 1 | -50265.1875 | 804243 | 25 | 7.6875 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 502651.875 | 0 | 0 | 502651.875 | 0.42 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 12162164.15283613 |  | 2596699.58625 | 0 | 2596699.58625 | 2411221.044375 | 0 | 2411221.044375 | 12192468.06691325 | -30303.91407711431 | 0 | 0 | -30303.91407711431 | 69509.77122603252 | 0 | 0 | 69509.77122603252 |  | 12092654.3816101 |  |  | 9978499.967172123 |  |  |  | 377616.3343363066 | 0 | 0 | 377616.3343363066 | 3972031.383366705 | 0 | 0 | 3972031.383366705 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 0 | 0 | 0 | 375000 | 0 | 0 | 375000 | 1 | 0 | 375000 | 0 | 0 | 0 | 0 | 0 | 0 | 5619.8 | 5619.8 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 5619.8 | 5619.8 | 375000 | Y | 0 | False | 0 | 0 | 0 | 17 | 0 | 0 | 193 | 0 | 0 | 0 | 0 | 0 | 375000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 375000 |  | 0 | 0 | 0 | 0 | 0 | 0 | 375000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 375000 |  |  | 375000 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 5619.8 | 5619.8 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 2454628.355624524 | 2452060.671770696 | 2567.683853827883 | 614-665 | 0 | 0 | 2454628.355624524 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 2452060.671770696 | 2567.683853827883 | 0 | 0 | 2567.683853827883 | 75760.93253745418 | 0 | 0 | 75760.93253745418 | -730023.2245191787 | 2378867.42308707 | 0 | 0 | 1491673.834859363 | 1 | 0 | 2454628.355624524 | 18899.53245841479 | 0 | 0 | 18899.53245841479 | 1039198.532051037 | 0 | -434000 | 605198.5320510366 |  |  | 16331.84860458691 | 0 | 0 | 16331.84860458691 | 1036630.848197209 | 0 | -434000 | 602630.8481972087 | 1491673.834859363 | N | 0 | False | 0 | 0 | 0 | 16 | 2567.683853827883 | 0 | 199 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 73193.2486836263 | 0 | 0 | 73193.2486836263 | 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 | 2454628.355624524 |  | 0 | 0 | 0 | 0 | 0 | 0 | 2452060.671770696 | 2567.683853827883 | 0 | 0 | 2567.683853827883 | 75760.93253745418 | 0 | 0 | 75760.93253745418 |  | 2378867.42308707 |  |  | 1491673.834859363 |  |  |  | 18899.53245841479 | 0 | 0 | 18899.53245841479 | 1032612.471188993 | 0 | -441486.2564645766 | 591126.2147244166 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 0.06854166436185306 | 0 | 0.7454199602239543 | 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 | 0.007094062261451792 | 0 | 1 | 0.07715096588317927 | 5.75 | 0 | 0 | 0 | 0 | -327752.0998345978 | 0 | -7420.35 | -335172.4498345978 | 5.75 | 5.75 | 0 | 0 | 0 | 0 | -327752.0998345978 | 0 | -7420.35 | -335172.4498345978 | 0 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 0.01341755928403118 | 99 | 5.75 | 5.75 | 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 | 208040369.0984606 |  | 2596699.58625 | 0 | 2596699.58625 | 2411221.044375 | 0 | 2411221.044375 | 208068105.3286839 | -27736.23022328643 | 0 | 0 | -27736.23022328643 | 49898665.70376348 | 0 | 1380016.39 | 51278682.09376349 |  | 168216008.4546971 |  |  | 205668055.4520315 |  |  |  | 49952910.86679472 | 0 | 0 | 49952910.86679472 | 60201256.12393176 | 84.18578933808021 | 3269514.923535423 | 63470855.23325651 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -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 | 1575271059.089244 |  | 275667994.8201682 | -9809102.761354474 | 265858892.0588138 | 110080646.5840746 | -13718191.34641226 | 96362455.23766235 | 1502219646.710946 | 71414282.88829806 | -205853.6196557461 | 515.2641945567085 | 71208944.53283687 | 51696306.53192266 | -165164.0698907382 | 6290591.905830652 | 57821734.36786257 |  | 1541307044.772038 |  |  | 1518479785.696993 |  |  |  | 106784203.5420448 | -732067.9082367925 | 208256.1983940923 | 106260391.8322021 | 190679576.9386234 | -15959231.85793689 | 16680835.23568389 | 191401180.3163704 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -18084543.94
 | Grand Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 1575271059.089244 |  | 275667994.8201682 | -9809102.761354474 | 265858892.0588138 | 110080646.5840746 | -13718191.34641226 | 96362455.23766235 | 1502219646.710946 | 71414282.88829806 | -205853.6196557461 | 515.2641945567085 | 71208944.53283687 | 51696306.53192266 | -165164.0698907382 | 6290591.905830652 | 57821734.36786257 |  | 1541307044.772038 |  |  | 1518479785.696993 |  |  |  | 106784203.5420448 | -732067.9082367925 | 208256.1983940923 | 106260391.8322021 | 190679576.9386234 | -15959231.85793689 | 16680835.23568389 | 191401180.3163704 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -18084543.94