Spreadsheet: david_delainey__8081__MP082800-DD
Sheet: MPR 80300

 |  |  |  |  |  |  |  |  | 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 | 2000-08-03 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 | 79 | 0 | 0 | 123 | 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 | 109 | 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 | 11940411.68053084 | 11919911.70207575 | 20499.97845509648 | 1087-1200-Canada | 0 | 0 | 11940411.68053084 | 001:Enron-NA | 2029869.985690243 | -1058930.336912972 | 970939.6487772712 | 0 | 0 | 0 | 11919911.70207575 | 20499.97845509648 | -20499.97845509728 | 0 | -8.003553375601768e-10 | 80917.11670254171 | -80917.11670254747 | 0 | -5.759375198977068e-09 | -25523.9999999974 | 11859494.5638283 | 0 | 0 | 11859494.5638283 | 1 | 11940411.68053084 | 11940411.68053084 | 49983.85228516161 | -49983.85228516182 | 0 | -2.037268131971359e-10 | -61380.73446915857 | -17282.8725025626 | 701730 | 623066.3930282802 |  |  | 29483.87383006513 | -29483.87383006453 | 0 | 5.966285243630409e-10 | -81880.71292425506 | 3217.105952534686 | 701730 | 623066.393028281 | 11859494.5638283 | Y | 0 | False | 0 | 0 | 0 | 4 | 20499.97845509648 | 0 | 110 | 0 | 0 | 0 | 0 | 0 | 2211859.415 | 0 | 0 | 0 | 0 | 60417.13824744523 | -60417.13824745019 | 0 | -4.959019861416891e-09 | 0.17 | 0.08868457514237855
Canadian - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 14709559.68053084 |  | 2029869.985690243 | -1058930.336912972 | 970939.6487772712 | 0 | 0 | 0 | 14689059.70207575 | 20499.97845509648 | -20499.97845509728 | 0 | -8.003553375601768e-10 | 80917.11670254171 | -80917.11670254747 | 0 | -5.759375198977068e-09 |  | 14628642.5638283 |  |  | 14628642.5638283 |  |  |  | 49983.85228516161 | -49983.85228516182 | 0 | -2.037268131971359e-10 | -61380.73446915857 | -17282.8725025626 | 1942455 | 1863791.39302828 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Canadian - Public | Canada | Kitagawa | [PHONE] | Beau Canada Common | CA;BAU | Canadian Energy | Public | Common Equity | 4200000 | 4200000 | 0 | 0.64 | 1 | 0.9430149535228344 | 0.9115462525320729 | 0.03146870099076149 | 9-10 | 0 | 0 | 3960662.804795905 | 001:Enron-NA | 5069648.390138758 | -2525566.511190204 | 2544081.878948554 | 2534824.195069379 | -4603047.79427309 | -2068223.59920371 | 3828494.260634706 | 132168.5441611982 | -2144.493829806022 | 0 | 130024.0503313922 | -646468.5105116437 | -56161.72879091593 | 0 | -702630.2393025596 | -1248401.620263485 | 4607131.315307548 | 0 | 0 | 5118505.42070764 | 1 | 3960662.804795905 | 0.9430149535228344 | 266119.0234371102 | -26905.34372586008 | 0 | 239213.6797112502 | -885757.3281784342 | -319801.0700585716 | 0 | -1205558.398237006 | 0.9430149535228344 | 0.9115462525320729 | 133950.479275912 | -24760.84989605406 | 0 | 109189.629379858 | -1017925.872339632 | -317656.5762287656 | 0 | -1335582.448568398 | 5118505.42070764 | N | 0 | False | 0 | 1.19 | 4998000 | 3 | 132168.5441611982 | 0 | 101 | 0.9430149535228344 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -778637.0546728419 | -54017.23496110991 | 0 | -832654.2896339518 | 1.28 | 0.6376625922641117
Canadian - Public | Canada | Kitagawa | [PHONE] | Place Resources Common | CA;PLG | Canadian Energy | Public | Common Equity | 741000 | 741000 | 0 | 0.64 | 1 | 1.683955274147919 | 1.75557056043214 | -0.07161528628422165 | 78-99 | 0 | 0 | 1247810.858143608 | 001:Enron-NA | 1597197.898423818 | -858158.1023737298 | 739039.7960500884 | 798598.9492119091 | -1564062.06004348 | -765463.1108315714 | 1300877.785280216 | -53066.92713660817 | -728.6740410060465 | 0 | -53795.60117761421 | -433040.46762854 | -18218.14986472666 | 0 | -451258.6174932665 | -169007.2338687661 | 1680851.325772148 | 0 | 0 | 1496628.802086124 | 1 | 1247810.858143608 | 1.683955274147919 | 19375.05084180878 | -9450.583241609884 | 0 | 9924.4676001989 | -361493.0808968262 | -96943.06350283933 | 0 | -458436.1443996654 | 1.683955274147919 | 1.75557056043214 | 72441.97797841695 | -8721.909200603837 | 0 | 63720.06877781311 | -308426.1537602181 | -96214.38946183329 | 0 | -404640.5432220512 | 1496628.802086124 | N | 0 | False | 0 | 1.34 | 992940 | 3 | -53066.92713660817 | 0 | 102 | 1.683955274147919 | 0 | 0 | 0 | 0 | -19744.8451526206 | 0 | 0 | 0 | 0 | -379973.5404919318 | -17489.47582372061 | 0 | -397463.0163156523 | 1.28 | 0.687730914323368
Canadian - Public | Canada | Kitagawa | [PHONE] | Zargon Common | CA;ZAR | Canadian Energy | Public | Common Equity | 0 | 0 | 0 | 0.64 | 1 | 2.525932911221878 | 2.430790006752194 | 0.09514290446968365 | 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 | 2.525932911221878 | 0 | 0 | 0 | 0 | 74526.44352359613 | -888.8910222775967 | -45653.42 | 27984.13250131853 | 2.525932911221878 | 2.430790006752194 | 0 | 0 | 0 | 0 | 74526.44352359613 | -888.8910222775967 | -45653.42 | 27984.13250131853 | 0 | N | 0 | False | 0 | 2.1 | 0 | 3 | 0 | 0 | 103 | 2.525932911221878 | 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 | 4.14252997440388 | 4.118838622552329 | 0.02369135185155091 | 577-10073 | 0 | 0 | 1815774.451030581 | 001:Enron-NA | 2324191.297319143 | -1190972.758413831 | 1133218.538905312 | 1162095.648659572 | -2170643.498940209 | -1008547.850280637 | 1805389.93923025 | 10384.51180033083 | -1011.271617900054 | 0 | 9373.240182430776 | -167730.5469432138 | -24988.71799950982 | 0 | -192719.2649427236 | 0 | 1983504.997973794 | 0 | 0 | 1635560.519328202 | 1 | 1815774.451030581 | 4.14252997440388 | 51031.80036458117 | -13109.58249947723 | 0 | 37922.21786510394 | 18257.37312468077 | -116463.620906693 | -10511.71 | -108717.9577820122 | 4.14252997440388 | 4.118838622552329 | 40647.28856425034 | -12098.31088157718 | 0 | 28548.97768267316 | 7872.861324349942 | -115452.349288793 | -10511.71 | -118091.197964443 | 1635560.519328202 | N | 0 | False | 0 | 3.53 | 1547287.25 | 3 | 10384.51180033083 | 0 | 104 | 4.14252997440388 | 0 | 0 | 0 | 0 | -483173.28 | 0 | 0 | 0 | 0 | -178115.0587435446 | -23977.44638160976 | 0 | -202092.5051251544 | 1.28 | 0.6559034673815735
Canadian - Public | Canada | Kitagawa | [PHONE] | Cypress Energy Common | CA;CYZ.A | Canadian Energy | Public | Common Equity | 88188 | 88188 | 0 | 0.64 | 1 | 4.14252997440388 | 4.118838622552329 | 0.02369135185155091 | 577-623 | 0 | 0 | 365321.4333827294 | 001:Enron-NA | 467611.4347298936 | -239615.5948645387 | 227995.8398653549 | 233805.7173649468 | -436718.6651104526 | -202912.9477455058 | 363232.1404456448 | 2089.292937084567 | -203.4609512105631 | -12377 | -10491.168014126 | -34762.01254761929 | -5027.452049739777 | -12377 | -52166.46459735905 | -1514051.860620923 | 400083.4459303487 | 0 | 0 | 1613780.409247055 | 1 | 365321.4333827294 | 4.14252997440388 | 10267.25012388453 | -2637.558572894309 | -12377 | -4747.308449009781 | 75119.97627438634 | -102489.3003818305 | -12377 | -39746.32410744364 | 4.14252997440388 | 4.118838622552329 | 8177.957186799962 | -2434.097621683746 | 0 | 5743.859565116216 | 73030.68333730177 | -102285.8394306199 | 0 | -29255.15609331764 | 1613780.409247055 | N | 0 | False | 0 | 3.53 | 311303.64 | 3 | 2089.292937084567 | 0 | 105 | 4.14252997440388 | 0 | 0 | 0 | 0 | -3130836.15 | 0 | 0 | 0 | 0 | -36851.30548470386 | -4823.991098529214 | 0 | -41675.29658323306 | 1.28 | 0.6559034673815735
Canadian - Public | Canada | Kitagawa | [PHONE] | Startech Common Canada | CA;SEH | Canadian Energy | Public | Common Equity | 0 | 0 | 0 | 0 | 1 | 5.119224033409672 | 5.199189736664415 | -0.07996570325474295 | 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 | 5.119224033409672 | 0 | 0 | 0 | 0 | 149362.4657571428 | 0 | 51118.6 | 200481.0657571428 | 5.119224033409672 | 5.199189736664415 | 0 | 0 | 0 | 0 | 149362.4657571428 | 0 | 51118.6 | 200481.0657571428 | 0 | N | 0 | False | 0 | 4.84 | 0 | 3 | 0 | 0 | 106 | 5.119224033409672 | 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 | 5.119224033409672 | 5.199189736664415 | -0.07996570325474295 | 576-622 | 0 | 0 | 3583456.823386771 | 001:Enron-NA | 4586824.733935066 | -2400847.177304268 | 2185977.556630799 | 2293412.366967533 | -4375736.792086763 | -2082324.42511923 | 3639432.815665091 | -55975.99227832025 | -2038.59289993906 | 0 | -58014.58517825931 | -350616.213347042 | -49611.17440616706 | 0 | -400227.387753209 | -2149674.657772701 | 3934073.036733813 | 0 | 0 | 3594456.053867725 | 1 | 3583456.823386771 | 5.119224033409672 | -16355.06614231039 | -26906.45703651195 | 0 | -43261.52317882235 | 615455.8892102577 | -214287.7905304066 | 0 | 401168.0986798513 | 5.119224033409672 | 5.199189736664415 | 39620.92613600986 | -24867.86413657289 | 0 | 14753.06199943697 | 671431.8814885779 | -212249.1976304676 | 0 | 459182.6838581106 | 3594456.053867725 | N | 0 | False | 0 | 4.84 | 3388000 | 3 | -55975.99227832025 | 0 | 107 | 5.119224033409672 | 0 | 0 | 0 | 0 | -727903.8558958772 | 0 | 0 | 0 | 0 | -294640.2210687217 | -47572.581506228 | 0 | -342212.8025749497 | 1.28 | 0.6699807743281797
Canadian - Public | Canada | Kitagawa | [PHONE] | Startech [NAME] | CA;SEH BS | Canadian Energy | Public | Common Equity | 600000 | 600000 | 0 | 0 | 1 | 5.119224033409672 | 5.199189736664415 | -0.07996570325474295 | 576-0 | 0 | 0 | 3071534.420045803 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 3119513.841998649 | -47979.42195284599 | 0 | -45570 | -93549.421952846 | -291966.8632177389 | 0 | -45570 | -337536.8632177389 | 0 | 3363501.283263542 | 0 | 0 | 2875564.84309418 | 1 | 3071534.420045803 | 5.119224033409672 | -14018.62812198047 | 0 | -45570 | -59588.62812198047 | 435021.2090840652 | 0 | -81675.16034884567 | 353346.0487352195 | 5.119224033409672 | 5.199189736664415 | 33960.79383086553 | 0 | 0 | 33960.79383086553 | 483000.6310369112 | 0 | -36105.16034884567 | 446895.4706880655 | 2875564.84309418 | N | 0 | False | 0 | 4.84 | 2904000 | 3 | -47979.42195284599 | 0 | 108 | 5.119224033409672 | 0 | 0 | 0 | 0 | -51417 | 0 | 0 | 0 | 0 | -243987.4412648929 | 0 | 0 | -243987.4412648929 | 0 | 0
Canadian - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 14044560.79078539 |  | 14045473.75454668 | -7215160.144146572 | 6830313.610400109 | 7022736.87727334 | -13150208.81045399 | -6127471.933180654 | 14056940.78325456 | -12379.99246916082 | -6126.493339861747 | -57947 | -76453.48580902256 | -1924584.614195798 | -154007.2231110593 | -57947 | -2136538.837306857 |  | 15969145.40498119 |  |  | 16334496.04833092 |  |  |  | 316419.4305030939 | -79009.52507635346 | -57947 | 179462.9054267404 | 120492.9478988682 | -850873.7364026187 | -99098.69034884567 | -829479.4788525952 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 1.4e-05 | 0 | 1 | 1.4e-05 | 1.4 | 0 | 0 | 0 | 0 | -22473.40485887684 | 0 | 0 | -22473.40485887684 | 0.9430149535228344 | 0.9115462525320729 | 0 | 0 | 0 | 0 | -22473.40485887684 | 0 | 0 | -22473.40485887684 | 0 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 1e-05 | 100 | 0.9430149535228344 | 0.9430149535228344 | 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 | 28754120.47131624 |  | 16075343.74023692 | -8274090.481059543 | 7801253.259177379 | 7022736.87727334 | -13150208.81045399 | -6127471.933180654 | 28746000.4853303 | 8119.985985935666 | -26626.47179495903 | -57947 | -76453.48580902336 | -1843667.497493256 | -234924.3398136067 | -57947 | -2136538.837306862 |  | 30597787.96880949 |  |  | 30963138.61215923 |  |  |  | 366403.2827882555 | -128993.3773615153 | -57947 | 179462.9054267402 | 36638.80857083282 | -868156.6089051813 | 1906442.279651155 | 1074924.479316808 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Accrual Income | Coal |  |  | Coal - Accruals |  | Coal | 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 | -720740.78 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2055 | -2055 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -2055 | -2055 | 0 | N | 0 | False | 0 | 0 | 0 | 79 | 0 | 0 | 126 | 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 | -2055 | -2055 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Total Return Swap | Coal | Beyer | [PHONE] | American Coal Senior TRS |  | Coal | Private | Common Equity | 1 | 1 | 0 | 0.6 | 1 | 0 | 0 | 0 | 1727-10290 | 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 | 59 | 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 Private | Coal | Beyer | [PHONE] | Black Mountain Coal Commodity |  | Coal | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 116331 | 116318 | 13 | 4201-5537 | 0 | 0 | 116331 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 116318 | 13 | -13 | 0 | 0 | 110488 | -110488 | 0 | 0 | 0 | 5843 | 0 | 0 | 5843 | 1 | 1e-07 | 116331 | 1225 | -1225 | 0 | 0 | 29691 | 113688 | 0 | 143379 |  |  | 1212 | -1212 | 0 | 0 | 29678 | 113701 | 0 | 143379 | 5843 | Y | 0 | False | 0 | 0 | 0 | 2 | 13 | 0 | 144 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 110475 | -110475 | 0 | 0 | 0 | 0
US Private | Coal | Beyer | [PHONE] | Jupiter Coal Commodity |  | Coal | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 11207 | 10936 | 271 | 7022-10287 | 0 | 0 | 11207 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 10936 | 271 | -271 | 0 | 0 | 11795 | -11795 | 0 | 0 | 0 | -588 | 0 | 0 | -588 | 1 | 1e-07 | 11207 | 2691 | -2691 | 0 | 0 | 11207 | -401898 | 0 | -390691 |  |  | 2420 | -2420 | 0 | 0 | 10936 | -401627 | 0 | -390691 | -588 | Y | 0 | False | 0 | 0 | 0 | 2 | 271 | 0 | 145 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 11524 | -11524 | 0 | 0 | 0 | 0
US Private | Coal | Beyer | [PHONE] | Cline Coal Commodity |  | Coal | Private | Partnership | 1 | 1 | 0 | 0 | 0 | -737363 | -737286 | -77 | 2354-10288 | 0 | 0 | -737363 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | -737286 | -77 | 77 | 0 | 0 | -709602 | 709602 | 0 | 0 | 0 | -27761 | 0 | 0 | -27761 | 1 | 1e-07 | -737363 | 508 | -508 | 0 | 0 | -859893 | 131347 | 0 | -728546 |  |  | 585 | -585 | 0 | 0 | -859816 | 131270 | 0 | -728546 | -27761 | Y | 0 | False | 0 | 0 | 0 | 2 | -77 | 0 | 146 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -709525 | 709525 | 0 | 0 | 0 | 0
US Private | Coal | Beyer | [PHONE] | Cline Resources |  | Coal | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 23833407 | 23833407 | 0 | 2354-2969 | 0 | 0 | 23833407 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 23833407 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 23833407 | 0 | 0 | 23833407 | 1 | 0 | 23833407 | 0 | 0 | 0 | 0 | 963492 | 0 | 0 | 963492 |  |  | 0 | 0 | 0 | 0 | 963492 | 0 | 0 | 963492 | 23833407 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 151 | 0 | 0 | 0 | 0 | 0 | -2053750 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Coal | Beyer | [PHONE] | Black Mountain Equity |  | Coal | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 9282517 | 9282517 | 0 | 4201-10286 | 0 | 0 | 9282517 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 9282517 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 9282517 | 0 | 0 | 9282517 | 1 | 0 | 9282517 | 0 | 0 | 0 | 0 | -1498733 | 0 | 0 | -1498733 |  |  | 0 | 0 | 0 | 0 | -1498733 | 0 | 0 | -1498733 | 9282517 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 152 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Coal | Beyer | [PHONE] | Black Mountain Mktg Fees |  | Coal | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 2391000 | 2391000 | 0 | 4201-6097 | 0 | 0 | 2391000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 2391000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2391000 | 0 | 0 | 2391000 | 1 | 0 | 2391000 | 0 | 0 | 0 | 0 | 650000 | 0 | 0 | 650000 |  |  | 0 | 0 | 0 | 0 | 650000 | 0 | 0 | 650000 | 2391000 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 153 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Coal | Beyer | [PHONE] | Jupiter |  | Coal | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 3508316 | 3508316 | 0 | 7022-9200 | 0 | 0 | 3508316 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 3508316 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2798125 | 3508316 | 0 | 0 | 3508316 | 1 | 0 | 3508316 | 0 | 0 | 0 | 0 | 56441 | 0 | 0 | 56441 |  |  | 0 | 0 | 0 | 0 | 56441 | 0 | 0 | 56441 | 3508316 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 166 | 0 | 0 | 0 | 0 | 0 | 6250000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 38405415 |  | 0 | 0 | 0 | 0 | 0 | 0 | 38405208 | 207 | -207 | 0 | 0 | -587319 | 587319 | 0 | 0 |  | 38992734 |  |  | 38992734 |  |  |  | 4424 | -4424 | 0 | 0 | -647795 | -156863 | 0 | -804658 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Structured Credit-MTM | Coal | Beyer | [PHONE] | Cline Resources - Dakota B |  | Coal | Private | Financing | 1 | 1 | 0 | 0 | 0 | 774367.6960369545 | 774247.2219884206 | 120.4740485339426 | 2354-8560 | 0 | 0 | 774367.6960369545 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 774247.2219884206 | 120.4740485339426 | 0 | 0 | 120.4740485339426 | -17817.92779808922 | 0 | 0 | -17817.92779808922 | 0 | 792185.6238350437 | 0 | 0 | 936852.7629067696 | 1 | 0 | 774367.6960369545 | 502.2781139897415 | 0 | 0 | 502.2781139897415 | -5787.303963045473 | 0 | 1958.325996206328 | -3828.977966839175 |  |  | 381.804065455799 | 0 | 0 | 381.804065455799 | -5907.778011579416 | 0 | 1958.325996206328 | -3949.452015373117 | 936852.7629067696 | N | 0 | False | 0 | 0 | 0 | 16 | 120.4740485339426 | 0 | 212 | 0 | 0 | 0 | 0 | 0 | 780155 | 0 | 0 | 0 | 0 | -17938.40184662316 | 0 | 0 | -17938.40184662316 | 0 | 0
US Structured Credit-MTM | Coal | Beyer | [PHONE] | Cline Resources - Panther B |  | Coal | Private | Financing | 1 | 1 | 0 | 0 | 0 | 2990897.664960219 | 2990506.723159537 | 390.9418006818742 | 2354-7445 | 0 | 0 | 2990897.664960219 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 2990506.723159537 | 390.9418006818742 | 0 | -779.63 | -388.688199318126 | 30270.43186252657 | 0 | 0 | 30270.43186252657 | 0 | 2682343.293097692 | 0 | 0 | 1015465.017458808 | 1 | 0 | 2990897.664960219 | 2193.99191046739 | 0 | -779.63 | 1414.36191046739 | 197754.4649602189 | 0 | 6443.938668712763 | 204198.4036289316 |  |  | 1803.050109785516 | 0 | 0 | 1803.050109785516 | 197363.523159537 | 0 | 7223.568668712763 | 204587.0918282497 | 1015465.017458808 | N | 0 | False | 779.63 | 0 | 0 | 16 | 390.9418006818742 | 0 | 213 | 0 | 0 | 0 | 0 | 278283.94 | 2793143.2 | 0 | 0 | 0 | 0 | 29879.4900618447 | 0 | 779.63 | 30659.1200618447 | 0 | 0
US Structured Credit-MTM | Coal | Beyer | [PHONE] | Remington Debt |  | Coal | Private | Financing | 1 | 1 | 0 | 0 | 0 | 779826.2238334423 | 779715.1950512658 | 111.0287821765523 | 2354-8561 | 0 | 0 | 779826.2238334423 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 779715.1950512658 | 111.0287821765523 | 0 | 0 | 111.0287821765523 | -18147.19171249866 | 0 | 0 | -18147.19171249866 | 0 | 797973.415545941 | 0 | 0 | 937984.254224653 | 1 | 0 | 779826.2238334423 | 476.553984603961 | 0 | 0 | 476.553984603961 | -1425.526166557684 | 0 | 3388.574947503337 | 1963.048780945654 |  |  | 365.5252024274087 | 0 | 0 | 365.5252024274087 | -1536.554948734236 | 0 | 3388.574947503337 | 1852.019998769101 | 937984.254224653 | N | 0 | False | 0 | 0 | 0 | 16 | 111.0287821765523 | 0 | 214 | 0 | 0 | 0 | 0 | 0 | 781251.75 | 0 | 0 | 0 | 0 | -18258.22049467522 | 0 | 0 | -18258.22049467522 | 0 | 0
US Structured Credit-MTM | Coal | Beyer | [PHONE] | Jupiter Loan |  | Coal | Private | Financing | 1 | 1 | 0 | 0 | 0 | 756483.44 | 756483.44 | 0 | 7022-9199 | 0 | 0 | 756483.44 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 756483.44 | 0 | 0 | 0 | 0 | 0 | 0 | 11812.57 | 11812.57 | 0 | 731335.86 | 0 | 0 | 731335.86 | 1 | 0 | 756483.44 | 0 | 0 | 0 | 0 | 0 | 0 | 37848.85 | 37848.85 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 37848.85 | 37848.85 | 731335.86 | Y | 0 | False | 11812.57 | 0 | 0 | 16 | 0 | 0 | 217 | 0 | 0 | 0 | 0 | 25147.58 | 756483.4399999995 | 0 | 0 | 0 | 0 | 0 | 0 | 11812.57 | 11812.57 | 0 | 0
US Structured Credit-MTM Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 5301575.024830615 |  | 0 | 0 | 0 | 0 | 0 | 0 | 5300952.580199223 | 622.444631392369 | 0 | -779.63 | -157.1853686076311 | -5694.687648061314 | 0 | 11812.57 | 6117.882351938686 |  | 5003838.192478677 |  |  | 3621637.894590231 |  |  |  | 3172.824009061093 | 0 | -779.63 | 2393.194009061092 | 190541.6348306157 | 0 | 49639.68961242243 | 240181.3244430381 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 303431.52
 | Coal Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 43706990.02483062 |  | 0 | 0 | 0 | 0 | 0 | 0 | 43706160.58019922 | 829.444631392369 | -207 | -779.63 | -157.1853686076311 | -593013.6876480613 | 587319 | 11812.57 | 6117.882351938686 |  | 43996572.19247867 |  |  | 42614371.89459023 |  |  |  | 7596.824009061093 | -4424 | -779.63 | 2393.194009061092 | -457253.3651693843 | -156863 | 47584.68961242243 | -566531.675556962 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 303431.52
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 | 79 | 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 | 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 | 162 | 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 | 199 | 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 | 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 | 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 | 78 | 0 | 0 | 247 | 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 | 78 | 0 | 0 | 248 | 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 | 79 | 0 | 0 | 130 | 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 | 68 | 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 | 136 | 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 | 137 | 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 | 161 | 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 | 165 | 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 | 260000 | 260000 | 0 | 0 | 260000 | 260000 | 0 | 6536268 | 0 | 0 | 6536268 | 1 | 0 | 8238768 | 0 | 0 | 260000 | 260000 | 0 | 0 | 260000 | 260000 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 6536268 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 174 | 0 | 0 | 0 | 0 | 1702500 | 8238768 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 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 | 178 | 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 | 3529908.79 | 214257.96 | 3974-5269 | 0 | 0 | 3744166.75 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 3529908.79 | 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 | 179 | 0 | 0 | 214257.96 | 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 | 181 | 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 | 183 | 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 | 79338959.41999999 | 0 | 0 | 260000 | 260000 | 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 | 15958 | 15649 | 309 | 16-10262 | 0 | 0 | 15958 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 15649 | 309 | -309 | 0 | 0 | 7476 | -7476 | 0 | 0 | 0 | 8482 | 0 | 0 | 8482 | 1 | 1e-07 | 15958 | 961 | -961 | 0 | 0 | -27221 | -820195 | 0 | -847416 |  |  | 652 | -652 | 0 | 0 | -27530 | -819886 | 0 | -847416 | 8482 | Y | 0 | False | 0 | 0 | 0 | 2 | 309 | 0 | 16 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 7167 | -7167 | 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 | 65 | 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 | 119 | 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 | -47398 | -58958 | 11560 | 31-10284 | 0 | 0 | -47398 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | -58958 | 11560 | -11560 | 0 | 0 | -28495 | 28495 | 0 | 0 | 0 | -18903 | 0 | 0 | -18903 | 1 | 1e-07 | -47398 | 123134 | -123134 | 0 | 0 | -76400 | -1049461 | 0 | -1125861 |  |  | 111574 | -111574 | 0 | 0 | -87960 | -1037901 | 0 | -1125861 | -18903 | Y | 0 | False | 0 | 0 | 0 | 2 | 11560 | 0 | 143 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -40055 | 40055 | 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 | 155 | 0 | 0 | 0 | 0 | 947356.38 | 2285572.25 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 75661015.45 |  | 0 | 0 | 0 | 0 | 0 | 0 | 75649146.45 | 11869 | -11869 | 0 | 0 | -21019 | 21019 | 0 | 0 |  | 74734678.07 |  |  | 75441291.41 |  |  |  | 124095 | -124095 | 0 | 0 | 1021109.74 | -992107.5399999983 | 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 | 494618.2445515999 | 0.43 | 1 | 16 | 15 | 1 | 96-120 | 0 | 0 | 4748335.147695359 | 001:Enron-NA | 3323834.603386751 | 0 | 3323834.603386751 | 1282050.489877747 | 0 | 1282050.489877747 | 4451564.200964399 | 296770.9467309602 | 0 | 0 | 296770.9467309602 | -1070676.335120551 | 0 | 0 | -1070676.335120551 | 1001643.748883417 | 9084270.67281591 | 0 | 2348613195295.74 | 10093782 | 1 | 4748335.147695359 | 16 | 316113.6389016444 | 0 | 0 | 316113.6389016444 | 2617163.620695353 | 0 | 0 | 2617163.620695353 | 16 | 15 | 19342.69217068423 | 0 | 0 | 19342.69217068423 | 2320392.673964393 | 0 | 0 | 2320392.673964393 | 10093782 | N | 0 | False | 0 | 2.92 | 866571.164454403 | 1 | 296770.9467309602 | 296770.9467309599 | 9 | 16 | 0 | 0 | -1386397.008 | -3265259.19 | -8955436.398 | 0 | 0 | 0 | 0 | -1367447.281851511 | 0 | 0 | -1367447.281851511 | 0.7 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 4748335.147695359 |  | 3323834.603386751 | 0 | 3323834.603386751 | 1282050.489877747 | 0 | 1282050.489877747 | 4451564.200964399 | 296770.9467309602 | 0 | 0 | 296770.9467309602 | -1070676.335120551 | 0 | 0 | -1070676.335120551 |  | 9084270.67281591 |  |  | 10093782 |  |  |  | 316113.6389016444 | 0 | 0 | 316113.6389016444 | 2617163.620695353 | 0 | 0 | 2617163.620695353 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -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 | 204 | 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 | 159962567.9776953 |  | 3323834.603386751 | 0 | 3323834.603386751 | 1282050.489877747 | 0 | 1282050.489877747 | 159439670.0709644 | 308639.9467309602 | -11869 | 260000 | 556770.9467309602 | -1091695.335120551 | 21019 | 420832.46 | -649843.8751205513 |  | 161909770.2528159 |  |  | 163625894.92 |  |  |  | 440208.6389016444 | -124095 | 260000 | 576113.6389016444 | 5970935.022575318 | -992107.5399999983 | 2753465.777208585 | 7732293.259783906 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -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 | 57 | 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 | 58 | 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 | 60 | 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 | 61 | 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 | 56 | 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 | 182 | 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 | 55 | 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 | 206 | 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 | 244 | 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 | 147 | 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 | 148 | 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 | 149 | 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 | 150 | 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
Total Return Swap | GRM - New Products | Blesie | [PHONE] | BWT/Swiss Re TRS |  | Insurance | Private | Common Equity | 1 | 1 | 0 | 0.6 | 1 | -60664 | -60664 | 0 | 6043-9063 | 0 | 0 | -60664 | 001:Enron-NA | -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 | 20 | 0 | 0 | 54 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6 | 0
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 | 205 | 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 | 226 | 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 | 245 | 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 | 246 | 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 | 79 | 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 | 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 | 75 | 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 | 76 | 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 | 78 | 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 | 175 | 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 | 176 | 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 | 15929915.9671053 | 15902566.58059715 | 27349.38650814258 | 1087-1200-Special Assets - Performing | 0 | 0 | 15929915.9671053 | 001:Enron-NA | 2708085.7144079 | -1412737.829596525 | 1295347.884811375 | 0 | 0 | 0 | 15902566.58059715 | 27349.38650814258 | -27349.38650814178 | 0 | 7.967173587530851e-10 | 107952.9671052955 | -107952.9671052956 | 0 | -5.820766091346741e-11 | -25523.99999999632 | 15821963 | 0 | 0 | 15821963 | 1 | 15929915.9671053 | 15929915.9671053 | 66684.34790344164 | -66684.3479034412 | 0 | 4.329194780439138e-10 | -311675.4478947408 | -14858.04184921218 | -38266 | -364799.489743953 |  |  | 39334.96139529906 | -39334.96139529943 | 0 | -3.637978807091713e-10 | -339024.8344028834 | 12491.3446589296 | -38266 | -364799.4897439539 | 15821963 | Y | 0 | False | 0 | 1000 | 1000 | 2 | 27349.38650814258 | 0 | 26 | 0 | 0 | 0 | 0 | 0 | 2185721.415 | 0 | 0 | 0 | 0 | 80603.58059715293 | -80603.58059715378 | 0 | -8.549250196665525e-10 | 0.17 | 0.08868457514237854
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 15929915.9671053 |  | 2708085.7144079 | -1412737.829596525 | 1295347.884811375 | 0 | 0 | 0 | 15902566.58059715 | 27349.38650814258 | -27349.38650814178 | 0 | 7.967173587530851e-10 | 107952.9671052955 | -107952.9671052956 | 0 | -5.820766091346741e-11 |  | 15821963 |  |  | 15821963 |  |  |  | 66684.34790344164 | -66684.3479034412 | 0 | 4.329194780439138e-10 | -311675.4478947408 | -14858.04184921218 | -38266 | -364799.489743953 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 196 | 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 | 30569880.34438546 |  | 2708085.7144079 | -1412737.829596525 | 1295347.884811375 | 0 | 0 | 0 | 30542530.95787731 | 27349.38650814258 | -27349.38650814178 | 0 | 7.967173587530851e-10 | 107952.9671052955 | -107952.9671052956 | 0 | -5.820766091346741e-11 |  | 30461927.37728016 |  |  | 30461927.37728016 |  |  |  | 66684.34790344164 | -66684.3479034412 | 0 | 4.329194780439138e-10 | -452445.4866928186 | -14858.04184921218 | 395626 | -71677.52854203078 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 79 | 0 | 0 | 124 | 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 | 72 | 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 | 0.5923016839663513 | 865.7262172744485 | 864.781705012023 | 0.9445122624254054 | 61-77 | 0 | 0 | 8657262.172744485 | 001:Enron-NA | 875495.926612763 | 0 | 875495.926612763 | 875495.926612763 | 0 | 875495.926612763 | 8647817.05012023 | 9445.122624253854 | 0 | 0 | 9445.122624253854 | -3155875.976771811 | 0 | 0 | -3155875.976771811 | -918660.1759689394 | 11813138.1495163 | 0 | 0 | 16619863.06639287 | 250 | 2036037.038634333 | 1.375 | -1871372.7053317 | 0 | 0 | -1871372.7053317 | -13732818.86776847 | 0 | 0 | -13732818.86776847 | 1.375 | 1.375 | -1880817.827955954 | 0 | 0 | -1880817.827955954 | -13742263.99039273 | 0 | 0 | -13742263.99039273 | 16619863.06639287 | N | 0 | False | 0 | 1000 | 10000000 | 5 | 0 | 1480754.209915878 | 82 | 1.375 | 1.375 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -3165321.099396065 | 0 | 0 | -3165321.099396065 | 0.43 | 0
Convertible - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 8657262.172744485 |  | 875495.926612763 | 0 | 875495.926612763 | 875495.926612763 | 0 | 875495.926612763 | 8647817.05012023 | 9445.122624253854 | 0 | 0 | 9445.122624253854 | -3155875.976771811 | 0 | 0 | -3155875.976771811 |  | 11813138.1495163 |  |  | 16619863.06639287 |  |  |  | -1871372.7053317 | 0 | 0 | -1871372.7053317 | -13732818.86776847 | 0 | 0 | -13732818.86776847 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 197.390166075354 | 197.390166075354 | 0 | 0 | 6125.551960776133 | 6125.551960776133 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 580.4195180967731 | 580.4195180967731 | 0 | 0 | 42047.95316425997 | 42047.95316425997 |  |  | 0 | 0 | 383.0293520214191 | 383.0293520214191 | 0 | 0 | 41850.56299818461 | 41850.56299818461 | 0 | N | 0 | False | 5928.161794700779 | 0 | 0 | 11 | 0 | 0 | 121 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 5928.161794700779 | 5928.161794700779 | 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 | 4875.644903026338 | 4875.644903026338 | 0 | 0 | 25990.54134536401 | 25990.54134536401 | 106507.0972275916 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 5640.1716334927 | 5640.1716334927 | 0 | 0 | 115149.5434302114 | 115149.5434302114 |  |  | 0 | 0 | 764.526730466361 | 764.526730466361 | 0 | 0 | 110273.8985271851 | 110273.8985271851 | 0 | N | 0 | False | 21114.89644233767 | 0 | 0 | 11 | 0 | 0 | 122 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 21114.89644233767 | 21114.89644233767 | 0 | 0
Funding Cost Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 5073.035069101692 | 5073.035069101692 | 0 | 0 | 32116.09330614014 | 32116.09330614014 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 6220.591151589473 | 6220.591151589473 | 0 | 0 | 157197.4965944714 | 157197.4965944714 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 421147.6899999995 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 442194.8299999982 | 0 | -21047.13999999873 | 0 | -21047.13999999873 | 0 | 476309.4299999995 | 0 | 476309.4299999995 | 1628961.33 | -55161.74000000022 | 0 | 0 | 685186.9399999995 | 1 | 1e-07 | 0 | 0 | -121932.9900000006 | 0 | -121932.9900000006 | 0 | 305280.3400000018 | 604000 | 909280.3399999994 |  |  | 0 | -100885.8500000018 | 0 | -100885.8500000018 | 0 | 326327.4800000006 | 604000 | 930327.4799999981 | 685186.9399999995 | N | 0 | False | 0 | 0 | 0 | 10 | 0 | 0 | 117 | 0 | 0 | 0 | 0 | 0 | -453680.410000001 | 0 | 0 | 0 | 0 | 0 | 497356.5699999982 | 0 | 497356.5699999982 | 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 | 120 | 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 | 421147.6899999995 |  | 1e-07 | 0 | 1e-07 | 1e-07 | 0 | 1e-07 | 442194.8299999982 | 0 | -21047.13999999873 | 0 | -21047.13999999873 | 0 | 476309.4299999995 | 0 | 476309.4299999995 |  | -55161.74000000022 |  |  | 1735186.94 |  |  |  | 0 | -121932.9900000006 | 0 | -121932.9900000006 | 0 | -5660271.659999998 | 604000 | -5056271.66 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 139 | 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 | 140 | 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 | 157 | 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 | 167 | 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 | 168 | 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 | 169 | 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 | 257404 | 253698 | 3706 | 66-10289 | 0 | 0 | 257404 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 253698 | 3706 | -3706 | 0 | 0 | 40740 | -40740 | 0 | 0 | 0 | 216664 | 0 | 0 | 216664 | 1 | 1e-07 | 257404 | 11487 | -11487 | 0 | 0 | -358008 | -8145047 | 0 | -8503055 |  |  | 7781 | -7781 | 0 | 0 | -361714 | -8141341 | 0 | -8503055 | 216664 | Y | 0 | False | 0 | 0 | 0 | 2 | 3706 | 0 | 21 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 37034 | -37034 | 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 | 118 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 160214438 |  | 47987110.2 | 0 | 47987110.2 | 0 | 0 | 0 | 160210732 | 3706 | -3706 | 0 | 0 | 40740 | -40740 | 0 | 0 |  | 160173698 |  |  | 160173698 |  |  |  | 11487 | -11487 | 0 | 0 | 6298426 | -8145047 | 0 | -1846621 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Public | Portfolio | [NAME] | [PHONE] | Hanover Compressor Common | US;HC | Energy | Public | Common Equity | 3314340 | 3314340 | 0 | 0.62 | 1 | 34.1875 | 34.125 | 0.0625 | 53-64 | 0 | 0 | 113308998.75 | 001:Enron-NA | 150700968.3375 | 0 | 150700968.3375 | 80449389.1125 | 0 | 80449389.1125 | 113101852.5 | 207146.25 | 0 | 0 | 207146.25 | -12635921.25 | 0 | 0 | -12635921.25 | 9839446.326957677 | 125944920 | 0 | 0 | 94251543.75 | 1 | 113308998.75 | 34.1875 | 207146.25 | 0 | 0 | 207146.25 | 50750831.25 | 0 | 0 | 50750831.25 | 34.1875 | 34.125 | 0 | 0 | 0 | 0 | 50543685 | 0 | 0 | 50543685 | 94251543.75 | N | 0 | False | 0 | 11.95 | 39606363 | 1 | 207146.25 | 3314340 | 11 | 34.1875 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -12843067.5 | 0 | 0 | -12843067.5 | 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 | 120785070.375 |  | 153915679.13625 | 0 | 153915679.13625 | 83664099.91125 | 0 | 83664099.91125 | 120577924.125 | 207146.25 | 0 | 0 | 207146.25 | -23510207.25 | 0 | 2329.775282007349 | -23507877.47471799 |  | 144292947.849718 |  |  | 124337850.7816535 |  |  |  | -6249461.0625 | 0 | 0 | -6249461.0625 | 12507436.1875 | 0 | 8088014.644501181 | 20595450.83200118 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Structured Credit-Book | Portfolio | Maffet | [PHONE] | [NAME] |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 18906768.28564192 | 18556768.28564192 | 350000 | 2914-4028 | 0 | 0 | 18906768.28564192 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 18556768.28564192 | 0 | 0 | -1902 | -1902 | -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 | 0 | 6115.063038732857 | 428032.7710008603 | 0 | -161802.4685003806 | 266230.3025004796 | 16158754.31408069 | N | 0 | False | 1902 | 0 | 0 | 17 | 0 | 0 | 186 | 0 | 0 | 350000 | 350000 | 1850000 | 6155197 | 0 | 0 | 0 | 0 | -301847.6901931688 | 0 | 1902 | -299945.6901931688 | 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 | 190 | 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 | 191 | 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 | 192 | 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 | 215 | 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 | 216 | 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 | 67480197.49564192 | 0 | 0 | -1902 | -1902 | -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 | 209 | 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 | 4544523.762965949 | 4544523.715712071 | 0.04725387785583735 | 61-0 | 0 | 0 | 4544523.762965949 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4544523.715712071 | 0.04725387785583735 | 0 | 0 | 0.04725387785583735 | -6340950.925089788 | 0 | 0 | -6340950.925089788 | 0 | 10885474.68805574 | 0 | 0 | 14315286.21708426 | 1 | 0 | 4544523.762965949 | -3912503.801969847 | 0 | 0 | -3912503.801969847 | -6705476.237034051 | 0 | 96916 | -6608560.237034051 |  |  | -3912503.849223725 | 0 | 0 | -3912503.849223725 | -6705476.284287929 | 0 | 96916 | -6608560.284287929 | 14315286.21708426 | N | 0 | False | 0 | 0 | 0 | 16 | 0.04725387785583735 | 0 | 188 | 0 | 0 | 0 | 0 | 0 | 11250000 | 0 | 0 | 0 | 0 | -6340950.972343666 | 0 | 0 | -6340950.972343666 | 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 | 193 | 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 | 194 | 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 | 113138239.1186296 | 113075920.903476 | 62318.21515354514 | 66-0 | 0 | 0 | 113138239.1186296 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 113075920.903476 | 62318.21515354514 | 0 | 0 | 62318.21515354514 | -4436468.626290366 | 0 | 0 | -4436468.626290366 | 0 | 117574707.74492 | 0 | 0 | 30885800 | 1 | 0 | 113138239.1186296 | 330001.3088952899 | 0 | 0 | 330001.3088952899 | 1138239.11862959 | 0 | 952701.92 | 2090941.03862959 |  |  | 267683.0937417448 | 0 | 0 | 267683.0937417448 | 1075920.903476045 | 0 | 952701.92 | 2028622.823476044 | 30885800 | N | 0 | False | 0 | 0 | 0 | 16 | 62318.21515354514 | 0 | 224 | 0 | 0 | 0 | 0 | 0 | 112000000 | 0 | 0 | 0 | 0 | -4498786.841443911 | 0 | 0 | -4498786.841443911 | 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 | 225 | 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 | 117682762.8815955 |  | 0 | 0 | 0 | 0 | 0 | 0 | 117620444.6191881 | 62318.262407423 | 0 | 0 | 62318.262407423 | -10777419.55138015 | 0 | 0 | -10777419.55138015 |  | 128460182.4329757 |  |  | 45201086.21708426 |  |  |  | -3582502.493074557 | 0 | 0 | -3582502.493074557 | -5567237.11840446 | 0 | 654182.9199999982 | -4913054.198404463 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 90 | 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 | 0.2518529938542554 | 0 | 0.5587415204259426 | 0.410836763354572 | 0.4117200697194602 | -0.0008833063648882034 | 61-5499 | 0 | 0 | 1307487.999375925 | 001:Enron-NA | 1051357.727976726 | 0 | 1051357.727976726 | 1051357.727976726 | 0 | 1051357.727976726 | 1310299.121882182 | -2811.122506256681 | 0 | 0 | -2811.122506256681 | -4646504.661521053 | 0 | 0 | -4646504.661521053 | 627160.97047567 | 5953992.660896978 | 0 | 1102092.960294106 | 13706016.35976528 | 1 | 2445017.972038898 | 1.375 | -2552611.85229309 | 0 | 0 | -2552611.85229309 | -21364495.82948786 | 0 | 0 | -21364495.82948786 | 1.375 | 1.375 | -2549800.729786833 | 0 | 0 | -2549800.729786833 | -21361684.70698161 | 0 | 0 | -21361684.70698161 | 13706016.35976528 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 1778194.888755562 | 99 | 1.375 | 1.375 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -4643693.539014796 | 0 | 0 | -4643693.539014796 | 0.43 | 0
Warrants - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 1307487.999375925 |  | 1051357.727976726 | 0 | 1051357.727976726 | 1051357.727976726 | 0 | 1051357.727976726 | 1310299.121882182 | -2811.122506256681 | 0 | 0 | -2811.122506256681 | -4646504.661521053 | 0 | 0 | -4646504.661521053 |  | 5953992.660896978 |  |  | 13706016.35976528 |  |  |  | -2552611.85229309 | 0 | 0 | -2552611.85229309 | -21364495.82948786 | 0 | 0 | -21364495.82948786 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Portfolio Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 543402641.0843579 |  | 203829642.9908396 | 0 | 203829642.9908396 | 85590953.56583959 | 0 | 85590953.56583959 | 542793883.7118325 | 279804.5125254202 | -24753.13999999873 | 3171.035069101692 | 258222.4075945231 | -42351115.12986619 | 435569.4299999995 | 404275.3585881475 | -41511270.34127804 |  | 582708313.5789421 |  |  | 492643355.9289765 |  |  |  | -14238346.05016061 | -133419.9900000006 | 4318.591151589473 | -14367447.44900902 | -46405967.49132104 | -13805318.66 | 12624386.4259286 | -47586899.72539243 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 79 | 0 | 0 | 128 | 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 | 0.8994113919655161 | 220.7026378829228 | 224.3296910577807 | -3.627053174857906 | 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 | 44.375 | 0 | 0 | 0 | 0 | 68069972.49919206 | 0 | 683723.95 | 68753696.44919206 | 44.375 | 45.125 | 0 | 0 | 0 | 0 | 68069972.49919206 | 0 | 683723.95 | 68753696.44919206 | 0 | N | 0 | False | 0 | 308.4375 | 0 | 5 | 0 | 0 | 73 | 44.375 | 44.375 | 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 | 0.8994113919655161 | 220.7026378829228 | 224.3296910577807 | -3.627053174857906 | 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 | 44.375 | 0 | 0 | 0 | 0 | -315687.9698116258 | 0 | -3.352761268615723e-08 | -315687.9698116593 | 44.375 | 45.125 | 0 | 0 | 0 | 0 | -315687.9698116258 | 0 | -3.352761268615723e-08 | -315687.9698116593 | 0 | N | 0 | False | 0 | 308.4375 | 0 | 5 | 0 | 0 | 74 | 44.375 | 44.375 | 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 | 154 | 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 | -1331.5 | -1331.5 | 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 | 0 | 0 | 0 | 0 | -141634.79 | -141634.79 | 11830793 | Y | 0 | False | -44846.82 | -23598800 | -23598800 | 12 | 0 | 0 | 156 | 0 | 0 | 0 | 0 | 178923 | -2246301 | 0 | 0 | 0 | 0 | 0 | 0 | -44846.82 | -44846.82 | 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 | 180 | 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 | -1331.5 | -1331.5 | 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 | Vetters | [PHONE] | Active Power |  | Generation | Private | Common Equity | 1 | 1 | 0 | 0 | 1 | 5000000 | 5000000 | 0 | 5942-7905 | 0 | 0 | 5000000 | 001:Enron-NA | 0 | 0 | 0 | 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 | -1.199999999982538 | -1.199999999982538 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -1.199999999982538 | -1.199999999982538 | 5000000 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 27 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | Vetters | [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 | Vetters | [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 | 63 | 0 | 0 | 0 | 0 | 0 | -86930900 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 30060625 |  | 10530312.5 | 0 | 10530312.5 | 8030312.499999999 | 0 | 8030312.499999999 | 30060625 | 0 | 0 | 0 | 0 | 0 | 0 | 62500 | 62500 |  | 30060625 |  |  | 30060625 |  |  |  | 0 | 0 | 0 | 0 | -2913659 | 0 | 187498.8 | -2726160.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Public | Principal Investing | Greer | [PHONE] | Quanta Common | US;PWR | Utility Services | Public | Common Equity | 0 | 0 | 0 | 0.03 | 1 | 44.375 | 45.125 | -0.75 | 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 | 44.375 | 0 | 0 | 0 | 0 | 5309248.519087002 | 0 | -6771603.3984375 | -1462354.879350498 | 44.375 | 45.125 | 0 | 0 | 0 | 0 | 5309248.519087002 | 0 | -6771603.3984375 | -1462354.879350498 | 0 | N | 0 | False | 0 | 0 | 0 | 1 | 0 | 0 | 24 | 44.375 | 0 | 0 | 0 | 0 | -5309248.519087002 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.42 | 0
US 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 | 5309248.519087002 | 0 | -6771603.3984375 | -1462354.879350498 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Warrants - Private | Principal Investing | Vetters | [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 | 85 | 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 | Vetters | [PHONE] | FirstWorld Warrants | US;FWIS | Telecom | Public | Common Equity | 3000000 | 3000000 | 0.1255209404310089 | 0 | 0.7670861813243606 | 1.220579957787479 | 1.126417102901562 | 0.09416285488591702 | 889-1038 | 0 | 0 | 3661739.873362437 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 3379251.308704686 | 282488.564657751 | 0 | 0 | 282488.564657751 | -18838260.12663757 | 0 | 100274.73 | -18737985.39663756 | 0 | 31500000 | 0 | 1106153.287548266 | 61125000 | 1 | 6759946.972920927 | 2.9375 | 758291.5548979556 | 0 | 0 | 758291.5548979556 | -19643430.12663757 | 0 | -132574.27 | -19776004.39663756 | 2.9375 | 2.8125 | 475802.9902402046 | 0 | 0 | 475802.9902402046 | -19925918.69129532 | 0 | -132574.27 | -20058492.96129531 | 61125000 | N | 0 | False | 100274.73 | 1.12 | 3360000 | 7 | 0 | 2301258.543973082 | 5 | 2.9375 | 2.9375 | 0 | 0 | -9000000 | 23305170 | 0 | 0 | 0 | 0 | -19120748.69129532 | 0 | 100274.73 | -19020473.96129531 | 0 | 0
Warrants - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 3661739.873362437 |  | 0 | 0 | 0 | 0 | 0 | 0 | 3379251.308704686 | 282488.564657751 | 0 | 0 | 282488.564657751 | -18838260.12663757 | 0 | 100274.73 | -18737985.39663756 |  | 31500000 |  |  | 61125000 |  |  |  | 758291.5548979556 | 0 | 0 | 758291.5548979556 | -19643430.12663757 | 0 | -132574.27 | -19776004.39663756 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -9000000
 | Principal Investing Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 49809080.87336244 |  | 10530312.5 | 0 | 10530312.5 | 8030312.499999999 | 0 | 8030312.499999999 | 49526592.30870469 | 282488.564657751 | 0 | -1331.5 | 281157.064657751 | -18838260.12663757 | 0 | 199948.2 | -18638311.92663756 |  | 77468418 |  |  | 107093418 |  |  |  | 758291.5548979556 | 0 | -1331.5 | 756960.0548979556 | 52808186.59182988 | 0 | -5938905.628437533 | 46869280.96339233 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -8821077
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 | 79 | 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 | 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 | 71 | 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 | 81 | 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 | 229 | 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 | 69 | 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 | 0.2438043534817085 | 80.88499840533962 | 82.52661931198443 | -1.641620906644818 | 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 | 5.75 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | N | 0 | False | 0 | 115.65 | 0 | 5 | 0 | 0 | 70 | 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 | 159 | 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 | 163 | 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 | 173 | 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 | 227 | 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 | 67 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 42638986 |  | 13942726.5 | 0 | 13942726.5 | 0 | 0 | 0 | 42638986 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 42638986 |  |  | 42638986 |  |  |  | 0 | 0 | 0 | 0 | -5588014 | 0 | 6730 | -5581284 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 2.3125 | -0.125 | 1527-1800 | 0 | 0 | 1439144.73828125 | 001:Enron-NA | 1439144.73828125 | 0 | 1439144.73828125 | 719572.369140625 | 0 | 719572.369140625 | 1521381.58046875 | -82236.8421875001 | 0 | 0 | -82236.8421875001 | -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 | 2.3125 | 61677.63164062495 | 0 | 0 | 61677.63164062495 | 513980.263671875 | 0 | 0 | 513980.263671875 | 1480263.159375 | N | 0 | False | 0 | 9.49999620000152 | 6249997.506250998 | 1 | -82236.8421875001 | 657894.7375 | 1 | 2.1875 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -123355.2632812499 | 0 | 0 | -123355.2632812499 | 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 | 5.75 | -1 | 58-7704 | 0 | 0 | 693731.5625 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 839780.3125 | -146048.75 | 0 | 0 | -146048.75 | -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 | 5.75 | 0 | 0 | 0 | 0 | 365121.875 | 0 | 0 | 365121.875 | 310353.59375 | N | 0 | False | 0 | 1.12 | 163574.6 | 1 | -146048.75 | 146048.75 | 6 | 4.75 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -127792.65625 | 0 | 0 | -127792.65625 | 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 | 0.09 | 0.085 | 0.004999999999999991 | 82-847 | 0 | 0 | 660687.4079999999 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 623982.552 | 36704.85599999991 | 0 | 0 | 36704.85599999991 | -73409.71200000003 | 0 | 0 | -73409.71200000003 | -284462.6339999999 | 734097.12 | 0 | 0 | 3009798.192 | 1 | 660687.4079999999 | 0.09 | 80750.68319999997 | 0 | 0 | 80750.68319999997 | -2495930.208 | 0 | 50000 | -2445930.208 | 0.09 | 0.085 | 44045.82720000006 | 0 | 0 | 44045.82720000006 | -2532635.063999999 | 0 | 50000 | -2482635.063999999 | 3009798.192 | N | 0 | False | 0 | 1.12 | 8221887.744000001 | 1 | 36704.85599999991 | 7340971.2 | 8 | 0.09 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -110114.5679999999 | 0 | 0 | -110114.5679999999 | 0 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 2793564.09664375 |  | 1439144.73828125 | 0 | 1439144.73828125 | 719572.369140625 | 0 | 719572.369140625 | 2985144.832831251 | -191580.7361875002 | 0 | 0 | -191580.7361875002 | -552843.22371875 | 0 | 0 | -552843.22371875 |  | 3346407.3203625 |  |  | 4800414.945125 |  |  |  | -85857.27734687517 | 0 | 0 | -85857.27734687517 | -1845113.273653125 | 0 | 50000 | -1795113.273653125 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 198 | 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] | 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 | 15 | 0 | 0 | 201 | 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 | 207 | 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 | 208 | 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 | 210 | 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 | 219 | 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 | 220 | 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 | 221 | 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 | 222 | 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 | 223 | 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 | 251 | 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 | 40777790.61 |  | 0 | 0 | 0 | 0 | 0 | 0 | 40777790.61 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 42949326.12 |  |  | 42949326.12 |  |  |  | 0 | 0 | 0 | 0 | -7836816.080305612 | 0 | 231450 | -7605366.080305613 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -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 | 202 | 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 | 203 | 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 | 228 | 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 | 86 | 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 | 88 | 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 | 91 | 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 | 92 | 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 | 2.946776074740939e-07 | 0 | 1.022799644427733e-07 | 3.232571530114518e-08 | 3.668958730477642e-08 | -4.363872003631241e-09 | 520-584 | 0 | 0 | 0.03232571530114518 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0.03668958730477642 | -0.004363872003631239 | 0 | 0 | -0.004363872003631239 | -2.24913431347979 | 0 | 0 | -2.24913431347979 | -1301.406609770266 | 2.281460028780935 | 0 | 2.431090261661275 | 2846.734619213598 | 1 | 0.8438097066528794 | 8.25 | -0.02567920112078378 | 0 | 0 | -0.02567920112078378 | -20.28151195358916 | 0 | 0 | -20.28151195358916 | 8.25 | 8.25 | -0.02131532911715255 | 0 | 0 | -0.02131532911715255 | -20.27714808158553 | 0 | 0 | -20.27714808158553 | 2846.734619213598 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 0.1022799644427732 | 93 | 8.25 | 8.25 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2.244770441476159 | 0 | 0 | -2.244770441476159 | 0 | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Carrizo Warrants | US;CRZO | Energy | Warrants | Warrants | 156250 | 156250 | 0.02592461632299859 | 0 | 0.9188226236933066 | 4.195402514554723 | 3.347385043951014 | 0.8480174706037089 | 561-606 | 0 | 0 | 655531.6428991754 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 523028.9131173459 | 132502.7297818295 | 0 | 0 | 132502.7297818295 | 128216.1157133327 | 0 | 0 | 128216.1157133327 | 24441.65581521168 | 527315.5271858427 | 0 | 28101.87902200043 | 259546.0564198853 | 1 | 995989.3674800491 | 6.9375 | 166339.5972280308 | 0 | 0 | 166339.5972280308 | 582920.3440250246 | 0 | 0 | 582920.3440250246 | 6.9375 | 6 | 33836.86744620139 | 0 | 0 | 33836.86744620139 | 450417.6142431951 | 0 | 0 | 450417.6142431951 | 259546.0564198853 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 143566.0349520791 | 94 | 6.9375 | 6.9375 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -4286.614068496798 | 0 | 0 | -4286.614068496798 | 0 | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Transcoastal Warrants | US;TCMSQ | OSX | Warrants | Warrants | 204000 | 204000 | 0.002231867959361889 | 0 | 1.490336550056683e-05 | 7.912604837492234e-08 | 6.298792674362966e-08 | 1.613812163129269e-08 | 157-959 | 0 | 0 | 0.01614171386848416 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0.01284953705570045 | 0.003292176812783707 | 0 | 0 | 0.003292176812783707 | -125.4857297323391 | 0 | 0 | -125.4857297323391 | 22501.19234876055 | 125.5018714462076 | 0 | 14.22815824093204 | 60801.82499934317 | 1 | 0.09500895506611352 | 0.03125 | 0.002999628730193321 | 0 | 0 | 0.002999628730193321 | -265515.692356539 | 0 | 0 | -265515.692356539 | 0.03125 | 0.03 | -0.000292548082590386 | 0 | 0 | -0.000292548082590386 | -265515.6956487158 | 0 | 0 | -265515.6956487158 | 60801.82499934317 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 3.040286562115633 | 96 | 0.03125 | 0.03125 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -125.4890219091519 | 0 | 0 | -125.4890219091519 | 0 | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | 3TEC Warrants | US;TTEN | Energy | Warrants | Warrants | 78000 | 78000 | 0.03755827828920233 | 0.5 | 0.2899985634219895 | 1.178683891934756 | 1.195439164635957 | -0.01675527270120014 | 4561-9602 | 0 | 0 | 91937.343570911 | 001:Enron-NA | 275679.8843530288 | 0 | 275679.8843530288 | 137839.9421765144 | 0 | 137839.9421765144 | 93244.2548416046 | -1306.911270693599 | 0 | 0 | -1306.911270693599 | 39258.54293212072 | 0 | 0 | 39258.54293212072 | 0 | 52678.80063879029 | 0 | 35703.83829867296 | 0 | 1 | 275679.8843530288 | 12.1875 | 943.016552460118 | 0 | 0 | 943.016552460118 | 91937.343570911 | 0 | 0 | 91937.343570911 | 12.1875 | 12.25 | 2249.927823153717 | 0 | 0 | 2249.927823153717 | 93244.2548416046 | 0 | 0 | 93244.2548416046 | 0 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 22619.88794691518 | 97 | 12.1875 | 12.1875 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 40565.45420281432 | 0 | 0 | 40565.45420281432 | 1 | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Brigham Warrants | US;BEXP | Energy | Warrants | Warrants | 625000 | 625000 | 0.1387861927970353 | 0.5 | 0.7174759394251241 | 0.9394173362964183 | 1.031784803585174 | -0.09236746728875522 | 1527-2480 | 0 | 0 | 587135.8351852614 | 001:Enron-NA | 980924.1359327869 | 0 | 980924.1359327869 | 490462.0679663934 | 0 | 490462.0679663934 | 644865.5022407335 | -57729.66705547203 | 0 | 0 | -57729.66705547203 | -153592.9227900559 | 0 | 0 | -153592.9227900559 | 139104.7557838256 | 740728.7579753173 | 0 | 189746.7479646967 | 642824.895382205 | 1 | 980924.1359327869 | 2.1875 | -16889.58573347703 | 0 | 0 | -16889.58573347703 | 233960.2117412271 | 0 | 0 | 233960.2117412271 | 2.1875 | 2.3125 | 40840.08132199501 | 0 | 0 | 40840.08132199501 | 291689.8787966991 | 0 | 0 | 291689.8787966991 | 642824.895382205 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 448422.4621407026 | 98 | 2.1875 | 2.1875 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -95863.25573458383 | 0 | 0 | -95863.25573458383 | 1 | 0
Warrants - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 1334604.870122777 |  | 1256604.020285816 | 0 | 1256604.020285816 | 628302.0101429078 | 0 | 628302.0101429078 | 1261138.719738808 | 73466.15038396866 | 0 | 0 | 73466.15038396866 | 13754.00099135173 | 0 | 0 | 13754.00099135173 |  | 1320850.869131425 |  |  | 966019.5114206471 |  |  |  | 150393.0053674415 | 0 | 0 | 150393.0053674415 | 643281.9254686701 | 0 | 0 | 643281.9254686701 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Special Assets - Non-Performing Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 101459560.5467665 |  | 16638475.25856706 | 0 | 16638475.25856706 | 1347874.379283533 | 0 | 1347874.379283533 | 101577675.1325701 | -118114.5858035315 | 0 | 0 | -118114.5858035315 | -3559089.222727398 | 0 | -260050 | -3819139.222727398 |  | 107141108.1394939 |  |  | 105220284.4065457 |  |  |  | 64535.72802056638 | 0 | 0 | 64535.72802056638 | -17922889.62316941 | 0 | 25502.78055515246 | -17897386.84261427 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -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 | 79 | 0 | 0 | 125 | 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 | 80 | 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 | 135 | 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 | 138 | 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 | 141 | 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 | 142 | 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 | 158 | 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 | 160 | 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 | 170 | 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 | 171 | 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 | 172 | 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 | 264 | 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 | 265 | 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 | 184 | 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 | 185 | 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 | 197 | 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 | 66 | 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 | 2.088104539943419 | 2.059419311276165 | 0.02868522866725476 | 1348-6217 | 0 | 0 | 678633.9754816112 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 669311.2761647535 | 9322.699316857732 | 0 | 0 | 9322.699316857732 | -124600.8162267337 | 0 | 0 | -124600.8162267337 | -103464.293603959 | 803234.791708345 | 0 | 0 | 578536.26009871 | 1 | 678633.9754816112 | 2.088104539943419 | 7898.348508735071 | 0 | 0 | 7898.348508735071 | 160223.1384285089 | 0 | 0 | 160223.1384285089 | 2.088104539943419 | 2.059419311276165 | -1424.350808122661 | 0 | 0 | -1424.350808122661 | 150900.4391116512 | 0 | 0 | 150900.4391116512 | 578536.26009871 | N | 0 | False | 0 | 9.49999620000152 | 3087498.765000494 | 1 | 9322.699316857732 | 325000 | 2 | 2.088104539943419 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -133923.5155435915 | 0 | 0 | -133923.5155435915 | 0 | 0
US Public | Special Assets - Performing | Lydecker | [PHONE] | [NAME] | US;ESNJ | Energy | Public | Common Equity | 0 | 0 | 0 | 0 | 1 | 3 | 3 | 0 | 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 | 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 | 5.875 | 6 | -0.125 | 75-10364 | 0 | 0 | 351859.625 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 359346 | -7486.375 | 0 | 0 | -7486.375 | -5614.78125 | 0 | 0 | -5614.78125 | 0 | 357474.40625 | 0 | 0 | 0 | 1 | 351859.625 | 5.875 | -22459.125 | 0 | 0 | -22459.125 | 351859.625 | 0 | 0 | 351859.625 | 5.875 | 6 | -14972.75 | 0 | 0 | -14972.75 | 359346 | 0 | 0 | 359346 | 0 | N | 0 | False | 0 | 1.12 | 67077.92 | 1 | -7486.375 | 59891 | 7 | 5.875 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1871.59375 | 0 | 0 | 1871.59375 | 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 | 2.49225380573892 | 2.430790006752194 | 0.06146379898672549 | 582-632 | 0 | 0 | 5105533.948538328 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4979621.607022282 | 125912.3415160459 | 0 | 0 | 125912.3415160459 | -96179.8601134289 | 0 | 0 | -96179.8601134289 | 0 | 5201713.808651756 | 0 | 0 | 4488205.707073415 | 1 | 5105533.948538328 | 2.49225380573892 | 46006.69451137632 | 0 | 0 | 46006.69451137632 | 918980.1343276678 | 0 | 0 | 918980.1343276678 | 2.49225380573892 | 2.430790006752194 | -79905.64700466953 | 0 | 0 | -79905.64700466953 | 793067.7928116219 | 0 | 0 | 793067.7928116219 | 4488205.707073415 | N | 0 | False | 0 | 2.92 | 5981798.12 | 1 | 125912.3415160459 | 2048561 | 10 | 2.49225380573892 | 0 | 0 | 0 | 0 | 4186553.81421066 | 0 | 0 | 0 | 0 | -222092.2016294748 | 0 | 0 | -222092.2016294748 | 0 | 0
US Public | Special Assets - Performing | Lydecker | [PHONE] | Quicksilver Common | US;KWK | Energy | Public | Common Equity | 804243 | 804243 | 0 | 0.03 | 1 | 7.625 | 7.3125 | 0.3125 | 216-259 | 0 | 0 | 6132352.875 | 001:Enron-NA | 2575588.2075 | 0 | 2575588.2075 | 2391617.62125 | 0 | 2391617.62125 | 5881026.9375 | 251325.9375 | 0 | 0 | 251325.9375 | 402121.5 | 0 | 0 | 402121.5 | -1809546.752680104 | 5730231.375 | 0 | 0 | 4825458 | 1 | 6132352.875 | 7.625 | 452386.6875 | 0 | 0 | 452386.6875 | 2613789.75 | 0 | 0 | 2613789.75 | 7.625 | 7.3125 | 201060.75 | 0 | 0 | 201060.75 | 2362463.8125 | 0 | 0 | 2362463.8125 | 4825458 | N | 0 | False | 0 | 7.5 | 6031822.5 | 1 | 251325.9375 | 804243 | 25 | 7.625 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 150795.5625 | 0 | 0 | 150795.5625 | 0.42 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 12268380.42401994 |  | 2575588.2075 | 0 | 2575588.2075 | 2391617.62125 | 0 | 2391617.62125 | 11889305.82068704 | 379074.6033329036 | 0 | 0 | 379074.6033329036 | 175726.0424098374 | 0 | 0 | 175726.0424098374 |  | 12092654.3816101 |  |  | 9978499.967172123 |  |  |  | 483832.6055201114 | 0 | 0 | 483832.6055201114 | 4078247.65455051 | 0 | 0 | 4078247.65455051 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 189 | 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 | 187 | 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 | 2444047.035616878 | 2441885.495933282 | 2161.539683596231 | 614-665 | 0 | 0 | 2444047.035616878 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 2441885.495933282 | 2161.539683596231 | 0 | 0 | 2161.539683596231 | 65179.61252980819 | 0 | 0 | 65179.61252980819 | -730023.2245191787 | 2378867.42308707 | 0 | 0 | 1491673.834859363 | 1 | 0 | 2444047.035616878 | 8318.212450768799 | 0 | 0 | 8318.212450768799 | 1028617.212043391 | 0 | -434000 | 594617.2120433906 |  |  | 6156.672767172568 | 0 | 0 | 6156.672767172568 | 1026455.672359794 | 0 | -434000 | 592455.6723597944 | 1491673.834859363 | N | 0 | False | 0 | 0 | 0 | 16 | 2161.539683596231 | 0 | 195 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 63018.07284621196 | 0 | 0 | 63018.07284621196 | 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 | 211 | 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 | 2444047.035616878 |  | 0 | 0 | 0 | 0 | 0 | 0 | 2441885.495933282 | 2161.539683596231 | 0 | 0 | 2161.539683596231 | 65179.61252980819 | 0 | 0 | 65179.61252980819 |  | 2378867.42308707 |  |  | 1491673.834859363 |  |  |  | 8318.212450768799 | 0 | 0 | 8318.212450768799 | 1022031.151181347 | 0 | -441486.2564645766 | 580544.8947167706 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 87 | 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 | 89 | 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 | 0.0656206729511926 | 0 | 0.7550140673536836 | 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 | 0.006939386164588618 | 0 | 1 | 0.07984273762265204 | 5.875 | 0 | 0 | 0 | 0 | -327752.0998345978 | 0 | -7420.35 | -335172.4498345978 | 5.875 | 6 | 0 | 0 | 0 | 0 | -327752.0998345978 | 0 | -7420.35 | -335172.4498345978 | 0 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 0.0135902532123663 | 95 | 5.875 | 5.875 | 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 | 208136004.0496368 |  | 2575588.2075 | 0 | 2575588.2075 | 2391617.62125 | 0 | 2391617.62125 | 207754767.9066203 | 381236.1430164998 | 0 | 0 | 381236.1430164998 | 49994300.65493964 | 0 | 1380016.39 | 51374317.04493964 |  | 168216008.4546971 |  |  | 205668055.4520315 |  |  |  | 50048545.81797089 | 0 | 0 | 50048545.81797089 | 60296891.07510792 | 84.18578933808021 | 3269514.923535423 | 63566490.18443267 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -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 | 64 | 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 | 83 | 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 | 1548129556.372352 |  | 267379444.6149382 | -9686828.310656069 | 257692616.3042822 | 105665545.4335242 | -13150208.81045399 | 92515336.62307021 | 1546415992.154099 | 1170353.39825257 | -90804.99830309954 | 203112.9050691017 | 1282661.305018572 | -18174587.37744809 | 701030.1230810971 | 6299188.36858815 | -11174368.88577883 |  | 1585303616.964517 |  |  | 1561094157.591583 |  |  |  | 37513920.14433119 | -457616.715264957 | 204260.4611515895 | 37260563.89021783 | 120944443.3517313 | -15837219.66496505 | 16725203.81805382 | 121832427.50482 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -19478112.42
 | Grand Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 1548129556.372352 |  | 267379444.6149382 | -9686828.310656069 | 257692616.3042822 | 105665545.4335242 | -13150208.81045399 | 92515336.62307021 | 1546415992.154099 | 1170353.39825257 | -90804.99830309954 | 203112.9050691017 | 1282661.305018572 | -18174587.37744809 | 701030.1230810971 | 6299188.36858815 | -11174368.88577883 |  | 1585303616.964517 |  |  | 1561094157.591583 |  |  |  | 37513920.14433119 | -457616.715264957 | 204260.4611515895 | 37260563.89021783 | 120944443.3517313 | -15837219.66496505 | 16725203.81805382 | 121832427.50482 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -19478112.42