Spreadsheet: david_delainey__8081__MP082800-DD
Sheet: MPR 82800

 |  |  |  |  |  |  |  |  | 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 | 2000-08-28 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 | 65500 | 65500 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 65500 | 65500 | 0 | 0 | 128585.97 | 128585.97 |  |  | 0 | 0 | 65500 | 65500 | 0 | 0 | 128585.97 | 128585.97 | 0 | N | 0 | False | 65500 | 0 | 0 | 99 | 0 | 0 | 153 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 65500 | 65500 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 65500 | 65500 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 65500 | 65500 | 0 | 0 | 128585.97 | 128585.97 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 625000 | 625000 | 14192 | 2769148 | 0 | 0 | 2769148 | 1 | 2769148 | 2769148 | 0 | 0 | 625000 | 625000 | 0 | 0 | 1865725 | 1865725 |  |  | 0 | 0 | 625000 | 625000 | 0 | 0 | 1865725 | 1865725 | 2769148 | Y | 0 | False | 625000 | 0 | 0 | 4 | 0 | 0 | 138 | 0 | 0 | 0 | 0 | 0 | -71565 | 0 | 0 | 0 | 0 | 0 | 0 | 625000 | 625000 | 0 | 0
Canadian - Private | Canada | Devries | [PHONE] | Papier Masson Canada |  | Canadian Paper | Private | Common Equity | 1 | 1 | 0 | 0.17 | 1 | 13004928.5638283 | 12010611.00417839 | 994317.5596499108 | 1087-1200-Canada | 0 | 0 | 13004928.5638283 | 001:Enron-NA | 2210837.855850811 | -1103489.334535477 | 1107348.521315334 | 0 | 0 | 0 | 12010611.00417839 | 896005.5596499108 | 26592.67572735901 | 0 | 922598.2353772698 | 1047122 | -124523.7646227332 | 530000 | 1452598.235377267 | -25523.9999999974 | 11859494.5638283 | 0 | 0 | 13004928.5638283 | 1 | 13004928.5638283 | 13004928.5638283 | 1016188.73558262 | -93590.50020534758 | 530000 | 1452598.235377272 | 904824.1488282997 | -60889.52042274834 | 1231730 | 2075664.628405553 |  |  | 120183.1759327091 | -120183.1759327066 | 530000 | 530000.0000000024 | 8818.589178388938 | -87482.19615010735 | 1231730 | 1153066.393028283 | 11859494.5638283 | N | 1145434 | True | 530000 | 0 | 0 | 4 | 896005.5596499108 | 0 | 140 | 0 | 0 | 98312 | 98312 | 98312 | 2310171.415 | 0 | 0 | 0 | 0 | 151116.4403500892 | -151116.4403500922 | 530000 | 529999.9999999969 | 0.17 | 0.08485162599083429
Canadian - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 15774076.5638283 |  | 2210837.855850811 | -1103489.334535477 | 1107348.521315334 | 0 | 0 | 0 | 14779759.00417839 | 896005.5596499108 | 26592.67572735901 | 0 | 922598.2353772698 | 1047122 | -124523.7646227332 | 1155000 | 2077598.235377267 |  | 14628642.5638283 |  |  | 15774076.5638283 |  |  |  | 1016188.73558262 | -93590.50020534758 | 1155000 | 2077598.235377272 | 904824.1488282997 | -60889.52042274834 | 3097455 | 3941389.628405553 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 98312
Canadian - Public | Canada | Kitagawa | [PHONE] | Beau Canada Common | CA;BAU-RAPT | Canadian Energy | Public | Common Equity | 0 | 0 | 0 | 0.64 | 1 | 1.023728813559322 | 1.023728813559322 | 0 | 9-10 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1035.772675485907 | 0 | 1035.772675485907 | -646431.2983583966 | -203656.4291854798 | 0 | -850087.7275438765 | -1248401.620263485 | 4607131.315307548 | 0 | 0 | 5118505.42070764 | 1 | 0 | 1.023728813559322 | 266156.2355903573 | -174400.044120424 | 0 | 91756.1914699334 | -885720.1160251871 | -467295.7704531355 | 0 | -1353015.886478323 | 1.023728813559322 | 1.023728813559322 | 266156.2355903573 | -175435.8167959099 | 0 | 90720.4187944475 | -885720.1160251871 | -468331.5431286215 | 0 | -1354051.659153809 | 5118505.42070764 | N | 0 | False | 0 | 1.19 | 0 | 3 | 0 | 0 | 129 | 0.9446693657219972 | 0 | 0 | -3960700.01694915 | -3960700.01694915 | -3960700.01694915 | 0 | 0 | 0 | 0 | -646431.2983583966 | -204692.2018609657 | 0 | -851123.5002193624 | 1.28 | 0
Canadian - Public | Canada | Kitagawa | [PHONE] | Place Resources Common | CA;PLG | Canadian Energy | Public | Common Equity | 735000 | 735000 | 0 | 0.64 | 1 | 1.693657219973009 | 1.784511784511784 | -0.09085456453877505 | 78-99 | 0 | 0 | 1244838.056680162 | 001:Enron-NA | 1593392.712550607 | 0 | 1593392.712550607 | 796696.3562753036 | 0 | 796696.3562753036 | 1311616.161616161 | -66778.1049359995 | 315.9635551668872 | 0 | -66462.1413808326 | -425199.5501948777 | -62474.07670243052 | 0 | -487673.6268973078 | -169007.2338687661 | 1680851.325772148 | 0 | 0 | 1496628.802086124 | 1 | 1244838.056680162 | 1.693657219973009 | 27215.96827547112 | -53706.51007931375 | 0 | -26490.54180384263 | -353652.1634631639 | -141198.9903405432 | 0 | -494851.1538037067 | 1.693657219973009 | 1.784511784511784 | 93994.07321147062 | -54022.47363448064 | 0 | 39971.59957698997 | -286874.0585271644 | -141514.9538957101 | 0 | -428389.0124228741 | 1496628.802086124 | N | 0 | False | 0 | 1.34 | 984900 | 3 | -66778.1049359995 | 0 | 131 | 1.693657219973009 | 0 | 0 | -10813.71889710827 | -10813.71889710827 | -30558.56404972888 | 0 | 0 | 0 | 0 | -358421.4452588782 | -62790.04025759741 | 0 | -421211.4855164752 | 1.28 | 0
Canadian - Public | Canada | Kitagawa | [PHONE] | Zargon Common | CA;ZAR | Canadian Energy | Public | Common Equity | 0 | 0 | 0 | 0.64 | 1 | 2.699055330634278 | 2.693602693602693 | 0.005452637031584828 | 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 | 2.699055330634278 | 0 | 0 | 0 | 0 | 74526.44352359613 | -888.8910222775967 | -45653.42 | 27984.13250131853 | 2.699055330634278 | 2.693602693602693 | 0 | 0 | 0 | 0 | 74526.44352359613 | -888.8910222775967 | -45653.42 | 27984.13250131853 | 0 | N | 0 | False | 0 | 2.1 | 0 | 3 | 0 | 0 | 132 | 2.699055330634278 | 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 | 4.588394062078272 | 4.276094276094276 | 0.3122997859839964 | 577-10073 | 0 | 0 | 2011207.827260459 | 001:Enron-NA | 2574346.018893387 | 0 | 2574346.018893387 | 1287173.009446694 | 0 | 1287173.009446694 | 1874319.023569023 | 136888.8036914354 | 451.5166247067846 | 0 | 137340.3203161422 | 27702.82928666449 | -92132.70971638011 | 0 | -64429.88042971562 | 0 | 1983504.997973794 | 0 | 0 | 1635560.519328202 | 1 | 2011207.827260459 | 4.588394062078272 | 246465.1765944595 | -80253.57421634752 | 0 | 166211.6023781119 | 213690.7493545591 | -183607.6126235633 | -10511.71 | 19571.42673099576 | 4.588394062078272 | 4.276094276094276 | 109576.3729030241 | -80705.0908410543 | 0 | 28871.28206196976 | 76801.94566312368 | -184059.1292482701 | -10511.71 | -117768.8935851464 | 1635560.519328202 | N | 0 | False | 0 | 3.53 | 1547287.25 | 3 | 136888.8036914354 | 0 | 133 | 4.588394062078272 | 0 | 0 | 0 | 0 | -483173.28 | 0 | 0 | 0 | 0 | -109185.9744047709 | -92584.22634108689 | 0 | -201770.2007458578 | 1.28 | 0
Canadian - Public | Canada | Kitagawa | [PHONE] | Cypress Energy Common | CA;CYZ.A | Canadian Energy | Public | Common Equity | 38188 | 38188 | 0 | 0.64 | 1 | 4.588394062078272 | 4.276094276094276 | 0.3122997859839964 | 577-623 | 0 | 0 | 175221.5924426451 | 001:Enron-NA | 224283.6383265857 | 0 | 224283.6383265857 | 112141.8191632929 | 0 | 112141.8191632929 | 163295.4882154882 | 11926.10422715687 | 39.33728823202574 | 0 | 11965.4415153889 | -4619.755303439975 | -17102.86404805016 | -8983 | -30705.61935149012 | -1514051.860620923 | 400083.4459303487 | 0 | 0 | 1613780.409247055 | 1 | 175221.5924426451 | 4.588394062078272 | 40409.50736806385 | -14712.97057120469 | -8983 | 16713.53679685915 | 105262.2335185657 | -114564.7123801409 | -8983 | -18285.47886157471 | 4.588394062078272 | 4.276094276094276 | 28483.40314090697 | -14752.30785943672 | -8983 | 4748.095281470252 | 93336.12929140878 | -114604.0496683729 | -8983 | -30250.92037696361 | 1613780.409247055 | N | 0 | False | -8983 | 3.53 | 134803.64 | 3 | 11926.10422715687 | 0 | 134 | 4.588394062078272 | 0 | 0 | -220242.0981842636 | -220242.0981842636 | -3351078.248184264 | 0 | 0 | 0 | 0 | -16545.85953059685 | -17142.20133628219 | -8983 | -42671.06086687902 | 1.28 | 0
Canadian - Public | Canada | Kitagawa | [PHONE] | Startech Common Canada | CA;SEH | Canadian Energy | Public | Common Equity | 0 | 0 | 0 | 0 | 1 | 4.554655870445345 | 4.377104377104377 | 0.1775514933409674 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 4.554655870445345 | 0 | 0 | 0 | 0 | 149362.4657571428 | 0 | 51118.6 | 200481.0657571428 | 4.554655870445345 | 4.377104377104377 | 0 | 0 | 0 | 0 | 149362.4657571428 | 0 | 51118.6 | 200481.0657571428 | 0 | N | 0 | False | 0 | 4.84 | 0 | 3 | 0 | 0 | 135 | 4.554655870445345 | 0 | 0 | 0 | 0 | -2327482.142857143 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Canadian - Public | Canada | Kitagawa | [PHONE] | Startech Common | CA;SEH | Canadian Energy | Public | Common Equity | 700000 | 700000 | 0 | 0.64 | 1 | 4.554655870445345 | 4.377104377104377 | 0.1775514933409674 | 576-622 | 0 | 0 | 3188259.109311741 | 001:Enron-NA | 4080971.659919029 | 0 | 4080971.659919029 | 2040485.829959515 | 0 | 2040485.829959515 | 3063973.063973064 | 124286.0453386772 | 738.0999491769155 | 0 | 125024.1452878542 | -745813.9274220713 | -169984.4718618861 | 0 | -915798.3992839574 | -2149674.657772701 | 3934073.036733813 | 0 | 0 | 3594456.053867725 | 1 | 3188259.109311741 | 4.554655870445345 | -411552.7802173398 | -147279.754492231 | 0 | -558832.5347095707 | 220258.1751352283 | -334661.0879861257 | 0 | -114402.9128508971 | 4.554655870445345 | 4.377104377104377 | -535838.825556017 | -148017.8544414079 | 0 | -683856.6799974248 | 95972.12979655107 | -335399.1879353026 | 0 | -239427.0581387513 | 3594456.053867725 | N | 0 | False | 0 | 4.84 | 3388000 | 3 | 124286.0453386772 | 0 | 136 | 4.554655870445345 | 0 | 0 | 0 | 0 | -727903.8558958772 | 0 | 0 | 0 | 0 | -870099.9727607486 | -170722.571811063 | 0 | -1040822.544571812 | 1.28 | 0
Canadian - Public | Canada | Kitagawa | [PHONE] | Startech [NAME] | CA;SEH BS | Canadian Energy | Public | Common Equity | 600000 | 600000 | 0 | 0 | 1 | 4.554655870445345 | 4.377104377104377 | 0.1775514933409674 | 576-0 | 0 | 0 | 2732793.522267207 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 2626262.626262626 | 106530.8960045804 | 0 | 0 | 106530.8960045804 | -630707.7609963357 | 0 | -41210 | -671917.7609963357 | 0 | 3363501.283263542 | 0 | 0 | 2875564.84309418 | 1 | 2732793.522267207 | 4.554655870445345 | -352759.5259005772 | 0 | -41210 | -393969.5259005772 | 96280.31130546844 | 0 | -77315.16034884567 | 18965.15095662279 | 4.554655870445345 | 4.377104377104377 | -459290.4219051576 | 0 | -41210 | -500500.4219051576 | -10250.58469911199 | 0 | -77315.16034884567 | -87565.74504795764 | 2875564.84309418 | N | 0 | False | -41210 | 4.84 | 2904000 | 3 | 106530.8960045804 | 0 | 137 | 4.554655870445345 | 0 | 0 | 0 | 0 | -51417 | 0 | 0 | 0 | 0 | -737238.6570009161 | 0 | -41210 | -778448.6570009161 | 0 | 0
Canadian - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 9352320.107962213 |  | 8472994.02968961 | 0 | 8472994.02968961 | 4236497.014844805 | 0 | 4236497.014844805 | 9039466.363636363 | 312853.7443258504 | 2580.69009276852 | 0 | 315434.434418619 | -2425069.462988457 | -545350.5515142267 | -50193 | -3020613.014502683 |  | 15969145.40498119 |  |  | 16334496.04833092 |  |  |  | -184065.4182895652 | -470352.8534795209 | -50193 | -704611.271769086 | -379991.9008937908 | -1242217.064805786 | -91344.69034884567 | -1713553.656048422 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -4191755.834030522
Warrants - Public | Canada | Kitagawa | [PHONE] | Beau Canada Warrants | CA;BAU | Canadian Energy | Warrants | Warrants | 4937500 | 4937500 | 2.025316455696203e-12 | 0 | 2.025316455696203e-12 | 0 | 0 | 0 | 9-1742 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -169226.8325979738 | 0 | 0 | 1.47e-05 | 0 | 1 | 1.47e-05 | 1.47 | 0 | 0 | 0 | 0 | -22473.40485887684 | 0 | 0 | -22473.40485887684 | 0.9919028340080972 | 0.9898989898989898 | 0 | 0 | 0 | 0 | -22473.40485887684 | 0 | 0 | -22473.40485887684 | 0 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 1e-05 | 128 | 0.9919028340080972 | 0.9919028340080972 | 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 | 25126396.67179051 |  | 10683831.88554042 | -1103489.334535477 | 9580342.551004943 | 4236497.014844805 | 0 | 4236497.014844805 | 23819225.36781476 | 1208859.303975761 | 29173.36582012753 | 0 | 1238032.669795889 | -1377947.462988457 | -669874.3161369598 | 1170307 | -877514.7791254167 |  | 30597787.96880949 |  |  | 32108572.61215923 |  |  |  | 832123.3172930547 | -563943.3536848684 | 1170307 | 1438486.963608186 | 502358.8430756322 | -1303106.585228535 | 3134696.279651154 | 2333948.537498254 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -4093443.834030522
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 | 99 | 0 | 0 | 158 | 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 | 201 | 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 | 252 | 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 | 253 | 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 | 98 | 0 | 0 | 309 | 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 | 98 | 0 | 0 | 310 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
ENA Treasury Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -11711894 | -11711894 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | ENA Treasury Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -11711894 | -11711894 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Accrual Income | Energy Capital Resources |  |  | Energy Capital Services - Accruals |  | Energy Capital Services | Public | Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 88783.59 | 88783.59 | -1977378.38 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 5431.59 | 5431.59 | 0 | 0 | 2127369.17 | 2127369.17 |  |  | 0 | 0 | 5431.59 | 5431.59 | 0 | 0 | 2127369.17 | 2127369.17 | 0 | N | 0 | False | 88783.59 | 0 | 0 | 99 | 0 | 0 | 161 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 88783.59 | 88783.59 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 88783.59 | 88783.59 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 5431.59 | 5431.59 | 0 | 0 | 2127369.17 | 2127369.17 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Priv. Equity Partnerships | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | Ridgelake ORRI |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 1 | 132383.76 | 132383.76 | 0 | 3194-5978 | 0 | 0 | 132383.76 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 132383.76 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 132383.76 | 0 | 0 | 132383.76 | 1 | 132383.76 | 132383.76 | 0 | 0 | 0 | 0 | 0.2700000000186265 | 0 | 0 | 0.2700000000186265 |  |  | 0 | 0 | 0 | 0 | 0.2700000000186265 | 0 | 0 | 0.2700000000186265 | 132383.76 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 88 | 0 | 0 | 0 | 0 | 0 | -539901.51 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | Ameritex |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 4632854.44 | 4632854.44 | 0 | 3-3 | 0 | 0 | 4632854.44 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4632854.44 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4441800 | 0 | 0 | 4441800 | 1 | 0 | 4632854.44 | 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 | 168 | 0 | 0 | 0 | 98921.68 | 191054.44 | 32031.61 | 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 | 1888352.16 | 1888352.16 | 0 | 6-2280 | 0 | 0 | 1888352.16 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 1888352.16 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1610833 | 0 | 0 | 1610833 | 1 | 0 | 1888352.16 | 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 | 170 | 0 | 0 | 0 | 277519.16 | 277519.16 | -17848.54 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Energy Capital Resources | Pruett/Thompson | [PHONE]/[PHONE] | Forman Petroleum |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 44-341 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 47875.66 | 47875.66 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | -904.34 | -904.34 | 0 | 0 | 145577.55 | 145577.55 |  |  | 0 | 0 | -904.34 | -904.34 | 0 | 0 | 145577.55 | 145577.55 | 0 | Y | 0 | False | 47875.66 | -9375 | -9375 | 12 | 0 | 0 | 200 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 47875.66 | 47875.66 | 0 | 0
Priv. Equity Partnerships | Energy Capital Resources | Pruett/Thompson | [PHONE]/[PHONE] | Juniper |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 19609625 | 19609625 | 0 | 887-978 | 0 | 0 | 19609625 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 19609625 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 19609625 | 0 | 0 | 19609625 | 1 | 0 | 19609625 | 0 | 0 | 0 | 0 | 651521.7400000021 | 0 | 0 | 651521.7400000021 |  |  | 0 | 0 | 0 | 0 | 651521.7400000021 | 0 | 0 | 651521.7400000021 | 19609625 | Y | 0 | False | 0 | 2269099 | 2269099 | 12 | 0 | 0 | 204 | 0 | 0 | 0 | 0 | 0 | 5292505.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | NG Resources Equity |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 9588768 | 9588768 | 0 | 7502-9802 | 0 | 0 | 9588768 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 9588768 | 0 | 0 | 0 | 0 | 1350000 | 0 | 260000 | 1610000 | 0 | 6536268 | 0 | 0 | 9588768 | 1 | 0 | 9588768 | 1350000 | 0 | 260000 | 1610000 | 1350000 | 0 | 260000 | 1610000 |  |  | 1350000 | 0 | 260000 | 1610000 | 1350000 | 0 | 260000 | 1610000 | 9588768 | Y | 0 | False | 260000 | 0 | 0 | 12 | 0 | 0 | 215 | 0 | 0 | 0 | 0 | 1702500 | 8238768 | 0 | 0 | 0 | 0 | 1350000 | 0 | 260000 | 1610000 | 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 | 221 | 0 | 0 | 0 | 0 | 0 | 1424345.75 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | Sapphire Bay Independent |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 3744166.75 | 3744166.75 | 0 | 3974-5269 | 0 | 0 | 3744166.75 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 3744166.75 | 0 | 0 | 0 | 0 | 0 | 0 | 25048.84 | 25048.84 | 0 | 3715687 | 0 | 0 | 3715687 | 1 | 0 | 3744166.75 | 0 | 0 | -3651.62 | -3651.62 | 881110.24 | 0 | 79646.83 | 960757.07 |  |  | 0 | 0 | -3651.62 | -3651.62 | 881110.24 | 0 | 79646.83 | 960757.07 | 3715687 | Y | 0 | False | 25048.84 | 0 | 0 | 12 | 0 | 0 | 222 | 0 | 0 | 0 | 214257.96 | 28479.75 | 2102798.51 | 0 | 0 | 0 | 0 | 0 | 0 | 25048.84 | 25048.84 | 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 | 225 | 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 | 17498330.91 | 17498330.91 | 0 | 98-122 | 0 | 0 | 17498330.91 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 17498330.91 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 18874713 | 0 | 0 | 18874713 | 1 | 0 | 17498330.91 | 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 | 228 | 0 | 0 | 0 | -1015665.45 | -1376382.09 | -3888344.37 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 80263992.77 |  | 0 | 0 | 0 | 0 | 0 | 0 | 80263992.77 | 0 | 0 | 0 | 0 | 1350000 | 0 | 332924.5 | 1682924.5 |  | 78090821.50999999 |  |  | 81143321.50999999 |  |  |  | 1350000 | 0 | 255444.04 | 1605444.04 | 3235237.01 | 0 | 485224.38 | 3720461.39 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 823171.26
US Private | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | CGAS Commodity |  | Energy | Private | Common Equity | 1 | 1 | 0 | 0 | 1 | 20650 | 20265 | 385 | 16-10262 | 0 | 0 | 20650 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 20265 | 385 | -385 | 0 | 0 | 12168 | -12168 | 0 | 0 | 0 | 8482 | 0 | 0 | 8482 | 1 | 1e-07 | 20650 | 5653 | -5653 | 0 | 0 | -22529 | -824887 | 0 | -847416 |  |  | 5268 | -5268 | 0 | 0 | -22914 | -824502 | 0 | -847416 | 8482 | Y | 0 | False | 0 | 0 | 0 | 2 | 385 | 0 | 23 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 11783 | -11783 | 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 | 24 | 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 | 85 | 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 | 149 | 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 | 46676 | 28442 | 18234 | 31-10284 | 0 | 0 | 46676 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 28442 | 18234 | -18234 | 0 | 0 | 65579 | -65579 | 0 | 0 | 0 | -18903 | 0 | 0 | -18903 | 1 | 1e-07 | 46676 | 217208 | -217208 | 0 | 0 | 17674 | -1143535 | 0 | -1125861 |  |  | 198974 | -198974 | 0 | 0 | -560 | -1125301 | 0 | -1125861 | -18903 | Y | 0 | False | 0 | 0 | 0 | 2 | 18234 | 0 | 180 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 47345 | -47345 | 0 | 0 | 0 | 0
US Private | Energy Capital Resources | Pruett/Thompson | [PHONE]/[PHONE] | Cypress Exploration |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 58515175.41 | 58515175.41 | 0 | 31-33 | 0 | 0 | 58515175.41 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 58515175.41 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 57181344.07 | 0 | 0 | 57181344.07 | 1 | 0 | 58515175.41 | 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 | 192 | 0 | 0 | 0 | 386474.96 | 1333831.34 | 2672047.21 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 76146256.41 |  | 0 | 0 | 0 | 0 | 0 | 0 | 76127637.41 | 18619 | -18619 | 0 | 0 | 77747 | -77747 | 0 | 0 |  | 74734678.07 |  |  | 75441291.41 |  |  |  | 222861 | -222861 | 0 | 0 | 1119875.74 | -1090873.54 | 0 | 29002.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1333831.34
US Public | Energy Capital Resources | Pruett/Josey | [PHONE]/[PHONE] | Pure Resources | US;PRS | Energy | Public | Common Equity | 146770.9467309599 | 0 | 0 | 0.43 | 1 | 18.3125 | 16.375 | 1.9375 | 96-120 | 0 | 0 | 2687742.962010704 | 001:Enron-NA | 1881420.073407493 | 0 | 1881420.073407493 | 725690.59974289 | 0 | 725690.59974289 | 0 | 557111.8617550735 | 0 | 0 | 557111.8617550735 | -513564.3683413663 | 0 | 35725.79 | -477838.5783413663 | 1001643.748883417 | 9084270.67281591 | 0 | 0 | 10093782 | 1 | 2687742.962010704 | 18.3125 | 873225.6056808294 | 0 | 35725.79 | 908951.3956808294 | 3174275.587474538 | 0 | 35725.79 | 3210001.377474539 | 18.3125 | 16.375 | 316113.7439257558 | 0 | 35725.79 | 351839.5339257558 | 2617163.725719465 | 0 | 35725.79 | 2652889.515719465 | 10093782 | N | 0 | False | 35725.79 | 2.92 | 428571.164454403 | 1 | 557111.8617550735 | 146770.9467309599 | 14 | 18.3125 | 0 | 2130631.10025563 | -4004101.16046384 | -5882963.34246384 | -11573140.55046384 | 0 | 0 | 0 | 0 | -1070676.23009644 | 0 | 35725.79 | -1034950.44009644 | 0.7 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 2687742.962010704 |  | 1881420.073407493 | 0 | 1881420.073407493 | 725690.59974289 | 0 | 725690.59974289 | 0 | 557111.8617550735 | 0 | 0 | 557111.8617550735 | -513564.3683413663 | 0 | 35725.79 | -477838.5783413663 |  | 9084270.67281591 |  |  | 10093782 |  |  |  | 873225.6056808294 | 0 | 35725.79 | 908951.3956808294 | 3174275.587474538 | 0 | 35725.79 | 3210001.377474539 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -5882963.34246384
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 | 258 | 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 | 159097992.1420107 |  | 1881420.073407493 | 0 | 1881420.073407493 | 725690.59974289 | 0 | 725690.59974289 | 156391630.18 | 575730.8617550735 | -18619 | 0 | 557111.8617550735 | 914182.6316586337 | -77747 | 457433.88 | 1293869.511658634 |  | 161909770.2528159 |  |  | 166678394.92 |  |  |  | 2446086.605680829 | -222861 | 296601.42 | 2519827.025680829 | 7976812.989354503 | -1090873.54 | 2790067.197208585 | 9676006.64656309 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -3725960.74246384
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 | 77 | 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 | 78 | 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 | 80 | 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 | 81 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6 | 0
Total Return Swap Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Structured Credit-Book | Gas Assets | TBD | Not Available | Bammel Gas Trust Loan |  | Energy | Private | Common Equity | 1 | 1 | 0 | 0.6 | 1 | 6960000 | 6960000 | 0 | 1287-1520 | 0 | 0 | 6960000 | 001:Enron-NA | 4176000 | 0 | 4176000 | 0 | 0 | 0 | 6960000 | 0 | 0 | 0 | 0 | 0 | 0 | 144434.35 | 144434.35 | 0 | 6960000 | 0 | 0 | 6960000 | 1 | 6960000 | 6960000 | 0 | 0 | 8523.35 | 8523.35 | 0 | 0 | 273782.7 | 273782.7 |  |  | 0 | 0 | 8523.35 | 8523.35 | 0 | 0 | 273782.7 | 273782.7 | 6960000 | Y | 0 | False | 144434.35 | 3 | 3 | 17 | 0 | 0 | 76 | 0 | 0 | 0 | 0 | 0 | 6960000 | 0 | 0 | 0 | 0 | 0 | 0 | 144434.35 | 144434.35 | 0.6 | 0
US Structured Credit-Book Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 6960000 |  | 4176000 | 0 | 4176000 | 0 | 0 | 0 | 6960000 | 0 | 0 | 0 | 0 | 0 | 0 | 144434.35 | 144434.35 |  | 6960000 |  |  | 6960000 |  |  |  | 0 | 0 | 8523.35 | 8523.35 | 0 | 0 | 273782.7 | 273782.7 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Gas Assets Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 6960000 |  | 4176000 | 0 | 4176000 | 0 | 0 | 0 | 6960000 | 0 | 0 | 0 | 0 | 0 | 0 | 144434.35 | 144434.35 |  | 6960000 |  |  | 6960000 |  |  |  | 0 | 0 | 8523.35 | 8523.35 | 0 | 0 | 273782.7 | 273782.7 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Priv. Equity Partnerships | Generation East | Duran | [PHONE] | Tenaska Step 1 |  | Generation | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 4509648 | 4509648 | 0 | 7882-10322 | 0 | 0 | 4509648 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4509648 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4984648 | 0 | 0 | 4984648 | 1 | 0 | 4509648 | 0 | 0 | 0 | 0 | 859648 | 0 | 0 | 859648 |  |  | 0 | 0 | 0 | 0 | 859648 | 0 | 0 | 859648 | 4984648 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 227 | 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 | 75 | 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 | 260 | 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 | 42 | 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 | 43 | 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 | 306 | 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 | 184 | 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 | 33076449 | 33076449 | 0 | 6227-8231 | 0 | 0 | 33076449 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 33076449 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 33654000 | 0 | 0 | 33654000 | 1 | 0 | 33076449 | 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 | 185 | 0 | 0 | 0 | -577551 | -577551 | 27965984 | 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 | 186 | 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 | 187 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 76958961 |  | 0 | 0 | 0 | 0 | 0 | 0 | 76958961 | 0 | 0 | 0 | 0 | 0 | 0 | 511639.39 | 511639.39 |  | 77536512 |  |  | 77536512 |  |  |  | 0 | 0 | 0 | 0 | 16551942.82 | 0 | 1840646.44 | 18392589.26 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -577551
 | Generation West Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 76958961 |  | 0 | 0 | 0 | 0 | 0 | 0 | 76958961 | 0 | 0 | 0 | 0 | 0 | 0 | 511639.39 | 511639.39 |  | 77536512 |  |  | 77536512 |  |  |  | 0 | 0 | 0 | 0 | 16551942.82 | 0 | 1840646.44 | 18392589.26 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -577551
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 | 259 | 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 | 285 | 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 | 307 | 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 | 308 | 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 | 99 | 0 | 0 | 162 | 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 | 96 | 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 | 97 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Convertible - Private | Paper | Ondarza | [PHONE] | Repap Agency Agreement |  | Paper | Convertible | Convertible Debt | 100000 | 100000 | 0 | 0 | 0 | 29.8280208 | 29.8280208 | 0 | 747-5267 | 0 | 0 | 2982802.08 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 2982802.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3070538.72 | 0 | 0 | 3070538.72 | 1 | 0 | 29.8280208 | 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 | 99 | 0 | 0 | 0 | -87736.64 | -87736.64 | -381197.92 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Convertible - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 2982802.08 |  | 0 | 0 | 0 | 0 | 0 | 0 | 2982802.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 3070538.72 |  |  | 3070538.72 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -87736.64
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 | 216 | 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 | 218 | 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 | 16028559 | 16023570.13553538 | 4988.864464618266 | 1087-1200-Special Assets - Performing | 0 | 0 | 16028559 | 001:Enron-NA | 2724855.03 | -1472184.782239065 | 1252670.247760936 | 0 | 0 | 0 | 16023570.13553538 | 4988.864464618266 | 35477.76249356894 | 0 | 40466.6269581872 | 206596 | -166129.3730418138 | 0 | 40466.62695818624 | -25523.99999999632 | 15821963 | 0 | 0 | 16028559 | 1 | 16028559 | 16028559 | 165327.3807981461 | -124860.7538399594 | 0 | 40466.62695818673 | -213032.4150000364 | -73034.44778573039 | -38266 | -324332.8627857667 |  |  | 160338.5163335279 | -160338.5163335284 | 0 | -4.758788918479695e-10 | -218021.2794646546 | -108512.2102792993 | -38266 | -364799.4897439539 | 15821963 | N | 206596 | True | 0 | 1000 | 1000 | 2 | 4988.864464618266 | 0 | 34 | 0 | 0 | 0 | 0 | 0 | 2185721.415 | 0 | 0 | 0 | 0 | 201607.1355353817 | -201607.1355353827 | 0 | -9.670060308053507e-10 | 0.17 | 0.09184760665254216
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 16028559 |  | 2724855.03 | -1472184.782239065 | 1252670.247760936 | 0 | 0 | 0 | 16023570.13553538 | 4988.864464618266 | 35477.76249356894 | 0 | 40466.6269581872 | 206596 | -166129.3730418138 | 0 | 40466.62695818624 |  | 15821963 |  |  | 16028559 |  |  |  | 165327.3807981461 | -124860.7538399594 | 0 | 40466.62695818673 | -213032.4150000364 | -73034.44778573039 | -38266 | -324332.8627857667 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 249 | 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 | 30580786.73728016 |  | 2724855.03 | -1472184.782239065 | 1252670.247760936 | 0 | 0 | 0 | 30575797.87281554 | 4988.864464618266 | 35477.76249356894 | 0 | 40466.6269581872 | 206596 | -166129.3730418138 | 0 | 40466.62695818624 |  | 30461927.37728016 |  |  | 30668523.37728016 |  |  |  | 165327.3807981461 | -124860.7538399594 | 0 | 40466.62695818673 | -353802.4537981141 | -73034.44778573039 | 395626 | -31210.90158384445 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -87736.64
Accrual Income | Portfolio |  |  | Portfolio - Accruals |  | Portfolio | Public | Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -75410.51 | -75410.51 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | -100 | -100 | 0 | 0 | 892551.39 | 892551.39 |  |  | 0 | 0 | -100 | -100 | 0 | 0 | 892551.39 | 892551.39 | 0 | N | 0 | False | -75410.51 | 0 | 0 | 99 | 0 | 0 | 154 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -75410.51 | -75410.51 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -75410.51 | -75410.51 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | -100 | -100 | 0 | 0 | 892551.39 | 892551.39 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Convertible - Private | Portfolio | Melendrez | [PHONE] | Mariner Convertible |  | Energy | Convertible | Convertible Debt | 28571.4285715 | 28571.4285715 | 0 | 0.3 | 0.8 | 0 | 0 | 0 | 66-2787 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2.637303153640858e-10 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -18399617 | 0 | 0 | -18399617 |  |  | 0 | 0 | 0 | 0 | -18399617 | 0 | 0 | -18399617 | 0 | Y | 0 | False | 0 | 308.4375 | 8812500.000022031 | 6 | 0 | 0 | 93 | 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 | 0.6279826948292979 | 874.045781743533 | 874.8045164604019 | -0.7587347168689575 | 61-77 | 0 | 0 | 8740457.81743533 | 001:Enron-NA | 928236.9207945559 | 0 | 928236.9207945559 | 928236.9207945559 | 0 | 928236.9207945559 | 8748045.16460402 | -7587.347168689594 | 0 | 0 | -7587.347168689594 | -3072680.332080966 | 0 | 0 | -3072680.332080966 | -918660.1759689394 | 11813138.1495163 | 0 | 0 | 16619863.06639287 | 250 | 2158690.513475711 | 1.375 | -1788177.060640855 | 0 | 0 | -1788177.060640855 | -13649623.22307763 | 0 | 0 | -13649623.22307763 | 1.375 | 1.375 | -1780589.713472165 | 0 | 0 | -1780589.713472165 | -13642035.87590894 | 0 | 0 | -13642035.87590894 | 16619863.06639287 | N | 0 | False | 0 | 1000 | 10000000 | 5 | 0 | 1569956.737073245 | 104 | 1.375 | 1.375 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -3065092.984912276 | 0 | 0 | -3065092.984912276 | 0.43 | 0
Convertible - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 8740457.81743533 |  | 928236.9207945559 | 0 | 928236.9207945559 | 928236.9207945559 | 0 | 928236.9207945559 | 8748045.16460402 | -7587.347168689594 | 0 | 0 | -7587.347168689594 | -3072680.332080966 | 0 | 0 | -3072680.332080966 |  | 11813138.1495163 |  |  | 16619863.06639287 |  |  |  | -1788177.060640855 | 0 | 0 | -1788177.060640855 | -13649623.22307763 | 0 | 0 | -13649623.22307763 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 205.6961968257714 | 205.6961968257714 | 0 | 0 | 11178.14494954212 | 11178.14494954212 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 5633.012506862763 | 5633.012506862763 | 0 | 0 | 47100.54615302596 | 47100.54615302596 |  |  | 0 | 0 | 5427.316310036992 | 5427.316310036992 | 0 | 0 | 46894.84995620018 | 46894.84995620018 | 0 | N | 0 | False | 10972.44875271635 | 0 | 0 | 11 | 0 | 0 | 151 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 10972.44875271635 | 10972.44875271635 | 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 | 6421.47565812423 | 6421.47565812423 | 0 | 0 | 45448.9932932625 | 45448.9932932625 | 106507.0972275916 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 25098.62358139119 | 25098.62358139119 | 0 | 0 | 134607.9953781099 | 134607.9953781099 |  |  | 0 | 0 | 18677.14792326696 | 18677.14792326696 | 0 | 0 | 128186.5197199856 | 128186.5197199856 | 0 | N | 0 | False | 39027.51763513827 | 0 | 0 | 11 | 0 | 0 | 152 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 39027.51763513827 | 39027.51763513827 | 0 | 0
Funding Cost Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 6627.171854950001 | 6627.171854950001 | 0 | 0 | 56627.13824280462 | 56627.13824280462 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 30731.63608825396 | 30731.63608825396 | 0 | 0 | 181708.5415311359 | 181708.5415311359 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 283647.93 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 192038.7999999989 | 0 | 91609.13000000082 | 0 | 91609.13000000082 | 0 | 338809.67 | 0 | 338809.67 | 1628961.33 | -55161.74000000022 | 0 | 0 | 685186.9399999995 | 1 | 1e-07 | 0 | 0 | -259432.75 | 0 | -259432.75 | 0 | 167780.5800000014 | 604000 | 771780.58 |  |  | 0 | -351041.8800000011 | 0 | -351041.8800000011 | 0 | 76171.4500000006 | 604000 | 680171.4499999989 | 685186.9399999995 | N | 0 | False | 0 | 0 | 0 | 10 | 0 | 0 | 147 | 0 | 0 | 0 | 0 | 0 | -453680.410000001 | 0 | 0 | 0 | 0 | 0 | 247200.5399999989 | 0 | 247200.5399999989 | 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 | 150 | 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 | 283647.93 |  | 1e-07 | 0 | 1e-07 | 1e-07 | 0 | 1e-07 | 192038.7999999989 | 0 | 91609.13000000082 | 0 | 91609.13000000082 | 0 | 338809.67 | 0 | 338809.67 |  | -55161.74000000022 |  |  | 1735186.94 |  |  |  | 0 | -259432.75 | 0 | -259432.75 | 0 | -5797771.419999999 | 604000 | -5193771.42 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 174 | 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 | 175 | 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 | 194 | 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 | 207 | 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 | 208 | 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 | 209 | 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 | 301557 | 309740 | -8183 | 66-10289 | 0 | 0 | 301557 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 309740 | -8183 | 8183 | 0 | 0 | 84893 | -84893 | 0 | 0 | 0 | 216664 | 0 | 0 | 216664 | 1 | 1e-07 | 301557 | 55640 | -55640 | 0 | 0 | -313855 | -8189200 | 0 | -8503055 |  |  | 63823 | -63823 | 0 | 0 | -305672 | -8197383 | 0 | -8503055 | 216664 | Y | 0 | False | 0 | 0 | 0 | 2 | -8183 | 0 | 28 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 93076 | -93076 | 0 | 0 | 0 | 0
US Private | Portfolio | Melendrez | [PHONE] | Mariner |  | Energy | Private | Common Equity | 570000 | 570000 | 0 | 0.3 | 1 | 279.3115789473684 | 280.6263754385965 | -1.314796491228037 | 66-86 | 0 | 0 | 159207600 | 001:Enron-NA | 47762280 | 0 | 47762280 | 0 | 0 | 0 | 159957034 | -749434 | 0 | 0 | -749434 | -749434 | 0 | 0 | -749434 | -1.364929136382642e-08 | 159957034 | 0 | 0 | 159207600 | 1 | 159207600 | 279.3115789473684 | -749434 | 0 | 0 | -749434 | 5907000 | 0 | 0 | 5907000 |  |  | 0 | 0 | 0 | 0 | 6656434 | 0 | 0 | 6656434 | 159957034 | N | 749434 | True | 0 | 110.87833 | 63200648.1 | 2 | -749434 | 0 | 29 | 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 | 148 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 159509157 |  | 47762280 | 0 | 47762280 | 0 | 0 | 0 | 160266774 | -757617 | 8183 | 0 | -749434 | -664541 | -84893 | 0 | -749434 |  | 160173698 |  |  | 159424264 |  |  |  | -693794 | -55640 | 0 | -749434 | 5593145 | -8189200 | 0 | -2596055 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Public | Portfolio | [NAME] | [PHONE] | Hanover Compressor Common | US;HC | Energy | Public | Common Equity | 3314340 | 3314340 | 0 | 0.62 | 1 | 31.25 | 30.6875 | 0.5625 | 53-64 | 0 | 0 | 103573125 | 001:Enron-NA | 137752256.25 | 0 | 137752256.25 | 73536918.75 | 0 | 73536918.75 | 101708808.75 | 1864316.25 | 0 | 0 | 1864316.25 | -22371795 | 0 | 0 | -22371795 | 9839446.326957677 | 125944920 | 0 | 0 | 94251543.75 | 1 | 103573125 | 31.25 | -9528727.5 | 0 | 0 | -9528727.5 | 41014957.5 | 0 | 0 | 41014957.5 | 31.25 | 30.6875 | -11393043.75 | 0 | 0 | -11393043.75 | 39150641.25 | 0 | 0 | 39150641.25 | 94251543.75 | N | 0 | False | 0 | 11.95 | 39606363 | 1 | 1864316.25 | 3314340 | 18 | 31.25 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -24236111.25 | 0 | 0 | -24236111.25 | 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 | 19 | 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 | 20 | 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 | 21 | 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 | 22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2329.775282007349 | 2329.775282007349 | 0 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 111049196.625 |  | 140966967.04875 | 0 | 140966967.04875 | 76751629.54875 | 0 | 76751629.54875 | 109184880.375 | 1864316.25 | 0 | 0 | 1864316.25 | -33246081 | 0 | 2329.775282007349 | -33243751.22471799 |  | 144292947.849718 |  |  | 124337850.7816535 |  |  |  | -15985334.8125 | 0 | 0 | -15985334.8125 | 2771562.4375 | 0 | 8088014.644501181 | 10859577.08200118 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Structured Credit-Book | Portfolio | Maffet | [PHONE] | [NAME] |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 18906768.28564192 | 18906768.28564192 | 0 | 2914-4028 | 0 | 0 | 18906768.28564192 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 18906768.28564192 | 0 | 0 | 0 | 0 | -301847.6901931688 | 0 | 415.37 | -301432.3201931688 | -59488.43016763846 | 17358615.97583508 | 0 | 0 | 16158754.31408069 | 1 | 0 | 18906768.28564192 | 6115.063038732857 | 0 | -1486.63 | 4628.433038732856 | 428032.7710008603 | 0 | -163289.0985003806 | 264743.6725004796 |  |  | 6115.063038732857 | 0 | -1486.63 | 4628.433038732856 | 428032.7710008603 | 0 | -163289.0985003806 | 264743.6725004796 | 16158754.31408069 | N | 0 | False | 415.37 | 0 | 0 | 17 | 0 | 0 | 232 | 0 | 0 | 0 | 350000 | 1850000 | 6155197 | 0 | 0 | 0 | 0 | -301847.6901931688 | 0 | 415.37 | -301432.3201931688 | 0 | 0
US Structured Credit-Book | Portfolio | Maffet | [PHONE] | Kafus Convertible Note |  | Paper | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 61-10224 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1799257.86 | 0 | 0 | 1799257.86 | 1 | 0 | 0 | 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 | 239 | 0 | 0 | 0 | -2484257.86 | -1799257.86 | 0 | 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 | 240 | 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 | 241 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book | Portfolio | Maffet | [PHONE] | [NAME] |  | Paper | Private | Financing | 1 | 1 | 0 | 0 | 0 | 1000000 | 1000000 | 0 | 61-10224 | 0 | 0 | 1000000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 1000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 1000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 0 | 0 | 17 | 0 | 0 | 242 | 0 | 0 | 0 | 1000000 | 1000000 | 1000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book | Portfolio | Maffet | [PHONE] | [NAME] |  | Paper | Private | Financing | 1 | 1 | 0 | 0 | 0 | 685000 | 685000 | 0 | 61-10822 | 0 | 0 | 685000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 685000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 685000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 0 | 0 | 17 | 0 | 0 | 243 | 0 | 0 | 0 | 685000 | 685000 | 685000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book | Portfolio | Maffet | [PHONE] | Canfibre Riverside Secured Note |  | Paper | Private | Financing | 1 | 1 | 0 | 0 | 0 | 799257.86 | 799257.86 | 0 | 181-10303 | 0 | 0 | 799257.86 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 799257.86 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 799257.86 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 0 | 0 | 17 | 0 | 0 | 244 | 0 | 0 | 0 | 799257.86 | 799257.86 | 799257.86 | 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 | 271 | 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 | 272 | 0 | 0 | 0 | 0 | 0 | -188332 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 67830197.49564192 |  | 0 | 0 | 0 | 0 | 0 | 0 | 67830197.49564192 | 0 | 0 | 0 | 0 | -301847.6901931688 | 0 | 445555.37 | 143707.6798068312 |  | 65370873.22583508 |  |  | 64171011.56408069 |  |  |  | 6115.063038732857 | 0 | -1486.63 | 4628.433038732856 | -14483160.86316024 | 0 | 1612519.234832953 | -12870641.62832728 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 265 | 0 | 0 | 0 | 0 | -194368.53 | 905631.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book RA Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 905631.47 |  | 0 | 0 | 0 | 0 | 0 | 0 | 905631.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 1100000 |  |  | 1100000 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | -24328.89 | -24328.89 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -194368.53
US Structured Credit-MTM | Portfolio | Maffet | [PHONE] | [NAME] |  | Paper | Private | Financing | 1 | 1 | 0 | 0 | 0 | 4544524.250373738 | 4544524.232869688 | 0.01750404946506023 | 61-0 | 0 | 0 | 4544524.250373738 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4544524.232869688 | 0.01750404946506023 | 0 | 0 | 0.01750404946506023 | -6340950.437681999 | 0 | 0 | -6340950.437681999 | 0 | 10885474.68805574 | 0 | 0 | 14315286.21708426 | 1 | 0 | 4544524.250373738 | -3912503.314562058 | 0 | 0 | -3912503.314562058 | -6705475.749626262 | 0 | 96916 | -6608559.749626262 |  |  | -3912503.332066108 | 0 | 0 | -3912503.332066108 | -6705475.767130312 | 0 | 96916 | -6608559.767130312 | 14315286.21708426 | N | 0 | False | 0 | 0 | 0 | 16 | 0.01750404946506023 | 0 | 235 | 0 | 0 | 0 | 0 | 0 | 11250000 | 0 | 0 | 0 | 0 | -6340950.455186049 | 0 | 0 | -6340950.455186049 | 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 | 245 | 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 | 246 | 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 | 114344961.6031118 | 114260140.1995553 | 84821.403556481 | 66-0 | 0 | 0 | 114344961.6031118 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 114260140.1995553 | 84821.403556481 | 0 | 0 | 84821.403556481 | -3229746.141808182 | 0 | 0 | -3229746.141808182 | 0 | 117574707.74492 | 0 | 0 | 30885800 | 1 | 0 | 114344961.6031118 | 1536723.793377474 | 0 | 0 | 1536723.793377474 | 2344961.603111774 | 0 | 952701.92 | 3297663.523111774 |  |  | 1451902.389820993 | 0 | 0 | 1451902.389820993 | 2260140.199555293 | 0 | 952701.92 | 3212842.119555293 | 30885800 | N | 0 | False | 0 | 0 | 0 | 16 | 84821.403556481 | 0 | 283 | 0 | 0 | 0 | 0 | 0 | 112000000 | 0 | 0 | 0 | 0 | -3314567.545364663 | 0 | 0 | -3314567.545364663 | 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 | 284 | 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 | 118889485.8534855 |  | 0 | 0 | 0 | 0 | 0 | 0 | 118804664.432425 | 84821.42106053047 | 0 | 0 | 84821.42106053047 | -9570696.579490181 | 0 | 0 | -9570696.579490181 |  | 128460182.4329757 |  |  | 45201086.21708426 |  |  |  | -2375779.521184584 | 0 | 0 | -2375779.521184584 | -4360514.146514487 | 0 | 654182.9199999982 | -3706331.22651449 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 115 | 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 | 0.2533501931444355 | 0 | 0.553423604163086 | 0.4044997519703467 | 0.4037169959549883 | 0.0007827560153583768 | 61-5499 | 0 | 0 | 1287320.460645628 | 001:Enron-NA | 1041351.254222234 | 0 | 1041351.254222234 | 1041351.254222234 | 0 | 1041351.254222234 | 1284829.33962675 | 2491.121018877951 | 0 | 0 | 2491.121018877951 | -4666672.20025135 | 0 | 0 | -4666672.20025135 | 627160.97047567 | 5953992.660896978 | 0 | 1108644.610812978 | 13706016.35976528 | 1 | 2421747.102842404 | 1.375 | -2572779.391023387 | 0 | 0 | -2572779.391023387 | -21384663.36821816 | 0 | 0 | -21384663.36821816 | 1.375 | 1.375 | -2575270.512042265 | 0 | 0 | -2575270.512042265 | -21387154.48923704 | 0 | 0 | -21387154.48923704 | 13706016.35976528 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 1761270.620249021 | 127 | 1.375 | 1.375 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -4669163.321270228 | 0 | 0 | -4669163.321270228 | 0.43 | 0
Warrants - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 1287320.460645628 |  | 1041351.254222234 | 0 | 1041351.254222234 | 1041351.254222234 | 0 | 1041351.254222234 | 1284829.33962675 | 2491.121018877951 | 0 | 0 | 2491.121018877951 | -4666672.20025135 | 0 | 0 | -4666672.20025135 |  | 5953992.660896978 |  |  | 13706016.35976528 |  |  |  | -2572779.391023387 | 0 | 0 | -2572779.391023387 | -21384663.36821816 | 0 | 0 | -21384663.36821816 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | Portfolio Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 534093737.6522084 |  | 190698835.2237669 | 0 | 190698835.2237669 | 78721217.72376688 | 0 | 78721217.72376688 | 532815704.0772977 | 1186424.444910719 | 99792.13000000082 | 6627.171854950001 | 1292843.74676567 | -51522518.80201567 | 253916.67 | 429101.773524812 | -50839500.35849085 |  | 582708313.5789421 |  |  | 491893921.9289765 |  |  |  | -23409749.72231009 | -315072.75 | 29145.00608825395 | -23695677.46622184 | -55577371.16347051 | -13986971.42 | 12649212.84086527 | -56915129.74260524 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2566803.43
Accrual Income | Principal Investing |  |  | Principal Investing - Accruals |  | Principal Investing | Public | Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 88783.45 | 88783.45 | 0.1499999999941792 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 5431.66 | 5431.66 | 0 | 0 | 242447.24 | 242447.24 |  |  | 0 | 0 | 5431.66 | 5431.66 | 0 | 0 | 242447.24 | 242447.24 | 0 | N | 0 | False | 88783.45 | 0 | 0 | 99 | 0 | 0 | 159 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 88783.45 | 88783.45 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 88783.45 | 88783.45 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 5431.66 | 5431.66 | 0 | 0 | 242447.24 | 242447.24 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Convertible - Public | Principal Investing | Greer | [PHONE] | Quanta Convertible | US;PWR | Utility Services | Convertible | Convertible Debt | 0 | 0 | 0 | 0 | 0.8993315396642962 | 213.4781139493064 | 214.3875583440355 | -0.9094443947290642 | 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 | 42.875 | 0 | 0 | 0 | 0 | 68069972.49919206 | 0 | 683723.95 | 68753696.44919206 | 42.875 | 43.0625 | 0 | 0 | 0 | 0 | 68069972.49919206 | 0 | 683723.95 | 68753696.44919206 | 0 | N | 0 | False | 0 | 308.4375 | 0 | 5 | 0 | 0 | 94 | 42.875 | 42.875 | 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 | 0.8993315396642962 | 213.4781139493064 | 214.3875583440355 | -0.9094443947290642 | 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 | 42.875 | 0 | 0 | 0 | 0 | -315687.9698116258 | 0 | -3.352761268615723e-08 | -315687.9698116593 | 42.875 | 43.0625 | 0 | 0 | 0 | 0 | -315687.9698116258 | 0 | -3.352761268615723e-08 | -315687.9698116593 | 0 | N | 0 | False | 0 | 308.4375 | 0 | 5 | 0 | 0 | 95 | 42.875 | 42.875 | 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 | 191 | 0 | 0 | 0 | 0 | 0 | -4967134.67 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Principal Investing | Greer | [PHONE] | Destec |  | Coal | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 12009716 | 12009716 | 0 | 191-5657 | 0 | 0 | 12009716 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 12009716 | 0 | 0 | 0 | 0 | 0 | 0 | -46278.32 | -46278.32 | 0 | 11830793 | 0 | 0 | 11830793 | 1 | 0 | 12009716 | 0 | 0 | -1431.5 | -1431.5 | 0 | 0 | -143066.29 | -143066.29 |  |  | 0 | 0 | -1431.5 | -1431.5 | 0 | 0 | -143066.29 | -143066.29 | 11830793 | Y | 0 | False | -46278.32 | -23598800 | -23598800 | 12 | 0 | 0 | 193 | 0 | 0 | 0 | 0 | 178923 | -2246301 | 0 | 0 | 0 | 0 | 0 | 0 | -46278.32 | -46278.32 | 0 | 0
Priv. Equity Partnerships | Principal Investing | Vetters | [PHONE] | Syntroleum |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 4077000 | 4077000 | 0 | 176-211 | 0 | 0 | 4077000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4077000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4077000 | 0 | 0 | 4077000 | 1 | 0 | 4077000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4077000 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 223 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 16086716 |  | 0 | 0 | 0 | 0 | 0 | 0 | 16086716 | 0 | 0 | 0 | 0 | 0 | 0 | -46278.32 | -46278.32 |  | 15907793 |  |  | 15907793 |  |  |  | 0 | 0 | -1431.5 | -1431.5 | 2301742.67 | 0 | -143066.29 | 2158676.38 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 178923
US Private | Principal Investing | Horn | [PHONE] | Encorp |  | Generation | Private | Common Equity | 1 | 1 | 0 | 0 | 1 | 3000000 | 3000000 | 0 | 6743-8841 | 0 | 0 | 3000000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 3000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3000000 | 0 | 0 | 3000000 | 1 | 3000000 | 3000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3000000 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 38 | 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 | 40 | 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 | 49 | 0 | 0 | 0 | 0 | 0 | 5000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5 | 0
US Private | Principal Investing | Vetters | [PHONE] | Solo Energy |  | Venture Capital | Private | Common Equity | 6937.5 | 6937.5 | 0 | 0 | 1 | 1079.351351351351 | 1079.351351351351 | 0 | 1627-1900 | 0 | 0 | 7488000 | 001:Enron-NA | 3744000 | 0 | 3744000 | 3744000 | 0 | 3744000 | 7488000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 7488000 | 1079.351351351351 | 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 | 54 | 0 | 0 | 0 | 7488000 | 7488000 | 7488000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5 | 0
US Private | Principal Investing | Kuykendall | [PHONE] | Utiliquest |  | Utility Services | Private | Common Equity | 6937.5 | 6937.5 | 0 | 0 | 1 | 2315.045045045045 | 2315.045045045045 | 0 | 1627-1900 | 0 | 0 | 16060625 | 001:Enron-NA | 8030312.499999999 | 0 | 8030312.499999999 | 8030312.499999999 | 0 | 8030312.499999999 | 16060625 | 0 | 0 | 0 | 0 | 0 | 0 | 62500 | 62500 | 7.411452023369844e-09 | 16060625 | 0 | 0 | 16060625 | 1 | 16060625 | 2315.045045045045 | 0 | 0 | 0 | 0 | -2913659 | 0 | 187500 | -2726159 |  |  | 0 | 0 | 0 | 0 | -2913659 | 0 | 187500 | -2726159 | 16060625 | Y | 0 | False | 62500 | 1000 | 6937500 | 2 | 0 | 0 | 55 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 62500 | 62500 | 0.5 | 0
US Private | Principal Investing | Kuykendall | [PHONE] | First World |  | Telecom | Private | Common Equity | 1 | 1 | 0 | 0.6 | 1 | 0 | 0 | 0 | 889-981 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 298066 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 3 | 3 | 2 | 0 | 0 | 83 | 0 | 0 | 0 | 0 | 0 | -86930900 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 32548625 |  | 14274312.5 | 0 | 14274312.5 | 11774312.5 | 0 | 11774312.5 | 32548625 | 0 | 0 | 0 | 0 | 0 | 0 | 62500 | 62500 |  | 25060625 |  |  | 25060625 |  |  |  | 0 | 0 | 0 | 0 | -2913659 | 0 | 187500 | -2726159 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 7488000
US Public | Principal Investing | Greer | [PHONE] | Quanta Common | US;PWR | Utility Services | Public | Common Equity | 0 | 0 | 0 | 0.03 | 1 | 42.875 | 43.0625 | -0.1875 | 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 | 42.875 | 0 | 0 | 0 | 0 | 5309248.519087002 | 0 | -6771603.3984375 | -1462354.879350498 | 42.875 | 43.0625 | 0 | 0 | 0 | 0 | 5309248.519087002 | 0 | -6771603.3984375 | -1462354.879350498 | 0 | N | 0 | False | 0 | 0 | 0 | 1 | 0 | 0 | 31 | 42.875 | 0 | 0 | 0 | 0 | -5309248.519087002 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.42 | 0
US Public | Principal Investing | Kuykendall | [PHONE] | Active Power | US;ACPW-RAPT | Generation | Public | Common Equity | 0 | 0 | 0 | 0 | 1 | 52.75 | 52.75 | 0 | 5942-7905 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 60951299.25 | 0 | 0 | 60951299.25 | 0 | 5000000 | 0 | 0 | 5000000 | 1 | 0 | 52.75 | 60951299.25 | 0 | 0 | 60951299.25 | 60951299.25 | 0 | -1.199999999982538 | 60951298.05 | 52.75 | 52.75 | 60951299.25 | 0 | 0 | 60951299.25 | 60951299.25 | 0 | -1.199999999982538 | 60951298.05 | 5000000 | N | 0 | False | 0 | 0 | 0 | 1 | 0 | 0 | 35 | 52.75 | 0 | 0 | -65951299.25 | -65951299.25 | -65951299.25 | 0 | 0 | 0 | 0 | 60951299.25 | 0 | 0 | 60951299.25 | 0 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 60951299.25 | 0 | 0 | 60951299.25 |  | 5000000 |  |  | 5000000 |  |  |  | 60951299.25 | 0 | 0 | 60951299.25 | 66260547.769087 | 0 | -6771604.5984375 | 59488943.1706495 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -65951299.25
US Structured Credit-Book | Principal Investing | Kuykendall | [PHONE] | Tridium |  | Venture Capital | Private | Financing | 1 | 1 | 0 | 0 | 0 | 1250000 | 1250000 | 0 | 61-10224 | 0 | 0 | 1250000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 1250000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 1250000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 0 | 0 | 17 | 0 | 0 | 238 | 0 | 0 | 0 | 1250000 | 1250000 | 1250000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 1250000 |  | 0 | 0 | 0 | 0 | 0 | 0 | 1250000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1250000
Warrants - Private | Principal Investing | Kuykendall | [PHONE] | First World Warrants |  | Telecom | Warrants | Warrants | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 19767 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 0 | 0 | 8 | 0 | 0 | 107 | 0 | 0 | 0 | 0 | 0 | -62202933 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Warrants - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Warrants - Public | Principal Investing | Kuykendall | [PHONE] | FirstWorld Warrants | US;FWIS | Telecom | Public | Common Equity | 3000000 | 3000000 | 0.101479015819205 | 0 | 0.80611475461973 | 1.329654743565463 | 1.37814618738595 | -0.0484914438204862 | 889-1038 | 0 | 0 | 3988964.23069639 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4134438.562157848 | -145474.3314614585 | 0 | 0 | -145474.3314614585 | -18511035.76930362 | 0 | 100274.73 | -18410761.03930361 | 0 | 31500000 | 0 | 941852.1155719964 | 61125000 | 1 | 7481752.566314369 | 3.09375 | 1085515.912231909 | 0 | 0 | 1085515.912231909 | -19316205.76930362 | 0 | -132574.27 | -19448780.03930361 | 3.09375 | 3.15625 | 1230990.243693367 | 0 | 0 | 1230990.243693367 | -19170731.43784216 | 0 | -132574.27 | -19303305.70784215 | 61125000 | N | 0 | False | 100274.73 | 1.12 | 3360000 | 7 | 0 | 2418344.26385919 | 7 | 3.09375 | 3.09375 | 0 | 0 | -9000000 | 23305170 | 0 | 0 | 0 | 0 | -18365561.43784216 | 0 | 100274.73 | -18265286.70784215 | 0 | 0
Warrants - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 3988964.23069639 |  | 0 | 0 | 0 | 0 | 0 | 0 | 4134438.562157848 | -145474.3314614585 | 0 | 0 | -145474.3314614585 | -18511035.76930362 | 0 | 100274.73 | -18410761.03930361 |  | 31500000 |  |  | 61125000 |  |  |  | 1085515.912231909 | 0 | 0 | 1085515.912231909 | -19316205.76930362 | 0 | -132574.27 | -19448780.03930361 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -9000000
 | Principal Investing Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 53874305.23069639 |  | 14274312.5 | 0 | 14274312.5 | 11774312.5 | 0 | 11774312.5 | 54019779.56215785 | -145474.3314614585 | 0 | 0 | -145474.3314614585 | 42440263.48069638 | 0 | 205279.86 | 42645543.34069639 |  | 77468418 |  |  | 107093418 |  |  |  | 62036815.16223191 | 0 | 4000.16 | 62040815.3222319 | 114086710.1991638 | 0 | -5933573.968437533 | 108153136.2307263 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -66034376.25
Accrual Income | Special Assets - Non-Performing |  |  | Special Assets - Non-Performing - Accruals |  | Restructured | Public | Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 91922.35 | 91922.35 | -236000.31 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 91922.35 | 91922.35 | 0 | 0 | 223937.58 | 223937.58 |  |  | 0 | 0 | 91922.35 | 91922.35 | 0 | 0 | 223937.58 | 223937.58 | 0 | N | 0 | False | 91922.35 | 0 | 0 | 99 | 0 | 0 | 160 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 91922.35 | 91922.35 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 91922.35 | 91922.35 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 91922.35 | 91922.35 | 0 | 0 | 223937.58 | 223937.58 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Convertible - Private | Special Assets - Non-Performing | Lydecker | [PHONE] | Crown Energy Convertible | US;CROE | Heavy Construction | Convertible | Convertible Preferred | 817049 | 817049 | 0 | 0 | 0.28 | 0 | 0 | 0 | 30-32 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -3020000 | 0 | -100000 | -3120000 | 0 | 3020000 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -3020000 | 0 | -100000 | -3120000 |  |  | 0 | 0 | 0 | 0 | -3020000 | 0 | -100000 | -3120000 | 0 | Y | 0 | False | -100000 | 10 | 8170490 | 6 | 0 | 0 | 92 | 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 | 103 | 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 | 288 | 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 | 90 | 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 | 0.2008968688575556 | 81.0514329278189 | 81.1171972222177 | -0.06576429439880371 | 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 | 4.25 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4.25 | 4.25 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | N | 0 | False | 0 | 115.65 | 0 | 5 | 0 | 0 | 91 | 4.25 | 4.25 | 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 | 197 | 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 | 202 | 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 | 214 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Special Assets - Non-Performing | Lydecker | [PHONE] | Enserco Offshore |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 5424769.930000001 | 5424769.930000001 | 0 | 4301-5699 | 0 | 0 | 5424769.930000001 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 5424769.930000001 | 0 | 0 | 0 | 0 | 0 | 0 | -136071.2 | -136071.2 | 0 | 5457647.32 | 0 | 0 | 5457647.32 | 1 | 0 | 5424769.930000001 | 0 | 0 | 23978.8 | 23978.8 | 0 | 0 | -356498.35 | -356498.35 |  |  | 0 | 0 | 23978.8 | 23978.8 | 0 | 0 | -356498.35 | -356498.35 | 5457647.32 | Y | 0 | False | -136071.2 | 0 | 0 | 12 | 0 | 0 | 286 | 0 | 0 | 0 | 0 | -32877.39 | -452245.07 | 0 | 0 | 0 | 0 | 0 | 0 | -136071.2 | -136071.2 | 0 | 0
Priv. Equity Partnerships Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 5424769.930000001 |  | 0 | 0 | 0 | 0 | 0 | 0 | 5424769.930000001 | 0 | 0 | 0 | 0 | 0 | 0 | -136071.2 | -136071.2 |  | 5457647.32 |  |  | 5457647.32 |  |  |  | 0 | 0 | 23978.8 | 23978.8 | -661893.1760000002 | 0 | -356498.35 | -1018391.526 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -32877.39
US Private | Special Assets - Non-Performing | Lydecker | [PHONE] | Hogan |  | Energy | Private | Common Equity | 1635 | 1635 | 0 | 0 | 1 | 0 | 0 | 0 | 55-66 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Y | 0 | False | 0 | 1000 | 1635000 | 2 | 0 | 0 | 26 | 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 | 27 | 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 | 50 | 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 | 52 | 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 | 87 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private | Special Assets - Non-Performing | Lydecker | [PHONE] | Inland Resources Preferred |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 5102616 | 5102616 | 0 | 58-7684 | 0 | 0 | 5102616 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 5102616 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1768456.195803693 | 5102616 | 0 | 0 | 5102616 | 1 | 0 | 5102616 | 0 | 0 | 0 | 0 | 919878.4097051411 | 0 | 4.001776687800884e-11 | 919878.4097051407 |  |  | 0 | 0 | 0 | 0 | 919878.4097051411 | 0 | 4.001776687800884e-11 | 919878.4097051407 | 5102616 | Y | 0 | False | 0 | 0 | 0 | 2 | 0 | 0 | 254 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 47741602 |  | 13942726.5 | 0 | 13942726.5 | 0 | 0 | 0 | 47741602 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 47741602 |  |  | 47741602 |  |  |  | 0 | 0 | 0 | 0 | -4668135.590294858 | 0 | 6730.00000000004 | -4661405.590294859 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
US Public | Special Assets - Non-Performing | Lydecker | [PHONE] | [NAME] | US;BEXP-RAPT | Energy | Public | Common Equity | 0 | 0 | 0 | 0 | 1 | 2.1875 | 2.1875 | 0 | 1527-1800 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -205592.10546875 | 0 | 0 | -205592.10546875 | 246710.5265625 | 1644736.84375 | 0 | 0 | 1480263.159375 | 1 | 0 | 2.1875 | -20559.21054687514 | 0 | 0 | -20559.21054687514 | 431743.4214843749 | 0 | 0 | 431743.4214843749 | 2.1875 | 2.1875 | -20559.21054687514 | 0 | 0 | -20559.21054687514 | 431743.4214843749 | 0 | 0 | 431743.4214843749 | 1480263.159375 | n | 0 | False | 0 | 9.49999620000152 | 0 | 1 | 0 | 0 | 2 | 2.1875 | 0 | 0 | -1439144.73828125 | -1439144.73828125 | -1439144.73828125 | 0 | 0 | 0 | 0 | -205592.10546875 | 0 | 0 | -205592.10546875 | 0 | 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 | 5 | 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-RAPT | Energy | Public | Common Equity | 0 | 0 | 0 | 0 | 1 | 4.75 | 4.75 | 0 | 58-7704 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -273841.40625 | 0 | 0 | -273841.40625 | -803268.125 | 967572.96875 | 0 | 0 | 310353.59375 | 1 | 0 | 4.75 | -146048.75 | 0 | 0 | -146048.75 | 219073.125 | 0 | 0 | 219073.125 | 4.75 | 4.75 | -146048.75 | 0 | 0 | -146048.75 | 219073.125 | 0 | 0 | 219073.125 | 310353.59375 | N | 0 | False | 0 | 1.12 | 0 | 1 | 0 | 0 | 8 | 4.75 | 0 | 0 | -693731.5625 | -693731.5625 | -693731.5625 | 0 | 0 | 0 | 0 | -273841.40625 | 0 | 0 | -273841.40625 | 0 | 0
US Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Queen Sands Common | US;QSRI-RAPT | Energy | Public | Common Equity | 0 | 0 | 0 | 0 | 1 | 0.075 | 0.075 | 0 | 82-847 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -73409.28 | 0 | 0 | -73409.28 | -284462.6339999999 | 734097.12 | 0 | 0 | 3009798.192 | 1 | 0 | 0.075 | 80751.1152 | 0 | 0 | 80751.1152 | -2495929.776 | 0 | 50000 | -2445929.776 | 0.075 | 0.075 | 80751.1152 | 0 | 0 | 80751.1152 | -2495929.776 | 0 | 50000 | -2445929.776 | 3009798.192 | N | 0 | False | 0 | 1.12 | 0 | 1 | 0 | 0 | 12 | 0.075 | 0 | 0 | -660687.84 | -660687.84 | -660687.84 | 0 | 0 | 0 | 0 | -73409.28 | 0 | 0 | -73409.28 | 0 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0.3878625 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0.3878625 | 0 | 0 | 0 | 0 | -552842.79171875 | 0 | 0 | -552842.79171875 |  | 3346407.3203625 |  |  | 4800414.945125 |  |  |  | -85856.84534687514 | 0 | 0 | -85856.84534687514 | -1845112.841653125 | 0 | 50000 | -1795112.841653125 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -2793564.14078125
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 | 251 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book RA | Special Assets - Non-Performing | Lydecker | [PHONE] | [NAME] |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 24598904.22 | 24598904.22 | 0 | 1527-2428 | 0 | 0 | 24598904.22 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 24598904.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01528557494748384 | 26224900.12 | 0 | 0 | 26224900.12 | 1 | 0 | 24598904.22 | 0 | 0 | 0 | 0 | -3000001.690010753 | 0 | 5499.999999999593 | -2994501.690010753 | 0 | 0 | 0 | 0 | 0 | 0 | -3000001.690010753 | 0 | 5499.999999999593 | -2994501.690010753 | 26224900.12 | Y | 0 | False | 0 | 0 | 0 | 15 | 0 | 0 | 261 | 0 | 0 | 0 | -10330.67 | -1625995.9 | 224041.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book RA | Special Assets - Non-Performing | Lydecker | [PHONE] | Heartland Contingent Construction Loan |  | Steel | Private | Financing | 1 | 1 | 0 | 0 | 0 | 2444129.72 | 2444129.72 | 0 | 126-226 | 0 | 0 | 2444129.72 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 2444129.72 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2500000 | 0 | 0 | 2500000 | 1 | 0 | 2444129.72 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2500000 | Y | 0 | False | 0 | 0 | 0 | 15 | 0 | 0 | 263 | 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 | 266 | 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 | 275 | 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 | 276 | 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 | 277 | 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 | 279 | 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 | 281 | 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 | 313 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
US Structured Credit-Book RA Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 35664843.94 |  | 0 | 0 | 0 | 0 | 0 | 0 | 35664843.94 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 37846710.12 |  |  | 37846710.12 |  |  |  | 0 | 0 | 0 | 0 | -8756694.490010753 | 0 | 231450 | -8525244.490010753 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -2181866.18
US Structured Credit-MTM RA | Special Assets - Non-Performing | Lydecker | [PHONE] | Tripoint (ACS) Revolver |  | OSX | Private | Financing | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1-3407 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 54792.68118985665 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 113359.2506929447 | 0 | 19049.25722181952 | 132408.5079147643 |  |  | 0 | 0 | 0 | 0 | 113359.2506929447 | 0 | 19049.25722181952 | 132408.5079147643 | 0 | N | 0 | False | 0 | 0 | 0 | 14 | 0 | 0 | 256 | 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 | 257 | 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 | 287 | 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 | 108 | 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 | 111 | 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 | 116 | 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 | 117 | 0 | 0 | 0 | 0 | 0 | -1000000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Warrants - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 4217177 |  | 0 | 0 | 0 | 0 | 0 | 0 | 4217177 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 4217177 |  |  | 4217177 |  |  |  | 0 | 0 | 0 | 0 | 21177 | 0 | 0 | 21177 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Belco Warrants | US;BOG | Energy | Warrants | Warrants | 1000000 | 1000000 | 1.119891495592857e-07 | 0 | 3.707936200034723e-08 | 1.121399540547601e-08 | 2.864667569286529e-08 | -1.743268028738928e-08 | 520-584 | 0 | 0 | 0.01121399540547601 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0.02864667569286529 | -0.01743268028738928 | 0 | 0 | -0.01743268028738928 | -2.270246033375458 | 0 | 0 | -2.270246033375458 | -1301.406609770266 | 2.281460028780935 | 0 | 1.028900311575937 | 2846.734619213598 | 1 | 0.3406666383781902 | 9.1875 | -0.04679092101645295 | 0 | 0 | -0.04679092101645295 | -20.30262367348483 | 0 | 0 | -20.30262367348483 | 9.1875 | 9.3125 | -0.02935824072906367 | 0 | 0 | -0.02935824072906367 | -20.28519099319744 | 0 | 0 | -20.28519099319744 | 2846.734619213598 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 0.03707936200034723 | 118 | 9.1875 | 9.1875 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2.252813353088069 | 0 | 0 | -2.252813353088069 | 0 | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Carrizo Warrants | US;CRZO-RAPT | Energy | Warrants | Warrants | 156250 | 156250 | 0.01836796285507927 | 0 | 0.938964483737771 | 0 | 0 | 0 | 561-606 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 128216.0393596373 | 0 | 0 | 128216.0393596373 | 24441.65581521168 | 527315.5271858427 | 0 | 22601.20429433581 | 259546.0564198853 | 1 | 1155366.45459921 | 7.875 | 166339.5208743355 | 0 | 0 | 166339.5208743355 | 582920.2676713292 | 0 | 0 | 582920.2676713292 | 7.875 | 7.875 | 166339.5208743355 | 0 | 0 | 166339.5208743355 | 582920.2676713292 | 0 | 0 | 582920.2676713292 | 259546.0564198853 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 146713.2005840267 | 119 | 7.875 | 7.875 | 0 | -655531.56654548 | -655531.56654548 | -655531.56654548 | 0 | 0 | 0 | 0 | 128216.0393596373 | 0 | 0 | 128216.0393596373 | 0 | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Transcoastal Warrants | US;TCMSQ | OSX | Warrants | Warrants | 204000 | 204000 | 0.001640786240325372 | 0 | 1.026433464473269e-05 | 0 | 5.184300202741086e-08 | -5.184300202741086e-08 | 157-959 | 0 | 0 | 0.01065124724623059 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0.01065124724623059 | 0 | 0 | 0 | 0 | -125.4912201989613 | 0 | 0 | -125.4912201989613 | 22501.19234876055 | 125.5018714462076 | 0 | 10.04161179079128 | 60801.82499934317 | 1 | 0.06281772802576406 | 0.03 | -0.002490837892061087 | 0 | 0 | -0.002490837892061087 | -265515.6978470055 | 0 | 0 | -265515.6978470055 | 0 | 0.03 | -0.002490837892061087 | 0 | 0 | -0.002490837892061087 | -265515.6978470055 | 0 | 0 | -265515.6978470055 | 60801.82499934317 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 2.093924267525469 | 122 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -125.4912201989613 | 0 | 0 | -125.4912201989613 | 0 | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | 3TEC Warrants | US;TTEN-RAPT | Energy | Warrants | Warrants | 78000 | 78000 | 0.03763934669498425 | 0.5 | 0.2808959973716145 | 0 | 0 | 0 | 4561-9602 | 0 | 0 | 0 | 001:Enron-NA | 262918.6535398312 | 0 | 262918.6535398312 | 131459.3267699156 | 0 | 131459.3267699156 | 0 | 0 | 0 | 0 | 0 | 39258.25756204182 | 0 | 0 | 39258.25756204182 | 0 | 52678.80063879029 | 0 | 35230.42850650525 | 0 | 1 | 262918.6535398312 | 12 | 942.7311823812197 | 0 | 0 | 942.7311823812197 | 91937.0582008321 | 0 | 0 | 91937.0582008321 | 12 | 12 | 942.7311823812197 | 0 | 0 | 942.7311823812197 | 91937.0582008321 | 0 | 0 | 91937.0582008321 | 0 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 21909.88779498593 | 123 | 12 | 12 | 0 | -91937.0582008321 | -91937.0582008321 | -91937.0582008321 | 0 | 0 | 0 | 0 | 39258.25756204182 | 0 | 0 | 39258.25756204182 | 1 | 0
Warrants - Public | Special Assets - Non-Performing | Lydecker | [PHONE] | Brigham Warrants | US;BEXP-RAPT | Energy | Warrants | Warrants | 625000 | 625000 | 0.1392856274740515 | 0.5 | 0.7158402257876466 | 0 | 0 | 0 | 1527-2480 | 0 | 0 | 0 | 001:Enron-NA | 978687.8086940481 | 0 | 978687.8086940481 | 489343.904347024 | 0 | 489343.904347024 | 0 | 0 | 0 | 0 | 0 | -153593.6013089044 | 0 | 0 | -153593.6013089044 | 139104.7557838256 | 740728.7579753173 | 0 | 190429.5688121798 | 642824.895382205 | 1 | 978687.8086940481 | 2.1875 | -16890.26425232552 | 0 | 0 | -16890.26425232552 | 233959.5332223786 | 0 | 0 | 233959.5332223786 | 2.1875 | 2.1875 | -16890.26425232552 | 0 | 0 | -16890.26425232552 | 233959.5332223786 | 0 | 0 | 233959.5332223786 | 642824.895382205 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 447400.1411172791 | 125 | 2.1875 | 2.1875 | 0 | -587135.156666413 | -587135.156666413 | -587135.156666413 | 0 | 0 | 0 | 0 | -153593.6013089044 | 0 | 0 | -153593.6013089044 | 1 | 0
Warrants - Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0.02186524265170661 |  | 1241606.462233879 | 0 | 1241606.462233879 | 620803.2311169396 | 0 | 620803.2311169396 | 0.03929792293909588 | -0.01743268028738928 | 0 | 0 | -0.01743268028738928 | 13752.93414654242 | 0 | 0 | 13752.93414654242 |  | 1320850.869131425 |  |  | 966019.5114206471 |  |  |  | 150391.9385226323 | 0 | 0 | 150391.9385226323 | 643280.8586238609 | 0 | 0 | 643280.8586238609 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -1334603.781412725
 | Special Assets - Non-Performing Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 97321061.31972773 |  | 15184332.96223388 | 0 | 15184332.96223388 | 620803.2311169396 | 0 | 620803.2311169396 | 97321061.33716042 | -0.01743268028738928 | 0 | 0 | -0.01743268028738928 | -3559089.857572208 | 0 | -144148.85 | -3703238.707572208 |  | 107141108.1394939 |  |  | 105220284.4065457 |  |  |  | 64535.09317575714 | 0 | 115901.15 | 180436.2431757571 | -17922890.25801423 | 0 | 141403.9305551525 | -17781486.32745908 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -6260956.962193976
Accrual Income | Special Assets - Performing |  |  | Special Assets - Performing - Accruals |  | Investment Management | Public | Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 003:Enron-NA-Other | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 93215.61 | 93215.61 | -4321048.18 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 93215.61 | 93215.61 | 0 | 0 | 216666.88 | 216666.88 |  |  | 0 | 0 | 93215.61 | 93215.61 | 0 | 0 | 216666.88 | 216666.88 | 0 | N | 0 | False | 93215.61 | 0 | 0 | 99 | 0 | 0 | 155 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 93215.61 | 93215.61 | 0 | 0
Accrual Income Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 93215.61 | 93215.61 |  | 0 |  |  | 0 |  |  |  | 0 | 0 | 93215.61 | 93215.61 | 0 | 0 | 216666.88 | 216666.88 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
Convertible - Private | Special Assets - Performing | Lydecker | [PHONE] | Venoco Convertible |  | Energy | Convertible | Convertible Preferred | 375000 | 375000 | 0 | 0 | 0 | 125.009212 | 125.009212 | 0 | 1090-1203 | 0 | 0 | 46878454.5 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 46878454.5 | 0 | 0 | 0 | 0 | 0 | 0 | 1005673.37 | 1005673.37 | 0 | 45892500 | 0 | 0 | 45892500 | 1 | 0 | 125.009212 | 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 | 101 | 0 | 0 | 0 | 985954.5 | 985954.5 | 2893252.11 | 0 | 0 | 0 | 0 | 0 | 0 | 1005673.37 | 1005673.37 | 0 | 0
Convertible - Private Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 46878454.5 |  | 0 | 0 | 0 | 0 | 0 | 0 | 46878454.5 | 0 | 0 | 0 | 0 | 0 | 0 | 1005673.37 | 1005673.37 |  | 45892500 |  |  | 45892500 |  |  |  | 0 | 0 | 0 | 0 | 2249042.39 | 0 | 2951116.89 | 5200159.28 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 985954.5
Priv. Equity Partnerships | Special Assets - Performing | Kuykendall | [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 | 166 | 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 | 172 | 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 | 765729.46 | 765729.46 | 0 | 21-2651 | 0 | 0 | 765729.46 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 765729.46 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 803007.23 | 0 | 0 | 803007.23 | 1 | 0 | 765729.46 | 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 | 176 | 0 | 0 | 0 | -18944.44 | -37277.77 | -128943.54 | 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 | 178 | 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 | 196 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships | Special Assets - Performing | Lydecker | [PHONE] | Geo. Pursuit (EBGB) |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 962000 | 962000 | 0 | 46-54 | 0 | 0 | 962000 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 962000 | 0 | 0 | 0 | 0 | 0 | 0 | 25000 | 25000 | 0 | 962000 | 0 | 0 | 962000 | 1 | 0 | 962000 | 0 | 0 | 25000 | 25000 | -386000 | 0 | 100000 | -286000 |  |  | 0 | 0 | 25000 | 25000 | -386000 | 0 | 100000 | -286000 | 962000 | Y | 0 | False | 25000 | 2211500 | 2211500 | 12 | 0 | 0 | 198 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 25000 | 25000 | 0 | 0
Priv. Equity Partnerships | Special Assets - Performing | Lydecker | [PHONE] | [NAME] |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 4707450 | 4707450 | 0 | 46-846 | 0 | 0 | 4707450 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 4707450 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4707450 | 0 | 0 | 4707450 | 1 | 0 | 4707450 | 0 | 0 | 0 | 0 | 457649 | 0 | 0 | 457649 |  |  | 0 | 0 | 0 | 0 | 457649 | 0 | 0 | 457649 | 4707450 | Y | 0 | False | 0 | 0 | 0 | 12 | 0 | 0 | 210 | 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 | 60000 | 1053000 | 0 | 8307000 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | -40000 | -40000 | 993000 | 0 | 60000 | 1053000 |  |  | 0 | 0 | -40000 | -40000 | 993000 | 0 | 60000 | 1053000 | 0 | Y | 0 | False | 60000 | 8967000 | 8967000 | 12 | 0 | 0 | 212 | 0 | 0 | 0 | 0 | -9300000 | -9300000 | 0 | 0 | 0 | 0 | 993000 | 0 | 60000 | 1053000 | 0 | 0
Priv. Equity Partnerships | Special Assets - Performing | Lydecker | [PHONE] | [NAME] |  | Energy | Private | Partnership | 1 | 1 | 0 | 0 | 0 | 16866017.18 | 16866017.18 | 0 | 1690-1928 | 0 | 0 | 16866017.18 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 16866017.18 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 17513077 | 0 | 0 | 17513077 | 1 | 0 | 16866017.18 | 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 | 213 | 0 | 0 | 0 | -520775.53 | -647059.82 | -3780648.485 | 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 | 330 | 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 | 332 | 0 | 0 | 0 | 0 | 0 | 721658.82 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Priv. Equity Partnerships Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 30947479.09 |  | 0 | 0 | 0 | 0 | 0 | 0 | 30947479.09 | 0 | 0 | 0 | 0 | 993000 | 0 | 259343.02 | 1252343.02 |  | 40415022.21 |  |  | 32108022.21 |  |  |  | 0 | 0 | -15000 | -15000 | 2423510.164999997 | 0 | 479216.58 | 2902726.744999997 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -10460543.12
Production Payments | Special Assets - Performing | Lydecker | [PHONE] | [NAME] |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 1278784.36 | 1278784.36 | 0 | 4-4 | 0 | 0 | 1278784.36 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 1278784.36 | 0 | 0 | 0 | 0 | 0 | 0 | -72528.12 | -72528.12 | 0 | 1464766.31 | 0 | 0 | 1464766.31 | 1 | 0 | 1278784.36 | 0 | 0 | -122528.12 | -122528.12 | 0 | 0 | -115383.83 | -115383.83 |  |  | 0 | 0 | -122528.12 | -122528.12 | 0 | 0 | -115383.83 | -115383.83 | 1464766.31 | Y | 0 | False | -72528.12 | 0 | 0 | 19 | 0 | 0 | 230 | 0 | 0 | 0 | -93029.03 | -185981.95 | -671972.64 | 0 | 0 | 0 | 0 | 0 | 0 | -72528.12 | -72528.12 | 0 | 0
Production Payments | Special Assets - Performing | Lydecker | [PHONE] | Swift VPP Unwind |  | Energy | Private | Financing | 1 | 1 | 0 | 0 | 0 | 185622.51 | 185622.51 | 0 | 1407-1660 | 0 | 0 | 185622.51 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 185622.51 | 0 | 0 | 0 | 0 | 0 | 0 | -253750.45 | -253750.45 | 0 | 308698.13 | 0 | 0 | 308698.13 | 1 | 0 | 185622.51 | 0 | 0 | -303750.45 | -303750.45 | 0 | 0 | -290343.71 | -290343.71 |  |  | 0 | 0 | -303750.45 | -303750.45 | 0 | 0 | -290343.71 | -290343.71 | 308698.13 | Y | 0 | False | -253750.45 | 0 | 0 | 19 | 0 | 0 | 231 | 0 | 0 | 0 | -62546.63 | -123075.62 | -654397.49 | 0 | 0 | 0 | 0 | 0 | 0 | -253750.45 | -253750.45 | 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 | 250 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Production Payments Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 1464406.87 |  | 0 | 0 | 0 | 0 | 0 | 0 | 1464406.87 | 0 | 0 | 0 | 0 | 0 | 0 | -326278.57 | -326278.57 |  | 1773464.44 |  |  | 1773464.44 |  |  |  | 0 | 0 | -426278.57 | -426278.57 | 0 | 0 | -388261.58 | -388261.58 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -309057.57
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 | 25 | 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 | 41 | 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 | 44 | 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 | 46 | 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 | 47 | 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 | 57 | 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 | 86 | 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-RAPT | Energy | Public | Common Equity | 0 | 0 | 0 | 0 | 1 | 2.084033613445378 | 2.084033613445378 | 0 | 1348-6217 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -124600.867338597 | 0 | 0 | -124600.867338597 | -103464.293603959 | 803234.791708345 | 0 | 0 | 578536.26009871 | 1 | 0 | 2.084033613445378 | 7898.297396871843 | 0 | 0 | 7898.297396871843 | 160223.0873166457 | 0 | 0 | 160223.0873166457 | 2.084033613445378 | 2.084033613445378 | 7898.297396871843 | 0 | 0 | 7898.297396871843 | 160223.0873166457 | 0 | 0 | 160223.0873166457 | 578536.26009871 | N | 0 | False | 0 | 9.49999620000152 | 0 | 1 | 0 | 0 | 3 | 2.084033613445378 | 0 | 0 | -678633.924369748 | -678633.924369748 | -678633.924369748 | 0 | 0 | 0 | 0 | -124600.867338597 | 0 | 0 | -124600.867338597 | 0 | 0
US Public | Special Assets - Performing | Lydecker | [PHONE] | [NAME] | US;ESNJ | Energy | Public | Common Equity | 0 | 0 | 0 | 0 | 1 | 2.8125 | 2.6875 | 0.125 | 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 | 2.8125 | 0 | 0 | 0 | 0 | 33395.00679433336 | 0 | 0 | 33395.00679433336 | 2.8125 | 2.6875 | 0 | 0 | 0 | 0 | 33395.00679433336 | 0 | 0 | 33395.00679433336 | 86300 | N | 0 | False | 0 | 5.63 | 0 | 1 | 0 | 0 | 6 | 2.8125 | 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-RAPT | OSX | Public | Common Equity | 0 | 0 | 0 | 0 | 1 | 5.75 | 5.75 | 0 | 75-10364 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -5614.15625 | 0 | 0 | -5614.15625 | 0 | 357474.40625 | 0 | 0 | 0 | 1 | 0 | 5.75 | -22458.5 | 0 | 0 | -22458.5 | 351860.25 | 0 | 0 | 351860.25 | 5.75 | 5.75 | -22458.5 | 0 | 0 | -22458.5 | 351860.25 | 0 | 0 | 351860.25 | 0 | N | 0 | False | 0 | 1.12 | 0 | 1 | 0 | 0 | 10 | 5.75 | 0 | 0 | -351860.25 | -351860.25 | -351860.25 | 0 | 0 | 0 | 0 | -5614.15625 | 0 | 0 | -5614.15625 | 0 | 0
US Public | Special Assets - Performing | Lydecker | [PHONE] | Tetonka Drilling Common | CA;TDI-RAPT | Toronto Oil & Gas Service | Public | Common Equity | 0 | 0 | 0 | 0 | 1 | 2.420168067226891 | 2.420168067226891 | 0 | 582-632 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -96179.8926853668 | 0 | 0 | -96179.8926853668 | 0 | 5201713.808651756 | 0 | 0 | 4488205.707073415 | 1 | 0 | 2.420168067226891 | 46006.66193943843 | 0 | 0 | 46006.66193943843 | 918980.1017557299 | 0 | 0 | 918980.1017557299 | 2.420168067226891 | 2.420168067226891 | 46006.66193943843 | 0 | 0 | 46006.66193943843 | 918980.1017557299 | 0 | 0 | 918980.1017557299 | 4488205.707073415 | N | 0 | False | 0 | 2.92 | 0 | 1 | 0 | 0 | 16 | 2.420168067226891 | 0 | 0 | -5105533.91596639 | -5105533.91596639 | -918980.1017557299 | 0 | 0 | 0 | 0 | -96179.8926853668 | 0 | 0 | -96179.8926853668 | 0 | 0
US Public | Special Assets - Performing | Lydecker | [PHONE] | Quicksilver Common | US;KWK-RAPT | Energy | Public | Common Equity | 0 | 0 | 0 | 0.03 | 1 | 7.6875 | 7.6875 | 0 | 216-259 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 402121.6875 | 0 | 0 | 402121.6875 | -1809546.752680104 | 5730231.375 | 0 | 0 | 4825458 | 1 | 0 | 7.6875 | 452386.875 | 0 | 0 | 452386.875 | 2613789.9375 | 0 | 0 | 2613789.9375 | 7.6875 | 7.6875 | 452386.875 | 0 | 0 | 452386.875 | 2613789.9375 | 0 | 0 | 2613789.9375 | 4825458 | N | 0 | False | 0 | 7.5 | 0 | 1 | 0 | 0 | 32 | 7.6875 | 0 | 0 | -6132353.0625 | -6132353.0625 | -6132353.0625 | 0 | 0 | 0 | 0 | 402121.6875 | 0 | 0 | 402121.6875 | 0.42 | 0
US Public Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 175726.7712260362 | 0 | 0 | 175726.7712260362 |  | 12092654.3816101 |  |  | 9978499.967172123 |  |  |  | 483833.3343363103 | 0 | 0 | 483833.3343363103 | 4078248.383366709 | 0 | 0 | 4078248.383366709 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -12268381.15283614
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 | 7198.58 | 7198.58 | 0 | 375000 | 0 | 0 | 375000 | 1 | 0 | 375000 | 0 | 0 | 7198.58 | 7198.58 | 0 | 0 | 12818.38 | 12818.38 |  |  | 0 | 0 | 7198.58 | 7198.58 | 0 | 0 | 12818.38 | 12818.38 | 375000 | Y | 0 | False | 7198.58 | 0 | 0 | 17 | 0 | 0 | 236 | 0 | 0 | 0 | 0 | 0 | 375000 | 0 | 0 | 0 | 0 | 0 | 0 | 7198.58 | 7198.58 | 0 | 0
US Structured Credit-Book Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 375000 |  | 0 | 0 | 0 | 0 | 0 | 0 | 375000 | 0 | 0 | 0 | 0 | 0 | 0 | 7198.58 | 7198.58 |  | 375000 |  |  | 375000 |  |  |  | 0 | 0 | 7198.58 | 7198.58 | 0 | 0 | 12818.38 | 12818.38 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 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 | 234 | 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 | 0 | 0 | 0 | 614-665 | 0 | 0 | 0 | 001:Enron-NA | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 65179.60513959099 | 0 | 0 | 65179.60513959099 | -730023.2245191787 | 2378867.42308707 | 0 | 0 | 0 | 1 | 0 | 0 | 8318.205060551594 | 0 | 0 | 8318.205060551594 | 1028617.204653173 | 0 | -434000 | 594617.2046531735 |  |  | 8318.205060551594 | 0 | 0 | 8318.205060551594 | 1028617.204653173 | 0 | -434000 | 594617.2046531735 | 0 | Y | 0 | False | 0 | 0 | 0 | 16 | 0 | 0 | 247 | 0 | 0 | 0 | -2438444.40562452 | -2438444.40562452 | -2438444.40562452 | 0 | 0 | 0 | 0 | 65179.60513959099 | 0 | 0 | 65179.60513959099 | 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 | 267 | 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 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 65179.60513959099 | 0 | 0 | 65179.60513959099 |  | 2378867.42308707 |  |  | 0 |  |  |  | 8318.205060551594 | 0 | 0 | 8318.205060551594 | 1022031.14379113 | 0 | -441486.2564645766 | 580544.8873265535 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -2438444.40562452
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 | 109 | 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 | 113 | 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 | 0.05913445791065897 | 0 | 0.7763576637422887 | 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 | 0.006652626514949133 | 0 | 1 | 0.08734023717100746 | 6.25 | 0 | 0 | 0 | 0 | -327752.0998345978 | 0 | -7420.35 | -335172.4498345978 | 6.25 | 5.875 | 0 | 0 | 0 | 0 | -327752.0998345978 | 0 | -7420.35 | -335172.4498345978 | 0 | N | 0 | False | 0 | 0 | 0 | 7 | 0 | 0.01397443794736119 | 121 | 6.25 | 6.25 | 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 | 193714235.46 |  | 0 | 0 | 0 | 0 | 0 | 0 | 193714235.46 | 0 | 0 | 0 | 0 | 49994301.37636562 | 0 | 1039152.01 | 51033453.38636562 |  | 168216008.4546971 |  |  | 204176381.6171721 |  |  |  | 50048546.53939686 | 0 | -340864.38 | 49707682.15939685 | 60296891.7965339 | 84.18578933808021 | 2928650.543535423 | 63225626.52585866 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -24490471.74846065
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 | 84 | 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 | 105 | 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 | 1475620339.213714 |  | 247182147.6749487 | -2575674.116774541 | 244606473.5581742 | 96078521.06947151 | 0 | 96078521.06947151 | 1470469257.857247 | 2830529.126212033 | 145824.2583136973 | 6627.171854950001 | 2982980.556380681 | 37095787.36614431 | -659834.0191787739 | 7365949.413524813 | 43801902.76049036 |  | 1541367708.772038 |  |  | 1520703871.862134 |  |  |  | 92183684.37626646 | -1226737.857524828 | 1283613.706088254 | 92240560.22482988 | 176139721.7728451 | -16453901.80722492 | 17016192.74337805 | 176702012.7089982 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -103178693.747149
 | Grand Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 1475620339.213714 |  | 247182147.6749487 | -2575674.116774541 | 244606473.5581742 | 96078521.06947151 | 0 | 96078521.06947151 | 1470469257.857247 | 2830529.126212033 | 145824.2583136973 | 6627.171854950001 | 2982980.556380681 | 37095787.36614431 | -659834.0191787739 | 7365949.413524813 | 43801902.76049036 |  | 1541367708.772038 |  |  | 1520703871.862134 |  |  |  | 92183684.37626646 | -1226737.857524828 | 1283613.706088254 | 92240560.22482988 | 176139721.7728451 | -16453901.80722492 | 17016192.74337805 | 176702012.7089982 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -103178693.747149