| Abstract: | Outstanding cash flow CLOs: Highland Park CDO I Ltd. (2006), Brentwood CLO Ltd. (2006), Grayson CDO Ltd. (2006), Red River CLO Ltd. (2006), Rockwall CDO Ltd. (2006), Liberty CLO Ltd. (2005), Gleneagles CLO Ltd. (2005), Jasper CLO Ltd. (2005), Southfork CLO Ltd. (2005), Valhalla CLO Ltd. (2004), Bristol Bay Funding Ltd. (2004), Restoration Funding CLO Ltd. (2002), ML CLO XIX Sterling Ltd. (replacement manager, 2001; closed 1998), Highland Loan Funding V Ltd. (2001), Highland Legacy Ltd. (1999), PAM Capital Funding L.P. (1998), and Pamco Cayman Ltd. (1997). Other outstanding CDOs and fixed income funds: ELF II Ltd. (synthetic CLO, 2000); Tierra Alta Funding I Ltd. (high-grade ABS CDO); Highland Credit Opportunities CDO Ltd. (market value CDO); Copernicus Euro CDO I |