Merced deal correction

To all:

I ran a minibook valuing the Merced correction (as of yesterday's curves),
and confirmed that the LTNW book will lose approximately $6.8MM in value
after the calc today. This reverses the $7MM gain that was incorrectly shown
in the LTNW book on yesterday's DPR. Please let me know if there are any
questions.

Thanks,
Monica