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0001193125-13-222640.txt : 20130515 0001193125-13-222640.hdr.sgml : 20130515 20130515170131 ACCESSION NUMBER: 0001193125-13-222640 CONFORMED SUBMISSION TYPE: 10-Q PUBLIC DOCUMENT COUNT: 11 CONFORMED PERIOD OF REPORT: 20130331 FILED AS OF DATE: 20130515 DATE AS OF CHANGE: 20130515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Constellation Energy Partners LLC CENTRAL INDEX KEY: 0001362705 STANDARD INDUSTRIAL CLASSIFICATION: CRUDE PETROLEUM & NATURAL GAS [1311] IRS NUMBER: 113742489 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 10-Q SEC ACT: 1934 Act SEC FILE NUMBER: 001-33147 FILM NUMBER: 13848206 BUSINESS ADDRESS: STREET 1: 1801 MAIN STREET STREET 2: SUITE 1300 CITY: HOUSTON STATE: TX ZIP: 77002 BUSINESS PHONE: 832-308-3700 MAIL ADDRESS: STREET 1: 1801 MAIN STREET STREET 2: SUITE 1300 CITY: HOUSTON STATE: TX ZIP: 77002 FORMER COMPANY: FORMER CONFORMED NAME: Constellation Energy Resources LLC DATE OF NAME CHANGE: 20060515 10-Q 1 d514192d10q.htm FORM 10-Q Form 10-Q

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

Form 10-Q

(Mark One)

x	QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the quarterly period ended March 31, 2013

¨	TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the transition period from to ..

Commission File Number 001-33147

Constellation Energy Partners LLC

(Exact Name of Registrant as Specified in Its Charter)


Delaware		11-3742489
(State of organization)		(I.R.S. Employer Identification No.)

1801 Main Street, Suite 1300 Houston, Texas		77002
(Address of Principal Executive Offices)		(Zip Code)

Telephone Number: (832) 308-3700

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes x No ¨

Indicate by check mark whether the registrant has submitted electronically and posted on its corporate Web site, if any, every Interactive Data File required to be submitted pursuant to Rule 405 of Regulation S-T (§232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrant was required to submit and post such files). Yes x No ¨

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, or a smaller reporting company. See the definitions of “large accelerated filer,” “accelerated filer” and “smaller reporting company” in Rule 12b-2 of the Exchange Act.

Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act). Yes ¨ No x

Indicate the number of shares outstanding of each of the registrant’s classes of common stock, as of the latest practicable date.

Common Units outstanding on May 15, 2013: 23,740,728 units.

TABLE OF CONTENTS


		Page
PART I—Financial Information			3

Item 1.	Financial Statements		3

	Consolidated Balance Sheets		3

	Consolidated Statements of Operations and Comprehensive Income (Loss)		4

	Consolidated Statements of Cash Flows		5

	Consolidated Statements of Changes in Members’ Equity		6

	Notes to Consolidated Financial Statements		7

Item 2.	Management’s Discussion and Analysis of Financial Condition and Results of Operations		17

	Results of Operations		20

	Liquidity and Capital Resources		23

Item 3.	Quantitative and Qualitative Disclosures About Market Risk		29

Item 4.	Controls and Procedures		30

PART II—Other Information			31

Item 1.	Legal Proceedings		31

Item1A.	Risk Factors		31

Item 2.	Unregistered Sales of Equity Securities and Use of Proceeds		33

Item 3.	Defaults Upon Senior Securities		33

Item 4.	Mine Safety Disclosures		33

Item 5.	Other Information		33

Item 6.	Exhibits		33

Signatures			35

PART I—FINANCIAL INFORMATION

Item 1. Financial Statements

CONSTELLATION ENERGY PARTNERS LLC and SUBSIDIARIES

Consolidated Balance Sheets

(Unaudited)


	March 31, 2013			December 31, 2012
	(In 000’s)
ASSETS
Current assets
Cash and cash equivalents	$	9,678		$	1,959
Accounts receivable		4,449			5,615
Prepaid expenses		1,146			1,309
Risk management assets (see Note 4)		11,555			17,965
Current assets from discontinued operations		—			1,886

Total current assets		26,828			28,734
Oil and natural gas properties (See Note 6)
Oil and natural gas properties, equipment and facilities		595,024			594,020
Material and supplies		896			771
Less accumulated depreciation, depletion, amortization, and impairments		(479,356	)		(474,669	)

Net oil and natural gas properties		116,564			120,122
Other assets
Debt issue costs (net of accumulated amortization of $8,379 at March 31, 2013 and $7,775 at December 31, 2012)		564			1,168
Risk management assets (see Note 4)		6,612			7,431
Other non-current assets		4,297			3,194
Long-term assets from discontinued operations		—			67,373

Total assets	$	154,865		$	228,022

LIABILITIES AND MEMBERS’ EQUITY
Liabilities
Current liabilities
Accounts payable	$	51		$	480
Accrued liabilities		6,147			7,174
Royalty payable		1,198			1,418
Risk management liabilities (see Note 4)		126			523
Debt		34,000			50,000
Current liabilities from discontinued operations		—			1,578

Total current liabilities		41,522			61,173
Other liabilities
Asset retirement obligation		7,813			7,665
Risk management liabilities (see Note 4)		428			637
Other non-current liabilities		1,952			589
Debt		—			34,000
Other long-term liabilities from discontinued operations		—			7,692

Total other liabilities		10,193			50,583

Total liabilities		51,715			111,756
Commitments and contingencies (See Note 8)
Members’ equity
Class A units, 484,505 and 483,418 units authorized, issued and outstanding, respectively		2,064			2,326
Class B units, 24,124,378 and 24,124,378 units authorized, respectively, and 23,740,728 and 23,687,507 issued and outstanding, respectively		101,086			113,940

Total members’ equity		103,150			116,266

Total liabilities and members’ equity	$	154,865		$	228,022

See accompanying notes to consolidated financial statements.

CONSTELLATION ENERGY PARTNERS LLC and SUBSIDIARIES

Consolidated Statements of Operations and Comprehensive Income (Loss)

(Unaudited)


	Three months ended March 31,
	2013			2012
	(In 000’s except unit data)
Revenues
Natural gas sales	$	1,392		$	18,604
Oil and liquids sales		3,708			2,010

Total revenues		5,100			20,614
Expenses:
Operating expenses:
Lease operating expenses		4,236			5,171
Cost of sales		420			385
Production taxes		487			402
General and administrative		4,404			3,836
(Gain) / Loss on sale of assets		(6	)		4
Depreciation, depletion and amortization		4,798			2,387
Asset impairments		—			107
Accretion expense		123			114

Total operating expenses		14,462			12,406
Other expenses (income)
Interest expense		1,352			1,619
Other expense (income)		(68	)		(97	)

Total other expenses / (income)		1,284			1,522

Total expenses		15,746			13,928

Income (loss) from continuing operations	$	(10,646	)	$	6,686

Discontinued operations	$	(2,686	)	$	(801	)
Net income (loss)	$	(13,332	)	$	5,885

Change in fair value of commodity hedges		—			23
Cash settlement of commodity hedges		—			(718	)

Other comprehensive income (loss)		—			(695	)

Comprehensive income (loss)	$	(13,332	)	$	5,190

Earnings (loss) per unit (see Note 2)
Earnings (loss) from continuing operations per unit—Basic	$	(0.44	)	$	0.27
Earnings (loss) from discontinued operations per unit—Basic	$	(0.11	)	$	(0.03	)

Net Earnings (loss) per unit—Basic	$	(0.55	)	$	0.24
Units outstanding—Basic		24,250,661			24,186,724
Earnings (loss) from continuing operations per unit—Diluted	$	(0.44	)	$	0.27
Earnings (loss) from discontinued operations per unit—Diluted	$	(0.11	)	$	(0.03	)

Net Earnings (loss) per unit—Diluted	$	(0.55	)	$	0.24
Units outstanding—Diluted		24,250,661			24,186,724
Distributions declared and paid per unit	$	0.00		$	0.00

See accompanying notes to consolidated financial statements.

CONSTELLATION ENERGY PARTNERS LLC and SUBSIDIARIES

Consolidated Statements of Cash Flows

(Unaudited)


	Three months ended March 31,
	2013			2012
	(In 000’s)
Cash flows from operating activities:
Net income (loss)	$	(13,332	)	$	5,885
Adjustments to reconcile net income (loss) to cash provided by operating activities
Depreciation, depletion and amortization		4,798			2,387
Asset impairments (see Note 6)		—			107
Amortization of debt issuance costs		646			323
Accretion expense		123			114
Equity (earnings) losses in affiliate		(68	)		(97	)
(Gain) Loss from disposition of property and equipment		(6	)		4
Bad debt expense		—			26
(Gain) Loss from mark-to-market activities		6,621			(6,694	)
Unit-based compensation programs		401			280
Discontinued operations		2,686			801
Changes in Assets and Liabilities:
Change in net risk management assets and liabilities		—			—
(Increase) decrease in accounts receivable		1,168			767
(Increase) decrease in prepaid expenses		163			140
(Increase) decrease in other assets		(1,149	)		(593	)
Increase (decrease) in accounts payable		(429	)		260
Increase (decrease) in accrued liabilities		(2,060	)		(3,400	)
Increase (decrease) in royalty payable		(220	)		(49	)
Increase (decrease) in other liabilities		1,113			140

Net cash provided by (used in) continuing operations		455			401
Net cash provided by (used in) discontinued operations		1,062			961

Net cash provided by operating activities		1,517			1,362

Cash flows from investing activities:
Cash paid for acquisitions, net of cash acquired		(130	)		—
Development of oil and natural gas properties		(2,353	)		(2,722	)
Proceeds from sale of assets		58,892			1,438
Distributions from equity affiliate		20			60

Net cash provided by (used in) continuing operations		56,429			(1,224	)
Net cash (used in) discontinued operations		—			(7	)

Net cash provided by (used in) investing activities		56,429			(1,231	)

Cash flows from financing activities:
Members’ distributions		—			—
Proceeds from issuance of debt		194			—
Repayment of debt		(50,194	)		—
Units tendered by employees for tax withholdings		(185	)		(183	)
Debt issue costs		(42	)		(3	)

Net cash (used in) continuing operations		(50,227	)		(186	)
Net cash (used in) discontinued operations		—			—

Net cash (used in) financing activities		(50,227	)		(186	)

Net (decrease) increase in cash and cash equivalents		7,719			(55	)
Cash and cash equivalents, beginning of period		1,959			17,176

Cash and cash equivalents, end of period	$	9,678		$	17,121

Supplemental disclosures of cash flow information:
Change in accrued capital expenditures	$	(1,321	)	$	1,748
Cash received during the period for interest	$	—		$	—
Cash paid during the period for interest	$	(678	)	$	(1,116	)

See accompanying notes to consolidated financial statements.

CONSTELLATION ENERGY PARTNERS LLC and SUBSIDIARIES

Consolidated Statements of Changes in Members’ Equity

(Unaudited)


	Class A						Class B						Accumulated Other Comprehensive		Total Members’
	Units			Amount			Units			Amount			Income (Loss)		Equity
	( In 000’s, except unit amounts)
Balance, December 31, 2012		483,418		$	2,326			23,687,507		$	113,940		$	—	$	116,266
Distributions		—			—			—			—			—		—
Units tendered by employees for tax withholding		(2,853	)		(4	)		(139,810	)		(181	)		—		(185	)
Unit-based compensation programs		3,940			8			193,031			393			—		401
Net income (loss)		—			(266	)		—			(13,066	)		—		(13,332	)

Balance, March 31, 2013		484,505		$	2,064			23,740,728		$	101,086		$	—	$	103,150

See accompanying notes to consolidated financial statements.

CONSTELLATION ENERGY PARTNERS LLC AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS

(Unaudited)

1. ORGANIZATION AND BASIS OF PRESENTATION

The consolidated financial statements as of March 31, 2013, and for the three month periods ended March 31, 2013, and March 31, 2012, are unaudited, but in the opinion of management include all adjustments (consisting only of normal recurring adjustments) necessary for a fair statement of the results for the interim periods. Certain information and note disclosures normally included in annual financial statements prepared in accordance with U.S. generally accepted accounting principles (“GAAP”) have been condensed or omitted under Securities and Exchange Commission (“SEC”) rules and regulations. The results reported in these unaudited consolidated financial statements should not necessarily be taken as indicative of results that may be expected for the entire year.

The financial information included herein should be read in conjunction with the financial statements and notes in the Company’s Annual Report on Form 10-K for the year ended December 31, 2012, which was filed on March 11, 2013. Certain amounts in the consolidated financial statements and notes thereto have been reclassified to conform to the 2013 financial statement presentation and to reflect our discontinued operations.

Constellation Energy Partners LLC (“CEP”, “we”, “us”, “our” or the “Company”) was organized as a limited liability company on February 7, 2005, under the laws of the State of Delaware. We completed our initial public offering on November 20, 2006, and currently trade on the NYSE MKT LLC (“NYSE MKT”) under the symbol “CEP”. Through subsidiaries, both PostRock Energy Corporation (NASDAQ: PSTR) (“PostRock”) and Exelon Corporation (NYSE: EXC) (“Exelon”), own a portion of our outstanding units. As of March 31, 2013, Constellation Energy Partners Management, LLC (“CEPM”), a subsidiary of PostRock, owns all of our Class A units and 5,918,894 of our Class B common units. Constellation Energy Partners Holdings, LLC (“CEPH”), a subsidiary of Exelon, owns all of our Class C management incentive interests and all of our Class D interests.

We are currently focused on the development and acquisition of oil and natural gas properties in the Cherokee Basin in Kansas and Oklahoma, the Woodford Shale in Oklahoma, and the Central Kansas Uplift in Kansas.

Accounting policies used by us conform to accounting principles generally accepted in the United States of America. The accompanying financial statements include the accounts of us and our wholly-owned subsidiaries. All significant intercompany accounts and transactions have been eliminated in consolidation. We operate our oil and natural gas properties as one business segment: the exploration, development and production of oil and natural gas. Our management evaluates performance based on one business segment as there are not different economic environments within the operation of our oil and natural gas properties.

Going Concern

Our accompanying financial statements have been prepared assuming we will continue as a going concern. Our reserve-based credit facility matures on March 31, 2014. As of March 31, 2013, all of our outstanding debt of $34.0 million is reflected as a current liability on our balance sheet. Our ability to continue as a going concern will be dependent upon our ability to refinance our reserve-based credit facility prior to its maturity date. We are working with a group of lenders to refinance our reserve-based credit facility and believe that we will be able to do so, but there is no assurance that we can or will be able to refinance our reserve-based credit facility on terms reasonably acceptable to us or at all. Since there can be no assurance that we will be successful in our efforts to refinance our reserve-based credit facility, this raises substantial doubt as to our ability to continue as a going concern. The condensed consolidated financial statements do not include any adjustments that might result from the outcome of this uncertainty.

2. SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES

Our significant accounting policies are consistent with those discussed in our Annual Report on Form 10-K for the year ended December 31, 2012.

Earnings per Unit

Basic earnings per unit (“EPU”) are computed by dividing net income attributable to unitholders by the weighted average number of units outstanding during each period. At March 31, 2013, we had 484,505 Class A units and 23,740,728 Class B common units outstanding. Of the Class B common units, 395,448 units are restricted unvested common units granted and outstanding.

The following table presents earnings per common unit amounts:


	Income			Weighted Average Units Outstanding		Per Unit Amount
	(In 000’s except unit data)
For the three months ended March 31, 2013
Basic EPU:
Income (loss) from continuing operations allocable to unitholders	$	(10,646	)		24,250,661	$	(0.44	)
Income (loss) from discontinued operations allocable to unitholders	$	(2,686	)		—	$	(0.11	)

Income (loss) allocable to unitholders	$	(13,332	)		24,250,661	$	(0.55	)
Diluted EPU:
Income (loss) from continuing operations allocable to unitholders	$	(10,646	)		24,250,661	$	(0.44	)
Income (loss) from discontinued operations allocable to unitholders	$	(2,686	)		—	$	(0.11	)

Income (loss) allocable to unitholders	$	(13,332	)		24,250,661	$	(0.55	)


	Income			Weighted Average Units Outstanding		Per Unit Amount
	(In 000’s except unit data)
For the three months ended March 31, 2012
Basic EPU:
Income (loss) from continuing operations allocable to unitholders	$	6,686			24,186,724	$	0.27
Income (loss) from discontinued operations allocable to unitholders	$	(801	)		—	$	(0.03	)

Income (loss) allocable to unitholders	$	5,885			24,186,724	$	0.24
Diluted EPU:
Income (loss) from continuing operations allocable to unitholders	$	6,686			24,186,724	$	0.27
Income (loss) from discontinued operations allocable to unitholders	$	(801	)		—	$	(0.03	)

Income (loss) allocable to unitholders	$	5,885			24,186,724	$	0.24

Cash

All highly liquid investments with original maturities of three months or less are considered cash. Checks-in-transit are included in our consolidated balance sheets as accounts payable or as a reduction of cash, depending on the type of bank account the checks were drawn on. Our checks-in-transit reported in accounts payable were $0.2 million at March 31, 2013, and $0.5 million at December 31, 2012 and our checks-in-transit reported as a reduction of cash were $1.3 million at March 31, 2013, and none at December 31, 2012.

We have established an escrow account for $0.6 million related to a vendor dispute, which is included in other non-current assets in our consolidated balance sheets at March 31, 2013, and December 31, 2012. This amount will remain in the escrow account until the dispute has been resolved. We also have an escrow account for approximately $1.2 million related to the sale of our Robinson’s Bend Field in the Black Warrior Basin of Alabama, which is included in other non-current assets in our consolidated balance sheets at March 31, 2013. These funds will be held in escrow for a period of twenty-four months pending certain closing conditions.

3. RECENT ACCOUNTING PRONOUNCEMENTS AND ACCOUNTING CHANGES

In December 2011, the Financial Accounting Standards Board (“FASB”) issued ASU No. 2011-11, Disclosures about Offsetting Assets and Liabilities, which requires additional disclosures for financial and derivative instruments that are either (1) offset in accordance with either Accounting Standards Codification (ASC) 210-20-45 or ASC 815-10-45 or (2) subject to an enforceable master netting arrangement or similar agreement, regardless of whether they are offset in accordance with either ASC 210-20-45 or ASC 815-10-45. The guidance is effective beginning on or after January 1, 2013, and will primarily impact the disclosures associated with our commodity and interest rate derivatives. Implementation of this guidance did not have any material impact on our consolidated financial position, results of operations or cash flows.

In June 2011, the FASB issued ASU 2011-05, Comprehensive Income (Topic 220) that requires entities to present net income and other comprehensive income in either a single continuous statement or in two separate, but consecutive, statements of net income and other comprehensive income. The option to present items of other comprehensive income in the statement of changes in equity was eliminated. In December 2011, the FASB issued new authoritative accounting guidance which effectively deferred the requirement to present the reclassification adjustments on the face of the financial statements. The amended guidance was effective for us in the first quarter of 2012 and implementation of this guidance did not have a material impact on our financial statements or our disclosures.

In May 2011, the FASB issued ASU 2011-04, Fair Value Measurement (Topic 820): Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRSs, and the IASB issued IFRS 13, Fair Value Measurement (together, the “new guidance”). The new guidance results in a consistent definition of fair value and common requirements for measurement of and disclosure about fair value between U.S. GAAP and IFRS. The new guidance changes some fair value measurement principles and disclosure requirements and was effective for interim and annual periods beginning on or after December 15, 2011. The amended guidance was effective for us in the first quarter of 2012 and implementation of this guidance did not have a material impact on our financial statements or our disclosures.

4. DERIVATIVE AND FINANCIAL INSTRUMENTS

Mark-to-Market Activities

As of March 31, 2013, we have hedged a portion of our expected natural gas and oil sales from currently producing wells through December 2016 and entered into hedging arrangements in the form of interest rate swaps to reduce the impact of volatility stemming from changes in the London interbank offered rate (“LIBOR”) on $30.0 million of our outstanding debt for various maturities extending through September 2014. All of our derivatives were accounted for as mark-to-market activities as of March 31, 2013.

For the three months ended March 31, 2013 and 2012, we recognized mark-to-market losses of approximately $9.3 million and mark-to-market gains of approximately $6.6 million, respectively, in connection with our commodity derivatives. For the three months ended March 31, 2013 and 2012, we recognized a mark-to-market gain of approximately $2.7 million and a mark-to-market gain of $0.1 million, respectively, in connection with our interest rate derivatives. At March 31, 2013 and December 31, 2012, the fair value of our derivatives accounted for as mark-to-market activities amounted to a net asset of approximately $17.6 million and $24.2 million, respectively.

Fair Value Measurements

We measure fair value of our financial and non-financial assets and liabilities on a recurring basis. Accounting standards define fair value, establish a framework for measuring fair value and require certain disclosures about fair value measurements for assets and liabilities measured on a recurring basis. All of our derivative instruments are recorded at fair value in our financial statements. Fair value is the exit price that we would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date.

The following hierarchy prioritizes the inputs used to measure fair value. The three levels of the fair value hierarchy are as follows:

•

Level 1 – Quoted prices available in active markets for identical assets or liabilities as of the reporting date.

•

Level 2 – Pricing inputs other than quoted prices in active markets included in Level 1 which are either directly or indirectly observable as of the reporting date. Level 2 consists primarily of non-exchange traded commodity and interest rate derivatives.

•

Level 3 – Pricing inputs include significant inputs that are generally less observable from objective sources.

We classify assets and liabilities within the fair value hierarchy based on the lowest level of input that is significant to the fair value measurement of each individual asset and liability taken as a whole. The income valuation approach, which involves discounting estimated cash flows, is primarily used to determine recurring fair value measurements of our derivative instruments classified as Level 2. Our commodity derivatives are valued using the terms of the individual derivative contracts with our counterparties, expected future levels of oil and natural gas prices, and an appropriate discount rate. Our interest rate derivatives are valued using the terms of the individual derivative contracts with our counterparties, expected future levels of the LIBOR interest

rates, and an appropriate discount rate. We prioritize the use of the highest level inputs available in determining fair value such that fair value measurements are determined using the highest and best use as determined by market participants and the assumptions that they would use in determining fair value.

Our assessment of the significance of a particular input to the fair value measurement requires judgment and may affect the classification of assets and liabilities within the fair value hierarchy. Because of the long-term nature of certain assets and liabilities measured at fair value as well as differences in the availability of market prices and market liquidity over their terms, inputs for some assets and liabilities may fall into any one of the three levels in the fair value hierarchy. While we are required to classify these assets and liabilities in the lowest level in the hierarchy for which inputs are significant to the fair value measurement, a portion of that measurement may be determined using inputs from a higher level in the hierarchy.

The following tables set forth by level within the fair value hierarchy our assets and liabilities that were measured at fair value on a recurring basis as of March 31, 2013 and December 31, 2012.


	Commodity and Interest Rate Derivatives							Netting and Cash Collateral*			Total Net Fair Value
At March 31, 2013	Level 1		Level 2			Level 3		Netting and Cash Collateral*			Total Net Fair Value
	(In 000’s)
Risk management assets	$	—	$	21,349		$	—	$	(3,182	)	$	18,167
Risk management liabilities	$	—	$	(3,736	)	$	—	$	3,182		$	(554	)

Total net assets and liabilities	$	—	$	17,613		$	—	$	—		$	17,613


	Commodity and Interest Rate Derivatives							Netting and Cash Collateral*			Total Net Fair Value
At December 31, 2012	Level 1		Level 2			Level 3		Netting and Cash Collateral*			Total Net Fair Value
	(In 000’s)
Risk management assets	$	—	$	31,030		$	—	$	(5,634	)	$	25,396
Risk management liabilities	$	—	$	(6,794	)	$	—	$	5,634		$	(1,160	)

Total net assets and liabilities	$	—	$	24,236		$	—	$	—		$	24,236

We currently use our reserve-based credit facility to provide credit support for our derivative transactions and therefore we do not post cash collateral with our counterparties. Amounts shown represent the impact of netting assets and liabilities with our counterparties for which the right of offset exists.

Risk management assets and liabilities in the table above represent the current fair value of all open derivative positions. We classify all of our derivative instruments as “Risk management assets” or “Risk management liabilities” in our Consolidated Balance Sheets.

We use observable market data or information derived from observable market data in order to determine the fair value amounts presented above. We currently use our reserve-based credit facility to provide credit support for our derivative transactions. As a result, we do not post cash collateral with our counterparties, and have minimal non-performance credit risk on our liabilities with counterparties. We utilize observable market data for credit default swaps to assess the impact of non-performance credit risk when evaluating our net assets from counterparties. At March 31, 2013, the impact of non-performance credit risk on the valuation of our net assets from counterparties was $0.1 million, of which $0.1 million was reflected as a decrease to our non-cash mark-to-market gain and none was reflected as a reduction to our accumulated other comprehensive income. At March 31, 2012, the impact of non-performance credit risk on the valuation of our net assets from counterparties was $0.8 million, of which $0.6 million was reflected as a decrease to our non-cash mark-to-market gain and $0.2 million was reflected in our accumulated other comprehensive loss.

Fair Value of Financial Instruments

As of March 31, 2013, we have interest rate swaps on $30.0 million of outstanding debt for various maturities extending through September 2014, various commodity swaps for 13,372,676 MMbtu of natural gas production through December 2015, various basis swaps for 8,276,264 MMbtu of natural gas production in the Cherokee Basin through December 2014, and various commodity swaps for 373,681 Bbls of oil production through December 2016. See Note 14 for additional information.

The following represents the fair value for our risk management assets and liabilities, as of March 31, 2013, and December 31, 2012, and the amount of gains and losses recognized at March 31, 2013 and 2012:


	Location of Asset/ (Liability) on Balance Sheet	Fair Value of Asset/ (Liability) on Balance Sheet (in 000’s)
Derivative Type	Location of Asset/ (Liability) on Balance Sheet	Quarter Ended March 31, 2013			Year Ended December 31, 2012
Commodity-MTM	Risk management assets-current	$	13,150		$	19,005
Commodity-MTM	Risk management assets-non-current		8,199			12,025

	Total gross assets		21,349			31,030
Commodity-MTM	Risk management assets-current		(1,595	)		(1,040	)
Commodity-MTM	Risk management assets-non-current		(603	)		(946	)
Commodity-MTM	Risk management liabilities-current		(126	)		(523	)
Commodity-MTM	Risk management liabilities-non-current		(428	)		(637	)
Interest Rate-MTM	Risk management assets-non-current		(984	)		(3,648	)

	Total gross liabilities		(3,736	)		(6,794	)

	Total net assets and liabilities	$	17,613		$	24,236


		Amount of Gain / (Loss) in Income (in 000’s)
Derivative Type	Location of Gain / (Loss) in Income	Quarter Ended March 31, 2013			Quarter Ended March 31, 2012
Commodity-MTM-Unrealized	Natural gas sales	$	(8,481	)	$	7,872
Commodity-MTM-Unrealized	Oil and liquids sales		(804	)		(1,270	)
Commodity-MTM-Realized	Natural gas sales		4,543			5,240
Commodity-MTM-Realized	Oil and liquids sales		162			89
Interest Rate-MTM-Unrealized	Interest expense		2,664			92
Interest Rate-MTM-Realized	Interest expense		(2,709	)		(492	)

	Total	$	(4,625	)	$	11,531


	Location of Gain /(Loss) for Effective and Ineffective Portion of Derivative in Income	Amount of Gain/(Loss) Reclassified from AOCI into Income - Effective
Derivative Type		Quarter Ended March 31, 2013			Quarter Ended March 31, 2012
Commodity-Cash Flow	Natural gas sales	$	—		$	718

	Total	$	—		$	718

At March 31, 2013, the carrying values of our cash, accounts receivable, other current assets and current liabilities on the Consolidated Balance Sheets approximate fair value because of their short-term nature.

We believe the carrying value of long-term debt for our reserve-based credit facility approximates its fair value because the interest rates on the debt approximate market interest rates for debt with similar terms, which is a Level 2 measurement in the fair value hierarchy and represents the amount at which the instrument could be valued in an exchange during a current transaction between willing parties. Our reserve-based credit facility is discussed in Note 5.

Hedge Liquidation and Repositioning

In the first quarter of 2013, we liquidated or repositioned certain of our hedges. In connection with the sale of our Robinson’s Bend Field in the Black Warrior Basin of Alabama, we liquidated 395,218 Mmbtu of NYMEX swaps in 2013 and 1,634,530 Mmbtu of NYMEX swaps in 2014 at a cost of $0.3 million. In addition, we reduced our outstanding NYMEX swap positions in 2013 by 1,041,814 Mmbtu by executing offsetting trades with our counterparties at a fixed price of $3.662. These transactions ensure that our outstanding derivative positions in future periods are lower than our expected future natural gas production in those periods.

After we reduced our outstanding debt on our reserve based credit facility to $34.0 million, we reduced our outstanding interest rate swaps that fix our LIBOR rate through 2014 to $30 million at a cost of $2.1 million. We also amended a 2014 to 2015 oil trade with one of our hedge counterparties to lower the stated swap price from $98.10 to $93.50, on a total of 58,157 barrels of oil. We received proceeds of approximately $0.2 million upon execution of the amendment. The proceeds were used for working capital purposes.

5. DEBT

Reserve-Based Credit Facility

At March 31, 2013, we had a $350.0 million reserve-based credit facility with The Royal Bank of Scotland plc as administrative agent and a syndicate of lenders. The reserve-based credit facility had a borrowing base of $37.5 million and matures on March 31, 2014. At March 31, 2013, we had $34.0 million in borrowings outstanding, which is reflected as a current liability on our balance sheet. Borrowings under the reserve-based credit facility are secured by various mortgages of oil and natural gas properties that we and certain of our subsidiaries own as well as various security and pledge agreements among us and certain of our subsidiaries and the administrative agent. The lenders and their percentage commitments in the reserve-based credit facility are The Royal Bank of Scotland plc (26.84%), Wells Fargo Bank, N.A. (“Wells Fargo”) (21.95%), The Bank of Nova Scotia (21.95%), Societe Generale (14.63%), and ING Capital LLC (14.63%).

At our election, interest for borrowings are determined by reference to (i) the London interbank rate, or LIBOR, plus an applicable margin between 2.50% and 3.50% per annum based on utilization or (ii) a domestic bank rate (“ABR”) plus an applicable margin between 1.50% and 2.50% per annum based on utilization plus (iii) a commitment fee of 0.50% per annum based on the unutilized borrowing base. Interest on the borrowings for ABR loans and the commitment fee are generally payable quarterly. Interest on the borrowings for LIBOR loans are generally payable at the applicable maturity date.

The reserve-based credit facility contains various covenants that limit, among other things, our ability and certain of our subsidiaries’ ability to incur certain indebtedness, grant certain liens, merge or consolidate, sell all or substantially all of our assets, make certain loans, acquisitions, capital expenditures and investments, and pay distributions. The reserve-based credit facility limits our ability to pay distributions to unitholders and permits us to hedge our projected monthly production and the interest rate on our borrowings.

Debt Issue Costs

During the three months ended March 31, 2013, we accelerated the amortization of approximately $0.3 million in debt issue costs as a result of the third amendment of our reserve-based credit facility which set our borrowing base at $37.5 million. As of March 31, 2013, our unamortized debt issue costs were approximately $0.6 million. These costs are being amortized over the life of our reserve-based credit facility.

Funds Available for Borrowing

As of March 31, 2013 and 2012, we had $34.0 million and $98.4 million, respectively, in outstanding debt under our reserve-based credit facility. As of March 31, 2013, we had $3.5 million in remaining borrowing capacity under our reserve-based credit facility.

Compliance with Debt Covenants

At March 31, 2013, we believe that we were in compliance with the financial covenant ratios contained in our reserve-based credit facility. We monitor compliance on an ongoing basis. As of March 31, 2013, our actual Total Net Debt to actual Adjusted EBITDA ratio was 1.0 to 1.0 as compared with a required ratio of not greater than 3.5 to 1.0, our actual ratio of consolidated current assets to consolidated current liabilities was 2.5 to 1.0 as compared with a required ratio of not less than 1.0 to 1.0, and our actual Adjusted EBITDA to cash interest expense ratio was 7.8 to 1.0 as compared with a required ratio of not less than 2.5 to 1.0.

Extending or Refinancing our Reserve-Based Credit Facility

Our reserve-based credit facility matures on March 31, 2014. To the extent that we do not enter into an agreement to refinance our reserve-based credit facility, the outstanding debt balance at March 31, 2014, will become due and payable. We are currently working with a group of lenders to refinance our reserve-based credit facility. As of March 31, 2013, our outstanding debt was $34.0 million and our borrowing base was $37.5 million.

If we are unable to successfully refinance our reserve-based credit facility and it becomes necessary to reduce debt by amounts that exceed our operating cash flows or our available cash, we could reduce capital expenditures, sell oil and natural gas properties, liquidate in-the-money derivative positions, further reduce operating and administrative costs, or take additional steps to increase liquidity to repay the outstanding balance thereunder.

6. OIL AND NATURAL GAS PROPERTIES

Oil and natural gas properties consist of the following:


	March 31, 2013			December 31, 2012
	(In 000’s)
Oil and natural gas properties and related equipment (successful efforts method)
Property (acreage) costs
Proved property	$	592,862		$	591,889
Unproved property		1,410			1,380

Total property costs		594,272			593,269
Materials and supplies		896			771
Land		752			751

Total		595,920			594,791
Less: Accumulated depreciation, depletion, amortization and impairments		(479,356	)		(474,669	)

Oil and natural gas properties and equipment, net	$	116,564		$	120,122

Depletion, depreciation, amortization and impairments consist of the following:


	Three Months Ended March 31, 2013		Three Months Ended March 31, 2012
	(In 000’s)
DD&A of oil and natural gas-related assets	$	4,798	$	2,387
Asset Impairments		—		107

Total	$	4,798	$	2,494

Impairment of Oil and Natural Gas Properties and Other Non-Current Assets

In March 2012, we recorded a total non-cash impairment charge of approximately $0.1 million to impair certain of our wells in the Woodford Shale. This impairment was recorded because the net capitalized costs of the properties exceeded the fair value of the properties as measured by estimated cash flows reported in a third party reserve report. This report was based upon future oil and natural gas prices, which are based on observable inputs adjusted for basis differentials, which are Level 2 inputs in the fair value hierarchy. Significant assumptions in valuing the proved reserves included the reserve quantities, anticipated operating costs, anticipated production taxes, future expected oil and natural gas prices and basis differentials, anticipated production declines, and an appropriate discount rate commensurate with the risk of the underlying cash flow estimates for the properties of 10.0%. The impairment was primarily caused by the impact of lower future expected oil and natural gas prices on future expected cash flows during the first quarter of 2012. After the impairments, the remaining net capitalized costs subject to impairment in the Woodford

Shale was approximately $3.6 million. Cash flow estimates for the impairment testing exclude derivative instruments used to mitigate the risk of lower future oil and natural gas prices. These asset impairments have no impact on our cash flows, liquidity position, or debt covenants.

Asset Sales

In 2013, we sold our Robinson’s Bend Field in the Black Warrior Basin of Alabama for $63.0 million, subject to closing adjustments, and recorded a loss on the sale of approximately $3.1 million. These assets have now been classified as discontinued operations. See Note 13 for additional information.

In the three months ended March 31, 2013, we also sold miscellaneous surplus equipment for less than $0.1 million resulting in an immaterial gain on the asset sale. In the three months ended March 31, 2012, we sold our interests in 14 gross non-operated oil wells in Kansas and Nebraska for approximately $1.4 million in cash, resulting in an immaterial loss on the asset sale.

Useful Lives

Our furniture, fixtures, and equipment are depreciated over a life of one to five years, buildings are depreciated over a life of twenty years, and pipeline and gathering systems are depreciated over a life of twenty-five to forty years.

Exploration and Dry Hole Costs

We had no exploration and dry hole costs in the three months ended March 31, 2013 and 2012, respectively. These costs represent abandonments of drilling locations, dry hole costs, delay rentals, geological and geophysical costs, and the impairment, amortization, and abandonment associated with leases on our unproved properties.

7. RELATED PARTY TRANSACTIONS

Unit Ownership

Both PostRock and Exelon, through subsidiaries, own a portion of our outstanding units. As of March 31, 2013, CEPM, a subsidiary of PostRock, owns all of our Class A units and 5,918,894 of our Class B common units. CEPH, a subsidiary of Exelon, owns all of our Class C management incentive interests and all of our Class D interests.

Class C Management Incentive Interests

CEPH, a subsidiary of Exelon, holds the Class C management incentive interests in CEP. These management incentive interests represent the right to receive 15% of quarterly distributions of available cash from operating surplus after the Target Distribution (as defined in our operating agreement) has been achieved and certain other tests have been met. None of these applicable tests have yet to be met and CEPH has not been entitled to receive any management incentive interest distributions.

8. COMMITMENTS AND CONTINGENCIES

In the course of our normal business affairs, we are subject to possible loss contingencies arising from federal, state and local environmental, health and safety laws and regulations and third-party litigation and lawsuits. As of March 31, 2013, there were no matters which, in the opinion of management, would have a material adverse effect on the financial position, results of operations or cash flows of CEP, and its subsidiaries, taken as a whole.

9. ASSET RETIREMENT OBLIGATION

We recognize the fair value of a liability for an asset retirement obligation (“ARO”) in the period in which it is incurred if a reasonable estimate of fair value can be made. Each period, we accrete the ARO to its then present value. The associated asset retirement cost (“ARC”) is capitalized as part of the carrying amount of our oil and natural gas properties, equipment and facilities. Subsequently, the ARC is depreciated using a systematic and rational method over the asset’s useful life. The AROs recorded by us relate to the plugging and abandonment of oil and natural gas wells, and decommissioning of oil and natural gas gathering and other facilities.

Inherent in the fair value calculation of ARO are numerous assumptions and judgments including the ultimate settlement amounts, inflation factors, credit adjusted discount rates, timing of settlement and changes in the legal, regulatory, environmental and political environments. To the extent future revisions to these assumptions result in adjustments to the recorded fair value of the existing ARO, a corresponding adjustment is made to the ARC capitalized as part of the oil and natural gas property balance.

The following table is a reconciliation of the ARO:


	For the Quarter Ended March 31, 2013			For the Year Ended December 31, 2012
	(In 000’s)
Asset retirement obligation, beginning balance	$	7,665		$	7,052
Liabilities incurred		28			162
Liabilities settled		(3	)		(8	)
Revisions to prior estimates		—			—
Accretion expense		123			459

Asset retirement obligation, ending balance	$	7,813		$	7,665

Additional asset retirement obligations increase the liability associated with new oil and natural gas wells and other facilities as these obligations are incurred. Actual expenditures for abandonments of oil and natural gas wells and other facilities reduce the liability for asset retirement obligations. At March 31, 2013, and December 31, 2012, there were no significant expenditures for abandonments and there were no assets legally restricted for purposes of settling existing asset retirement obligations.

10. COMPENSATION

We recognized approximately $0.4 million and $0.3 million of non-cash compensation expense related to our unit-based compensation plans in the three months ended March 31, 2013, and March 31, 2012, respectively. As of March 31, 2013, we had approximately $1.1 million in unrecognized compensation expense related to our unit-based non-cash compensation plans expected to be recognized through the first quarter of 2015.

In the three months ended March 31, 2013, we incurred one-time severance costs of approximately $0.8 million. This one-time charge was reflected as general and administrative expenses and was composed of approximately $0.7 million in cash compensation expense and approximately $0.1 million in non-cash compensation expense related to accelerated vesting under our unit-based compensation plans.

11. DISTRIBUTIONS TO UNITHOLDERS

Beginning in June 2009, we suspended our quarterly distributions to unitholders. For each of the quarterly periods since June 2009, we were restricted from paying distributions to unitholders as we had no available cash (taking into account the cash reserves set by our board of managers for the proper conduct of our business) from which to pay distributions. See Note 14 for additional information.

12. MEMBERS’ EQUITY

2013 Equity

At March 31, 2013, we had 484,505 Class A units and 23,740,728 Class B common units outstanding, which included 44,644 unvested restricted common units issued under our Long-Term Incentive Plan and 350,804 unvested restricted common units issued under our 2009 Omnibus Incentive Compensation Plan.

At March 31, 2013, we had granted 347,602 common units of the 450,000 common units available under our Long-Term Incentive Plan. Of these grants, 302,958 have vested.

At March 31, 2013, we had granted 1,368,748 common units of the 1,650,000 common units available under our 2009 Omnibus Incentive Compensation Plan. Of these grants, 1,017,944 have vested.

For the three months ended March 31, 2013, 139,810 common units have been tendered by our employees for tax withholding purposes. These units, costing approximately $0.2 million, have been returned to their respective plan and are available for future grants.

2012 Equity

At March 31, 2012, we had 482,999 Class A units and 23,666,956 Class B common units outstanding, which included 99,369 unvested restricted common units issued under our Long-Term Incentive Plan and 679,857 unvested restricted common units issued under our 2009 Omnibus Incentive Compensation Plan.

At March 31, 2012, we had granted 315,221 common units of the 450,000 common units available under our Long-Term Incentive Plan. Of these grants, 215,852 have vested.

At March 31, 2012, we had granted 1,327,357 common units of the 1,650,000 common units available under our 2009 Omnibus Incentive Compensation Plan. Of these grants, 647,500 have vested.

For the three months ended March 31, 2012, 78,131 common units have been tendered by our employees for tax withholding purposes. These units, costing approximately $0.2 million, have been returned to their respective plan and are available for future grants.

13. DISCONTINUED OPERATIONS

On January 31, 2013, our Board of Managers authorized the sale of the two entities that own all our natural gas properties and inventory in the Robinson’s Bend Field in the Black Warrior Basin of Alabama for $63.0 million, subject to closing adjustments. On February 28, 2013, we sold all of our operations in Alabama, including our interests in 596 operated natural gas wells and all of our inventory and equipment and received approximately $60.0 million in net cash proceeds from the buyer, subject to additional post-closing working capital and other customary adjustments. Of this amount, approximately $1.2 million will be held in escrow for a period of twenty-four months pending certain closing conditions and $50.0 million was used to reduce our outstanding debt under our reserve-based credit facility.

During the three months ended March 31, 2013, our discontinued operations had a net loss of $2.7 million consisting of revenues of $2.3 million, expenses of $1.9 million, and a loss on sale of $3.1 million. During the three ended March 31, 2012, our discontinued operations had a net loss of $0.8 million consisting of revenues of $3.1 million and expenses of $3.9 million. At December 31, 2012, our discontinued operations had current assets of $1.9 million, long-term assets of $67.4 million, current liabilities of $1.6 million, and long-term liabilities of $7.7 million. The current assets primarily represented accounts receivable for natural gas sales and the current liabilities primarily represented accounts payable and accrued liabilities. Long-term assets represented natural properties, equipment and facilities and the long-term liabilities represented asset retirement obligations.

14. SUBSEQUENT EVENTS

The following subsequent events have occurred between March 31, 2013, and May 15, 2013:

Distribution

Our board of managers has suspended the quarterly distribution to our unitholders for the quarter ended March 31, 2013, which continues the suspension we first announced in June 2009.

Derivative and Financial Instruments

On May 13, 2013, we entered into additional NYMEX swaps related to our expected natural gas production in 2015 and 2016. In 2015, we increased our outstanding NYMEX swap positions by 1,990,629 MMbtu at $4.25 per MMbtu. In 2016, we entered into new positions for 1,686,330 MMbtu at $4.31 per MMbtu.

Item 2. Management’s Discussion and Analysis of Financial Condition and Results of Operations

The following discussion and analysis should be read in conjunction with the financial statements and the summary of significant accounting policies and notes included herein and in our most recent Annual Report on Form 10-K.

Overview

We are a limited liability company formed in 2005 to acquire oil and natural gas properties. All of our oil and natural gas reserves are currently located in the Mid-Continent region of the United States, including the Cherokee Basin of Kansas and Oklahoma, the Woodford Shale in Oklahoma, and the Central Kansas Uplift in Kansas. Our primary business objective is to create long-term value and to generate stable cash flows allowing us to invest in our business to grow our reserves and production. We plan to achieve our objective by executing our business strategy, which is to:

•

organically grow our business by increasing reserves and production through what we believe to be low-risk development drilling that focuses on capital efficient production growth and oil opportunities on our existing properties in the Mid-Continent region;

•

reduce the volatility in our cash flows resulting from changes in oil and natural gas commodity prices and interest rates through efficient hedging programs; and

•

make accretive, right-sized acquisitions of oil and natural gas properties characterized by a high percentage of proved developed oil and natural gas reserves with long-lived, stable production and low-risk drilling opportunities.

We completed our initial public offering on November 20, 2006, and our Class B common units are currently listed on the NYSE MKT under the symbol “CEP.”

Unless the context requires otherwise, any reference in this Quarterly Report on Form 10-Q to “Constellation Energy Partners,” “we,” “our,” “us,” “CEP,” or the “Company” means Constellation Energy Partners LLC and its subsidiaries. References in this Quarterly Report on Form 10-Q to “PostRock” and “CEPM” are to PostRock Energy Corporation and its subsidiary Constellation Energy Partners Management, LLC, respectively. References in this Quarterly Report on Form 10-Q to “Exelon” and “CEPH” are to Exelon Corporation and its subsidiary Constellation Energy Partners Holdings, LLC, respectively. References in this Quarterly Report on Form 10-Q to “Constellation,” “CCG,” and “CHI” are to Constellation Energy Group, Inc., Constellation Energy Commodities Group, Inc., and Constellation Holdings, Inc., respectively.

How We Evaluate our Operations

Non-GAAP Financial Measure—Adjusted EBITDA

We define Adjusted EBITDA as net income (loss) adjusted by:

•

depreciation, depletion and amortization;

•

write-off of deferred financing fees;

•

asset impairments;

•

(gain) loss on sale of assets;

•

accretion expense;

•

exploration costs;

•

(gain) loss from equity investment;

•

unit based compensation programs;

•

(gain) loss from mark to market activities;

•

gains (losses) on discontinued operations; and

•

interest (income) expense, net which includes:

•

interest expense

•

interest expense gain/(loss) mark-to-market activities

•

interest (income)

Adjusted EBITDA is a significant performance metric used by our management to indicate (prior to the establishment of any cash reserves by our board of managers) the distributions we would expect to pay to our unitholders. Specifically, this financial measure indicates to investors whether or not we are generating cash flow at a level that can sustain or support a quarterly distribution or any increase in our quarterly distribution rates. Adjusted EBITDA is also used as a quantitative standard by our management and by external users of our financial statements such as investors, research analysts, our lenders and others to assess:

•

the financial performance of our assets without regard to financing methods, capital structure or historical cost basis;

•

the ability of our assets to generate cash sufficient to pay interest costs and support our indebtedness; and

•

our operating performance and return on capital as compared to those of other companies in our industry, without regard to financing or capital structure.

Our Adjusted EBITDA should not be considered as a substitute for net income, operating income, cash flows from operating activities or any other measure of financial performance or liquidity presented in accordance with GAAP. Our Adjusted EBITDA excludes some, but not all, items that affect net income and operating income and these measures may vary among other companies. Therefore, our Adjusted EBITDA may not be comparable to similarly titled measures of other companies.

We are unable to reconcile our forecast range of Adjusted EBITDA to GAAP net income or operating income because we do not predict the future impact of adjustments to net income (loss), such as (gains) losses from mark-to-market activities and equity investments or asset impairments due to the difficulty of doing so, and we are unable to address the probable significance of the unavailable reconciliation, in significant part due to ranges in our forecast impacted by changes in oil and natural gas prices and reserves which affect certain reconciliation items.

The following table presents a reconciliation of net income (loss) to Adjusted EBITDA, our most directly comparable GAAP performance measure, for each of the periods presented:


	For the Three Months Ended
	March 31, 2013			March 31, 2012
	(In 000’s)
Net income (loss)	$	(13,332	)	$	5,885
Adjusted by:
Interest expense/(income), net		1,352			1,619
Depreciation, depletion and amortization		4,798			2,387
Asset impairments		—			107
Accretion expense		123			114
(Gain)/Loss on sale of assets		(6	)		4
Unit-based compensation programs		401			280
(Gain)/Loss on mark-to-market activities		9,285			(6,602	)
Discontinued operations		2,686			801

Adjusted EBITDA	$	5,307		$	4,595

Our Adjusted EBITDA from our continuing operations in the Cherokee Basin was $5.3 million for the three months ended March 31, 2013, higher than our Adjusted EBITDA of $4.6 million in the same period in 2012. Half of this increase of $0.7 million is a result of higher oil and natural gas sales primarily as a result of increased oil production and half of the increase is a result of lower cash operating expenses.

Some key highlights of our business activities though May 15, 2013 were:

•

We have reduced our outstanding debt by 84.6% from a high of $220.0 million in 2009 to $34.0 million.

•

We sold all of our natural gas properties in the Robinson’s Bend Field in the Black Warrior Basin of Alabama in February 2013.

•

We have implemented strategies to reduce our general and administrative expenses and our lease operating expenses going forward. In the first quarter of 2013, we incurred a one-time general and administrative charge of approximately $0.8 million associated with severance costs. Excluding this one-time charge and non-cash unit-based compensation costs, our first quarter 2013 cash general and administrative expenses and lease operating expenses decreased by 13.5% as compared to these cash operating expenses in the first quarter of 2012.

•

Our successful capital expenditure programs have continued to expand our oil production. Our first quarter 2013 oil production has increased by 64.8% over our oil production in the first quarter of 2012. Oil revenues accounted for 44.9% of our total unhedged revenue stream in 2013.

In 2013, we intend to continue focusing our efforts on developing oil opportunities on our existing properties in the Mid-continent region while pursuing opportunities to acquire additional properties in our operating area or merger and acquisition opportunities. Our current 2013 capital budget is expected to be between $19.0 million and $21.0 million and will focus on higher return oil opportunities and capital efficient recompletions. We anticipate that our 2013 capital expenditures could allow us to maintain our 2013 production at slightly below the same level as in 2012. We intend to manage our business to operate within the cash flows that are generated by our existing asset base.

Significant Operational Factors

•

Realized Prices. Our average realized price for the three months ended March 31, 2013, was $7.16 per Mcfe including hedge settlements and $4.82 per Mcfe excluding hedge settlements. After deducting the cost of sales associated with our third party gathering, our average realized prices were $6.95 per Mcfe including hedge settlements and $4.61 per Mcfe excluding hedge settlements.

•

Production. Our production for the three months ended March 31, 2013, was 2.0 Bcfe, or an average of 22,333 Mcfe per day, compared with approximately 2.1 Bcfe, or an average of 23,319 Mcfe per day, for the three months ended March 31, 2012. This 2013 production is lower than the production for the same period in 2012 because of the natural production declines associated with our existing natural gas wells not being fully offset by the impact of our drilling programs which were limited so that our operating cash flows could be used to reduce our outstanding debt level.

•

Capital Expenditures and Drilling Results. During the first three months of 2013, we spent approximately $2.5 million in cash capital expenditures, consisting of $2.4 million in development expenditures focused on oil completions in the Cherokee Basin and $0.1 million to acquire certain additional natural gas wells in the Cherokee Basin. We have completed 12 net wells and 5 net recompletions during the three months ended March 31, 2013 and have 4 net wells and net recompletions in progress at March 31, 2013. During the fourth quarter of 2012 and the first quarter of 2013, we successfully completed substantially all of the remaining net wells and net recompletions from our 2012 capital program, and our first quarter 2013 daily average net oil production has increased to 533 barrels from our average daily production of 272 barrels for the third quarter of 2012 and 396 barrels for the fourth quarter of 2012.

•

Hedging Activities. All of our commodity and interest rate derivatives are accounted for as mark-to-market activities. For the three months ended March 31, 2013, the unrealized non-cash mark-to-market loss for our commodity derivatives was approximately $9.3 million as compared to an unrealized non-cash mark-to-market gain of $6.6 million for the same period in 2012.

We experience earnings volatility as a result of using the mark-to-market accounting method for our open derivative positions. This accounting treatment can cause extreme earnings volatility as the positions for future oil and natural gas production or interest rates are marked-to-market. These non-cash unrealized gains or losses are included in our current statement of operations until the derivatives are cash settled as the commodities are produced and sold or interest payments are made. Further detail of our commodity derivative positions and their accounting treatment is outlined below in “Cash Flow From Operations-Open Commodity Hedge Position”.

•

Debt Reduction. We have reduced our outstanding debt from a high of $220.0 million in 2009 to $34.0 million or by 84.5%. Our reserve-based credit facility must be refinanced prior to its maturity on March 31, 2014. At May 15, 2013, we had $34.0 million in outstanding debt, which is reflected as a current liability on our balance sheet. After consideration of our current cash balance of approximately $10.9 million, we have $23.1 million of current net debt.

•

Operating Expense Reductions. We have implemented strategies to reduce our structural general and administrative expenses by 25% over the next 12 months and to further reduce our lease operating expenses. These strategies include: reducing headcount in Houston and Oklahoma, closing our technical office in Tulsa, Oklahoma, closing our field office in Dewey, Oklahoma, lowering our annual bonus expense by 50%, reducing executive and board compensation expenses, reducing medical and dental plan expenses by changing providers, reducing the employer match for our 401K program, releasing our strategic advisor, changing certain other professional services providers, terminating our outsource support services agreement for revenue accounting services, and reducing overtime expenses.

Results of Operations

The following table sets forth the selected financial and operating data for the periods indicated:


	For the three months ended			For the three months ended			2013 Vs 2012 Variance
	March 31, 2013			March 31, 2012			$			%
Revenues:
Natural gas sales	$	8,935		$	9,794		$	(859	)		(8.8	)%
Oil and liquids sales		4,512			3,280			1,232			37.6	%
Gain / (loss) from mark-to-market activities		(9,285	)		6,602			(15,887	)		(240.6	)%
Other natural gas sales		938			938			—			—

Total revenues		5,100			20,614			(15,514	)		(75.3	)%

Operating expenses:
Lease operating expenses		4,236			5,171			(935	)		(18.1	)%
Cost of sales		420			385			35			9.1	%
Production taxes		487			402			85			21.1	%
General and administrative		4,404			3,836			568			14.8	%
(Gain) /loss on sale of assets		(6	)		4			(10	)		(250.0	)%
Depreciation, depletion and amortization		4,798			2,387			2,411			101.0	%
Asset impairments		—			107			(107	)		—
Accretion expenses		123			114			9			7.9	%

Total operating expenses		14,462			12,406			2,056			16.6	%
Other expenses (income):
Interest expense		4,016			1,711			2,305			134.7	%
Interest expense (Gain)/loss from mark-to-market activities		(2,664	)		(92	)		(2,572	)		2,795.7	%
Other (income) expense		(68	)		(97	)		29			(29.9	)%

Total other expenses (income)		1,284			1,522			(238	)		(15.6	)%


	For the three months ended			For the three months ended			2013 Vs 2012 Variance
	March 31, 2013			March 31, 2012			$			%
Total expenses		15,746			13,928			1,818			13.1	%
Discontinued operations		(2,686	)		(801	)		(1,885	)		235.3	%

Net income (loss)	$	(13,332	)	$	5,885		$	(19,217	)		(326.5	)%

Net production:
Natural gas production (MMcf)		1,723			1,945			(222	)		(11.4	)%
Oil and liquids production (MBbl)		48			29			19			65.5	%
Total production (MMcfe)		2,010			2,122			(112	)		(5.3	)%
Average daily production (Mcfe/d)		22,333			23,319			(986	)		(4.2	)%
Average sales prices:
Natural gas price per Mcf with hedge settlements	$	5.73		$	5.52		$	0.21			3.8	%
Natural gas price per Mcf without hedge settlements	$	3.09		$	2.45		$	0.64			26.1	%
Oil and liquids price per Bbl with hedge settlements	$	94.00		$	113.10		$	(19.10	)		(16.9	)%
Oil and liquids price per Bbl without hedge settlements	$	90.65		$	110.03		$	(19.38	)		(17.6	)%
Total price per Mcfe with hedge settlements	$	7.16		$	6.60		$	0.56			8.5	%
Total price per Mcfe without hedge settlements	$	4.82		$	3.75		$	1.07			28.5	%
Average unit costs per Mcfe:
Field operating expenses^(a)	$	2.35		$	2.63		$	(0.28	)		(10.6	)%
Lease operating expenses	$	2.11		$	2.44		$	(0.33	)		(13.5	)%
Production taxes	$	0.24		$	0.19		$	0.05			26.3	%
General and administrative expenses	$	2.19		$	1.81		$	0.38			21.0	%
General and administrative expenses w/o unit-based compensation	$	1.99		$	1.68		$	0.31			18.5	%
Depreciation, depletion and amortization	$	2.39		$	1.12		$	1.27			113.4	%

^(a)	Field operating expenses include lease operating expenses (average production costs) and production taxes.

Three months ended March 31, 2013 compared to three months ended March 31, 2012

Oil and natural gas sales. Oil and natural gas sales increased $0.4 million, or 2.7%, to $14.4 million for the three months ended March 31, 2013 as compared to $14.0 million for the same period in 2012. Of this increase, $2.1 million was attributable to higher market prices for our natural gas production offset by lower market prices for our oil production, offset by $1.3 million attributable to lower cash hedge settlements from our hedge program, and $0.4 million attributable to decreased natural gas production volumes offset by higher oil volumes. Production for the three months ended March 31, 2013 was 2.0 Bcfe, which was 0.1 Bcfe lower than the same period in 2012. This decrease was associated with natural declines in our natural gas production in the Cherokee Basin not being fully offset by increases in our oil production. The production from our Woodford Shale properties remained level. Due to the decrease in the level of our drilling activities since 2010, our maintenance drilling programs have not been sufficient to offset the natural decline rate of production associated with our existing wells. We hedged all of our actual consolidated production volumes sold through March 31, 2013, and approximately 69% of our actual production through March 31, 2012. In March 2013, we liquidated or repositioned certain of our hedges to ensure that our outstanding derivative positions in future periods are lower than our expected future natural gas production in those periods.

Cash hedge settlements received for our commodity derivatives were approximately $4.7 million for the three months ended March 31, 2013. Cash hedge settlements received for our commodity derivatives were approximately $6.0 million for the three months ended March 31, 2012. This difference is due to changes in hedge prices, hedged volumes, and market prices for natural gas and oil during 2012.

As discussed below, our unrealized non-cash mark-to-market activities decreased by $15.9 million for the three months ended March 31, 2013, as compared to the same period in 2012. Our realized prices before our hedging program increased from 2012 to 2013 primarily due to net higher market prices for our natural gas production. This was offset by our hedging program and the mark-to-market gains and losses discussed below.

Hedging and mark-to-market activities. All of our derivatives are accounted for as mark-to-market activities. For the three months ended March 31, 2013, the unrealized non-cash mark-to-market loss was approximately $9.3 million as compared to an unrealized non-cash mark-to-market gain of $6.6 million for the same period in 2012. These losses represent the change in the

estimated fair value of our open derivative positions for each period. The 2013 non-cash loss represents approximately $9.2 million from the impact of higher future expected oil and natural gas prices on these derivative transactions that are being accounted for as mark-to-market activities and a $0.1 million loss related to non-performance risk associated with our counterparties. The 2012 non-cash gain represented approximately $7.2 million from the impact of lower than expected future natural gas prices on these derivative transactions that are being accounted for as mark-to-market activities offset by a $0.6 million reduction for non-performance risk related to our counterparties.

Field operating expenses. Our field operating expenses generally consist of lease operating expenses, labor, vehicle, supervision, transportation, minor maintenance, tools and supplies expenses, as well as production and ad valorem taxes.

For the three months ended March 31, 2013, lease operating expenses decreased $0.9 million, or 18.1%, to $4.2 million, compared to expenses of $5.1 million for the same period in 2012. This decrease in lease operating expenses is primarily related to $0.9 million in lower expenses in the Cherokee Basin. By category, our lease operating expenses were lower in 2013 as compared to 2012 by $0.9 million because of decreases of $0.7 million in elective costs such as well servicing and repairs and maintenance, $0.1 million in labor costs, and $0.1 million in lower ad valorem taxes.

For the three months ended March 31, 2013, per unit lease operating expenses were $2.11 per Mcfe compared to $2.44 per Mcfe for the same period in 2012.

For the three months ended March 31, 2013, production taxes increased $0.1 million, or 21.1%, to $0.5 million, compared to expenses of $0.4 million for the same period in 2012. This increase is primarily the result of higher market prices for natural gas and oil in 2013 offset by the impact of production taxes on 0.1 Bcfe in lower production in 2013.

Cost of sales. For the three months ended March 31, 2013, cost of sales remained flat compared to the same period in 2012.

General and administrative expenses. General and administrative expenses include the costs of our employees, related benefits, field office expenses, professional fees, and other costs not directly associated with field operations. General and administrative expenses increased $0.6 million, or 14.8%, to $4.4 million for the three months ended March 31, 2013, as compared to $3.8 million for the same period in 2012. Our general and administrative expenses were higher in 2013 as compared to 2012 because of $0.7 million in one-time cash severance costs, $0.4 million in higher labor and incentive compensation costs, and $0.1 million in higher non-cash unit-based compensation expenses primarily related to one-time severance costs, offset by $0.6 million in lower in professional services and consulting costs including the costs associated with the termination of our support services agreement for revenue accounting services. Without the one-time cash and non-cash severance costs, our total reported general and administrative expenses for the three months ended March 31, 2013, would have been lower by approximately $0.2 million as compared to the same period in 2012.

Our per unit costs were $2.19 per Mcfe for the three months ended March 31, 2013, as compared to $1.81 per Mcfe for the same period in 2012. This increase is attributable to the impact of 0.1 Bcfe in lower production and by an increase in total spending of approximately $0.6 million. Excluding the impact of the one-time severance costs, our total per unit costs excluding non-cash unit-based compensation expenses would have been $1.65 per Mcfe in 2013 which is lower than the 2012 costs of $1.68 per Mcfe.

Exploration Costs. There were no exploration costs for the three months ended March 31, 2013 and March 31, 2012.

Gain/loss on sale of asset. Our gain/loss on the sale of assets decreased approximately $0.01 million, or 250.0%, to a gain of less than $0.01 million for the three months ended March 31, 2013, as compared to a loss of less than $0.01 million for the same period in 2012. In 2013, we sold surplus equipment in Oklahoma at a gain of less than $0.01 million. In 2012, we sold 14 wells in the Central Kansas Uplift surplus equipment at a loss of less than $0.01 million.

Depreciation, depletion and amortization expense and Asset Impairments. Depreciation, depletion and amortization expenses include the depreciation, depletion and amortization of acquisition costs and equipment costs. Depletion is calculated using units-of-production. Assuming everything else remains unchanged, as oil or natural gas production changes, depletion would change in the same direction.

Our depreciation, depletion and amortization expense for the three months ended March 31, 2013 was $4.8 million, or $2.39 per Mcfe, compared to $2.4 million, or $1.12 per Mcfe, for the same period in 2012. This increase in 2013 depreciation, depletion, and amortization reflects the decrease in our reserve base at December 31, 2012, primarily due to the impact of a lower SEC-required natural gas price used to calculate our reserves which resulted in negative reserve revisions, and increased expenditures incurred for our drilling programs in 2012. These revisions were partially offset by increased oil reserves as a result of our successful drilling programs and a 0.1 Bcfe decrease in production volumes during 2013 as compared to 2012. We calculate

depletion using units-of-production under the successful efforts method of accounting. Our other assets are depreciated using the straight line basis. Consistent with our prior practice, we will use our 2012 reserve report to calculate our depletion rate during the first three quarters of 2013 and will use our 2013 reserve report to record our depletion in the fourth quarter of 2013.

For the three months ended March 31, 2013, no asset impairment was recorded, compared to asset impairments of $0.1 million for the same period in 2012. Our non-cash impairment charges in 2012 were approximately $0.1 million to impair certain of our wells in the Woodford Shale. This impairment was recorded because the net capitalized costs of the properties exceeded the fair value of the properties as measured by estimated cash flows reported in a third party reserve report. The impairment was primarily caused by the impact of lower future natural gas prices during the first quarter of 2012 on future expected cash flows.

Interest expense. Interest expense for the three months ended March 31, 2013 decreased $0.3 million, or 16.5%, to $1.3 million as compared to $1.6 million in interest expense for the same period in 2012. This decrease was primarily due to $2.6 million in higher non-cash mark-to-market gains on our interest rate swaps that are accounted for as mark-to-market activities, lower market interest expense on our outstanding debt of $0.2 million, higher amortization of debt issue costs of $0.3 million, and higher interest rate swap settlements of $2.2 million, while capitalized interest remained flat in 2013 to the same period in 2012. At March 31, 2013, we had an outstanding balance under our reserve-based credit facility of $34.0 million as compared to $98.4 million at March 31, 2012. The average interest rate on our outstanding debt was approximately 5.7% in 2013 compared to 5.7% in 2012. We use interest rate swaps to reduce our exposure to changes in the LIBOR rate. In 2013, we reduced our outstanding interest rate swaps that fix our LIBOR rate through 2014 to $30 million, which increased our interest rate swap settlements by $2.1 million. As this position was closed, we had an offsetting non-cash gain in our mark-to-market interest swap activities. We accelerated the amortization of approximately $0.3 million in debt issue costs in 2013 as a result of the third amendment of our reserve-based credit facility which set our borrowing base at $37.5 million.

Interest income. Interest income for the three months ended March 31, 2013, was less than $0.01 million as compared to less than $0.01 million for the same period in 2012. During 2013, market rates for overnight investments continued to be at historical lows, resulting in no significant earnings on our cash balances.

Discontinued Operations. Income from discontinued operations for the three months ended March 31, 2013 decreased $1.9 million, or 235.3%, to a loss of $2.7 million as compared to a loss of $0.8 million in discontinued operations for the same period in 2012. Our discontinued operations represent the net loss associated with the Robinson’s Bend Field in the Black Warrior Basin of Alabama, which was sold on February 28, 2013, with an effective date of December 1, 2012. The loss in 2013 reflects a $3.1 million loss on the sale of the properties, only two months of income and lower depreciation expenses.

Liquidity and Capital Resources

During 2012 and through May 15, 2013, we utilized our cash flow from operations as our primary source of capital to fund our operating and capital programs. Our primary use of capital during this time was for the development of existing oil opportunities within our asset base in the Cherokee Basin. In 2013, we also sold our Robinson’s Bend Field in the Black Warrior Basin of Alabama and used $50.0 million of the proceeds to reduce our outstanding debt.

Based upon our current business plan for 2013, we anticipate that we will continue to generate sufficient operating cash flows to meet our working capital needs and fund a planned capital expenditure program between $19.0 million and $21.0 million. We will be monitoring the capital resources available to us to meet our future financial obligations and our planned 2013 capital expenditures, including the potential maturity of our outstanding debt on March 31, 2014. Our current expectation is that we will continue managing our business to operate within the cash flows that are generated.

Given our focus on debt reduction since June 2009, our quarterly distributions to our unitholders remained suspended through the first quarter of 2013. At March 31, 2013, we were restricted from paying distributions to unitholders as we had no available cash (taking into account the cash reserves set by our board of managers for the proper conduct of our business and the payment of fees and expenses) from which to pay distributions.

Our future success in growing reserves and production will be highly dependent on the capital resources available to us and our success in drilling for or acquiring additional reserves and managing the costs associated with our operations. We routinely monitor and adjust our capital expenditures and operating expenses in response to changes in oil and natural gas prices, drilling and acquisition costs, industry conditions, availability of funds under our reserve-based credit facility, and internally generated cash flow. Based upon current oil and natural gas price expectations, our existing hedge position and expected production levels in 2013, we anticipate that our cash flow from operations can meet our planned capital expenditures and other cash requirements for the next twelve months without increasing our debt. If needed, we may issue additional equity securities to raise additional capital. Future cash flows and our borrowing capacity are subject to a number of variables, including the level of oil and natural gas production, the market prices for those products and our hedge position. There can be no assurance that operations and other capital resources will provide cash in sufficient amounts to maintain our reduced debt level, planned levels of capital expenditures, operating expenses, or any cash distributions that we may make to unitholders.

Sources of Debt and Equity Financing

As of May 15, 2013, the borrowing base under our reserve-based credit facility was $37.5 million and we had $34.0 million of debt outstanding under the facility, leaving us with $3.5 million in unused borrowing capacity. Our reserve-based credit facility matures on March 31, 2014, and the entire $34.0 million in outstanding debt is shown as a current liability on our balance sheet at March 31, 2013. To the extent that we do not enter into an agreement to refinance our reserve-based credit facility, the outstanding debt balance at March 31, 2014, will become due and payable. We are working with a group of lenders to refinance our reserve-based credit facility and believe that we will be able to do so, but there is no assurance that we can or will be able to refinance our reserve-based credit facility on terms reasonably acceptable to us or at all.

In 2011, we filed a shelf registration statement with the SEC to register up to $500 million of debt or equity securities to repay or refinance outstanding debt and to fund working capital, capital expenditures and any acquisitions. This registration statement will expire in February 2014. As a smaller reporting company, any sales of securities under our shelf registration statement during the preceding rolling 12 months is limited to one-third of our public float. Our public float is calculated by multiplying the highest closing price of our Class B common units within the last 60 days by the number of outstanding Class B common units held by non-affiliates, currently including PostRock. There is no guarantee that securities can or will be issued under the registration statement or that conditions in the financial markets would be supportive of an issuance of such securities by us. If needed, we may also issue securities in one or more private placements.

Cash Flow from Operations

Our net cash flow provided by operating activities for the three months ended March 31, 2013 was $1.5 million, compared to net cash flow provided by operating activities of $1.4 million for the same period in 2012. This $0.1 million increase in operating cash flow is attributable to the impact of higher reported oil and natural gas sales revenues of $0.4 million, $0.4 million from lower cash operating expenses, $0.1 million in higher cash flow from discontinued operations, and the remainder is due to changes in working capital.

The increase in oil and natural gas sales is a result of $2.2 million from higher market prices for natural gas offset by lower market prices for oil, offset by $1.3 million as a result of lower cash settlements of our oil and natural gas hedges and $0.4 million from lower natural gas production volumes offset by higher oil production volumes. The lower cash operating expenses is primarily as a result of lower total spending for lease operating expenses offset by the impact of higher production taxes and higher cost of sales. The remaining net change in working capital and other items is primarily the result of the timing of payments and collection of accounts receivable.

The change in our working capital from 2013 to 2012 was attributable to higher other assets of $1.1 million, lower accrued liabilities of $2.1 million, lower accounts payable of $0.4 million, lower royalty payables of $0.2 million and lower prepaid expenses of $0.2 million, offset by lower accounts receivable of $1.2 million and increased other liabilities of $1.1 million. Our accrued liabilities decreased after the payments associated with our 2012 incentive compensation programs were made offset by an increase in severance payments not yet made. Our accounts payable decreased due to timing of invoice payments and lower checks-in-transit in 2013. Our receivables balance decreased as we collected additional oil sales from certain tank batteries and our royalty payable balance decreased due to both lower production volumes for our estimated oil and natural gas sales and royalty payments made on oil sales. The increase in other assets is related to the establishment of an escrow account of approximately $1.2 million related to certain closing conditions associated with the sale of our Robinson’s Bend Field in the Black Warrior Basin of Alabama. These funds will be held in escrow for twenty-four months. Our discontinued operations had an effective date of the sale of December 1, 2012 and a closing date of February 28, 2013. These operations generated less than $1.1 million that will be paid to the buyer in the second quarter of 2013.

Our cash flow from operations is subject to many variables, the most significant of which are the volatility of market prices for oil and natural gas, our hedging program and our level of production of oil and natural gas. Our future cash flow from operations will depend on our ability to maintain and increase production through our development program or completing acquisitions and successfully executing our hedging program. For additional information on our business plan, refer to “Outlook”.

Open Commodity Hedge Position

We enter into hedging arrangements to reduce the impact of oil and natural gas price volatility on our operations. By removing the price volatility from a significant portion of our oil and natural gas production, we have mitigated, but not eliminated, the potential effects of changing prices on our cash flow from operations for those periods. While mitigating the negative effects of falling commodity prices, these derivative contracts also limit the benefits we might otherwise receive from increases in commodity prices. These derivative contracts also limit our ability to have additional cash flows to fund higher severance taxes, which are usually based on market prices for oil and natural gas. Our operating cash flows are also impacted by the cost of oilfield services. In

the event of inflation increasing service costs or administrative expenses, our hedging program will limit our ability to have increased operating cash flows to fund these higher costs. Increases in the market prices for oil and natural gas will also increase our need for working capital as our commodity hedging contracts cash settle prior to our receipt of cash from our sales of the related commodities to third parties.

It is our policy to enter into derivative contracts only with counterparties that are creditworthy financial institutions deemed by management as competent and competitive market makers. Each of the counterparties to our derivative contracts is a lender in our reserve-based credit facility and we do not currently post collateral with our counterparties under any of these agreements. This is significant since we are able to lock in sales prices on a substantial amount of our expected future production without posting cash collateral based on price changes prior to the hedges being cash settled.

For 2013, we forecast our total net natural gas production to range between 6.5 Bcf and 7.3 Bcf and our total net oil production of between 190,000 Bbls and 210,000 Bbls. For the remainder of 2013, we have approximately 5.1 Bcfe of our Mid-Continent natural gas production locked in at an effective fixed price of $6.17 per Mcfe with basis hedges on 3.8 Bcfe of this amount at an average differential of $0.39 per Mcfe. For the remainder of 2013, we have hedges in place on approximately 107 MBbl of our oil production at a fixed price of $96.31 per barrel. These hedge positions lock in a significant portion of our expected revenues for 2013, although we are still exposed to increases or decreases in oil and natural gas prices on any of our unhedged volumes.

The following tables summarize, for the periods indicated, our hedges currently in place through December 31, 2016. All of these derivatives are accounted for as mark-to-market activities.

MTM Fixed Price Swaps—NYMEX (Henry Hub)


	For the quarter ended (in MMBtu)
	March 31,				June 30,				Sept 30,				Dec 31,				Total
	Volume		Average Price		Volume		Average Price		Volume		Average Price		Volume		Average Price		Volume		Average Price
2013						1,158,226	$	6.14		1,721,278	$	6.17		1,691,540	$	6.18		4,571,044	$	6.17
2014		1,575,000	$	5.75		1,592,500	$	5.75		1,610,000	$	5.75		1,610,000	$	5.75		6,387,500	$	5.75
2015		1,011,055	$	4.27		971,604	$	4.27		938,968	$	4.27		908,492	$	4.27		3,830,119	$	4.27
2016		441,492	$	4.31		426,825	$	4.31		414,329	$	4.31		403,684	$	4.31		1,686,330	$	4.31

																		16,474,993

MTM Fixed Price Basis Swaps– CenterPoint Energy Gas Transmission (East), ONEOK Gas Transportation (Oklahoma), or Southern Star Central Gas Pipeline (Texas, Oklahoma, and Kansas)


	For the quarter ended (in MMBtu)
	March 31,				June 30,				Sept 30,				Dec 31,				Total
	Volume		Weighted Average $		Volume		Weighted Average $		Volume		Weighted Average $		Volume		Weighted Average $		Volume		Weighted Average $
2013						883,209	$	0.39		1,273,525	$	0.39		1,223,985	$	0.39		3,380,719	$	0.39
2014		1,178,422	$	0.39		1,133,022	$	0.39		1,084,270	$	0.39		1,047,963	$	0.39		4,443,677	$	0.39

																		7,824,396

MTM Fixed Price Basis Swaps–West Texas Intermediate (WTI)


	For the quarter ended (in Bbls)
	March 31,				June 30,				Sept 30,				Dec 31,				Total
	Volume		Average Price		Volume		Average Price		Volume		Average Price		Volume		Average Price		Volume		Average Price
2013						38,030	$	96.24		35,527	$	96.31		33,200	$	96.38		106,757	$	96.30
2014		31,144	$	93.87		29,210	$	93.95		27,352	$	94.06		25,421	$	94.23		113,127	$	94.02
2015		23,919	$	93.37		22,494	$	93.48		21,237	$	93.58		20,030	$	93.70		87,680	$	93.53
2016		17,957	$	85.50		16,985	$	85.50		16,048	$	85.50		15,127	$	85.50		66,117	$	85.50

																		373,681

Investing Activities—Acquisitions and Capital Expenditures

Cash provided by investing activities was $56.4 million for the three months ended March 31, 2013, compared to cash used in investing activities of $1.2 million for the same period in 2012. Our cash capital expenditures were $2.5 million in 2013, which consisted of $2.4 million in development expenditures in the Cherokee Basin and $0.1 million to acquire certain additional natural gas wells in the Cherokee Basin. We have completed 12 net wells and 5 net recompletions during the first three months of 2013 and have 4 net wells and net recompletions in progress at March 31, 2013. We also sold our Robinson’s Bend Field in the Black Warrior Basin of Alabama for net proceeds after customary costs and working capital adjustments of approximately $58.9 million and received less than $0.1 million in distributions from an equity affiliate. We do not currently expect the sale of our natural gas properties in the Black Warrior Basin of Alabama to significantly reduce our future net cash flows in 2013, as we have significantly reduced our outstanding debt level which will lower our cash interest payments.

Our cash capital expenditures were $2.7 million for the three months ended March 31, 2012, which primarily consisted of development expenditures in the Cherokee Basin. During the first three months of 2012, we completed 5 net wells and 12 net recompletions in the Cherokee Basin and had 38 net wells in progress at March 31, 2012. We also sold 14 wells in the Central Kansas Uplift for $1.4 million during the first quarter of 2012 and received approximately $0.1 million in distributions from an equity affiliate.

Our current 2013 capital budget of $19.0 million to $21.0 million is expected to be funded using our cash flow from operations and by using the remaining net proceeds from the sale of our natural gas properties in the Black Warrior Basin. We currently expect to focus our entire 2013 capital budget on higher return oil opportunities and capital efficient recompletion opportunities in our existing asset base in the Cherokee Basin. We currently believe that opportunity set is sufficient to warrant a continuing focus on our oil opportunities in the Cherokee Basin with investment of free cash flow at rates of return exceeding 20% over the next few years.

The amount and timing of our capital expenditures is largely discretionary and within our control. If oil or natural gas prices decline to levels below acceptable levels, drilling costs escalate, or our efforts to exploit oil potential in our asset base prove to be unsuccessful, we could choose to defer a portion of these planned capital expenditures until later periods. We routinely monitor and adjust our capital expenditures in response to changes in oil and natural gas prices, drilling and acquisition costs, industry conditions, availability of funds under our reserve-based credit facility, and internally generated cash flow. These and other matters are outside of our control and could affect the timing of our capital expenditures. Based upon current oil and natural gas price expectations and expected 2013 production levels, we anticipate that our cash flow from operations will meet any planned capital expenditures and other cash requirements for the next twelve months. We also have access to any existing available borrowing capacity under our reserve-based credit facility and our then existing cash balance if additional funds are needed in the future. Future cash flows are subject to a number of variables, including the level of oil and natural gas production and prices. There can be no assurance that our operations and other capital resources will provide cash in sufficient amounts during 2013 to maintain our planned levels of capital expenditures, to maintain the outstanding debt level under our reserve-based credit facility, or to commence any quarterly distribution to unitholders. Our capital expenditures are also impacted by drilling and service costs. In the event of inflation increasing drilling and service costs, our hedging program will limit our ability to have increased revenues recoup the higher costs, which could further impact our planned capital spending.

Financing Activities

Our net cash used by financing activities was $50.2 million for the three months ended March 31, 2013, compared to $0.2 million used by financing activities for the same period in 2012. In 2013, we borrowed $0.2 million in short-term borrowings under our reserve-based credit facility for working capital purposes. During the first three months of 2013, we used $50.2 million to reduce our outstanding debt level to $34.0 million. This debt reduction was funded from the proceeds from the sale of our Robinson’s Bend Field in the Black Warrior Basin of Alabama. We also used $0.2 million to fund the cost of units tendered by employees for tax withholdings for unit-based compensation. At March 31, 2013, we had approximately $0.6 million in debt issue costs remaining to be amortized over the life our reserve-based credit facility.

We suspended our $0.13 per unit quarterly distributions to unitholders for the quarter ended June 30, 2009, through the quarter ended March 31, 2013, to reduce our outstanding indebtedness.

Our net cash used by financing activities was $0.2 million for the three months ended March 31, 2012. We used $0.2 million to fund the cost of units tendered by employees for tax withholdings for unit-based compensation and had approximately $2.1 million in debt issue costs remaining to be amortized at March 31, 2012.

Contractual Obligations

At May 15, 2013, we had the following contractual obligations or commercial commitments:


	Payments Due By Year⁽¹⁾⁽²⁾
	(in thousands)
	2013		2014		2015		Thereafter		Total
Reserve-Based Credit Facility	$	—	$	34,000	$	—	$	—	$	34,000
Asset Retirement Obligation		—		—		—		7,813		7,813
Offices Leases⁽³⁾		306		422		451		301		1,480

Total	$	306	$	34,422	$	451	$	8,114	$	43,293

(1)	This table does not include any liability associated with derivatives.

(2)

This table does not include interest as interest rates are variable. The average interest rate on our outstanding debt was approximately 5.8% at March 31, 2013. Our reserve-based credit facility matures on March 31, 2014. We must refinance or replace our reserve-based credit facility prior to its maturity or the amount debt outstanding will become due and payable at that time.

(3)	Our Tulsa office lease terminates on May 31, 2013.

Off-Balance Sheet Arrangements

We have no off-balance sheet arrangements with third parties, and we maintain no debt obligations that contain provisions requiring accelerated payment of the related obligations in the event of specified levels of declines in credit ratings.

Credit Markets and Counterparty Risk

We actively monitor the credit exposure and risks associated with our counterparties. Additionally, we continue to monitor global credit markets to limit our potential exposure to credit risk where possible. Our primary credit exposures result from the sale of oil and natural gas and our use of derivatives. Through May 15, 2013, we have not suffered any significant losses with our counterparties as a result of nonperformance.

Certain key counterparty relationships are described below:

Macquarie Energy LLC

Macquarie Energy LLC (“Macquarie”), a subsidiary of Sydney, Australia-based Macquarie Group Limited, purchases a portion of our natural gas production in the Cherokee Basin. We have received a guarantee from Macquarie Bank Limited for up to $4.0 million in purchases through December 31, 2013. As of May 15, 2013, we have no past due receivables from Macquarie.

Scissortail Energy, LLC

Scissortail Energy, LLC (“Scissortail”), a subsidiary of Copano Energy, L.L.C., purchases a portion of our natural gas production in Oklahoma and Kansas. As of May 15, 2013, we have no past due receivables from Scissortail.

ONEOK Energy Services Company, L.P.

ONEOK Energy Services Company, L.P. (“ONEOK”), a subsidiary of ONEOK, Inc., purchases a portion of our natural gas production in Oklahoma and Kansas. We have received a guarantee from ONEOK, Inc. for up to $3.0 million in purchases through November 30, 2013. As of May 15, 2013, we have no past due receivables from ONEOK.

Derivative Counterparties

As of May 15, 2013, all of our derivatives are with The Royal Bank of Scotland plc, Societe Generale, The Bank of Nova Scotia, ING Capital Markets LLC, and Wells Fargo Bank, N.A. These derivative counterparties are lenders, or affiliated with a lender, in our reserve-based credit facility. All of our derivatives are currently collateralized by the assets securing our reserve-based credit facility and therefore currently do not require the posting of cash collateral. As of May 15, 2013, each of these financial institutions has an investment grade credit rating. Several of the lenders in our reserve-based credit facility were, as of May 15, 2013, on review for possible ratings downgrade by S&P or Moody’s. However, it would take a multiple ratings downgrade for each of these banks to fall below investment grade.

Reserve-Based Credit Facility

As of May 15, 2013, the banks and their percentage commitments in our reserve-based credit facility are: The Royal Bank of Scotland plc (26.84%), Wells Fargo Bank, N.A. (21.95%), The Bank of Nova Scotia (21.95%), ING Capital LLC (14.63%), and Societe Generale (14.63%). As of May 15, 2013, each of these financial institutions has an investment grade credit rating.

Outlook

During 2013, we expect that our business will continue to be affected by the factors described in “Item 1A. Risk Factors” of our Annual Report on Form 10-K for the year ended December 31, 2012, as well as the following key industry and economic trends. Our expectation is based upon key assumptions and information currently available to us. To the extent that our underlying assumptions about or interpretations of available information prove to be incorrect, our actual results may vary materially from our expected results.

Full Year 2013 Expected Results

Our 2013 business plan and forecast is focused on prioritizing oil production in the execution of our capital program, actively managing our operating expenses and actively pursuing merger and acquisition opportunities. We currently expect our operating environment to be characterized by continued low natural gas prices, stable oil prices and the pressure to reduce operating expenses.

For 2013, we currently anticipate:

•

Our production to be at or slightly below 8.1 Bcfe, approximately 100% of which is currently hedged at prices that are attractive relative to the price levels we currently observe in the commodity markets.

•

Our operating expenses to be actively managed, resulting in a range of $31.4 million to $34.2 million.

•

Our Adjusted EBITDA to be in a range of $23.0 million to $25.0 million.

•

Our total capital expenditures to be between $19.0 million to $21.0 million. Our entire capital budget for 2013 will be focused on capital efficient oil drilling and recompletion opportunities in the Mid-Continent region.

•

We have implemented strategies to lower operating costs, with a goal of reducing our structural general and administrative costs by approximately 25% over the next 12 months. We expect our general and administrative expenses to have a run rate of $12.4 million in 2013, with opportunities available to save another $0.6 million in 2014.

•

At the present time, we are actively pursuing the refinancing of our reserve-based credit facility and merger and acquisition opportunities.

Critical Accounting Policies and Estimates

The discussion and analysis of our financial condition and results of operations are based upon our consolidated financial statements, which have been prepared in accordance with accounting principles generally accepted in the United States of America. The preparation of these financial statements requires us to make estimates and assumptions that affect the reported amounts of assets, liabilities, revenues and expenses, and related disclosure of contingent assets and liabilities. Certain accounting policies involve judgments and uncertainties to such an extent that there is reasonable likelihood that materially different amounts could have been reported under different conditions, or if different assumptions had been used. We evaluate our estimates and assumptions on a regular basis. We base our estimates on historical experience and various other assumptions. The results of these estimates and assumptions form the basis for making judgments about the carrying values of assets and liabilities that are not readily apparent from other sources. Actual results may differ from these estimates and assumptions used in the preparation of our financial statements.

As of March 31, 2013, there were no changes with regard to the critical accounting policies disclosed in our Annual Report on Form 10-K for the year ended December 31, 2012, which was filed on March 11, 2013. The policies disclosed included the accounting for oil and natural gas properties, oil and natural gas reserve quantities, revenue recognition and hedging activities. Please read Note 1 to the consolidated financial statements for a discussion of additional accounting policies and estimates made by management.

New Accounting Pronouncements Issued But Not Yet Adopted

As of March 31, 2013, there were a number of accounting standards and interpretations that had been issued, but not yet adopted by us. We are currently reviewing the recently issued standards and interpretations but none are expected to have a material impact on our financial statements.

New Accounting Pronouncements

In December 2011, the FASB issued ASU No. 2011-11, Disclosures about Offsetting Assets and Liabilities, which requires additional disclosures for financial and derivative instruments that are either (1) offset in accordance with either ASC 210-20-45 or ASC 815-10-45 or (2) subject to an enforceable master netting arrangement or similar agreement, regardless of whether they are offset in accordance with either ASC 210-20-45 or ASC 815-10-45. The guidance is effective beginning on or after January 1, 2013, and will primarily impact the disclosures associated with our commodity and interest rate derivatives. Implementation of this guidance did not have any material impact on our consolidated financial position, results of operations or cash flows.

In May 2011, the FASB issued ASU 2011-04, Fair Value Measurement (Topic 820): Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRSs, and the IASB issued IFRS 13, Fair Value Measurement (together, the “new guidance”). The new guidance results in a consistent definition of fair value and common requirements for measurement of and disclosure about fair value between U.S. GAAP and IFRS. The new guidance changes some fair value measurement principles and disclosure requirements and is effective for interim and annual periods beginning on or after December 15, 2011. The amended guidance was effective for us in the first quarter of 2012 and implementation of this guidance did not have a material impact on our financial statements or our disclosures.

Item 3. Quantitative and Qualitative Disclosures about Market Risk

The primary objective of the following information is to provide forward-looking quantitative and qualitative information about our potential exposure to market risks. The term “market risk” refers to the risk of loss arising from adverse changes in oil and natural gas prices and interest rates. The disclosures are not meant to be precise indicators of expected future losses, but rather indicators of reasonably possible losses. This forward-looking information provides indicators about how we view and manage our ongoing market risk exposures. All of our market risk sensitive instruments were entered into for purposes other than speculative trading.

Global Financial and Energy Markets

The U.S. economy continues to show steady signs of improvement, but the level of improvement has been insufficient to materially increase the demand for natural gas, which accounts for a majority of our production. Concurrently, production from shale gas plays has increased the supply of natural gas, inventories of natural gas in storage remain at record high levels, and mild winter and spring weather has impacted the demand for natural gas. As a result, future expected prices for natural gas remain depressed relative to the price levels observed at the time our assets were acquired. At the same time, oil prices have remained at a relatively high level due to strong demand for crude oil products and tensions in the Middle East. As a result, we have hedged a significant portion of our expected natural gas production for 2013 and 2015 and our oil production for 2013 through 2016. We have also shifted all of our capital expenditures to focus on oil drilling and recompletion opportunities in the Cherokee Basin to increase the percentage of our production and sales revenue from higher value added oil production.

Through May 15, 2013, we have reduced our outstanding debt from a high of $220.0 million in 2009 to $34.0 million. This reduction in debt was achieved through a combination of the sale of our natural gas properties in the Black Warrior Basin of Alabama in 2013, the one-time restructuring of our NYMEX fixed-for-floating price swaps in 2011, the suspension of our cash distribution since 2009, the reduction of our capital expenditures since 2009, significant reductions in our operating expenses and the dedication of a significant portion of our operating cash flows to reducing debt. Although we are a smaller company after this effort, we expect that our ability to issue debt and equity securities may improve over the next year. In May 2013, we entered into a new reserve-based credit facility with a higher borrowing base and an extended term. However, our ability to issue debt or equity securities may still be impacted, particularly if future expected market prices for natural gas remain depressed or decline further or in the event of further reductions in credit availability by financial institutions due to stress in the financial markets, including as a result of the debt crisis in Europe or fiscal issues in the United States. We continue to monitor the financial and energy markets to determine if we need to further adjust our business plans in response to changes in market conditions.

Commodity Price Risk

Our major market risk exposure is in the pricing applicable to our oil and natural gas production. Realized pricing is primarily driven by the NYMEX (Henry Hub) and Inside FERC prices for CenterPoint Energy Gas Transmission (East), Natural Gas Pipeline Company of America (Midcontinent), the CenterPoint Energy Gas Transmission (East), ONEOK Gas Transportation (Oklahoma), Panhandle Eastern Pipe Line (Texas, Oklahoma) and Southern Star Central Gas Pipeline (Texas, Oklahoma, Kansas) with respect to our natural gas properties in the Cherokee Basin, the Inside FERC price for the CenterPoint Energy Gas Transmission (East) for our natural gas properties in the Woodford Shale, NYMEX West Texas Intermediate (Cushing, Oklahoma) for our oil production and the spot market prices applicable to all of our oil production and the spot market prices applicable to all of oil and natural gas production. Historically, pricing for oil and natural gas has been volatile and unpredictable and we expect this volatility to continue

in the future. We are currently operating in an environment characterized by low natural gas prices which tends to lower the revenues that we realize on our unhedged natural gas production and limit the amount of operating cash flows. The prices we receive for oil and natural gas production depend on many factors outside our control, including weather, economic conditions, and the total supply of oil and natural gas available for sale in the market.

We have entered into hedging arrangements with respect to a portion of our projected future production through various derivatives that hedge the future prices received. These hedging activities are intended to support commodity sales prices at targeted levels and to manage our exposure to commodity price fluctuations. We do not hold or issue derivative instruments for speculative trading purposes. The use of hedging transactions also involves the risk that one or more of the counterparties will be unable to meet the financial terms of the transactions executed. We attempt to minimize this risk by entering into our derivative transactions with counterparties that are lenders, or affiliated with a lender, in our reserve-based credit facility. The table below presents the hypothetical changes in fair values arising from potential changes in the quoted market prices of the commodity underlying the derivative instruments used to mitigate these market risks. Any gain or loss on these derivative commodity instruments would be substantially offset by a corresponding gain or loss on the sale of the hedged production, which are not included in the table. These derivatives do not hedge all of our commodity price risk related to our forecasted sales of oil and natural gas production and, as a result, we are subject to commodity price risk on our remaining unhedged oil and natural gas production.


	Fair Value		10 Percent Increase					10 Percent Decrease
	Fair Value		Fair Value		(Decrease)			Fair Value		Increase
	(in 000’s)
Impact of changes in commodity prices on derivative commodity instruments at March 31, 2013	$	18,597	$	9,646	$	(8,951	)	$	27,548	$	8,951

Interest Rate Risk

At March 31, 2013, the one-month LIBOR rate was 0.20%, the three-month LIBOR rate was 0.28%, and our applicable margin on LIBOR borrowings was 3.50%. At March 31, 2013, the ABR rate was 3.25%, and our applicable margin on ABR borrowings was 2.50%. At March 31, 2013, we had debt outstanding of $34.0 million. Of this amount, $4.0 million incurred interest at a one-month LIBOR rate plus an applicable margin of 3.50% based on utilization and $30.0 million incurred interest at a three-month LIBOR rate plus an applicable margin of 3.50% based on utilization. We had no debt outstanding at the ABR rate. At March 31, 2013, the carrying value and fair value of our debt is $34.0 million.

The table below presents the hypothetical changes in fair values arising from potential changes in the quoted interest rate underlying the derivative instruments used to mitigate these market risks.


	Fair Value			10 Percent Increase					10 Percent Decrease
	Fair Value			Fair Value			Increase		Fair Value			(Decrease)
	(in 000’s)
Impact of changes in LIBOR on derivative interest rate instruments at March 31, 2013	$	(984	)	$	(946	)	$	38	$	(1,022	)	$	(38	)

We enter into hedging arrangements to reduce the impact of volatility of changes in the LIBOR interest rate on our interest payments for $30.0 million of our outstanding debt balance of $34.0 million at May 15, 2013. If we reduce our outstanding debt balance to $30.0 million or lower, our cash interest costs for our effective LIBOR rate would begin to approximate the settlements on these interest rate swaps. At May 15, 2013, we have $30.0 million at a fixed LIBOR rate of 2.52% with a maturity date of September 22, 2014.

Item 4. Controls and Procedures

A control system, no matter how well designed and operated, can provide only reasonable, not absolute, assurance that the objectives of the control system are met. Because of the inherent limitations in all control systems, no evaluation of controls can provide absolute assurance that all control issues and instances of fraud, if any, with CEP have been detected. These inherent limitations include error by personnel in executing controls due to faulty judgment or simple mistakes, which could occur in situations such as when personnel performing controls are new to a job function or when inadequate resources are applied to a process. Additionally, controls can be circumvented by the individual acts of some persons or by collusion of two or more people.

The design of any system of controls also is based in part upon certain assumptions about the likelihood of future events, and there can be no absolute assurance that any design will succeed in achieving its stated goals under all potential future conditions; over time, controls may become inadequate because of changes in conditions or personnel, or the degree of compliance with the policies or procedures may deteriorate. Because of the inherent limitations in a cost-effective control system, misstatements due to error or fraud may occur and not be detected.

Evaluation of Disclosure Controls and Procedures

The Chief Executive Officer and the Chief Financial Officer of CEP have evaluated the effectiveness of the disclosure controls and procedures (as such term is defined in Rules 13a-15(e) and 15d-15(e) under the Securities Exchange Act of 1934, as amended (the “Exchange Act”)) as of March 31, 2013 (the “Evaluation Date”). Based on such evaluation, the Chief Executive Officer and the Chief Financial Officer have concluded that, as of the Evaluation Date, our disclosure controls and procedures are effective to provide reasonable assurance that information required to be disclosed in the reports that we file or submit under the Exchange Act is recorded, processed, summarized and reported within the time periods specified in the SEC’s rules and forms and is accumulated and communicated to our management, including our Chief Executive Officer and the Chief Financial Officer, as appropriate, to allow timely decisions regarding required disclosures.

Changes in Internal Control over Financial Reporting

In January 2013, we terminated our support services agreement with Schlumberger, ePrime Services. Through this outsource agreement, Schlumberger managed the cash flow associated with our interest in our oil and natural gas properties, including the payment of invoices, calculation and payment of royalties, and receipt of revenues from oil and natural gas sales, and provides accounting information used to generate financial statements. These functions are now handled by our internal accounting department in Houston, Texas, utilizing the same oil and gas computer software Schlumberger used. Additional experienced staffing has been hired, primarily in the revenue accounting and accounts payable functions.

During the three months ended March 31, 2013, there were no changes in CEP’s internal control over financial reporting (as such term is defined in Rules 13a-15(f) and 15d-15(f) under the Exchange Act) that have materially affected, or are reasonably likely to materially affect, CEP’s internal control over financial reporting.

Part II—Other Information

Item 1. Legal Proceedings

Although we may, from time to time, be involved in litigation and claims arising out of our operations in the normal course of business, we are not currently a party to any other material legal proceedings other than those that have been previously disclosed. In addition, we are not aware of any legal or governmental proceedings against us, or contemplated to be brought against us, under various environmental protection statutes or other regulations to which we are subject.

Item 1A. Risk Factors

There have been no material changes to the risk factors previously disclosed in Item 1A. to Part I of our Annual Report on Form 10-K for the year ended December 31, 2012 that was filed with the SEC on March 11, 2013. An investment in our Class B common units involves various risks. When considering an investment in us, careful consideration should be given to the risk factors described in our 2012 Form 10-K. These risks and uncertainties are not the only ones facing us and there may be additional matters that are not known to us or that we currently consider immaterial. All of these risks and uncertainties could adversely affect our business, financial condition or future results and, thus, the value of an investment in us.

Risks Related to Financing and Credit Environment

We must refinance our reserve-based credit facility prior to its maturity on March 31, 2014.

Our reserve-based credit facility matures on March 31, 2014. As of March 31, 2013, we had $34.0 million in debt outstanding under our reserve-based credit facility. We must refinance or replace our reserve-based credit facility prior to its maturity or the amount of debt outstanding under the facility will become due and payable. There can be no assurance that we will be able to refinance or replace any or all of our indebtedness on terms reasonably acceptable to us, or at all. We may not be able to renew or replace the facility at similar borrowing costs, terms, covenants, restrictions, or borrowing base, or with similar debt issue costs. If the indebtedness outstanding under our reserve-based credit facility becomes due and payable and we are not able to refinance or replace any or all of that indebtedness, we may need to issue new debt or equity securities, sell assets or a combination thereof. Any of these events could have a material adverse effect on our business, financial condition, cash flows, liquidity, operations and prospects.

Tax Risks to Unitholders

Unitholders may be required to pay taxes on income from us, including their share of ordinary income and any capital gains on dispositions of properties by us, even if they do not receive any cash distributions from us.

Unitholders are required to pay U.S. federal income taxes and, in some cases, state and local income taxes, on their share of our taxable income, whether or not they receive cash distributions from us. Generally, should we generate taxable income for a particular tax year and not pay any cash distributions, our unitholders will be required to pay the actual U.S. federal income tax liability that results from their share of such taxable income even though they received no cash distributions from us.

We have not paid any cash distributions on our units since June 2009. If we generate taxable income that is allocable to our unitholders for the 2013 tax year, unitholders who hold our common units during 2013 may not receive cash distributions from us sufficient to pay any actual tax liability that resulted from their share of any 2013 taxable income. Further, if we generate taxable income from either operations or the sale of assets in future years and do not distribute the resulting cash, our unitholders may not receive sufficient cash distributions to pay the actual tax liability that result from their allocable share of our taxable income. The majority of the proceeds generated in 2013 from the sale of our Robinson’s Bend Field in the Black Warrior Basin of Alabama was used to pay down debt and will not result in sufficient distributions to unitholders to pay any actual tax liability of each unitholder attributable to such sale.

Forward-Looking Statements

This Quarterly Report on Form 10-Q contains “forward-looking statements” as defined by the SEC that are subject to a number of risks and uncertainties, many of which are beyond our control, which may include statements about:

•

the volatility of realized oil and natural gas prices;

•

the conditions of the capital markets, inflation, interest rates, availability of a credit facility to support business requirements, liquidity, and general economic and political conditions;

•

the discovery, estimation, development and replacement of oil and natural gas reserves;

•

our business, financial, and operational strategy;

•

our drilling locations;

•

technology;

•

our cash flow, liquidity, working capital and financial position;

•

the level of our borrowing base under our reserve-based credit facility and our ability to refinance the debt outstanding under such facility prior to its maturity date;

•

the resumption or amount of our cash distributions;

•

our hedging program and our derivative positions;

•

our production volumes;

•

our lease operating expenses, general and administrative costs and finding and development costs;

•

the availability of drilling and production equipment, labor and other services;

•

our future operating results;

•

our prospect development and property acquisitions;

•

the marketing of oil and natural gas;

•

competition in the oil and natural gas industry;

•

the impact of the current global credit and economic environment;

•

the impact of weather and the occurrence of natural disasters such as fires, floods, hurricanes, tornados, earthquakes, snow and ice storms and other catastrophic events and natural disasters;

•

governmental regulation, including environmental regulation, and taxation of the oil and natural gas industry or publicly traded partnerships;

•

developments in oil-producing and natural gas producing countries;

•

lack of support from a sponsor; and

•

our strategic plans, objectives, expectations, forecasts, budgets, estimates and intentions for future operations.

All of these types of statements, other than statements of historical fact included in this Quarterly Report on Form 10-Q, are forward-looking statements. These forward-looking statements may be found in Item 2. and other items within this Quarterly Report on Form 10-Q. In some cases, forward-looking statements can be identified by terminology such as “may,” “could,” “should,” “expect,” “plan,” “project,” “intend,” “anticipate,” “believe,” “estimate,” “predict,” “potential,” “pursue,” “target,” “continue,” the negative of such terms or other comparable terminology.

The forward-looking statements contained in this Quarterly Report on Form 10-Q are largely based on our expectations, which reflect estimates and assumptions made by our management. These estimates and assumptions reflect our best judgment based on currently known market conditions and other factors. Although we believe such estimates and assumptions to be reasonable, they are inherently uncertain and involve a number of risks and uncertainties that are beyond our control. In addition, management’s assumptions about future events may prove to be inaccurate. Management cautions all readers that the forward-looking statements contained in this Quarterly Report on Form 10-Q are not guarantees of future performance, and we cannot assure any reader that such statements will be realized or the forward-looking events and circumstances will occur. Actual results may differ materially from those anticipated or implied in the forward-looking statements due to factors listed in the “Risk Factors” section and elsewhere in this Quarterly Report on Form 10-Q. We do not intend to publicly update or revise any forward-looking statements as a result of new information, future events or otherwise. These cautionary statements qualify all forward-looking statements attributable to us or persons acting on our behalf.

Item 2. Unregistered Sales of Equity Securities and Use of Proceeds

None.

Item 3. Defaults Upon Senior Securities

None.

Item 4. Mine Safety Disclosures

None.

Item 5. Other Information

None.

Item 6. Exhibits

(a)

The following documents are filed as a part of this Quarterly Report on Form 10-Q:

Financial Statements:

Consolidated Balance Sheets – Constellation Energy Partners LLC at March 31, 2013 and December 31, 2012

Consolidated Statements of Operations and Comprehensive Income/(Loss) – Constellation Energy Partners LLC for the three months ended March 31, 2013 and March 31, 2012

Consolidated Statements of Cash Flows – Constellation Energy Partners LLC for the three months ended March 31, 2013 and March 31, 2012

Consolidated Statements of Changes in Members’ Equity – Constellation Energy Partners LLC for the three months ended March 31, 2013

Notes to Consolidated Financial Statements

EXHIBIT INDEX


Exhibit Number		Description

*31.1. —		Certification of Chief Executive Officer, Chief Operating Officer, and President of Constellation Energy Partners LLC pursuant to Section 302 of the Sarbanes-Oxley Act of 2002.

*31.2. —		Certification of Chief Financial Officer and Treasurer of Constellation Energy Partners LLC pursuant to Section 302 of the Sarbanes-Oxley Act of 2002.

*32.1. —		Certification of Chief Executive Officer, Chief Operating Officer, and President of Constellation Energy Partners LLC pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.

*32.2. —		Certification of Chief Financial Officer and Treasurer of Constellation Energy Partners LLC pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.

**101.INS—		XRBL Instance Document

**101.SCH—		XRBL Schema Document

**101.CAL—		XRBL Calculation Linkbase Document

**101.LAB—		XRBL Label Linkbase Document

**101.PRE—		XRBL Presentation Linkbase Document

**101.DEF —		XRBL Label Linkbase Document

*	Filed herewith

+	Management contract or compensatory plan or arrangement.

Pursuant to Rule 406T of Regulation S-T, the interactive data files on Exhibit 101 hereto are not deemed filed or part of a registration statement or prospectus for purposes of Section 11 or 12 of the Securities Act of 1933, as amended, are not deemed filed for purposes of Section 18 of the Securities Exchange Act of 1934, as amended, and otherwise are not subject to liability under those actions.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, Constellation Energy Partners LLC, the Registrant, has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

EX-31.1 2 d514192dex311.htm EX-31.1 EX-31.1

Exhibit 31.1

CONSTELLATION ENERGY PARTNERS LLC

CERTIFICATION

I, Stephen R. Brunner, certify that:

1. I have reviewed this Quarterly Report on Form 10-Q of Constellation Energy Partners LLC;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report;

4. The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal control over financial reporting (as defined in Exchange Act Rules 13a-15(f) and 15d-15(f)), for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter (the registrant’s fourth quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of the registrant’s Board of Managers (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: May 15, 2013

/s/ Stephen R. Brunner

Stephen R. Brunner

Chief Executive Officer, Chief Operating Officer and President

EX-31.2 3 d514192dex312.htm EX-31.2 EX-31.2

Exhibit 31.2

CONSTELLATION ENERGY PARTNERS LLC

CERTIFICATION

I, Charles C. Ward, certify that:

1. I have reviewed this Quarterly Report on Form 10-Q of Constellation Energy Partners LLC;

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: May 15, 2013

/s/ Charles C. Ward

Charles C. Ward

Chief Financial Officer and Treasurer

EX-32.1 4 d514192dex321.htm EX-32.1 EX-32.1

Exhibit 32.1

CERTIFICATION PURSUANT TO

18 U.S.C. SECTION 1350

AS ADOPTED PURSUANT TO

SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002

I, Stephen R. Brunner, Chief Executive Officer, Chief Operating Officer and President of Constellation Energy Partners LLC, certify pursuant to 18 U.S.C. Section 1350 adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 that to my knowledge:

(i) The accompanying Quarterly Report on Form 10-Q for the quarter ended March 31, 2013 fully complies with the requirements of Section 13(a) or Section 15(d) of the Securities Exchange Act of 1934, as amended; and

(ii) The information contained in such report fairly presents, in all material respects, the financial condition and results of operations of Constellation Energy Partners LLC.

/s/ Stephen R. Brunner

Stephen R. Brunner

Chief Executive Officer, Chief Operating Officer and President

Date: May 15, 2013

EX-32.2 5 d514192dex322.htm EX-32.2 EX-32.2

Exhibit 32.2

CERTIFICATION PURSUANT TO

18 U.S.C. SECTION 1350

AS ADOPTED PURSUANT TO

SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002

I, Charles C. Ward, Chief Financial Officer and Treasurer of Constellation Energy Partners LLC, certify pursuant to 18 U.S.C. Section 1350 adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 that to my knowledge:

(ii) The information contained in such report fairly presents, in all material respects, the financial condition and results of operations of Constellation Energy Partners LLC.

/s/ Charles C. Ward

Charles C. Ward

Chief Financial Officer and Treasurer

Date: May 15, 2013

EX-101.INS 6 cep-20130331.xml XBRL INSTANCE DOCUMENT 2

596

1990629

4.25

1686330

4.31

23740728

17121000

600000 200000 800000

450000

1650000

3600000

98400000

99369

679857

23666956

482999

116564000

1198000

17600000

479356000

4297000

103150000

30000000

10193000

1100000

6612000

595024000

126000

1410000

51715000

51000

1146000

592862000

1952000

154865000

4449000

154865000

103150000

9678000

7813000

564000

6147000

98.10

41522000

11555000

752000

26828000

428000

116564000

1200000

600000

7813000

34000000

896000

30000000 200000 8379000 100000 0 600000 100000 594272000 1200000 595920000 1300000

450000

1650000

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18167000

17613000

-3182000

3736000

21349000

17613000

13372676 8276264 373681 395218 1634530

8199000

126000

21349000

13150000

428000

1595000 603000

30000000

2014-09

-984000

101086000

23740728

2064000

484505

34000000

350000000

3500000

34000000

37500000

44644

350804

3.662

93.50

17613000

3736000

24124378

23740728

101086000

23740728

5918894 395448

484505

2064000

484505

17176000

7052000

120122000

1418000

1578000

24200000

474669000

3194000

116266000

1886000

50583000

7431000

594020000

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1380000

111756000

480000

1309000

591889000

589000

228022000

5615000

228022000

116266000

1959000

7665000

1168000

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7174000

61173000

17965000

67373000

751000

28734000

637000

120122000

7665000

50000000

771000

34000000

500000 7775000 600000 593269000 594791000 0

1160000

25396000

24236000

-5634000

6794000

31030000

24236000

12025000

523000

31030000

19005000

637000

1040000 946000

-3648000

113940000

23687507

2326000

483418

24236000

6794000

24124378

23687507

113940000

23687507

483418

2326000

483418

60000000 63000000

459000

162000

8000

CEP CONSTELLATION ENERGY PARTNERS LLC false Smaller Reporting Company Q1 2013 10-Q 2013-03-31 0001362705 --12-31

-0.11

2353000

15746000

4236000

-0.11

-4625000

1113000

<div> The following table presents earnings per common unit amounts:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="84%" align="center">  <tr> <td width="66%"></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Income</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Weighted Average Units Outstanding</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Per Unit Amount</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="10" align="center">(In 000’s except unit data)</td> <td valign="bottom"> </td> </tr>  <tr bgcolor="#CCEEFF"> <td valign="top"> For the three months ended March 31, 2013 </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Basic EPU: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) from continuing operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(10,646</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,250,661</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.44</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> Income (loss) from discontinued operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(2,686</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.11</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(13,332</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,250,661</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.55</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> Diluted EPU: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) from continuing operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(10,646</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,250,661</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.44</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> Income (loss) from discontinued operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(2,686</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.11</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(13,332</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,250,661</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.55</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="84%" align="center">  <tr> <td width="68%"></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Income</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Weighted Average Units Outstanding</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Per Unit Amount</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="10" align="center">(In 000’s except unit data)</td> <td valign="bottom"> </td> </tr>  <tr bgcolor="#CCEEFF"> <td valign="top"> For the three months ended March 31, 2012 </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Basic EPU: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) from continuing operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">6,686</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,186,724</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">0.27</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Income (loss) from discontinued operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(801</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.03</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">5,885</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,186,724</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">0.24</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Diluted EPU: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) from continuing operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">6,686</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,186,724</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">0.27</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Income (loss) from discontinued operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(801</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.03</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">5,885</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,186,724</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">0.24</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> </table> </div>

123000

Actual Total Net Debt to actual Adjusted EBITDA ratio was 1.0 to 1.0 as compared with a required ratio of not greater than 3.5 to 1.0, our actual ratio of consolidated current assets to consolidated current liabilities was 2.5 to 1.0 as compared with a required ratio of not less than 1.0 to 1.0, and our actual Adjusted EBITDA to cash interest expense ratio was 7.8 to 1.0 as compared with a required ratio of not less than 2.5 to 1.0.

-429000

<div> The following represents the fair value for our risk management assets and liabilities, as of March 31, 2013, and December 31, 2012, and the amount of gains and losses recognized at March 31, 2013 and 2012:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="84%" align="center">  <tr> <td width="44%"></td> <td valign="bottom" width="8%"></td> <td width="22%"></td> <td valign="bottom" width="8%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="8%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" rowspan="2" align="center"> Location of Asset/ (Liability) on Balance Sheet </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="6" align="center">Fair Value of Asset/ (Liability) on Balance Sheet (in 000’s)</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> Derivative Type </td> <td valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Quarter Ended March 31, 2013</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Year Ended December 31, 2012</td> <td valign="bottom"> </td> </tr>  <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity-MTM </td> <td valign="bottom">  </td> <td valign="bottom"> Risk management assets-current </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">13,150</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">19,005</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Commodity-MTM </td> <td valign="bottom">  </td> <td valign="bottom"> Risk management assets-non-current </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">8,199</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">12,025</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom"> Total gross assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">21,349</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">31,030</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Commodity-MTM </td> <td valign="bottom">  </td> <td valign="bottom"> Risk management assets-current </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,595</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,040</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity-MTM </td> <td valign="bottom">  </td> <td valign="bottom"> Risk management assets-non-current </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(603</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(946</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> Commodity-MTM </td> <td valign="bottom">  </td> <td valign="bottom"> Risk management liabilities-current </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(126</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(523</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity-MTM </td> <td valign="bottom">  </td> <td valign="bottom"> Risk management liabilities-non-current </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(428</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(637</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> Interest Rate-MTM </td> <td valign="bottom">  </td> <td valign="bottom"> Risk management assets-non-current </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(984</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(3,648</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom"> Total gross liabilities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(3,736</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(6,794</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom"> Total net assets and liabilities </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">17,613</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">24,236</td> <td valign="bottom" nowrap="nowrap"> </td> </tr> </table> </div>

130000

68000

-10646000

3708000

-13332000

1062000

<div> The following table is a reconciliation of the ARO:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="76%" align="center"> <tr> <td width="70%"></td> <td valign="bottom" width="10%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="10%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">For the Quarter Ended March 31, 2013</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">For the Year Ended December 31, 2012</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="6" align="center">(In 000’s)</td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Asset retirement obligation, beginning balance </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">7,665</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">7,052</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Liabilities incurred </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">28</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">162</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Liabilities settled </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(3</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(8</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> Revisions to prior estimates </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Accretion expense </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">123</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">459</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td valign="top"> Asset retirement obligation, ending balance </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right"> 7,813</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right"> 7,665</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> </table> </div>

<div> Cash All highly liquid investments with original maturities of three months or less are considered cash. Checks-in-transit are included in our consolidated balance sheets as accounts payable or as a reduction of cash, depending on the type of bank account the checks were drawn on. Our checks-in-transit reported in accounts payable were $0.2 million at March 31, 2013, and $0.5 million at December 31, 2012 and our checks-in-transit reported as a reduction of cash were $1.3 million at March 31, 2013, and none at December 31, 2012. We have established an escrow account for $0.6 million related to a vendor dispute, which is included in other non-current assets in our consolidated balance sheets at March 31, 2013, and December 31, 2012. This amount will remain in the escrow account until the dispute has been resolved. We also have an escrow account for approximately $1.2 million related to the sale of our Robinson’s Bend Field in the Black Warrior Basin of Alabama, which is included in other non-current assets in our consolidated balance sheets at March 31, 2013. These funds will be held in escrow for a period of twenty-four months pending certain closing conditions. </div>

6000

4798000

401000

455000

-0.55

-220000

0.00

<div> 7. RELATED PARTY TRANSACTIONS Unit Ownership Both PostRock and Exelon, through subsidiaries, own a portion of our outstanding units. As of March 31, 2013, CEPM, a subsidiary of PostRock, owns all of our Class A units and 5,918,894 of our Class B common units. CEPH, a subsidiary of Exelon, owns all of our Class C management incentive interests and all of our Class D interests. Class C Management Incentive Interests CEPH, a subsidiary of Exelon, holds the Class C management incentive interests in CEP. These management incentive interests represent the right to receive 15% of quarterly distributions of available cash from operating surplus after the Target Distribution (as defined in our operating agreement) has been achieved and certain other tests have been met. None of these applicable tests have yet to be met and CEPH has not been entitled to receive any management incentive interest distributions. </div>

2300000

1517000

56429000

42000

<div> 13. DISCONTINUED OPERATIONS  On January 31, 2013, our Board of Managers authorized the sale of the two entities that own all our natural gas properties and inventory in the Robinson’s Bend Field in the Black Warrior Basin of Alabama for $63.0 million, subject to closing adjustments. On February 28, 2013, we sold all of our operations in Alabama, including our interests in 596 operated natural gas wells and all of our inventory and equipment and received approximately $60.0 million in net cash proceeds from the buyer, subject to additional post-closing working capital and other customary adjustments. Of this amount, approximately $1.2 million will be held in escrow for a period of twenty-four months pending certain closing conditions and $50.0 million was used to reduce our outstanding debt under our reserve-based credit facility. During the three months ended March 31, 2013, our discontinued operations had a net loss of $2.7 million consisting of revenues of $2.3 million, expenses of $1.9 million, and a loss on sale of $3.1 million. During the three ended March 31, 2012, our discontinued operations had a net loss of $0.8 million consisting of revenues of $3.1 million and expenses of $3.9 million. At December 31, 2012, our discontinued operations had current assets of $1.9 million, long-term assets of $67.4 million, current liabilities of $1.6 million, and long-term liabilities of $7.7 million. The current assets primarily represented accounts receivable for natural gas sales and the current liabilities primarily represented accounts payable and accrued liabilities. Long-term assets represented natural properties, equipment and facilities and the long-term liabilities represented asset retirement obligations. </div>

194000

646000

-2686000

28000

1900000

3100000

7719000

4404000

1149000

<div> 14. SUBSEQUENT EVENTS  The following subsequent events have occurred between March 31, 2013, and May 15, 2013: Distribution Our board of managers has suspended the quarterly distribution to our unitholders for the quarter ended March 31, 2013, which continues the suspension we first announced in June 2009. Derivative and Financial Instruments On May 13, 2013, we entered into additional NYMEX swaps related to our expected natural gas production in 2015 and 2016. In 2015, we increased our outstanding NYMEX swap positions by 1,990,629 MMbtu at $4.25 per MMbtu. In 2016, we entered into new positions for 1,686,330 MMbtu at $4.31 per MMbtu. </div>

24250661

401000

58892000

<div> 12. MEMBERS’ EQUITY 2013 Equity At March 31, 2013, we had 484,505 Class A units and 23,740,728 Class B common units outstanding, which included 44,644 unvested restricted common units issued under our Long-Term Incentive Plan and 350,804 unvested restricted common units issued under our 2009 Omnibus Incentive Compensation Plan. At March 31, 2013, we had granted 347,602 common units of the 450,000 common units available under our Long-Term Incentive Plan. Of these grants, 302,958 have vested. At March 31, 2013, we had granted 1,368,748 common units of the 1,650,000 common units available under our 2009 Omnibus Incentive Compensation Plan. Of these grants, 1,017,944 have vested. For the three months ended March 31, 2013, 139,810 common units have been tendered by our employees for tax withholding purposes. These units, costing approximately $0.2 million, have been returned to their respective plan and are available for future grants. 2012 Equity At March 31, 2012, we had 482,999 Class A units and 23,666,956 Class B common units outstanding, which included 99,369 unvested restricted common units issued under our Long-Term Incentive Plan and 679,857 unvested restricted common units issued under our 2009 Omnibus Incentive Compensation Plan. At March 31, 2012, we had granted 315,221 common units of the 450,000 common units available under our Long-Term Incentive Plan. Of these grants, 215,852 have vested. At March 31, 2012, we had granted 1,327,357 common units of the 1,650,000 common units available under our 2009 Omnibus Incentive Compensation Plan. Of these grants, 647,500 have vested.   For the three months ended March 31, 2012, 78,131 common units have been tendered by our employees for tax withholding purposes. These units, costing approximately $0.2 million, have been returned to their respective plan and are available for future grants. </div>

-1168000

<div> 9. ASSET RETIREMENT OBLIGATION We recognize the fair value of a liability for an asset retirement obligation (“ARO”) in the period in which it is incurred if a reasonable estimate of fair value can be made. Each period, we accrete the ARO to its then present value. The associated asset retirement cost (“ARC”) is capitalized as part of the carrying amount of our oil and natural gas properties, equipment and facilities. Subsequently, the ARC is depreciated using a systematic and rational method over the asset’s useful life. The AROs recorded by us relate to the plugging and abandonment of oil and natural gas wells, and decommissioning of oil and natural gas gathering and other facilities. Inherent in the fair value calculation of ARO are numerous assumptions and judgments including the ultimate settlement amounts, inflation factors, credit adjusted discount rates, timing of settlement and changes in the legal, regulatory, environmental and political environments. To the extent future revisions to these assumptions result in adjustments to the recorded fair value of the existing ARO, a corresponding adjustment is made to the ARC capitalized as part of the oil and natural gas property balance. The following table is a reconciliation of the ARO:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="76%" align="center"> <tr> <td width="70%"></td> <td valign="bottom" width="10%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="10%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">For the Quarter Ended March 31, 2013</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">For the Year Ended December 31, 2012</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="6" align="center">(In 000’s)</td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Asset retirement obligation, beginning balance </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">7,665</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">7,052</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Liabilities incurred </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">28</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">162</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Liabilities settled </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(3</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(8</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> Revisions to prior estimates </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Accretion expense </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">123</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">459</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td valign="top"> Asset retirement obligation, ending balance </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right"> 7,813</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right"> 7,665</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> </table>   Additional asset retirement obligations increase the liability associated with new oil and natural gas wells and other facilities as these obligations are incurred. Actual expenditures for abandonments of oil and natural gas wells and other facilities reduce the liability for asset retirement obligations. At March 31, 2013, and December 31, 2012, there were no significant expenditures for abandonments and there were no assets legally restricted for purposes of settling existing asset retirement obligations. </div>

-0.55

-50227000

-163000

20000

<div> 6. OIL AND NATURAL GAS PROPERTIES  Oil and natural gas properties consist of the following:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="76%" align="center">  <tr> <td width="74%"></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">March 31, 2013</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">December 31, 2012</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="6" align="center">(In 000’s)</td> <td valign="bottom"> </td> </tr>  <tr bgcolor="#CCEEFF"> <td valign="top"> Oil and natural gas properties and related equipment (successful efforts method) </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Property (acreage) costs </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Proved property </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">592,862</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">591,889</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Unproved property </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,410</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,380</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Total property costs </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">594,272</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">593,269</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Materials and supplies </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">896</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">771</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Land </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">752</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">751</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td valign="top"> Total </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">595,920</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">594,791</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Less: Accumulated depreciation, depletion, amortization and impairments </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(479,356</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(474,669</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td valign="top"> Oil and natural gas properties and equipment, net </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">116,564</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">120,122</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> </table> Depletion, depreciation, amortization and impairments consist of the following:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="76%" align="center">  <tr> <td width="78%"></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Three Months Ended March 31, 2013</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Three Months Ended March 31, 2012</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="6" align="center">(In 000’s)</td> <td valign="bottom"> </td> </tr>  <tr bgcolor="#CCEEFF"> <td valign="top"> DD&A of oil and natural gas-related assets </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">4,798</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">2,387</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Asset Impairments </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">107</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Total </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">4,798</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">2,494</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> </table> Impairment of Oil and Natural Gas Properties and Other Non-Current Assets In March 2012, we recorded a total non-cash impairment charge of approximately $0.1 million to impair certain of our wells in the Woodford Shale. This impairment was recorded because the net capitalized costs of the properties exceeded the fair value of the properties as measured by estimated cash flows reported in a third party reserve report. This report was based upon future oil and natural gas prices, which are based on observable inputs adjusted for basis differentials, which are Level 2 inputs in the fair value hierarchy. Significant assumptions in valuing the proved reserves included the reserve quantities, anticipated operating costs, anticipated production taxes, future expected oil and natural gas prices and basis differentials, anticipated production declines, and an appropriate discount rate commensurate with the risk of the underlying cash flow estimates for the properties of 10.0%. The impairment was primarily caused by the impact of lower future expected oil and natural gas prices on future expected cash flows during the first quarter of 2012. After the impairments, the remaining net capitalized costs subject to impairment in the Woodford Shale was approximately $3.6 million. Cash flow estimates for the impairment testing exclude derivative instruments used to mitigate the risk of lower future oil and natural gas prices. These asset impairments have no impact on our cash flows, liquidity position, or debt covenants. Asset Sales In 2013, we sold our Robinson’s Bend Field in the Black Warrior Basin of Alabama for $63.0 million, subject to closing adjustments, and recorded a loss on the sale of approximately $3.1 million. These assets have now been classified as discontinued operations. See Note 13 for additional information. In the three months ended March 31, 2013, we also sold miscellaneous surplus equipment for less than $0.1 million resulting in an immaterial gain on the asset sale. In the three months ended March 31, 2012, we sold our interests in 14 gross non-operated oil wells in Kansas and Nebraska for approximately $1.4 million in cash, resulting in an immaterial loss on the asset sale. Useful Lives Our furniture, fixtures, and equipment are depreciated over a life of one to five years, buildings are depreciated over a life of twenty years, and pipeline and gathering systems are depreciated over a life of twenty-five to forty years. Exploration and Dry Hole Costs We had no exploration and dry hole costs in the three months ended March 31, 2013 and 2012, respectively. These costs represent abandonments of drilling locations, dry hole costs, delay rentals, geological and geophysical costs, and the impairment, amortization, and abandonment associated with leases on our unproved properties.  </div>

2100000

487000

<div> The following tables set forth by level within the fair value hierarchy our assets and liabilities that were measured at fair value on a recurring basis as of March 31, 2013 and December 31, 2012.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">  <tr> <td width="65%"></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="6" align="center">Commodity and Interest Rate Derivatives</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center">Netting and Cash Collateral*</td> <td valign="bottom" rowspan="2"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center">Total Net Fair Value</td> <td valign="bottom" rowspan="2"> </td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> At March 31, 2013 </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 1</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 2</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 3</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="18" align="center">(In 000’s)</td> <td valign="bottom"> </td> </tr>  <tr bgcolor="#CCEEFF"> <td valign="top"> Risk management assets </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">21,349</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom" nowrap="nowrap">$</td> <td valign="bottom" nowrap="nowrap" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(3,182</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">18,167</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Risk management liabilities </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right"> —  </td> <td valign="bottom" nowrap="nowrap"> </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(3,736</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom" nowrap="nowrap">$</td> <td valign="bottom" nowrap="nowrap" align="right"> —  </td> <td valign="bottom" nowrap="nowrap"> </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">3,182</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(554</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Total net assets and liabilities </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right"> —  </td> <td valign="bottom" nowrap="nowrap"> </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">17,613</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom" nowrap="nowrap">$</td> <td valign="bottom" nowrap="nowrap" align="right"> —  </td> <td valign="bottom" nowrap="nowrap"> </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap"> </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">17,613</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">  <tr> <td width="65%"></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="6" align="center">Commodity and Interest Rate Derivatives</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center">Netting and Cash Collateral*</td> <td valign="bottom" rowspan="2"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center">Total Net Fair Value</td> <td valign="bottom" rowspan="2"> </td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> At December 31, 2012 </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 1</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 2</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 3</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="18" align="center">(In 000’s)</td> <td valign="bottom"> </td> </tr>  <tr bgcolor="#CCEEFF"> <td valign="top"> Risk management assets </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right"> —  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">31,030</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom" nowrap="nowrap">$</td> <td valign="bottom" nowrap="nowrap" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(5,634</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">25,396</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Risk management liabilities </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(6,794</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom" nowrap="nowrap">$</td> <td valign="bottom" nowrap="nowrap" align="right"> —  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">5,634</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(1,160</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Total net assets and liabilities </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">24,236</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom" nowrap="nowrap">$</td> <td valign="bottom" nowrap="nowrap" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">24,236</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="2%" align="left">*</td> <td valign="top" align="left">We currently use our reserve-based credit facility to provide credit support for our derivative transactions and therefore we do not post cash collateral with our counterparties. Amounts shown represent the impact of netting assets and liabilities with our counterparties for which the right of offset exists.</td> </tr> </table> </div>

185000

14462000

24250661

50194000

68000

420000

5100000

1392000

400000

-50227000

<div> 5. DEBT  Reserve-Based Credit Facility At March 31, 2013, we had a $350.0 million reserve-based credit facility with The Royal Bank of Scotland plc as administrative agent and a syndicate of lenders. The reserve-based credit facility had a borrowing base of $37.5 million and matures on March 31, 2014. At March 31, 2013, we had $34.0 million in borrowings outstanding, which is reflected as a current liability on our balance sheet. Borrowings under the reserve-based credit facility are secured by various mortgages of oil and natural gas properties that we and certain of our subsidiaries own as well as various security and pledge agreements among us and certain of our subsidiaries and the administrative agent. The lenders and their percentage commitments in the reserve-based credit facility are The Royal Bank of Scotland plc (26.84%), Wells Fargo Bank, N.A. (“Wells Fargo”) (21.95%), The Bank of Nova Scotia (21.95%), Societe Generale (14.63%), and ING Capital LLC (14.63%). At our election, interest for borrowings are determined by reference to (i) the London interbank rate, or LIBOR, plus an applicable margin between 2.50% and 3.50% per annum based on utilization or (ii) a domestic bank rate (“ABR”) plus an applicable margin between 1.50% and 2.50% per annum based on utilization plus (iii) a commitment fee of 0.50% per annum based on the unutilized borrowing base. Interest on the borrowings for ABR loans and the commitment fee are generally payable quarterly. Interest on the borrowings for LIBOR loans are generally payable at the applicable maturity date. The reserve-based credit facility contains various covenants that limit, among other things, our ability and certain of our subsidiaries’ ability to incur certain indebtedness, grant certain liens, merge or consolidate, sell all or substantially all of our assets, make certain loans, acquisitions, capital expenditures and investments, and pay distributions. The reserve-based credit facility limits our ability to pay distributions to unitholders and permits us to hedge our projected monthly production and the interest rate on our borrowings. Debt Issue Costs During the three months ended March 31, 2013, we accelerated the amortization of approximately $0.3 million in debt issue costs as a result of the third amendment of our reserve-based credit facility which set our borrowing base at $37.5 million. As of March 31, 2013, our unamortized debt issue costs were approximately $0.6 million. These costs are being amortized over the life of our reserve-based credit facility. Funds Available for Borrowing As of March 31, 2013 and 2012, we had $34.0 million and $98.4 million, respectively, in outstanding debt under our reserve-based credit facility. As of March 31, 2013, we had $3.5 million in remaining borrowing capacity under our reserve-based credit facility. Compliance with Debt Covenants At March 31, 2013, we believe that we were in compliance with the financial covenant ratios contained in our reserve-based credit facility. We monitor compliance on an ongoing basis. As of March 31, 2013, our actual Total Net Debt to actual Adjusted EBITDA ratio was 1.0 to 1.0 as compared with a required ratio of not greater than 3.5 to 1.0, our actual ratio of consolidated current assets to consolidated current liabilities was 2.5 to 1.0 as compared with a required ratio of not less than 1.0 to 1.0, and our actual Adjusted EBITDA to cash interest expense ratio was 7.8 to 1.0 as compared with a required ratio of not less than 2.5 to 1.0.   Extending or Refinancing our Reserve-Based Credit Facility Our reserve-based credit facility matures on March 31, 2014. To the extent that we do not enter into an agreement to refinance our reserve-based credit facility, the outstanding debt balance at March 31, 2014, will become due and payable. We are currently working with a group of lenders to refinance our reserve-based credit facility. As of March 31, 2013, our outstanding debt was $34.0 million and our borrowing base was $37.5 million. If we are unable to successfully refinance our reserve-based credit facility and it becomes necessary to reduce debt by amounts that exceed our operating cash flows or our available cash, we could reduce capital expenditures, sell oil and natural gas properties, liquidate in-the-money derivative positions, further reduce operating and administrative costs, or take additional steps to increase liquidity to repay the outstanding balance thereunder.  </div>

678000

<div> 8. COMMITMENTS AND CONTINGENCIES In the course of our normal business affairs, we are subject to possible loss contingencies arising from federal, state and local environmental, health and safety laws and regulations and third-party litigation and lawsuits. As of March 31, 2013, there were no matters which, in the opinion of management, would have a material adverse effect on the financial position, results of operations or cash flows of CEP, and its subsidiaries, taken as a whole. </div>

56429000

<div> 4. DERIVATIVE AND FINANCIAL INSTRUMENTS Mark-to-Market Activities As of March 31, 2013, we have hedged a portion of our expected natural gas and oil sales from currently producing wells through December 2016 and entered into hedging arrangements in the form of interest rate swaps to reduce the impact of volatility stemming from changes in the London interbank offered rate (“LIBOR”) on $30.0 million of our outstanding debt for various maturities extending through September 2014. All of our derivatives were accounted for as mark-to-market activities as of March 31, 2013. For the three months ended March 31, 2013 and 2012, we recognized mark-to-market losses of approximately $9.3 million and mark-to-market gains of approximately $6.6 million, respectively, in connection with our commodity derivatives. For the three months ended March 31, 2013 and 2012, we recognized a mark-to-market gain of approximately $2.7 million and a mark-to-market gain of $0.1 million, respectively, in connection with our interest rate derivatives. At March 31, 2013 and December 31, 2012, the fair value of our derivatives accounted for as mark-to-market activities amounted to a net asset of approximately $17.6 million and $24.2 million, respectively. Fair Value Measurements We measure fair value of our financial and non-financial assets and liabilities on a recurring basis. Accounting standards define fair value, establish a framework for measuring fair value and require certain disclosures about fair value measurements for assets and liabilities measured on a recurring basis. All of our derivative instruments are recorded at fair value in our financial statements. Fair value is the exit price that we would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. The following hierarchy prioritizes the inputs used to measure fair value. The three levels of the fair value hierarchy are as follows:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td width="5%"> </td> <td valign="top" width="2%" align="left">•</td> <td valign="top" width="1%"> </td> <td valign="top" align="left"> Level 1 – Quoted prices available in active markets for identical assets or liabilities as of the reporting date. </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td width="5%"> </td> <td valign="top" width="2%" align="left">•</td> <td valign="top" width="1%"> </td> <td valign="top" align="left"> Level 2 – Pricing inputs other than quoted prices in active markets included in Level 1 which are either directly or indirectly observable as of the reporting date. Level 2 consists primarily of non-exchange traded commodity and interest rate derivatives. </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td width="5%"> </td> <td valign="top" width="2%" align="left">•</td> <td valign="top" width="1%"> </td> <td valign="top" align="left"> Level 3 – Pricing inputs include significant inputs that are generally less observable from objective sources. </td> </tr> </table> We classify assets and liabilities within the fair value hierarchy based on the lowest level of input that is significant to the fair value measurement of each individual asset and liability taken as a whole. The income valuation approach, which involves discounting estimated cash flows, is primarily used to determine recurring fair value measurements of our derivative instruments classified as Level 2. Our commodity derivatives are valued using the terms of the individual derivative contracts with our counterparties, expected future levels of oil and natural gas prices, and an appropriate discount rate. Our interest rate derivatives are valued using the terms of the individual derivative contracts with our counterparties, expected future levels of the LIBOR interest rates, and an appropriate discount rate. We prioritize the use of the highest level inputs available in determining fair value such that fair value measurements are determined using the highest and best use as determined by market participants and the assumptions that they would use in determining fair value. Our assessment of the significance of a particular input to the fair value measurement requires judgment and may affect the classification of assets and liabilities within the fair value hierarchy. Because of the long-term nature of certain assets and liabilities measured at fair value as well as differences in the availability of market prices and market liquidity over their terms, inputs for some assets and liabilities may fall into any one of the three levels in the fair value hierarchy. While we are required to classify these assets and liabilities in the lowest level in the hierarchy for which inputs are significant to the fair value measurement, a portion of that measurement may be determined using inputs from a higher level in the hierarchy. The following tables set forth by level within the fair value hierarchy our assets and liabilities that were measured at fair value on a recurring basis as of March 31, 2013 and December 31, 2012.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">  <tr> <td width="65%"></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="6" align="center">Commodity and Interest Rate Derivatives</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center">Netting and Cash Collateral*</td> <td valign="bottom" rowspan="2"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center">Total Net Fair Value</td> <td valign="bottom" rowspan="2"> </td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> At March 31, 2013 </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 1</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 2</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 3</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="18" align="center">(In 000’s)</td> <td valign="bottom"> </td> </tr>  <tr bgcolor="#CCEEFF"> <td valign="top"> Risk management assets </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">21,349</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom" nowrap="nowrap">$</td> <td valign="bottom" nowrap="nowrap" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(3,182</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">18,167</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Risk management liabilities </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right"> —  </td> <td valign="bottom" nowrap="nowrap"> </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(3,736</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom" nowrap="nowrap">$</td> <td valign="bottom" nowrap="nowrap" align="right"> —  </td> <td valign="bottom" nowrap="nowrap"> </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">3,182</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(554</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Total net assets and liabilities </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right"> —  </td> <td valign="bottom" nowrap="nowrap"> </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">17,613</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom" nowrap="nowrap">$</td> <td valign="bottom" nowrap="nowrap" align="right"> —  </td> <td valign="bottom" nowrap="nowrap"> </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap"> </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">17,613</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">  <tr> <td width="65%"></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="6" align="center">Commodity and Interest Rate Derivatives</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center">Netting and Cash Collateral*</td> <td valign="bottom" rowspan="2"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center">Total Net Fair Value</td> <td valign="bottom" rowspan="2"> </td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> At December 31, 2012 </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 1</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 2</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 3</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="18" align="center">(In 000’s)</td> <td valign="bottom"> </td> </tr>  <tr bgcolor="#CCEEFF"> <td valign="top"> Risk management assets </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right"> —  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">31,030</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom" nowrap="nowrap">$</td> <td valign="bottom" nowrap="nowrap" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(5,634</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">25,396</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Risk management liabilities </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(6,794</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom" nowrap="nowrap">$</td> <td valign="bottom" nowrap="nowrap" align="right"> —  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">5,634</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(1,160</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Total net assets and liabilities </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">24,236</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom" nowrap="nowrap">$</td> <td valign="bottom" nowrap="nowrap" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">24,236</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="2%" align="left">*</td> <td valign="top" align="left">We currently use our reserve-based credit facility to provide credit support for our derivative transactions and therefore we do not post cash collateral with our counterparties. Amounts shown represent the impact of netting assets and liabilities with our counterparties for which the right of offset exists.</td> </tr> </table> Risk management assets and liabilities in the table above represent the current fair value of all open derivative positions. We classify all of our derivative instruments as “Risk management assets” or “Risk management liabilities” in our Consolidated Balance Sheets. We use observable market data or information derived from observable market data in order to determine the fair value amounts presented above. We currently use our reserve-based credit facility to provide credit support for our derivative transactions. As a result, we do not post cash collateral with our counterparties, and have minimal non-performance credit risk on our liabilities with counterparties. We utilize observable market data for credit default swaps to assess the impact of non-performance credit risk when evaluating our net assets from counterparties. At March 31, 2013, the impact of non-performance credit risk on the valuation of our net assets from counterparties was $0.1 million, of which $0.1 million was reflected as a decrease to our non-cash mark-to-market gain and none was reflected as a reduction to our accumulated other comprehensive income. At March 31, 2012, the impact of non-performance credit risk on the valuation of our net assets from counterparties was $0.8 million, of which $0.6 million was reflected as a decrease to our non-cash mark-to-market gain and $0.2 million was reflected in our accumulated other comprehensive loss. Fair Value of Financial Instruments As of March 31, 2013, we have interest rate swaps on $30.0 million of outstanding debt for various maturities extending through September 2014, various commodity swaps for 13,372,676 MMbtu of natural gas production through December 2015, various basis swaps for 8,276,264 MMbtu of natural gas production in the Cherokee Basin through December 2014, and various commodity swaps for 373,681 Bbls of oil production through December 2016. See Note 14 for additional information.   The following represents the fair value for our risk management assets and liabilities, as of March 31, 2013, and December 31, 2012, and the amount of gains and losses recognized at March 31, 2013 and 2012:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="84%" align="center">  <tr> <td width="44%"></td> <td valign="bottom" width="8%"></td> <td width="22%"></td> <td valign="bottom" width="8%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="8%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" rowspan="2" align="center"> Location of Asset/ (Liability) on Balance Sheet </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="6" align="center">Fair Value of Asset/ (Liability) on Balance Sheet (in 000’s)</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> Derivative Type </td> <td valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Quarter Ended March 31, 2013</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Year Ended December 31, 2012</td> <td valign="bottom"> </td> </tr>  <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity-MTM </td> <td valign="bottom">  </td> <td valign="bottom"> Risk management assets-current </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">13,150</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">19,005</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Commodity-MTM </td> <td valign="bottom">  </td> <td valign="bottom"> Risk management assets-non-current </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">8,199</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">12,025</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom"> Total gross assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">21,349</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">31,030</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Commodity-MTM </td> <td valign="bottom">  </td> <td valign="bottom"> Risk management assets-current </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,595</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,040</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity-MTM </td> <td valign="bottom">  </td> <td valign="bottom"> Risk management assets-non-current </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(603</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(946</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> Commodity-MTM </td> <td valign="bottom">  </td> <td valign="bottom"> Risk management liabilities-current </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(126</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(523</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity-MTM </td> <td valign="bottom">  </td> <td valign="bottom"> Risk management liabilities-non-current </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(428</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(637</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> Interest Rate-MTM </td> <td valign="bottom">  </td> <td valign="bottom"> Risk management assets-non-current </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(984</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(3,648</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom"> Total gross liabilities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(3,736</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(6,794</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom"> Total net assets and liabilities </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">17,613</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">24,236</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td height="16"></td> <td height="16" colspan="2"></td> <td height="16" colspan="8"></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="6" align="center">Amount of Gain / (Loss) in Income (in 000’s)</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> Derivative Type </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"> Location of Gain / (Loss) in Income </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Quarter Ended March 31, 2013</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Quarter Ended March 31, 2012</td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity-MTM-Unrealized </td> <td valign="bottom">  </td> <td valign="bottom"> Natural gas sales </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(8,481</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">7,872</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Commodity-MTM-Unrealized </td> <td valign="bottom">  </td> <td valign="bottom"> Oil and liquids sales </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(804</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,270</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity-MTM-Realized </td> <td valign="bottom">  </td> <td valign="bottom"> Natural gas sales </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">4,543</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">5,240</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Commodity-MTM-Realized </td> <td valign="bottom">  </td> <td valign="bottom"> Oil and liquids sales </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">162</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">89</td> <td valign="bottom" nowrap="nowrap"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Interest Rate-MTM-Unrealized </td> <td valign="bottom">  </td> <td valign="bottom"> Interest expense </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">2,664</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">92</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Interest Rate-MTM-Realized </td> <td valign="bottom">  </td> <td valign="bottom"> Interest expense </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(2,709</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(492</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom"> Total </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(4,625</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">11,531</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td height="16"></td> <td height="16" colspan="2"></td> <td height="16" colspan="8"></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" rowspan="2" nowrap="nowrap" align="center"> Location of Gain /(Loss) for Effective and Ineffective Portion of Derivative  in Income </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="6" align="center">Amount of Gain/(Loss) Reclassified from AOCI into Income -  Effective</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> Derivative Type </td> <td valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Quarter Ended March 31, 2013</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Quarter Ended March 31, 2012</td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity-Cash Flow </td> <td valign="bottom">  </td> <td valign="bottom">Natural gas sales</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">718</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom">Total</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">718</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> </table> At March 31, 2013, the carrying values of our cash, accounts receivable, other current assets and current liabilities on the Consolidated Balance Sheets approximate fair value because of their short-term nature. We believe the carrying value of long-term debt for our reserve-based credit facility approximates its fair value because the interest rates on the debt approximate market interest rates for debt with similar terms, which is a Level 2 measurement in the fair value hierarchy and represents the amount at which the instrument could be valued in an exchange during a current transaction between willing parties. Our reserve-based credit facility is discussed in Note 5.   Hedge Liquidation and Repositioning In the first quarter of 2013, we liquidated or repositioned certain of our hedges. In connection with the sale of our Robinson’s Bend Field in the Black Warrior Basin of Alabama, we liquidated 395,218 Mmbtu of NYMEX swaps in 2013 and 1,634,530 Mmbtu of NYMEX swaps in 2014 at a cost of $0.3 million. In addition, we reduced our outstanding NYMEX swap positions in 2013 by 1,041,814 Mmbtu by executing offsetting trades with our counterparties at a fixed price of $3.662. These transactions ensure that our outstanding derivative positions in future periods are lower than our expected future natural gas production in those periods. After we reduced our outstanding debt on our reserve based credit facility to $34.0 million, we reduced our outstanding interest rate swaps that fix our LIBOR rate through 2014 to $30 million at a cost of $2.1 million. We also amended a 2014 to 2015 oil trade with one of our hedge counterparties to lower the stated swap price from $98.10 to $93.50, on a total of 58,157 barrels of oil. We received proceeds of approximately $0.2 million upon execution of the amendment. The proceeds were used for working capital purposes. </div>

3000

-0.44

4798000

-13332000

-1284000

<div> 2. SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES  Our significant accounting policies are consistent with those discussed in our Annual Report on Form 10-K for the year ended December 31, 2012. Earnings per Unit Basic earnings per unit (“EPU”) are computed by dividing net income attributable to unitholders by the weighted average number of units outstanding during each period. At March 31, 2013, we had 484,505 Class A units and 23,740,728 Class B common units outstanding. Of the Class B common units, 395,448 units are restricted unvested common units granted and outstanding.   The following table presents earnings per common unit amounts:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="84%" align="center">  <tr> <td width="66%"></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Income</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Weighted Average Units Outstanding</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Per Unit Amount</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="10" align="center">(In 000’s except unit data)</td> <td valign="bottom"> </td> </tr>  <tr bgcolor="#CCEEFF"> <td valign="top"> For the three months ended March 31, 2013 </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Basic EPU: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) from continuing operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(10,646</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,250,661</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.44</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> Income (loss) from discontinued operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(2,686</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.11</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(13,332</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,250,661</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.55</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> Diluted EPU: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) from continuing operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(10,646</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,250,661</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.44</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> Income (loss) from discontinued operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(2,686</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.11</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(13,332</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,250,661</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.55</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="84%" align="center">  <tr> <td width="68%"></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Income</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Weighted Average Units Outstanding</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Per Unit Amount</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="10" align="center">(In 000’s except unit data)</td> <td valign="bottom"> </td> </tr>  <tr bgcolor="#CCEEFF"> <td valign="top"> For the three months ended March 31, 2012 </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Basic EPU: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) from continuing operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">6,686</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,186,724</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">0.27</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Income (loss) from discontinued operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(801</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.03</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">5,885</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,186,724</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">0.24</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Diluted EPU: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) from continuing operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">6,686</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,186,724</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">0.27</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Income (loss) from discontinued operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(801</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.03</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">5,885</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,186,724</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">0.24</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> </table> Cash All highly liquid investments with original maturities of three months or less are considered cash. Checks-in-transit are included in our consolidated balance sheets as accounts payable or as a reduction of cash, depending on the type of bank account the checks were drawn on. Our checks-in-transit reported in accounts payable were $0.2 million at March 31, 2013, and $0.5 million at December 31, 2012 and our checks-in-transit reported as a reduction of cash were $1.3 million at March 31, 2013, and none at December 31, 2012. We have established an escrow account for $0.6 million related to a vendor dispute, which is included in other non-current assets in our consolidated balance sheets at March 31, 2013, and December 31, 2012. This amount will remain in the escrow account until the dispute has been resolved. We also have an escrow account for approximately $1.2 million related to the sale of our Robinson’s Bend Field in the Black Warrior Basin of Alabama, which is included in other non-current assets in our consolidated balance sheets at March 31, 2013. These funds will be held in escrow for a period of twenty-four months pending certain closing conditions.    </div>

-13332000

-0.44

<div> 1. ORGANIZATION AND BASIS OF PRESENTATION  The consolidated financial statements as of March 31, 2013, and for the three month periods ended March 31, 2013, and March 31, 2012, are unaudited, but in the opinion of management include all adjustments (consisting only of normal recurring adjustments) necessary for a fair statement of the results for the interim periods. Certain information and note disclosures normally included in annual financial statements prepared in accordance with U.S. generally accepted accounting principles (“GAAP”) have been condensed or omitted under Securities and Exchange Commission (“SEC”) rules and regulations. The results reported in these unaudited consolidated financial statements should not necessarily be taken as indicative of results that may be expected for the entire year. The financial information included herein should be read in conjunction with the financial statements and notes in the Company’s Annual Report on Form 10-K for the year ended December 31, 2012, which was filed on March 11, 2013. Certain amounts in the consolidated financial statements and notes thereto have been reclassified to conform to the 2013 financial statement presentation and to reflect our discontinued operations. Constellation Energy Partners LLC (“CEP”, “we”, “us”, “our” or the “Company”) was organized as a limited liability company on February 7, 2005, under the laws of the State of Delaware. We completed our initial public offering on November 20, 2006, and currently trade on the NYSE MKT LLC (“NYSE MKT”) under the symbol “CEP”. Through subsidiaries, both PostRock Energy Corporation (NASDAQ: PSTR) (“PostRock”) and Exelon Corporation (NYSE: EXC) (“Exelon”), own a portion of our outstanding units. As of March 31, 2013, Constellation Energy Partners Management, LLC (“CEPM”), a subsidiary of PostRock, owns all of our Class A units and 5,918,894 of our Class B common units. Constellation Energy Partners Holdings, LLC (“CEPH”), a subsidiary of Exelon, owns all of our Class C management incentive interests and all of our Class D interests. We are currently focused on the development and acquisition of oil and natural gas properties in the Cherokee Basin in Kansas and Oklahoma, the Woodford Shale in Oklahoma, and the Central Kansas Uplift in Kansas. Accounting policies used by us conform to accounting principles generally accepted in the United States of America. The accompanying financial statements include the accounts of us and our wholly-owned subsidiaries. All significant intercompany accounts and transactions have been eliminated in consolidation. We operate our oil and natural gas properties as one business segment: the exploration, development and production of oil and natural gas. Our management evaluates performance based on one business segment as there are not different economic environments within the operation of our oil and natural gas properties. Going Concern Our accompanying financial statements have been prepared assuming we will continue as a going concern. Our reserve-based credit facility matures on March 31, 2014. As of March 31, 2013, all of our outstanding debt of $34.0 million is reflected as a current liability on our balance sheet. Our ability to continue as a going concern will be dependent upon our ability to refinance our reserve-based credit facility prior to its maturity date. We are working with a group of lenders to refinance our reserve-based credit facility and believe that we will be able to do so, but there is no assurance that we can or will be able to refinance our reserve-based credit facility on terms reasonably acceptable to us or at all. Since there can be no assurance that we will be successful in our efforts to refinance our reserve-based credit facility, this raises substantial doubt as to our ability to continue as a going concern. The condensed consolidated financial statements do not include any adjustments that might result from the outcome of this uncertainty. </div>

<div> Earnings per Unit Basic earnings per unit (“EPU”) are computed by dividing net income attributable to unitholders by the weighted average number of units outstanding during each period. At March 31, 2013, we had 484,505 Class A units and 23,740,728 Class B common units outstanding. Of the Class B common units, 395,448 units are restricted unvested common units granted and outstanding.   The following table presents earnings per common unit amounts:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="84%" align="center">  <tr> <td width="66%"></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Income</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Weighted Average Units Outstanding</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Per Unit Amount</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="10" align="center">(In 000’s except unit data)</td> <td valign="bottom"> </td> </tr>  <tr bgcolor="#CCEEFF"> <td valign="top"> For the three months ended March 31, 2013 </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Basic EPU: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) from continuing operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(10,646</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,250,661</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.44</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> Income (loss) from discontinued operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(2,686</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.11</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(13,332</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,250,661</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.55</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> Diluted EPU: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) from continuing operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(10,646</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,250,661</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.44</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> Income (loss) from discontinued operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(2,686</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.11</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(13,332</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,250,661</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.55</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="84%" align="center">  <tr> <td width="68%"></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Income</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Weighted Average Units Outstanding</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Per Unit Amount</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="10" align="center">(In 000’s except unit data)</td> <td valign="bottom"> </td> </tr>  <tr bgcolor="#CCEEFF"> <td valign="top"> For the three months ended March 31, 2012 </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Basic EPU: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) from continuing operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">6,686</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,186,724</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">0.27</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Income (loss) from discontinued operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(801</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.03</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">5,885</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,186,724</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">0.24</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Diluted EPU: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) from continuing operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">6,686</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,186,724</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">0.27</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Income (loss) from discontinued operations allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(801</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(0.03</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Income (loss) allocable to unitholders </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">5,885</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,186,724</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">0.24</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> </table> </div>

<div> 10. COMPENSATION  We recognized approximately $0.4 million and $0.3 million of non-cash compensation expense related to our unit-based compensation plans in the three months ended March 31, 2013, and March 31, 2012, respectively. As of March 31, 2013, we had approximately $1.1 million in unrecognized compensation expense related to our unit-based non-cash compensation plans expected to be recognized through the first quarter of 2015. In the three months ended March 31, 2013, we incurred one-time severance costs of approximately $0.8 million. This one-time charge was reflected as general and administrative expenses and was composed of approximately $0.7 million in cash compensation expense and approximately $0.1 million in non-cash compensation expense related to accelerated vesting under our unit-based compensation plans. </div>

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<div> 3. RECENT ACCOUNTING PRONOUNCEMENTS AND ACCOUNTING CHANGES  In December 2011, the Financial Accounting Standards Board (“FASB”) issued ASU No. 2011-11, Disclosures about Offsetting Assets and Liabilities, which requires additional disclosures for financial and derivative instruments that are either (1) offset in accordance with either Accounting Standards Codification (ASC) 210-20-45 or ASC 815-10-45 or (2) subject to an enforceable master netting arrangement or similar agreement, regardless of whether they are offset in accordance with either ASC 210-20-45 or ASC 815-10-45. The guidance is effective beginning on or after January 1, 2013, and will primarily impact the disclosures associated with our commodity and interest rate derivatives. Implementation of this guidance did not have any material impact on our consolidated financial position, results of operations or cash flows. In June 2011, the FASB issued ASU 2011-05, Comprehensive Income (Topic 220) that requires entities to present net income and other comprehensive income in either a single continuous statement or in two separate, but consecutive, statements of net income and other comprehensive income. The option to present items of other comprehensive income in the statement of changes in equity was eliminated. In December 2011, the FASB issued new authoritative accounting guidance which effectively deferred the requirement to present the reclassification adjustments on the face of the financial statements. The amended guidance was effective for us in the first quarter of 2012 and implementation of this guidance did not have a material impact on our financial statements or our disclosures. In May 2011, the FASB issued ASU 2011-04, Fair Value Measurement (Topic 820): Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRSs, and the IASB issued IFRS 13, Fair Value Measurement (together, the “new guidance”). The new guidance results in a consistent definition of fair value and common requirements for measurement of and disclosure about fair value between U.S. GAAP and IFRS. The new guidance changes some fair value measurement principles and disclosure requirements and was effective for interim and annual periods beginning on or after December 15, 2011. The amended guidance was effective for us in the first quarter of 2012 and implementation of this guidance did not have a material impact on our financial statements or our disclosures. </div>

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-10646000 -1321000 -2686000 300000 63000000 1 50000000 -10646000 -2686000 1.0 7.8 2.5 <div> 11. DISTRIBUTIONS TO UNITHOLDERS Beginning in June 2009, we suspended our quarterly distributions to unitholders. For each of the quarterly periods since June 2009, we were restricted from paying distributions to unitholders as we had no available cash (taking into account the cash reserves set by our board of managers for the proper conduct of our business) from which to pay distributions. See Note 14 for additional information. </div> <div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="84%" align="center"> <tr> <td width="53%"></td> <td valign="bottom" width="9%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="9%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="9%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td height="16"></td> <td height="16" colspan="4"></td> <td height="16" colspan="8"></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2" nowrap="nowrap" align="center"> Location of Gain /(Loss) for Effective and</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="6" nowrap="nowrap" align="center">Amount of Gain / (Loss) Reclassified from AOCI into Income -Effective</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> Derivative Type </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="center">Ineffective Portion of Derivative in Income</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="center">Quarter Ended March 31, 2013</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="center">Quarter Ended March 31, 2012</td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity-Cash Flow </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">Natural gas sales</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">718</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">Total</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">718</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> </table> </div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="84%" align="center"> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="6" align="center">Amount of Gain / (Loss) in Income (in 000’s)</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> Derivative Type </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"> Location of Gain / (Loss) in Income </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Quarter Ended March 31, 2013</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Quarter Ended March 31, 2012</td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity-MTM-Unrealized </td> <td valign="bottom">  </td> <td valign="bottom"> Natural gas sales </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(8,481</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">7,872</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Commodity-MTM-Unrealized </td> <td valign="bottom">  </td> <td valign="bottom"> Oil and liquids sales </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(804</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,270</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity-MTM-Realized </td> <td valign="bottom">  </td> <td valign="bottom"> Natural gas sales </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">4,543</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">5,240</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Commodity-MTM-Realized </td> <td valign="bottom">  </td> <td valign="bottom"> Oil and liquids sales </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">162</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">89</td> <td valign="bottom" nowrap="nowrap"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Interest Rate-MTM-Unrealized </td> <td valign="bottom">  </td> <td valign="bottom"> Interest expense </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">2,664</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">92</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Interest Rate-MTM-Realized </td> <td valign="bottom">  </td> <td valign="bottom"> Interest expense </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(2,709</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(492</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom"> Total </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(4,625</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">11,531</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> </tr> </table> 2.5 1.0 <div> Depletion, depreciation, amortization and impairments consist of the following:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="76%" align="center"> <tr> <td width="78%"></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Three Months Ended March 31, 2013</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Three Months Ended March 31, 2012</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="6" align="center">(In 000’s)</td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> DD&A of oil and natural gas-related assets </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">4,798</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">2,387</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Asset Impairments </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">107</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Total </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">4,798</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">2,494</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> </table> </div> <div> Oil and natural gas properties consist of the following:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="76%" align="center"> <tr> <td width="74%"></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">March 31, 2013</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">December 31, 2012</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="6" align="center">(In 000’s)</td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Oil and natural gas properties and related equipment (successful efforts method) </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Property (acreage) costs </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Proved property </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">592,862</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">591,889</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Unproved property </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,410</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,380</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Total property costs </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">594,272</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">593,269</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"> Materials and supplies </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">896</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">771</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Land </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">752</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">751</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td valign="top"> Total </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">595,920</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">594,791</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Less: Accumulated depreciation, depletion, amortization and impairments </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(479,356</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(474,669</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td valign="top"> Oil and natural gas properties and equipment, net </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">116,564</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">120,122</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> <td valign="bottom"> </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> </table> </div> 0.15 185000 P24M P24M 24250661 24250661 2015-03 3.5

139810

200000

347602

302958

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1017944

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300000

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Reconciliation of Asset Retirement Obligation (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended		12 Months Ended
	Mar. 31, 2013	Mar. 31, 2012	Dec. 31, 2012
Reconciliation of Changes in Asset Retirement Obligations [Line Items]
Asset retirement obligation, beginning balance	$ 7,665	$ 7,052	$ 7,052
Liabilities incurred	28		162
Liabilities settled	(3)		(8)
Revisions to prior estimates
Accretion expense	123	114	459
Asset retirement obligation, ending balance	$ 7,813		$ 7,665

- Definition

The carrying amount of a liability for an asset retirement obligation. An asset retirement obligation is a legal obligation associated with the disposal or retirement of a tangible long-lived asset that results from the acquisition, construction or development, or the normal operations of a long-lived asset, except for certain obligations of lessees.

+ References+ Details

- Definition

Amount of accretion expense recognized during the period that is associated with an asset retirement obligation. Accretion expense measures and incorporates changes due to the passage of time into the carrying amount of the liability.

+ References+ Details

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Fair Value Disclosures Applicable to Income Statement Reclassified (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2013	Mar. 31, 2012
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Amount of gain/ (loss) Reclassified from AOCI Income		$ 718
Commodity
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Amount of gain/ (loss) Reclassified from AOCI Income		$ 718

- Definition

The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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ASSET RETIREMENT OBLIGATION (Tables)

3 Months Ended

Mar. 31, 2013

Reconciliation of Asset Retirement Obligation

The following table is a reconciliation of the ARO:


	For the Quarter Ended March 31, 2013			For the Year Ended December 31, 2012
	(In 000’s)
Asset retirement obligation, beginning balance	$	7,665		$	7,052
Liabilities incurred		28			162
Liabilities settled		(3	)		(8	)
Revisions to prior estimates		—			—
Accretion expense		123			459

Asset retirement obligation, ending balance	$	7,813		$	7,665

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Distributions To Unitholders - Additional Information (Detail) (USD $)	Mar. 31, 2013
Distribution Made to Member or Limited Partner [Line Items]
Available cash balance	$ 0

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Oil and Natural Gas Properties - Additional Information (Detail) (USD $) In Millions, unless otherwise specified	1 Months Ended	3 Months Ended
	Jan. 31, 2013	Mar. 31, 2013	Mar. 31, 2012 Well
Costs Incurred, Oil and Gas Property Acquisition, Exploration, and Development Activities [Line Items]
Asset impairment non-cash charges			$ 0.1
Cash flow estimates of discount rate			10.00%
Proceeds from sale of entities	63.0	63.0
Loss on sale		3.1
Number of gross non-operated oil wells sold			14
Proceed from sale of interest of non-operated oil wells			1.4
Exploration costs
Maximum
Costs Incurred, Oil and Gas Property Acquisition, Exploration, and Development Activities [Line Items]
Immaterial gain on asset sale		0.1
Equipment, furniture and fixtures
Costs Incurred, Oil and Gas Property Acquisition, Exploration, and Development Activities [Line Items]
Oil and gas properties useful life minimum		1 year
Oil and gas properties useful life maximum		5 years
Buildings
Costs Incurred, Oil and Gas Property Acquisition, Exploration, and Development Activities [Line Items]
Useful life depreciation maximum		20 years
Pipeline and gathering systems
Costs Incurred, Oil and Gas Property Acquisition, Exploration, and Development Activities [Line Items]
Impairment of oil and gas properties useful life minimum		25 years
Impairment of oil and gas properties useful life maximum		40 years
Woodford Shale
Costs Incurred, Oil and Gas Property Acquisition, Exploration, and Development Activities [Line Items]
Capitalized cost oil & gas producing activities, net			$ 3.6

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RECENT ACCOUNTING PRONOUNCEMENTS AND ACCOUNTING CHANGES

3 Months Ended

Mar. 31, 2013

RECENT ACCOUNTING PRONOUNCEMENTS AND ACCOUNTING CHANGES

3. RECENT ACCOUNTING PRONOUNCEMENTS AND ACCOUNTING CHANGES

- Definition

The entire disclosure of changes in accounting principles, including adoption of new accounting pronouncements, that describes the new methods, amount and effects on financial statement line items.

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Reference 10: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

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-Glossary Indirect Effects of a Change in Accounting Principle

-URI http://asc.fasb.org/extlink&oid=6515603

Reference 11: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

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Reference 12: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Change in Accounting Principle

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Members' Equity - Additional Information (Detail) (USD $) In Thousands, except Share data, unless otherwise specified	3 Months Ended											3 Months Ended				3 Months Ended
	Mar. 31, 2013	Mar. 31, 2013 Common Units	Mar. 31, 2012 Common Units	Mar. 31, 2013 Common Class A	Dec. 31, 2012 Common Class A	Mar. 31, 2012 Common Class A	Mar. 31, 2013 Common Class B	Dec. 31, 2012 Common Class B	Mar. 31, 2012 Common Class B	Mar. 31, 2013 Long Term Incentive Plan	Mar. 31, 2012 Long Term Incentive Plan	Mar. 31, 2013 Long Term Incentive Plan Common Units	Mar. 31, 2012 Long Term Incentive Plan Common Units	Mar. 31, 2013 2009 Omnibus Incentive Compensation Plan	Mar. 31, 2012 2009 Omnibus Incentive Compensation Plan	Mar. 31, 2013 2009 Omnibus Incentive Compensation Plan Common Units	Mar. 31, 2012 2009 Omnibus Incentive Compensation Plan Common Units
Class of Stock [Line Items]
Shares units outstanding				484,505	483,418	482,999	23,740,728	23,687,507	23,666,956
Unvested restricted common stock issued										44,644	99,369			350,804	679,857
Common stock shares granted												347,602	315,221			1,368,748	1,327,357
Common stock shares under incentive plan												450,000	450,000			1,650,000	1,650,000
Common stock shares vested												302,958	215,852			1,017,944	647,500
Common stock tendered for tax withholding purpose		139,810	78,131
Units tendered by employees for tax withholding, cost	$ 185	$ 200	$ 200

- Definition

Number of shares of common stock outstanding. Common stock represent the ownership interest in a corporation.

+ References+ Details

- Definition

The number of non-vested equity-based payment instruments, excluding stock (or unit) options, that validly exist and are outstanding as of the balance sheet date.

+ References+ Details

XML 21 R29.htm IDEA: XBRL DOCUMENT

Derivative and Financial Instruments - Additional Information (Detail) (USD $)	3 Months Ended
	Mar. 31, 2013	Mar. 31, 2012	Dec. 31, 2012
Risks Inherent in Servicing Assets and Servicing Liabilities [Line Items]
Gain (loss) from mark-to-market activities	$ (6,621,000)	$ 6,694,000
Derivatives accounted to net asset	17,600,000		24,200,000
Impact of non-performance credit risk	100,000	800,000
Decrease in non-cash mark-to-market gain	100,000	600,000
Reduction in accumulated other comprehensive income	0	200,000
Debt face amount	30,000,000
Reduction in outstanding interest rate swaps	30,000,000
Outstanding interest rate swap costs	2,100,000
Stated swap price	98.10
Swaps Covering 2013 NYMEX
Risks Inherent in Servicing Assets and Servicing Liabilities [Line Items]
Reduced outstanding swap positions	1,041,814
Derivative contract swap settled, price	3.662
2015 Amendment
Risks Inherent in Servicing Assets and Servicing Liabilities [Line Items]
Stated swap price	93.50
Number of barrels of Oil	58,157
Execution of Amendment	200,000
Terminated Interest Rate Contracts
Risks Inherent in Servicing Assets and Servicing Liabilities [Line Items]
Cost of derivative contract settled	300,000
Terminated Interest Rate Contracts \| Swaps Covering 2013 NYMEX
Risks Inherent in Servicing Assets and Servicing Liabilities [Line Items]
Derivative contract settled	395,218
Terminated Interest Rate Contracts \| Swaps Covering 2014 NYMEX
Risks Inherent in Servicing Assets and Servicing Liabilities [Line Items]
Derivative contract settled	1,634,530
Reserve Based Credit Facility
Risks Inherent in Servicing Assets and Servicing Liabilities [Line Items]
Outstanding debt on our reserve based credit facility	34,000,000
Natural Gas Reserve
Risks Inherent in Servicing Assets and Servicing Liabilities [Line Items]
Derivative contract settled	13,372,676
Natural Gas Reserve \| Cherokee Basin
Risks Inherent in Servicing Assets and Servicing Liabilities [Line Items]
Derivative contract settled	8,276,264
Oil
Risks Inherent in Servicing Assets and Servicing Liabilities [Line Items]
Derivative contract settled	373,681
Interest Rate Swap
Risks Inherent in Servicing Assets and Servicing Liabilities [Line Items]
Outstanding debt for various maturities	30,000,000
Debt instrument maturity date	2014-09
Gain (loss) from mark-to-market activities	2,700,000	100,000
Commodity
Risks Inherent in Servicing Assets and Servicing Liabilities [Line Items]
Gain (loss) from mark-to-market activities	$ (9,300,000)	$ 6,000,000

XML 22 R28.htm IDEA: XBRL DOCUMENT

Earnings Per Common Unit Amounts (Detail) (USD $) In Thousands, except Share data, unless otherwise specified	3 Months Ended
	Mar. 31, 2013	Mar. 31, 2012
Schedule of Earnings Per Share, Basic and Diluted, by Common Class [Line Items]
Income (loss) allocable to unitholders, basic (continued)	$ (10,646)	$ 6,686
Income (loss) allocable to unitholders, basic (discontinued)	(2,686)	(801)
Income (loss) allocable to unitholders, basic	(13,332)	5,885
Income (loss) allocable to unitholders, diluted (continued)	(10,646)	6,686
Income (loss) allocable to unitholders, diluted (discontinued)	(2,686)	(801)
Income (loss) allocable to unitholders, diluted	$ (13,332)	$ 5,885
Income (loss) allocable to unitholders, weighted average units outstanding, basic (continued)	24,250,661	24,186,724
Income (loss) allocable to unitholders, weighted average units outstanding, basic (discontinued)
Income (loss) allocable to unitholders, weighted average units outstanding, basic	24,250,661	24,186,724
Income (loss) allocable to unitholders, weighted average units outstanding, diluted (continued)	24,250,661	24,186,724
Income (loss) allocable to unitholders, weighted average units outstanding, diluted (discontinued)
Income (loss) allocable to unitholders, weighted average units outstanding, diluted	24,250,661	24,186,724
Income (loss) allocable to unitholders, per unit amount, basic (continued)	$ (0.44)	$ 0.27
Income (loss) allocable to unitholders, per unit amount, basic (discontinued)	$ (0.11)	$ (0.03)
Income (loss) allocable to unitholders, per unit amount, basic	$ (0.55)	$ 0.24
Income (loss) allocable to unitholders, per unit amount, diluted (continued)	$ (0.44)	$ 0.27
Income (loss) allocable to unitholders, per unit amount, diluted (discontinued)	$ (0.11)	$ (0.03)
Income (loss) allocable to unitholders, per unit amount, diluted	$ (0.55)	$ 0.24

XML 23 R44.htm IDEA: XBRL DOCUMENT

Discontinued Operations - Additional Information (Detail) (USD $)	1 Months Ended		3 Months Ended
	Feb. 28, 2013 Well Entity	Jan. 31, 2013 Entity	Mar. 31, 2013	Mar. 31, 2012	Dec. 31, 2012
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Number of entities authorized to be sold		2
Proceeds from sale of entities		$ 63,000,000	$ 63,000,000
Number of operated natural gas wells	596
Proceeds from sale of operations in Alabama	60,000,000
Amount held in escrow			1,200,000
Escrow period			24 months
Amount held in escrow used to reduce the debt under reserve based credit facility			50,000,000
Discontinued operations net loss			(2,686,000)	(801,000)
Revenues			2,300,000	3,100,000
Expenses			1,900,000	3,900,000
Loss on sale			3,100,000
Discontinued operations, Current Assets					1,886,000
Discontinued operations, Long term assets					67,373,000
Discontinued operations, Current Liabilities					1,578,000
Discontinued operations, Long term liabilities					$ 7,692,000

XML 24 R30.htm IDEA: XBRL DOCUMENT

Fair Value Hierarchy of Assets and Liabilities Measured on Recurring Basis (Detail) (Recurring, USD $)
In Thousands, unless otherwise specified

Mar. 31, 2013

Dec. 31, 2012

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Risk management assets

$ 18,167

$ 25,396

Risk management liabilities

(554)

(1,160)

Total net assets and liabilities

17,613

24,236

Commodity and Interest Rate Derivatives | Level 2

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Risk management assets

21,349

31,030

Risk management liabilities

(3,736)

(6,794)

Total net assets and liabilities

17,613

24,236

Netting and Cash Collateral

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Risk management assets

(3,182)

^[1]

(5,634)

^[1]

Risk management liabilities

$ 3,182

^[1]

$ 5,634

^[1]

[1]

XML 25 R31.htm IDEA: XBRL DOCUMENT

Fair Value for Risk Management Assets and Liabilities (Detail) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Derivative Instruments, Gain (Loss) [Line Items]
Risk management assets-current	$ 11,555	$ 17,965
Risk management assets-non-current	6,612	7,431
Risk management liabilities-current	(126)	(523)
Risk management liabilities-non-current	(428)	(637)
Risk Management
Derivative Instruments, Gain (Loss) [Line Items]
Total gross liabilities	(3,736)	(6,794)
Total net assets and liabilities	17,613	24,236
Risk Management \| Commodity
Derivative Instruments, Gain (Loss) [Line Items]
Risk management assets-current	13,150	19,005
Risk management assets-non-current	8,199	12,025
Total gross assets	21,349	31,030
Risk management assets-current	(1,595)	(1,040)
Risk management assets-non-current	(603)	(946)
Risk management liabilities-current	(126)	(523)
Risk management liabilities-non-current	(428)	(637)
Risk Management \| Interest Rate Swap
Derivative Instruments, Gain (Loss) [Line Items]
Risk management assets-non-current	$ (984)	$ (3,648)

XML 26 R8.htm IDEA: XBRL DOCUMENT

SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES

3 Months Ended

Mar. 31, 2013

SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES

2. SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES

Our significant accounting policies are consistent with those discussed in our Annual Report on Form 10-K for the year ended December 31, 2012.

Earnings per Unit

The following table presents earnings per common unit amounts:


	Income			Weighted Average Units Outstanding		Per Unit Amount
	(In 000’s except unit data)
For the three months ended March 31, 2013
Basic EPU:
Income (loss) from continuing operations allocable to unitholders	$	(10,646	)		24,250,661	$	(0.44	)
Income (loss) from discontinued operations allocable to unitholders	$	(2,686	)		—	$	(0.11	)

Income (loss) allocable to unitholders	$	(13,332	)		24,250,661	$	(0.55	)
Diluted EPU:
Income (loss) from continuing operations allocable to unitholders	$	(10,646	)		24,250,661	$	(0.44	)
Income (loss) from discontinued operations allocable to unitholders	$	(2,686	)		—	$	(0.11	)

Income (loss) allocable to unitholders	$	(13,332	)		24,250,661	$	(0.55	)


	Income			Weighted Average Units Outstanding		Per Unit Amount
	(In 000’s except unit data)
For the three months ended March 31, 2012
Basic EPU:
Income (loss) from continuing operations allocable to unitholders	$	6,686			24,186,724	$	0.27
Income (loss) from discontinued operations allocable to unitholders	$	(801	)		—	$	(0.03	)

Income (loss) allocable to unitholders	$	5,885			24,186,724	$	0.24
Diluted EPU:
Income (loss) from continuing operations allocable to unitholders	$	6,686			24,186,724	$	0.27
Income (loss) from discontinued operations allocable to unitholders	$	(801	)		—	$	(0.03	)

Income (loss) allocable to unitholders	$	5,885			24,186,724	$	0.24

Cash

- Definition

The entire disclosure for all significant accounting policies of the reporting entity.

+ References+ Details

XML 27 R32.htm IDEA: XBRL DOCUMENT

Fair Value Applicable to Income Statement (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2013	Mar. 31, 2012
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses) recognized in income	$ (4,625)	$ 11,531
Natural Gas Reserve \| Commodity
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses) recognized in income, Unrealized	(8,481)	7,872
Derivative gains (losses) recognized in income, Realized	4,543	5,240
Oil and liquids sales \| Commodity
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses) recognized in income, Unrealized	(804)	(1,270)
Derivative gains (losses) recognized in income, Realized	162	89
Interest Expense \| Interest Rate Swap
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses) recognized in income, Unrealized	2,664	92
Derivative gains (losses) recognized in income, Realized	$ (2,709)	$ (492)

- Definition

The amount of net gains and losses recognized in income during the period on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges, on derivative instruments designated and qualifying as hedging instruments in cash flow hedges, and on derivative instruments not designated as hedging instruments.

+ References+ Details

XML 28 R40.htm IDEA: XBRL DOCUMENT

Asset Retirement Obligation - Additional Information (Detail) (USD $)	Mar. 31, 2013	Dec. 31, 2012
Reconciliation of Changes in Asset Retirement Obligations [Line Items]
Legally restricted assets	$ 0	$ 0

XML 29 R2.htm IDEA: XBRL DOCUMENT

Consolidated Balance Sheets (Unaudited) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Current assets
Cash and cash equivalents	$ 9,678	$ 1,959
Accounts receivable	4,449	5,615
Prepaid expenses	1,146	1,309
Risk management assets (see Note 4)	11,555	17,965
Current assets from discontinued operations		1,886
Total current assets	26,828	28,734
Oil and natural gas properties (See Note 6)
Oil and natural gas properties, equipment and facilities	595,024	594,020
Material and supplies	896	771
Less accumulated depreciation, depletion, amortization, and impairments	(479,356)	(474,669)
Net oil and natural gas properties	116,564	120,122
Other assets
Debt issue costs (net of accumulated amortization of $8,379 at March 31, 2013 and $7,775 at December 31, 2012)	564	1,168
Risk management assets (see Note 4)	6,612	7,431
Other non-current assets	4,297	3,194
Long-term assets from discontinued operations		67,373
Total assets	154,865	228,022
Current liabilities
Accounts payable	51	480
Accrued liabilities	6,147	7,174
Royalty payable	1,198	1,418
Risk management liabilities (see Note 4)	126	523
Debt	34,000	50,000
Current liabilities from discontinued operations		1,578
Total current liabilities	41,522	61,173
Other liabilities
Asset retirement obligation	7,813	7,665
Risk management liabilities (see Note 4)	428	637
Other non-current liabilities	1,952	589
Debt		34,000
Other long-term liabilities from discontinued operations		7,692
Total other liabilities	10,193	50,583
Total liabilities	51,715	111,756
Commitments and contingencies (See Note 8)
Members' equity
Total members' equity	103,150	116,266
Total liabilities and members' equity	154,865	228,022
Common Class A
Members' equity
Limited partners' capital account	2,064	2,326
Common Class B
Members' equity
Limited partners' capital account	$ 101,086	$ 113,940

XML 30 R45.htm IDEA: XBRL DOCUMENT

Subsequent Events - Additional Information (Detail) (Subsequent Event)	May 13, 2013 MMBTU
2015
Subsequent Event [Line Items]
Derivatives and financial instruments, Swap positions	1,990,629
Derivatives and financial instruments, Swap positions price	4.25
2016
Subsequent Event [Line Items]
Derivatives and financial instruments, Swap positions	1,686,330
Derivatives and financial instruments, Swap positions price	4.31

XML 31 R6.htm IDEA: XBRL DOCUMENT

Consolidated Statements of Changes in Members' Equity (Unaudited) (USD $) In Thousands, except Share data	Total	Common Class A	Common Class B
Beginning Balance at Dec. 31, 2012	$ 116,266	$ 2,326	$ 113,940
Beginning Balance (in shares) at Dec. 31, 2012		483,418	23,687,507
Distributions
Units tendered by employees for tax withholding	(185)	(4)	(181)
Units tendered by employees for tax withholding (Shares)		(2,853)	(139,810)
Unit-based compensation programs (in shares)		3,940	193,031
Unit-based compensation programs	401	8	393
Net income (loss)	(13,332)	(266)	(13,066)
Ending Balance at Mar. 31, 2013	$ 103,150	$ 2,064	$ 101,086
Ending Balance (in shares) at Mar. 31, 2013		484,505	23,740,728

- Definition

Equity impact of aggregate cash, stock, and paid-in-kind dividends declared for all securities (common shares, preferred shares, etc.) during the period.

+ References+ Details

- Definition

The portion of profit or loss for the period, net of income taxes, which is attributable to the parent.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 03

-Paragraph 19

-Article 5

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 260

-SubTopic 10

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=6371337&loc=d3e3550-109257

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-Name Accounting Standards Codification

-Topic 944

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.7-04.22)

-URI http://asc.fasb.org/extlink&oid=6879464&loc=d3e573970-122913

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Other Comprehensive Income

-URI http://asc.fasb.org/extlink&oid=6519514

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 225

-SubTopic 10

-Section S99

-Paragraph 2

-Subparagraph (SX 210.5-03.18)

-URI http://asc.fasb.org/extlink&oid=6880815&loc=d3e20235-122688

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 130

-Paragraph 10, 15

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 7: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 04

-Paragraph 20

-Article 9

Reference 8: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Net Income

-URI http://asc.fasb.org/extlink&oid=6518256

Reference 9: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Emerging Issues Task Force (EITF)

-Number 87-21

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 10: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 95

-Paragraph 28, 29, 30

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 11: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 28

-URI http://asc.fasb.org/extlink&oid=6943989&loc=d3e3602-108585

Reference 12: http://www.xbrl.org/2003/role/presentationRef

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-Name Accounting Standards Codification

-Topic 944

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.7-04.19)

-URI http://asc.fasb.org/extlink&oid=6879464&loc=d3e573970-122913

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-Topic 220

-SubTopic 10

-Section 45

-Paragraph 6

-URI http://asc.fasb.org/extlink&oid=20435746&loc=d3e565-108580

Reference 14: http://www.xbrl.org/2003/role/presentationRef

-Publisher AICPA

-Name Accounting Research Bulletin (ARB)

-Number 51

-Paragraph A7

-Appendix A

Reference 15: http://www.xbrl.org/2003/role/presentationRef

-Publisher AICPA

-Name Accounting Research Bulletin (ARB)

-Number 51

-Paragraph 38

-Subparagraph a

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 16: http://www.xbrl.org/2003/role/presentationRef

-Publisher AICPA

-Name Accounting Research Bulletin (ARB)

-Number 51

-Paragraph 38

-Subparagraph d

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

+ Details

- Definition

Total of all stockholders' equity (deficit) items, net of receivables from officers, directors, owners, and affiliates of the entity which are attributable to the parent. The amount of the economic entity's stockholders' equity attributable to the parent excludes the amount of stockholders' equity which is allocable to that ownership interest in subsidiary equity which is not attributable to the parent (noncontrolling interest, minority interest). This excludes temporary equity and is sometimes called permanent equity.

+ References+ Details

- Definition

Number of share options (or share units) exercised during the current period.

+ References+ Details

- Definition

Value of stock issued as a result of the exercise of stock options.

+ References+ Details

XML 32 R35.htm IDEA: XBRL DOCUMENT

Oil and Natural Gas Properties (Detail) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Oil and Gas In Process Activities [Line Items]
Proved property	$ 592,862	$ 591,889
Unproved property	1,410	1,380
Total property costs	594,272	593,269
Materials and supplies	896	771
Land	752	751
Total	595,920	594,791
Less: Accumulated depreciation, depletion, amortization and impairments	(479,356)	(474,669)
Oil and natural gas properties and equipment, net	$ 116,564	$ 120,122

- Definition

Oil and Gas properties with unproved reserves under the successful effort method.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 19

-Paragraph 11

-Subparagraph a

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 19

-Paragraph 147, 148

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 932

-SubTopic 235

-Section 50

-Paragraph 14

-URI http://asc.fasb.org/extlink&oid=8451039&loc=d3e61926-109447

Reference 4: http://www.xbrl.org/2003/role/presentationRef

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-Name Statement of Financial Accounting Standard (FAS)

-Number 19

-Paragraph 59N

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 932

-Glossary Unproved Properties

-URI http://asc.fasb.org/extlink&oid=6527831

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 932

-SubTopic 360

-Section 25

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=6474861&loc=d3e64746-109465

+ Details

XML 33 R22.htm IDEA: XBRL DOCUMENT

SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES (Tables)

3 Months Ended

Mar. 31, 2013

Earnings Per Common Unit Amounts

The following table presents earnings per common unit amounts:


	Income			Weighted Average Units Outstanding		Per Unit Amount
	(In 000’s except unit data)
For the three months ended March 31, 2013
Basic EPU:
Income (loss) from continuing operations allocable to unitholders	$	(10,646	)		24,250,661	$	(0.44	)
Income (loss) from discontinued operations allocable to unitholders	$	(2,686	)		—	$	(0.11	)

Income (loss) allocable to unitholders	$	(13,332	)		24,250,661	$	(0.55	)
Diluted EPU:
Income (loss) from continuing operations allocable to unitholders	$	(10,646	)		24,250,661	$	(0.44	)
Income (loss) from discontinued operations allocable to unitholders	$	(2,686	)		—	$	(0.11	)

Income (loss) allocable to unitholders	$	(13,332	)		24,250,661	$	(0.55	)


	Income			Weighted Average Units Outstanding		Per Unit Amount
	(In 000’s except unit data)
For the three months ended March 31, 2012
Basic EPU:
Income (loss) from continuing operations allocable to unitholders	$	6,686			24,186,724	$	0.27
Income (loss) from discontinued operations allocable to unitholders	$	(801	)		—	$	(0.03	)

Income (loss) allocable to unitholders	$	5,885			24,186,724	$	0.24
Diluted EPU:
Income (loss) from continuing operations allocable to unitholders	$	6,686			24,186,724	$	0.27
Income (loss) from discontinued operations allocable to unitholders	$	(801	)		—	$	(0.03	)

Income (loss) allocable to unitholders	$	5,885			24,186,724	$	0.24

XML 34 R36.htm IDEA: XBRL DOCUMENT

Depletion, Depreciation, Amortization and Impairments (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2013	Mar. 31, 2012
Depreciation and Other Amortization Expenses [Line Items]
DD&A of oil and natural gas-related assets	$ 4,798	$ 2,387
Asset Impairments		107
Total	$ 4,798	$ 2,494

- Definition

The charge against earnings resulting from the aggregate write down of all assets from their carrying value to their fair value.

+ References+ Details

XML 35 R24.htm IDEA: XBRL DOCUMENT

OIL AND NATURAL GAS PROPERTIES (Tables)

3 Months Ended

Mar. 31, 2013

Oil and Natural Gas Properties

Oil and natural gas properties consist of the following:


	March 31, 2013			December 31, 2012
	(In 000’s)
Oil and natural gas properties and related equipment (successful efforts method)
Property (acreage) costs
Proved property	$	592,862		$	591,889
Unproved property		1,410			1,380

Total property costs		594,272			593,269
Materials and supplies		896			771
Land		752			751

Total		595,920			594,791
Less: Accumulated depreciation, depletion, amortization and impairments		(479,356	)		(474,669	)

Oil and natural gas properties and equipment, net	$	116,564		$	120,122

Depletion, Depreciation, Amortization and Impairments

Depletion, depreciation, amortization and impairments consist of the following:


	Three Months Ended March 31, 2013		Three Months Ended March 31, 2012
	(In 000’s)
DD&A of oil and natural gas-related assets	$	4,798	$	2,387
Asset Impairments		—		107

Total	$	4,798	$	2,494

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ORGANIZATION AND BASIS OF PRESENTATION

3 Months Ended

Mar. 31, 2013

ORGANIZATION AND BASIS OF PRESENTATION

1. ORGANIZATION AND BASIS OF PRESENTATION

Going Concern

- Definition

The entire disclosure for organization, consolidation and basis of presentation of financial statements disclosure.

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Consolidated Balance Sheets (Unaudited) (Parenthetical) (USD $) In Thousands, except Share data, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Debt issue costs, accumulated amortization	8,379	7,775
Common Class A
Share units authorized	484,505	483,418
Share units issued	484,505	483,418
Shares units outstanding	484,505	483,418
Common Class B
Share units authorized	24,124,378	24,124,378
Share units issued	23,740,728	23,687,507
Shares units outstanding	23,740,728	23,687,507

- Definition

Number of shares of common stock outstanding. Common stock represent the ownership interest in a corporation.

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DISTRIBUTIONS TO UNITHOLDERS

3 Months Ended

Mar. 31, 2013

DISTRIBUTIONS TO UNITHOLDERS

11. DISTRIBUTIONS TO UNITHOLDERS

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Document and Entity Information	3 Months Ended
Document and Entity Information	Mar. 31, 2013	May 15, 2013
Document Information [Line Items]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Mar. 31, 2013
Document Fiscal Year Focus	2013
Document Fiscal Period Focus	Q1
Trading Symbol	CEP
Entity Registrant Name	CONSTELLATION ENERGY PARTNERS LLC
Entity Central Index Key	0001362705
Current Fiscal Year End Date	--12-31
Entity Filer Category	Smaller Reporting Company
Entity Common Stock, Shares Outstanding		23,740,728

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MEMBERS' EQUITY

3 Months Ended

Mar. 31, 2013

MEMBERS' EQUITY

12. MEMBERS’ EQUITY

2013 Equity

At March 31, 2013, we had granted 347,602 common units of the 450,000 common units available under our Long-Term Incentive Plan. Of these grants, 302,958 have vested.

At March 31, 2013, we had granted 1,368,748 common units of the 1,650,000 common units available under our 2009 Omnibus Incentive Compensation Plan. Of these grants, 1,017,944 have vested.

2012 Equity

At March 31, 2012, we had granted 315,221 common units of the 450,000 common units available under our Long-Term Incentive Plan. Of these grants, 215,852 have vested.

At March 31, 2012, we had granted 1,327,357 common units of the 1,650,000 common units available under our 2009 Omnibus Incentive Compensation Plan. Of these grants, 647,500 have vested.

- Definition

The entire disclosure for the formation, structure, control and ownership of the partnership. Disclosures related to accounts comprising partners' capital. Includes balances of general partners' capital account, limited partners' capital account, preferred partners' capital account and total partners' capital account and units outstanding; accumulated other comprehensive income; amount and nature of changes to amount of partner's capital and units outstanding by class, rights and privileges for each class of units; distribution policies and distributions paid by unit class; impact of and correction of an error in previously issued financial statements; limitations of partners' liability; redemption, conversion and distribution policies; and deferred compensation related to the issuance of units.

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Consolidated Statements of Operations and Comprehensive Income (Loss) (Unaudited) (USD $) In Thousands, except Share data, unless otherwise specified	3 Months Ended
	Mar. 31, 2013	Mar. 31, 2012
Revenues
Natural gas sales	$ 1,392	$ 18,604
Oil and liquids sales	3,708	2,010
Total revenues	5,100	20,614
Operating expenses:
Lease operating expenses	4,236	5,171
Cost of sales	420	385
Production taxes	487	402
General and administrative	4,404	3,836
(Gain) / Loss on sale of assets	(6)	4
Depreciation, depletion and amortization	4,798	2,387
Asset Impairments		107
Accretion expense	123	114
Total operating expenses	14,462	12,406
Other expenses (income)
Interest expense	1,352	1,619
Other expense (income)	(68)	(97)
Total other expenses / (income)	1,284	1,522
Total expenses	15,746	13,928
Income (loss) from continuing operations	(10,646)	6,686
Discontinued operations	(2,686)	(801)
Net income (loss)	(13,332)	5,885
Change in fair value of commodity hedges		23
Cash settlement of commodity hedges		(718)
Other comprehensive income (loss)		(695)
Comprehensive income (loss)	$ (13,332)	$ 5,190
Earnings (loss) per unit (see Note 2)
Earnings (loss) from continuing operations per unit-Basic	$ (0.44)	$ 0.27
Earnings (loss) from discontinued operations per unit-Basic	$ (0.11)	$ (0.03)
Net Earnings (loss) per unit-Basic	$ (0.55)	$ 0.24
Units outstanding-Basic	24,250,661	24,186,724
Earnings (loss) from continuing operations per unit-Diluted	$ (0.44)	$ 0.27
Earnings (loss) from discontinued operations per unit-Diluted	$ (0.11)	$ (0.03)
Net Earnings (loss) per unit-Diluted	$ (0.55)	$ 0.24
Units outstanding-Diluted	24,250,661	24,186,724
Distributions declared and paid per unit	$ 0.00	$ 0.00

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OIL AND NATURAL GAS PROPERTIES

3 Months Ended

Mar. 31, 2013

OIL AND NATURAL GAS PROPERTIES

6. OIL AND NATURAL GAS PROPERTIES

Oil and natural gas properties consist of the following:


	March 31, 2013			December 31, 2012
	(In 000’s)
Oil and natural gas properties and related equipment (successful efforts method)
Property (acreage) costs
Proved property	$	592,862		$	591,889
Unproved property		1,410			1,380

Total property costs		594,272			593,269
Materials and supplies		896			771
Land		752			751

Total		595,920			594,791
Less: Accumulated depreciation, depletion, amortization and impairments		(479,356	)		(474,669	)

Oil and natural gas properties and equipment, net	$	116,564		$	120,122

Depletion, depreciation, amortization and impairments consist of the following:


	Three Months Ended March 31, 2013		Three Months Ended March 31, 2012
	(In 000’s)
DD&A of oil and natural gas-related assets	$	4,798	$	2,387
Asset Impairments		—		107

Total	$	4,798	$	2,494

Impairment of Oil and Natural Gas Properties and Other Non-Current Assets

Asset Sales

Useful Lives

Exploration and Dry Hole Costs

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DEBT

3 Months Ended

Mar. 31, 2013

DEBT

5. DEBT

Reserve-Based Credit Facility

Debt Issue Costs

Funds Available for Borrowing

Compliance with Debt Covenants

Extending or Refinancing our Reserve-Based Credit Facility

- Definition

The entire disclosure for information about short-term and long-term debt arrangements, which includes amounts of borrowings under each line of credit, note payable, commercial paper issue, bonds indenture, debenture issue, own-share lending arrangements and any other contractual agreement to repay funds, and about the underlying arrangements, rationale for a classification as long-term, including repayment terms, interest rates, collateral provided, restrictions on use of assets and activities, whether or not in compliance with debt covenants, and other matters important to users of the financial statements, such as the effects of refinancing and noncompliance with debt covenants.

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DERIVATIVE AND FINANCIAL INSTRUMENTS (Tables)

3 Months Ended

Mar. 31, 2013

Fair Value Hierarchy of Assets and Liabilities Measured on Recurring Basis

The following tables set forth by level within the fair value hierarchy our assets and liabilities that were measured at fair value on a recurring basis as of March 31, 2013 and December 31, 2012.


	Commodity and Interest Rate Derivatives							Netting and Cash Collateral*			Total Net Fair Value
At March 31, 2013	Level 1		Level 2			Level 3		Netting and Cash Collateral*			Total Net Fair Value
	(In 000’s)
Risk management assets	$	—	$	21,349		$	—	$	(3,182	)	$	18,167
Risk management liabilities	$	—	$	(3,736	)	$	—	$	3,182		$	(554	)

Total net assets and liabilities	$	—	$	17,613		$	—	$	—		$	17,613


	Commodity and Interest Rate Derivatives							Netting and Cash Collateral*			Total Net Fair Value
At December 31, 2012	Level 1		Level 2			Level 3		Netting and Cash Collateral*			Total Net Fair Value
	(In 000’s)
Risk management assets	$	—	$	31,030		$	—	$	(5,634	)	$	25,396
Risk management liabilities	$	—	$	(6,794	)	$	—	$	5,634		$	(1,160	)

Total net assets and liabilities	$	—	$	24,236		$	—	$	—		$	24,236

Fair Value for Risk Management Assets and Liabilities


	Location of Asset/ (Liability) on Balance Sheet	Fair Value of Asset/ (Liability) on Balance Sheet (in 000’s)
Derivative Type	Location of Asset/ (Liability) on Balance Sheet	Quarter Ended March 31, 2013			Year Ended December 31, 2012
Commodity-MTM	Risk management assets-current	$	13,150		$	19,005
Commodity-MTM	Risk management assets-non-current		8,199			12,025

	Total gross assets		21,349			31,030
Commodity-MTM	Risk management assets-current		(1,595	)		(1,040	)
Commodity-MTM	Risk management assets-non-current		(603	)		(946	)
Commodity-MTM	Risk management liabilities-current		(126	)		(523	)
Commodity-MTM	Risk management liabilities-non-current		(428	)		(637	)
Interest Rate-MTM	Risk management assets-non-current		(984	)		(3,648	)

	Total gross liabilities		(3,736	)		(6,794	)

	Total net assets and liabilities	$	17,613		$	24,236

Fair Value Applicable to Income Statement

Amount of Gain / (Loss) in Income (in 000’s)
Derivative Type	Location of Gain / (Loss) in Income	Quarter Ended March 31, 2013			Quarter Ended March 31, 2012
Commodity-MTM-Unrealized	Natural gas sales	$	(8,481	)	$	7,872
Commodity-MTM-Unrealized	Oil and liquids sales		(804	)		(1,270	)
Commodity-MTM-Realized	Natural gas sales		4,543			5,240
Commodity-MTM-Realized	Oil and liquids sales		162			89
Interest Rate-MTM-Unrealized	Interest expense		2,664			92
Interest Rate-MTM-Realized	Interest expense		(2,709	)		(492	)

	Total	$	(4,625	)	$	11,531

Fair Value Applicable to Income Statement Reclassified



	Location of Gain /(Loss) for Effective and		Amount of Gain / (Loss) Reclassified from AOCI into Income -Effective
Derivative Type	Ineffective Portion of Derivative in Income		Quarter Ended March 31, 2013		Quarter Ended March 31, 2012
Commodity-Cash Flow		Natural gas sales	$	—	$	718

		Total	$	—	$	718

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DISCONTINUED OPERATIONS

3 Months Ended

Mar. 31, 2013

DISCONTINUED OPERATIONS

13. DISCONTINUED OPERATIONS

- Definition

The entire disclosure for the facts and circumstances leading to the completed or expected disposal, manner and timing of disposal, the gain (loss) recognized in the income statement and the income statement caption that includes that gain (loss), amounts of revenues and pretax profit or loss reported in discontinued operations, the segment in which the disposal group was reported, and the classification (whether sold or classified as held for sale) and carrying value of the assets and liabilities comprising the disposal group. Includes all disposal groups, including those classified as components of the entity (discontinued operations).

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ASSET RETIREMENT OBLIGATION

3 Months Ended

Mar. 31, 2013

ASSET RETIREMENT OBLIGATION

9. ASSET RETIREMENT OBLIGATION

The following table is a reconciliation of the ARO:


	For the Quarter Ended March 31, 2013			For the Year Ended December 31, 2012
	(In 000’s)
Asset retirement obligation, beginning balance	$	7,665		$	7,052
Liabilities incurred		28			162
Liabilities settled		(3	)		(8	)
Revisions to prior estimates		—			—
Accretion expense		123			459

Asset retirement obligation, ending balance	$	7,813		$	7,665

- Definition

The entire disclosure for an asset retirement obligation and the associated long-lived asset. An asset retirement obligation is a legal obligation associated with the disposal or retirement from service of a tangible long-lived asset that results from the acquisition, construction or development, or the normal operations of a long-lived asset, except for certain obligations of lessees.

+ References+ Details

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RELATED PARTY TRANSACTIONS

3 Months Ended

Mar. 31, 2013

RELATED PARTY TRANSACTIONS

7. RELATED PARTY TRANSACTIONS

Unit Ownership

Class C Management Incentive Interests

- Definition

The entire disclosure for related party transactions. Examples of related party transactions include transactions between (a) a parent company and its subsidiary; (b) subsidiaries of a common parent; (c) and entity and its principal owners; and (d) affiliates.

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COMMITMENTS AND CONTINGENCIES

3 Months Ended

Mar. 31, 2013

COMMITMENTS AND CONTINGENCIES

8. COMMITMENTS AND CONTINGENCIES

- Definition

The entire disclosure for commitments and contingencies.

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COMPENSATION

3 Months Ended

Mar. 31, 2013

COMPENSATION

10. COMPENSATION

- Definition

The entire disclosure for compensation-related costs for equity-based compensation, which may include disclosure of policies, compensation plan details, allocation of equity compensation, incentive distributions, equity-based arrangements to obtain goods and services, deferred compensation arrangements, employee stock ownership plan details and employee stock purchase plan details.

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Debt - Additional Information (Detail) (USD $)	3 Months Ended		3 Months Ended		3 Months Ended
Debt - Additional Information (Detail) (USD $)	Mar. 31, 2013	Dec. 31, 2012	Mar. 31, 2013 Reserve Based Credit Facility	Mar. 31, 2012 Reserve Based Credit Facility	Mar. 31, 2013 The Royal Bank of Scotland Plc	Mar. 31, 2013 Wells Fargo	Mar. 31, 2013 The Bank of Nova Scotia	Mar. 31, 2013 Societe Generale	Mar. 31, 2013 ING Capital LLC
Line of Credit Facility [Line Items]
Reserve based credit facility maximum borrowing capacity			$ 350,000,000
Maturity date of reserve-based credit facility			Mar. 31, 2014
Line of credit facility borrowing base			37,500,000
Percentage commitments in reserve-based credit facility					26.84%	21.95%	21.95%	14.63%	14.63%
LIBOR lower limit			2.50%
LIBOR upper limit			3.50%
Domestic bank rate lower limit			1.50%
Domestic bank rate upper limit			2.50%
Commitment fee			0.50%
Amortization of Debt Issuance Costs	300,000
Unamortized debt issue costs	600,000
Outstanding debt under reserve-based credit facility		34,000,000	34,000,000	98,400,000
Remaining borrowing capacity			3,500,000
Compliance with debt covenants	Actual Total Net Debt to actual Adjusted EBITDA ratio was 1.0 to 1.0 as compared with a required ratio of not greater than 3.5 to 1.0, our actual ratio of consolidated current assets to consolidated current liabilities was 2.5 to 1.0 as compared with a required ratio of not less than 1.0 to 1.0, and our actual Adjusted EBITDA to cash interest expense ratio was 7.8 to 1.0 as compared with a required ratio of not less than 2.5 to 1.0.
Total Net Debt to Adjusted EBITDA ratio	1.0
Total Net Debt to Adjusted EBITDA ratio, required	3.5
Current ratio	2.5
Current ratio required	1.0
Adjusted EBITDA to cash interest expense ratio	7.8
Adjusted EBITDA to cash interest expense ratio required	2.5
Outstanding debt on our reserve based credit facility			$ 34,000,000

XML 52 R21.htm IDEA: XBRL DOCUMENT

SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES (Policies)

3 Months Ended

Mar. 31, 2013

Earnings per Unit

Earnings per Unit

The following table presents earnings per common unit amounts:


	Income			Weighted Average Units Outstanding		Per Unit Amount
	(In 000’s except unit data)
For the three months ended March 31, 2013
Basic EPU:
Income (loss) from continuing operations allocable to unitholders	$	(10,646	)		24,250,661	$	(0.44	)
Income (loss) from discontinued operations allocable to unitholders	$	(2,686	)		—	$	(0.11	)

Income (loss) allocable to unitholders	$	(13,332	)		24,250,661	$	(0.55	)
Diluted EPU:
Income (loss) from continuing operations allocable to unitholders	$	(10,646	)		24,250,661	$	(0.44	)
Income (loss) from discontinued operations allocable to unitholders	$	(2,686	)		—	$	(0.11	)

Income (loss) allocable to unitholders	$	(13,332	)		24,250,661	$	(0.55	)


	Income			Weighted Average Units Outstanding		Per Unit Amount
	(In 000’s except unit data)
For the three months ended March 31, 2012
Basic EPU:
Income (loss) from continuing operations allocable to unitholders	$	6,686			24,186,724	$	0.27
Income (loss) from discontinued operations allocable to unitholders	$	(801	)		—	$	(0.03	)

Income (loss) allocable to unitholders	$	5,885			24,186,724	$	0.24
Diluted EPU:
Income (loss) from continuing operations allocable to unitholders	$	6,686			24,186,724	$	0.27
Income (loss) from discontinued operations allocable to unitholders	$	(801	)		—	$	(0.03	)

Income (loss) allocable to unitholders	$	5,885			24,186,724	$	0.24

Cash

Cash

- Definition

Disclosure of accounting policy for cash and cash equivalents, including the policy for determining which items are treated as cash equivalents. Other information that may be disclosed includes (1) the nature of any restrictions on the entity's use of its cash and cash equivalents, (2) whether the entity's cash and cash equivalents are insured or expose the entity to credit risk, (3) the classification of any negative balance accounts (overdrafts), and (4) the carrying basis of cash equivalents (for example, at cost) and whether the carrying amount of cash equivalents approximates fair value.

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+ Details

- Definition

Disclosure of accounting policy for computing basic and diluted earnings or loss per share for each class of common stock and participating security. Addresses all significant policy factors, including any antidilutive items that have been excluded from the computation and takes into account stock dividends, splits and reverse splits that occur after the balance sheet date of the latest reporting period but before the issuance of the financial statements.

+ References+ Details

XML 53 R26.htm IDEA: XBRL DOCUMENT

Organization and Basis of Presentation - Additional Information (Detail) (USD $) In Millions, except Share data, unless otherwise specified	3 Months Ended
	Mar. 31, 2013 Segment
Collaborative Arrangements and Non-collaborative Arrangement Transactions [Line Items]
Number of business segment	1
Reserve Based Credit Facility
Collaborative Arrangements and Non-collaborative Arrangement Transactions [Line Items]
Maturity date of reserve-based credit facility	Mar. 31, 2014
Outstanding debt on our reserve based credit facility	34.0
Common Class B
Collaborative Arrangements and Non-collaborative Arrangement Transactions [Line Items]
Company stock owned by subsidiary company	5,918,894

XML 54 R41.htm IDEA: XBRL DOCUMENT

Compensation - Additional Information (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended
	Mar. 31, 2013	Mar. 31, 2012
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Unit based compensation expense	$ 0.4	$ 0.3
Unrecognized portion of share based compensation expense	1.1
Unrecognized portion of share based compensation expense recognition, period	2015-03
General and Administrative Expense
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Severance costs	0.8
General and Administrative Expense \| Cash Compensation Expense
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Severance costs	0.7
General and Administrative Expense \| Non Cash Compensation Expense
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Severance costs	$ 0.1

- Definition

Represents the expense recognized during the period arising from equity-based compensation arrangements (for example, shares of stock, unit, stock options or other equity instruments) with employees, directors and certain consultants qualifying for treatment as employees.

+ References+ Details

- Definition

The charge against earnings in the period for known and estimated costs of termination benefits provided to current employees that are involuntarily terminated under a benefit arrangement associated with exit from or disposal of business activities or restructurings pursuant to a duly authorized plan, excluding costs or losses pertaining to an entity newly acquired in a business combination or a discontinued operation as defined by generally accepted accounting principles and costs associated with one-time termination benefits.

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XML 55 R5.htm IDEA: XBRL DOCUMENT

Consolidated Statements of Cash Flows (Unaudited) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2013	Mar. 31, 2012
Cash flows from operating activities:
Net income (loss)	$ (13,332)	$ 5,885
Adjustments to reconcile net income (loss) to cash provided by operating activities
Depreciation, depletion and amortization	4,798	2,387
Asset impairments (see Note 6)		107
Amortization of debt issuance costs	646	323
Accretion expense	123	114
Equity (earnings) losses in affiliate	(68)	(97)
(Gain) Loss from disposition of property and equipment	(6)	4
Bad debt expense		26
(Gain) Loss from mark-to-market activities	6,621	(6,694)
Unit-based compensation programs	401	280
Discontinued operations	2,686	801
Changes in Assets and Liabilities:
Change in net risk management assets and liabilities
(Increase) decrease in accounts receivable	1,168	767
(Increase) decrease in prepaid expenses	163	140
(Increase) decrease in other assets	(1,149)	(593)
Increase (decrease) in accounts payable	(429)	260
Increase (decrease) in accrued liabilities	(2,060)	(3,400)
Increase (decrease) in royalty payable	(220)	(49)
Increase (decrease) in other liabilities	1,113	140
Net cash provided by (used in) continuing operations	455	401
Net cash (used in) discontinued operations	1,062	961
Net cash provided by operating activities	1,517	1,362
Cash flows from investing activities:
Cash paid for acquisitions, net of cash acquired	(130)
Development of oil and natural gas properties	(2,353)	(2,722)
Proceeds from sale of assets	58,892	1,438
Distributions from equity affiliate	20	60
Net cash provided by (used in) continuing operations	56,429	(1,224)
Net cash (used in) discontinued operations		(7)
Net cash provided by (used in) investing activities	56,429	(1,231)
Cash flows from financing activities:
Members' distributions
Proceeds from issuance of debt	194
Repayment of debt	(50,194)
Units tendered by employees for tax withholdings	(185)	(183)
Debt issue costs	(42)	(3)
Net cash (used in) continuing operations	(50,227)	(186)
Net cash (used in) discontinued operations
Net cash (used in) financing activities	(50,227)	(186)
Net (decrease) increase in cash and cash equivalents	7,719	(55)
Cash and cash equivalents, beginning of period	1,959	17,176
Cash and cash equivalents, end of period	9,678	17,121
Supplemental disclosures of cash flow information:
Change in accrued capital expenditures	(1,321)	1,748
Cash received during the period for interest
Cash paid during the period for interest	$ (678)	$ (1,116)

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DERIVATIVE AND FINANCIAL INSTRUMENTS

3 Months Ended

Mar. 31, 2013

DERIVATIVE AND FINANCIAL INSTRUMENTS

4. DERIVATIVE AND FINANCIAL INSTRUMENTS

Mark-to-Market Activities

Fair Value Measurements

The following hierarchy prioritizes the inputs used to measure fair value. The three levels of the fair value hierarchy are as follows:

•

Level 1 – Quoted prices available in active markets for identical assets or liabilities as of the reporting date.

•

Level 3 – Pricing inputs include significant inputs that are generally less observable from objective sources.

The following tables set forth by level within the fair value hierarchy our assets and liabilities that were measured at fair value on a recurring basis as of March 31, 2013 and December 31, 2012.


	Commodity and Interest Rate Derivatives							Netting and Cash Collateral*			Total Net Fair Value
At March 31, 2013	Level 1		Level 2			Level 3		Netting and Cash Collateral*			Total Net Fair Value
	(In 000’s)
Risk management assets	$	—	$	21,349		$	—	$	(3,182	)	$	18,167
Risk management liabilities	$	—	$	(3,736	)	$	—	$	3,182		$	(554	)

Total net assets and liabilities	$	—	$	17,613		$	—	$	—		$	17,613


	Commodity and Interest Rate Derivatives							Netting and Cash Collateral*			Total Net Fair Value
At December 31, 2012	Level 1		Level 2			Level 3		Netting and Cash Collateral*			Total Net Fair Value
	(In 000’s)
Risk management assets	$	—	$	31,030		$	—	$	(5,634	)	$	25,396
Risk management liabilities	$	—	$	(6,794	)	$	—	$	5,634		$	(1,160	)

Total net assets and liabilities	$	—	$	24,236		$	—	$	—		$	24,236

Fair Value of Financial Instruments


	Location of Asset/ (Liability) on Balance Sheet	Fair Value of Asset/ (Liability) on Balance Sheet (in 000’s)
Derivative Type	Location of Asset/ (Liability) on Balance Sheet	Quarter Ended March 31, 2013			Year Ended December 31, 2012
Commodity-MTM	Risk management assets-current	$	13,150		$	19,005
Commodity-MTM	Risk management assets-non-current		8,199			12,025

	Total gross assets		21,349			31,030
Commodity-MTM	Risk management assets-current		(1,595	)		(1,040	)
Commodity-MTM	Risk management assets-non-current		(603	)		(946	)
Commodity-MTM	Risk management liabilities-current		(126	)		(523	)
Commodity-MTM	Risk management liabilities-non-current		(428	)		(637	)
Interest Rate-MTM	Risk management assets-non-current		(984	)		(3,648	)

	Total gross liabilities		(3,736	)		(6,794	)

	Total net assets and liabilities	$	17,613		$	24,236


		Amount of Gain / (Loss) in Income (in 000’s)
Derivative Type	Location of Gain / (Loss) in Income	Quarter Ended March 31, 2013			Quarter Ended March 31, 2012
Commodity-MTM-Unrealized	Natural gas sales	$	(8,481	)	$	7,872
Commodity-MTM-Unrealized	Oil and liquids sales		(804	)		(1,270	)
Commodity-MTM-Realized	Natural gas sales		4,543			5,240
Commodity-MTM-Realized	Oil and liquids sales		162			89
Interest Rate-MTM-Unrealized	Interest expense		2,664			92
Interest Rate-MTM-Realized	Interest expense		(2,709	)		(492	)

	Total	$	(4,625	)	$	11,531


	Location of Gain /(Loss) for Effective and Ineffective Portion of Derivative in Income	Amount of Gain/(Loss) Reclassified from AOCI into Income - Effective
Derivative Type		Quarter Ended March 31, 2013			Quarter Ended March 31, 2012
Commodity-Cash Flow	Natural gas sales	$	—		$	718

	Total	$	—		$	718

Hedge Liquidation and Repositioning

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Summary of Significant Accounting Policies - Additional Information (Detail) (USD $) In Millions, except Share data, unless otherwise specified	3 Months Ended
	Mar. 31, 2013	Dec. 31, 2012	Mar. 31, 2013 Common Class A	Dec. 31, 2012 Common Class A	Mar. 31, 2012 Common Class A	Mar. 31, 2013 Common Class B	Dec. 31, 2012 Common Class B	Mar. 31, 2012 Common Class B
Significant Accounting Policies [Line Items]
Common units outstanding			484,505	483,418	482,999	23,740,728	23,687,507	23,666,956
Restricted unvested common units granted and outstanding						395,448
Checks-in-transit reported in accounts payable	$ 0.2	$ 0.5
Checks-in-transit reported as a reduction of cash	1.3	0
Escrow account related to vendor dispute	0.6	0.6
Escrow account	$ 1.2
Period for funds held in escrow	24 months

- Definition

Number of shares of common stock outstanding. Common stock represent the ownership interest in a corporation.

+ References+ Details

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Related Party Transactions - Additional Information (Detail)
3 Months Ended

Mar. 31, 2013

Related Party Transaction [Line Items]

Incentive interest received in percentage 15.00%

Common Class B

Related Party Transaction [Line Items]

Company stock owned by subsidiary company 5,918,894

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SUBSEQUENT EVENTS
3 Months Ended

Mar. 31, 2013

SUBSEQUENT EVENTS

14. SUBSEQUENT EVENTS

The following subsequent events have occurred between March 31, 2013, and May 15, 2013:

Distribution

Our board of managers has suspended the quarterly distribution to our unitholders for the quarter ended March 31, 2013, which continues the suspension we first announced in June 2009.

Derivative and Financial Instruments

On May 13, 2013, we entered into additional NYMEX swaps related to our expected natural gas production in 2015 and 2016. In 2015, we increased our outstanding NYMEX swap positions by 1,990,629 MMbtu at $4.25 per MMbtu. In 2016, we entered into new positions for 1,686,330 MMbtu at $4.31 per MMbtu.

X

- Definition

The entire disclosure for significant events or transactions that occurred after the balance sheet date through the date the financial statements were issued or the date the financial statements were available to be issued. Examples include: the sale of a capital stock issue, purchase of a business, settlement of litigation, catastrophic loss, significant foreign exchange rate changes, loans to insiders or affiliates, and transactions not in the ordinary course of business.

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Large accelerated filer

Accelerated filer

Non-accelerated filer

¨ (Do not check if a smaller reporting company)

Smaller reporting company

Related Party Transactions - Additional Information (Detail)	3 Months Ended
	Mar. 31, 2013
Related Party Transaction [Line Items]
Incentive interest received in percentage	15.00%
Common Class B
Related Party Transaction [Line Items]
Company stock owned by subsidiary company	5,918,894