Collateral Valuation - Sumnaa,y LTV Original LOC (Juista udliug Currenl LTV MkI Val. Collateral Collateral Req. Excess (Delicti) StocA Price Assumptions as of 22-Aug-01 Emaron $37.26 Coiiipaq $13.36 Eli Lilly $81.80 I BA Chase Corn ass * FU Total 80.0% 80.0% 80.0% $40,000,000 $10,729,392 59.6% $18,007,430 $13.41 1.740 $4,595,690 SI 5,000 .000 $7,042,000 78.6% $8,954,853 58.802.500 $152,353 SI 0,000,000 $3,439,811 53.4% $6,535,641 S3.428.513 $I5,oIJ0,IjO0 I 3 1.5% $18,400,000 $36,261,263 ~ $51,897,924 525.642.753 $4,748,043 ~LLoasa 80.0% s5,000,000 77.5% $6.4 5(1.824 200,824 Dorrowli.g roweri S3.676~552 I .?' ~tZ~,Pf~3 I ! ,; ~ir% iL~hK' ~ .2 I < Total for B4, Chase, ~ compass I ,,.,~L3J1AEi~II * ', (JngiiiaI LOC Oiitstaiiding Available LInel $750,000 $0 $1,000,000 $0 $500,000 $0 So So 12,250,000 $0 5750,000 $1,000,000 $500,000 $0 S2,250,000 Lur Oil Compaq Eli Lilly 130FF TCW 1000% 100.0% 100.0% * Co,'spass LOC has 80% LTV on all liquid assets held as collateral; the exception is the Sanders' accoulat H'hljtII consists of uhliquid assets that Compass offers the lesser of 30% LTI' or SImm LOC3JIOB22 UI1120412 V $1,717,076 I ~,C) no .0 ~ a o- a *10 (/) tri (-:1 0 C C 0 0 '.0 Allocation of Collateral for Secured LOC BA Chase Cont ass' FU 75.3% 97.0% 73.1% 24.7% 3.0% 00% 0.0% 0.0% 26.9% 0.0% 00% 0.0% 0.0% 0.0% 0.0% $6,327,137 Collateral Valuation - Sunesii ary Stock Price Assumptions as of I 22-Aug-01 EOTF $20.39 Enrogi $37.26 TCW - Select $15.92 I Compaq $13.36 TCW - Aggr. $11.32 Eli Lilly $81.80 TCW - Small $18.04 I BA Comim ass lU lolal 80.0% 80.0% Oiiginal LOC Outstanding Current LTV Mkt Val. Collateral Collateral Req. Excess (Ijelicit) Llorrowl,~g Poweri Enrog, Compaq Eli Lilly EOT1 TCW SI 0,000,000 $1,000,000 $6,913,000 $670,000 79.3% $8,796,291 $8.7 16.250 $80,047 7 1.9% $931,500 5837.500 $94,000 $~i4,0~7 . . $7~,?~i0.I.I) 7 1000% 100.0% LTV $1,821,064 $11,000,000 $9,464,064 75 $9,127,797 59.553.750 S174,047 '.1 ' cr0 ~ (5 0- 0.. Z '11 ' C,) tri C) 0 0 0 0 0 '.0 Allocation of Collateral BA Con, ass FU 25.4% 100.0% 17.2% 0.0% 18.8% 0.0% 1.2% 0.0% 37.5% 0.0% LOU tJtOU22 81712002 Collateral Valuation Bank of America Outstanding Loan Balance S1O.729.392 Collateral Pled ed Shares Value Enron Corp. 364,157 313,568.490 Compaq Computer 332,256 .~~j94O Total Market Value of Collateral S18.007.430 Less: Collateral Required (80% LTV) 59.58% S13,411,740 Excess (Deficit) Collateral S4.59S.690 Borrowing Power SJ.676..552 Available to Borrow S3,676..552 Outstanding Loan Balance .~. S6.973.000' Collaceral Pledged Shares Value Compaq 113,064 S1.510,S35 Eli Lilly & Co. 20,220 31.653.996 EOTT Energy Parn~ers 5,000 3101.950 TCW Galileo Select Equities 131,738 32.097,269 TCW Galileo Ag~essive Grc'.vtb 37,949 S448,557 TCW Small Cap Growth 41,485 3748,389 Enron Corp. (includes additional 25,000 shares) 60,000 ~.~600 Total Market Value of Collateral 38,796,297 Less: Collateral Required (LTV 80%) 79 .27% S8,716,2S0 Excess (Deficit) Collateral 580,047 Borrowing Power 364,037 Available to Borrow S64.037 Conhideiitiat Treatmen1 Request~~ under FOIA LAY.SECI 000000197 Stock Price assumptions 22-Aug-01- Enron $37.26 TCW- Seicc~ SlS.92 Compaq 313.36 TCW. Aggr. SII.82 Eli Lilly $81.80 TCW- Small SIS.04 EO7T 320.39 * : 24. 7~ 100.0% 17.2% 18.8% 1.2% 23.8% 5.1% 8.5% 25 4% 100.0% LOCO 10822 817(2002 Collateral Valuation Bank of America in iei .o.a Outstanding Loan Balance 110.000 Collateral Pled ed Shares Value Enron Corp. 173.130 S6.450,824 Total Marker Value of Collateral S6.dS0.824 Less: Collateral Required (80% LTV) 77.50/o S6.250.000 Excess (Deficit) Collateral S200.824 Borrowing Power S160.659 Available to Borrow SI 60.659 S750.000 Line of Credit (Unsecured'~ I/N/O Kenneth L. & Linda P. Liv Outstanding Loan Balance LOCO 10822 8/7/2002 So Confidential Treatment Requested under FOIA LAY-SEC..J 000000198 Collateral Valuation Chase ~-Aug-0 I Stock Pric, Assumptions Enron S37.26 Comvao 513.36 S 15.0 Million Non Pu~ose Credit Line Symbol Certif. No. Enron Corp ENE HC153S31 Enron Corp ENE from PW Total ENE Shares 26.017 2~l46 J.3.163 Value S 969.393 S 713.260 5 3.687.653 CPQ SB 125523 ......~.g.QQ0 S 267.200 Personal Total CPQ 20.000 S :67.200 3 09'. Total Value of Collateral S 8.954.853 LTV 80% AVAILABLE BALANCE . - -. S6,716440. Funded (S7.042.000'~ REMAINING BALANCE, - ~ 2S~86O~ LOC...010822 Sf12002 Confldci2tja) Trcatmeiit Requ~sl~~ under FOIA LAY-SEC-I 000000199 Compaq Ownership 1 Personal Personal 9~ 00'. Collateral Valuation Compass 22-Aug-01 ~PriceAssum~tfon IEnronS37.26~ ~~~yil~S8 1.80 S 10.0 Million Non Purpose Credit Line STOCK Symbol Certif. No. Shares Ownership Eli Lilly LLY ~C24922 5.000 Personal Eli Lilly LLY ONYl 8380 5 000 Personal Total LLY 10,000 818,000 Enron Corp ENE HC119322 7.690 Personal Enron Corp ENE HC119285 22.052 Personal Enron Corp ENE HC119286 1,751 Personal Enron Corp-Split ENE HC164652 1,751 Personal Enron Corp ENE HC119359 4,521 Personal Enron Corp-Split ENE HC164653 4,521 Personal Enron Corp ENE HC119360 7,792 Personal Enron Corp ENE HC127094 9.440 Personal Total ENE 59.518 2.217,641 TOTAL £ 3,035,641 LTV 80% AVAILABLE BALANCE S2.428.513 Funded V(S3.48~S7t~ REMAINING BALANCE (S1.061.358) Additional Collateral ~Sanders_Moms Hams (30% LTV. capped at S1.000,000) Total $ 3,500.000 LTV 30% AVAILABLE BALANCE S 1,000.000 Funded.''~7i0~ REMAiNiNG BALANCE~O.O00 26.9% 73.1 0/ LOCO~O822 8t~12OO2 Can fiden ial Trea1I1~L.nI l(equesr~~ Under FOIA L.AY-SLC-l 000000200 Personal - Secured LOG (5000) Enron LOC Pw BA Chase Compass Total 500 3,677 122 (61) 4.237 500,000 9,146,000 1,900,000 400,000 Personal - Unsecured LOC (5000) BA 1,000 (increasing from $750,000; should be effective next week) Chase 1,000 (increasing from $750,000; should be effective next week) Compass 500 Total 2.500 BA Pw Parmership - LOC (SOOO) Now 257 (additional collateral should be in place early next week) 7 waiting for the dust to clear but it is positive 257 at least this much When shares settle at BA assuming yesterdays price of S48. 34 BA* 64 Pw 64 Confidential Treatment Requested under FOIA LAY-SEc-I 00000020]