Collateral Valuation - Summary

						    StocA I's-ice usseampuivius                            22-Juss-Ol
							     Esiron              $44.68    TCW - Select        $17.33
							   Cosmpaq               $13.50    iCW - Aggr.         $13.75
							   liii Lilly            $76.40    1CW - Small         $22.44
							     uiorr               $18.28

						       BA      I  Chase    I Compass ~  I

								      75.0%

								$15,000,000
								 $7,042,000

										       80.0%           80.0%

									  S I 0,000 ,000
									   53,489,811

											     SI 0,000,000
											      56,816,000

   Current LTV
Mkt Val. Collateral
   Collateral Req.
  Excess (Delicit)

Borrowing roweri

     59.3%
$21,835,212
 16.192.990
 $5,642,222

    64.7%
$ 10,887. 109
59.389.333
$1,497,775

$4513 '777 I

    50.7%
$6,887,553
53.7 10.04 3

I     $flO,172i

      80.7%
   $8,442,252
   58.520.000
    (S17,748)

EIIEZ~O

						       Total for (IA. Chase, & Compass *'  . ,857,ZRI
											   $1,857,281

							    100.0%

									 JooAr/.

										       100.0%.

				    * compass LOC has 80% L 71' ota all liquid assets held as collalerul, the exce,,twn is i/ac .',andess'
				      accou~ut which consists of illiquiid assets that compass oJJ~rs the lesser of 30% Lu' ~ Sls',,n


								      I.n. 4110(322
								       411712002

      LTV

Original LOC
Outstanding

     80.0%

$40,000,000
$12,954,392

530
(~o
.0 ~
C ~
~ 0-

0. ~.


-ii -.

w
~1
r)

0
0
0
0
o

00

  Eanon
Cou.paq
Eli Lilly
  EOfl
  TCW

      Allocation of Collates-ad
(IA          Chase      Corn ass I
   79.5%        97.5%         77.4%
   20.5%         2.5%          00%
    00%          0.0%         22.6%
    00%          0.0%          0.0%
    0.0%         00%           0.0%

Allocavioca
  (IA
     18.3%
     15.1%
     13.3%
      l.1%
     44.3%
     IOOIW.

liii lilly
l~t)Ii
(Cw





			 Collateral Valuation
			    Bank of America

 Stock Price assumptions                           22-Jun-01
      Enron       S44.O8              TCW  Select   S 17.33
     Compaq       $13.50              TCW.Aggr.     S13.78
     Eli Lilly    576.40              TCW - Small   S~.44
      EOTT        $18.28

 Outstanding Loan Balance                                        SIJ.554.392

 Collateral Pledged                                  Shares       Value
Enron Corp.                                          393.597     517,349,756   79.5%
Compaq Computer                                      332.256      ~~~4S6       20.5%
Total Market Value of Collateral                                 S21.835,212   100.0%
Less: Collateral Required (80% LTV)                  62.08%      $16,942,990


Outstanding Loan Balance                                         $7,696,000

Collateral Pled ed                                   Shares      Value
Compaq                                               113,064      51,526.364   18.1%
Eli Lilly & Co.                                      20,220       51.544,808   18.3%
EO~F1~ Energy Parmers                                 5,000         591,400    1.1%
TCW Galileo Select Equities                          131,738      52,283,020   27.0o/o
TCW Galileo Ag~essive Growth                         37,949        $522,937    6.2%
TCW Small Cap Growth                                 41,485        $930,923    11.0%
Enron Corp.                                          35,000  (    51.542.800   18.3%
Total Market Value or Collateral                                 $8,442,252  100.0%
Less: Collateral Required (LTV 80%)                  91.16%      59,620,000

Excess (Deficit) Collateral                                      (S1.l 77,748)
Borrowing Power                                                        SO
Available to Borrow                                                    $0


				     LOC..010E22           Confidential Treatment
				      8/7/2002

							   Requested under FOIA

							   LAY-SEC-I 000000129





			 Collateral Valuation
			   Bank of Amenca

Collateral Pled ed                                  Shares       Value
								  S6.333.855~
  I 43.69O.shaes~Enwn~b~~Z.>.          -. -   < -. -.      -.
Total Market Value of Collateral                                 56.333.855
Less: Collateral Required (80% LTV)                    78.9%     S6.250.OOO

 xcess (Deficit) Collateral                                        583.855
~Borrowing
	 Power                                                     S67.084
 vailable to Borrow                                                S67.084

5750.000 Line of Credit (Unsecured) LIN/O Kenneth L. & Linda P. Lay
Outstanding Loan Balance

				    LOC...0 10622
				      B/7t2002

								so

						  Confidential Treatment
						  Requested under FOIA

					     LAY-SEC-I 000000130





		  Collateral Valuation
		       Compass

     22-Jun.01


~Enron$44.08J
L~~ilIS76.4O

 510.0 Mflhon Non Purpose Credit l.ine

    STOCK         Symbol  Certif. No. Shares  Ownership

Eli Lilly          L.LY   FC24922    5,000     Personal
Eli Lilly          LLY    CNY18380   5 000     Personal
			   Total LLY 10,000     764,000

Enron Corp         ENS    MCi 19322  7,690     Personal
Enron Corp         ENE    MCi 19285  22,052    Personal
Enron Corp         ENS    MCi 19286  1,751     Personal
Enron Corp-Split   ENE    MC164652   1.751     Personal
Enron Corp         ENS    HC119359   4.521     Personal
Enron Corp-Split   ENS    HC164653   4,521     Personal
Enron Corp         ENE    HC119360   7,792     Personal
Enron Corp         ENE    MC 127094  j~2       Personal
			  Total ENE  59,518    2,623,553
				     TOTAL S 3,387,553
					LTV     80%
		       AVAILABLE BALANCE       SZ.710,043
				     Funded *(F489(8~
		       REMAINING BALANCE       (S779.828)

Sanders Moms Hams (30% Liv, capped at 51.000.000)
~Additional Collateral
				       Total S 3,500,000
					Liv     30%
		       AVAILABLE BALANCE S ¶ ,000.000
				     Funded ~
		       REMAINING BALANCE~,0O0

					  Confidenual Treatment
					  Requested under FOIA


					  LAY-SEC-I 000000132

22.6%


77.4%

LOC..010622
 81712002