Colluietal Valuation - Sunztnary LTV Origatiat LOC Outstanding Current LTV tvtkt Vat. Collateral Collateral Req. l~xcess (Deficit) Stoch Price Assumptions as of I 24-Jul;OI I linioti $43.25 I (?oittpaq $13.SO I liii lilly $16.60 I BA Chase Coin ass * I'W total 80.0% 75.0% 80.0% 60%-70% $40.000,000 $15,000,000 $10,000,000 $11,304,392 $7,042,000 $3,489.87 I $15,186,845 $31,023,108 52.3% $21,608,203 S 14.130.490 $7,477,713 68.0% $10,360,300 59.389.333 $970,966 51.1% $6,834,154 S3.667.323 $38,802,656 j27.l87.I~ $8,448,679 NA -MEL loan 80.0% $5,000,000 80.5% $6,214,593 (35,408) liorrowitig Power :.Y, . ,J~82, 7IJ, ~3$720,2 5 .I~ 1 7 4~2 , .,' S&P87,847 Total for BA, ~2hase, & Compass r Oiiginal LOC Outstaitdotg Available LIne! $750,000 So $1,000,000 $0 $500,000 $0 $0 $0 $2,250,000 $0 $750,000 $1,000,000 $500,000 $0 .52,250,000 * ('ompass LOC has 80% LiVon all liquid assets held as collateral; the exceptiOn is 11w Sandcrs~ uccount wI,u /t consists of i/liquid assets i/tat L'on.pass offets Rite lesser of 30% L71'or Simm r. GOVERNMENT EXHIBIT 24215 Crim No. H 04-0025 U) rri 0 0 0 0 0 (so .0 ~ ~ ms ci. tA (5 Cu -, is 0 litiroit Cont1ia,1 liii l.illy 'u.n TCw Allocation of Collateral for Secured LOC Chase Corn ass I'W A 77.2% 21.2% 2.7% 0.0% 0.0% 00% 22.8% I 0 0% 0.0% 0.0% 00% 0.0% 0.0% 100.0% 100.0% 100.0% LOC..lt 10724 817/2002 I Collateral Valuation Bank of Amer:co (1.01) en t .&m Outstanding Loan Balance 511.304.392 Collateral Pledged Shares Value Enron Corp. 393,597 S 17,023.070 Compaq Computer 332.256 a~85 133 Total Market Value of Collateral SZ 1,608.203 Less: Collateral Required (80% LTV) 52.32% S14.130,490 Excess (Deficit) Collateral S7,477,713 Borrowing Power $5,982,170 Available to Borrow SS.982.1 70 Outstanding Loan Balance '.~*-~- S6.952,000~' Collateral Pledged Shares Value Compaq 113,064 51,560,283 Eli Lilly & Co. 20,220 5 1,536,720 E011 Energy Parmers 5,000 595,750 TCW Galileo Select Equities 131,738 $2,126,251 TCW Galileo Ag~essive Growth 37,949 $470,568 TCW Small Cap Growth 41,485 5817,669 Enron Corp. (includes additional 25,000 shares) 60,000 ¶ 52.595.000 Total Market Value of Collateral $9,202,241 Less: Collateral Required (LTV 80%) 75 .55% $8,690,000 Excess (Deficit) Collateral 5S12,241 Borrowing Power $409,793 Available to Borrow 5409.793 Confidential Treatment Requested under FOIA LAY-SEC-I 000000168 Stock Price assumptions 244u1-OL Enron $43.25 TCW- Select $16.14 Compaq $13.80 TCW- Aggr. $12.40 Eli Lilly $76.00 TCW - Small S 19.71 EOTT $19.15 .y0o0~ / 0.0/0 21.2% 100.0% 17.0% 16.7% 1.0% 23.1% 5.1% 8.9% 28.2% 100.0% LOC.0 10724 81712002 Collateral Valuation Bank of America 0 o e Outstanding Loan Balance S5.000.OOO Collateral Pled ed Shares Value Enron Corp. 143.690 S6.214.593 Total Market Value of Collateral S6.214.593 Less: Collateral Required (80% LTV) 30.50/o S6.250,OOO Excess (Deficit) Collateral (S35.408) Borrowing Power SO Available to Borrow SO S750.000 Line of Credit (Unsecured) I/N/O Kenneth L. & Linda P. Lay Outstanding Loan Balance LOC...010724 8/7/2002 SO LAY-SEC-I 000000169 Confidential Treatment Requested under FOIA Collateral Valuation Cha.se 24-JuI-0 ~ Stock Price Assumptions Enro~ $43.25 Com~ao $13.30 $15 0 Million Non Puroose Credit Line STOCK Symbol Enron Corp ENE Enron Corp ENE Compaq Certif. No. HC153831 from PW Total ENt Shares Value Ownership 26.017 22L46 233 .163 S 1.125.235 Personal S 1.959 065 Personal S 10.084.300 97.3% CPQ BBI?5523 2~~0 S ?6.000 Personal Total CPQ 20.000 S :76.000 :.". Total Value of Collateral 5 10.360.300 LTV 75% AVAILABLE BALkNCE ~S7~.70,22~ Funded (S7.042.000~ REMAINING BALANCE:' S~28~225' LA V-SEC-i 0000001 70 LOCQ: 0724 8/712002 Confidential Treatment Req uesled under FOIA Collateral Valuation Compass 24-Jul-01 Stock Price Ass urn tion I Enron S43.25 Eli Lilly 576.00 S 10.0 Million Non Purpose Credit L.~ne STOCK Symbol Certif. No. Shares Ownership Eli Lilly LLY FC24922 5.000 Personal Eli Lilly LLY CNY16380 5 000 Personal Total LLY 10,000 760,000 Enron Corp ENE HC1 19322 7.690 Personal Enron Corp ENE HC119285 22.052 Personal Enron Corp ENE HC119286 1,751 Personal Enron Corp-Split ENE HC164652 '.751 Personal Enrorr 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 2,574.154 TOTAL 53,334,154 LW 80% AVAiLABLE BALANCE S2.667J23 Funded ~ REMAINING BALANCE (S82.548) Additional Collateral ~Sanders Moms Hams (30% LTV. eapOed at 51,000.000) Total S 3,500,000 LW 30% AVAILABLE BALANCE S 1,000.000 Funded ~'*'~! REMAINING BALANCE S1.0O0.00~ LAY-SLC-l 000000171 Confld~nrjal Trcaiment Requested under FOIA 22.6% 77.2% L0C010724 5.7.2002 Personal- Secured LOC (SOOO) Enron LOC PW 500 BA 5,982 Chase 728 Comvass 177 Total 7.388 Personal - Unsecured LOC (5000) BA 1,000 Chase 1,000 Compass 500 Total 2.500 Partnership - LOC (5000) Now BA' PW (increasing from $750,000; should be effective next week) (increasing from $750,000; should be effecnve next week) 257 (additional collateral should be in place early next week) wajung for the dust to clear but it is positive 257 at least this much When shares settle at BA assuming yesterdays price of$4&34 BA' 410 Pw 410 Confidential Treatment Requested under FOIA LAY-SEC.] 000000172 500,000 9. 146,000 1,900,000 400,000