Cohn feral Valual ion - Su,n,nar-y Sioch Price Assumptions as of I 20-Aug-SI I Enroit $36.25 Compaq S13.98 I liii Lilly $81.09 I BA Chase Corn ass' Iii losal 80.0% 80.0% 80.0% ~juan 80.0% Original LOC Outstanding Current LIV Mkt Val. Collateral Collateral Req. Excess (Deficit) $40,000,000 $15,000,000 $9,754,392 $7,042,000 54.7% $17,845,630 $i2A~2~990 $5,652,640 80.6% $8,731,759 $8.802.S00 ($70,741) $l0,000,000 $3,489,871 54.0% $6,468,428 $3.374.742 $I5,000,000 I 81.5% $18,400,000 BorrowIng i'owerl Total for BA. Chase, A Compass [jjj~j~jJ 0migimm~al LOC (Jutstandiumg Available linel $750,000 $0 $1,000,000 $0 $500,000 $0 $0 $2,250,000 $0 $0 $750,000 $1,000,000 $500,000 $0 $2,250,000 Esmrous Compaq Eli Lilly 13011 1,Cw 100.0% 100.0% 100.0% * Corn pass LOC has 80% L7'Von all liquid assets Add as collateral; i/se exception is the Sanders' account ,,'l,icla consists of alliquid assets that Compass offers the lesser of- 10% LIV or Simm IAI(!0t082(J t1rU2002 LTV $3S,286,263 I $5,000,000 $51,445,816 S24.370.232 $5,581,899 79.7% $6,275,963 25,963 $4,336,242 I ;ufl no -0 ~ C ***~ (5 (b~ -Ti m C) 0 0 0 00 0 Allocation of Collateral for Secured LOC BA Chase Cam ass' l~U 74.0% 96.8% 72.7% 26.0% 3.2% 0.0% 0.0% 0.0% 27.3% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 56,720,916 Collaieral Valualion - Sun.,nary Sfoc& Price Assumptions as of 20-Aug-Of EOTT $19.80 Enromi $36.25 TCW - Select $16.07 Compaq Sf3.98 TCW - Aggr. Sf2.00 Liii Lilly $81.09 1CW - Sniall $18.18 I Corn~mss I FIJ I rotal 800% Original LOC Outstanding Current i;rv Nikt Val Collateral Collateral Req. Excess (Deficit) florrowimig f'owerl E,iroii Con~paq Eli Lilly FiOll 1 CW $10,000,000 $1,000,000 $7,003,000 S670,000 79.4% $8,820,889 $8.753.750 $67,139 73.9% $906,250 j837.500 $68,750 ~53,7I2I - 10000/. 1000% BA [TV 80.0% $1,821,064 75 $11,000,000 $9,494,064 $9,727,139 $9.59 1.250 $135,889 S~O8,7I2 I ;t~fl 450 .n ~ C (5 0- "4 0-p. -Ti- CfJ ni C) 0 0 0 0 0 00 Allocation of (bilateral HA Coiti ass EU 24,7% 100.0% 17.9% 00% 18.6% 00% 1.3% 00% 31.7% 00% IJJCO 10820 8/712062 Collateral Valuation Bank of Amerz.ca ~ ieri~ Outstanding Loan Balance S9.754392 fCollsteral Pledged Shares I Value Enron Corp. 364,157 $13,200,691 74.0% Compaq Computer 332,256 ~ 26.0~/~ Total Market Value o1~ Collateral S17,845,630 100.0% Less: Collateral Required (80% LTV) 54.66% 312,192,990 ~7;003,oOj Outstanding Loan Balance Collateral Pled ed Shires Value Compaq 113,064 $1,580,635 17.9% Eli Lilly & Co. 20,220 $1,639,640 18.6% EOTT Energy Parmers 5,000 399,000 1.1% TCW Galileo Select Equities 131,738 $2,117,030 24.0% TCW Galileo Aggressive Growth 37,949 $455,388 5.2% TCW Small Cap Growth 41,485 $754,197 8.6% Enron Corp. (includes additional 25,000 shares) 60,000 $2175 .000 24.7% Total Market Value of Collateral 38,820,889 100.0% Less: Collateral Required (LTV 80/.) 79.39% 38,753,750 Eicess (DeficIt) Collateral 567,139 Borrowing Power S53,712 Available to Borrow S53,712 LOC..O 10820 8/712002 Confidential Treatment Requested under FOlA LAY-SEC-I 000000182 Stock Price assumptions 20-Aug-Oil Enron $36.25 TCW - Se~ec: $16.07 Compaq $13.98 TCW-Aggr. $12.00 Eli Lilly $81.09 TCW. Small $18.18 EOTT $19.80 Collateral Valuation Bank of America 8. Outstanding Loan Balance S5.000.OOO Collateral Pledged Shares Value Enron Corp. 173.130 S6.275,963 Total Market Value o(Collateral 56.275,963 Less: Collateral Required (80% LTV) 79.7% S6.250.000 Excess (Deficit) Collateral S25.963 Borrowing Power SZO,770 Available to Borrow S20.770 S750.000 Line of Credit (Unsecured) IfNIO Kenneth L. & Linda P. Lay Outstanding Loan Balance LOC..D10820 8/7/2002 so Confidential Treatment Requested under FOIA LAY.SEC? 000000183 Collateral Valuation Chose 20-Aug-01. Stock Price Assumprions Enron 336.25 Corrrna~ S 13.98 S 15.0 Million Non Purpose Credit L,ine STOCK Symbol Certif. No. Eriron Corp ENE HC153831 Enron Corp ENE from PW Total ENE Shares 26.017 ~Q~46 233.163 ~'alue S 943,116 S '.509.043 S 8,452.159 Ownership Personal Personal 96.8% C?Q BB125523 ~ L~22~ Personal Total CPQ 20,000 S 279.600 ~% Total Value of Collateral S 8.731.759 LTV 80% AVAILABLE BALANCE - :.54548;8L9; Funded (S7042.000)' REMAINING BALANCE ~ LOC..010820 8/7/2002 Confidential Treatment Requested under FOJA LAY-SEC.J 000000184 Compaq Personal Held Shares Value BA 384,157 36.2% 14,213.809 BA-NFL 153,130 14.4% 5.665,810 Chase 233,163 22.0% 8,627.031 Compass 59,518 5.6% 2.202,166 PU 232,162 21.9% _________ 0.0% 1.062.130 100.0% Stock Pno Loan Shares 7690 9440 7792 26017 13050 72801 45372 50000 232162 36.25 4,000,000 110,345 34 117,647 35 114,286 3,361 36 111,111 3,175 37 108,108 3,003 38 105,263 2,845 39 102,584 2,699 40 100,000 2,564 Confidential Treatment Requested under FOIA LAY-SEC.1 000000187