Collateral Valuation - Summary Stock Price Assumptions as of: 23-Pc -01 ~' Enron 519.79 Compaq 7 S9.40 Eli Lilly . S77S6 I BA I Chase LTV 80.0% Enron 80.0% 80.0% 75.0% Original LOC 540.000,000 S 15,000,000 $10,000,000 Ou,standIn,I'Ji~.AL300.P051 I i,pqo,qpo I ..1~si~i I Cureent LTV Mkt Vat. Collateral Collateral Req. Excess (Deficit) 616% 54,542,169 53.500 000 $1,042,169 52.7% $1,896,352 IL~ $646,352 14.5% 35,453,461 52.562.769 57,500,000 * - q~u,'~ I s4,Q0Q,0.q4~ 75.0% $10,766,291 510.163.114 $3,182 n/a n/a n/a BorrowIng I'nwPrl :.fl~SR1I!11S I 1'Fttii.~~t .I1~i. ~UtIiwtia,m9*:I ~ IJ~''S2:3at7kt I) Total I 516,662,207 522,658,219 518,015,883 Original LOC 51.000,000 $1,000,000 5500,000 n/a n/a 32 500000 Outstanding SO SO SO n/a n/a $0 Available Line ¶~d~ U-S pop tJi p9 ~ ~E **~i~ 'n/al' ~ ______________ Enron Compaq Eli Lilly TCW Cypress Fayex Other various 100.0% 100.0% 100.0% .1,'$9,126,102 Ii) BA -r4FL Loan 80.0% Ss,000,000 105.9% $4,720,588 (51.519.412) total all NFL total Avallatile 100.0% * Compass LOC has 80% LW on all liquid assets held as collateral; the exception is the Sanders' account which consists of alliquid assets that Compass offers the lesser of. 30% LT)' or SImm GOVERNMENT EXHIBIT 24236 Crim No H 04-0025 C -, ~ ii NI Allocation of Collateralfor Secured LOC BA Chase Compass FU 31.2% 90.1% 60.3% 21.1% 61.8% 9.9% 0.0% 0.0% 0.0% __ 0.0% 39.7% 7.4% 0.0% 0.0% 0.0% 15.2% 0.0% 0.0% 0.0% 27.1% 0.0% 0.0% 0.0% 26.5% 0.0% 0.0% 0.0% 2.0% LOC.0t t023 8/8t2002 I Collateral Valuation - Sum,nar-y Stock Price Assumptions as of 23-Oct-01 I EOU SZO.05 Enron $19.79 TCW - Select S 14.68 Compaq $9.40 1CW - Aggi. S 1Q30 Eli Lilly $77.56 TCW - Small ... $15.43 BA Coin asa FIJ Sub-Total All' KLULIL lolal all 80.0% 80.0% 75.0% Original LOC $10,000,000 $1,000,000 Outstandlngl I:g A1542'nft0 I ~. . .;~529;qp0 I 80.5% $6,883,617 S6.928.750 ($45,133) 105.1% S494,750 $650000 ($155,250) $2,000,000 $13 000.000 .$~,842,3~I I 78.0% $2,369,876 S2.465 817 ($95,941) $7,912,363 4,298,500 $12,210,863 Current LTV Mkt Val. Collateral Collateral Req. __________ ________ Excess (Deficit) Borrowing Poweri '.(q~)ILj~ ~W;.~P)I~ ~ $9,748,243 Si 0.044.561 ($296,324) Original LOC $997,800 n/a n/a S997,800 Outstanding $0 n/a n/a $0 Available LIne , ::, ~ '~X' '~ :~ [1..UJ,?.z ~ 1' ~ j~l0,863 total l'ayal.ilcs - total Available LOC_011023 81812002 LTV ci c-t ot 0F11 we-' w Enso.i Compaq Eli Lilly EOTI TCW Cypress Fayez Allocation of Collateral BA ... Corm~ ass FU 17.2% 100.0% 41.8% 15.4% 0.0% 0.0% 22.8% 00% 0.0% 1.5% 0 0% 0.0% 43.1% 00% 0.0% 0.0% 0.0% 18.8% 0.0% 0.0% 39.4% 100.0% 100.0% 100.0% PERSONAL Cypress TCW.Mid TCW.Seiect Fayez PARTNYRSHIP Fayez Cypress TCW.Seicct TCW-Mid TCW-SrnaIl 26-Sw 3-Oct /o Ch~ 2,644,016 2,914.564 10.2/. 928,896 1,096,494 18.0% 476,721 541,836 13.7% 2,657,869 2,847~969 7.~/. 4,486,300 ~6-Sep 23-Oct /o Ch~ 869,563 933,344 7.3% 406,517 446.234 9.8% 1,688.881 1.933,914 14.5% 327,879 390,875 19.2% 547,187 640,114 17.0% Conradentimi Trtame~1 Reques,e,j under FOIA LAY-SEC-i 000000289 Collateral Valuation Sank c/America Stock Price assumptions 23-Oct-01 Eriron $19.79 TCW - Select S14.68 Compaq $9.40 TOW- A~gr. $10.30 Eli Lilly $77.56 TOW - Small $15.43 ~orr $20.05 $~.lB0 0 tEe s.ona me. e e , n Outstanding Loan Balance S2.800.000 Collateral Pledged Shares I Value Enron Corp. Enron (16.25/sh) Enron (SIS.81/sh) Enron (S17.75ish) Enron (S14.97/sh) Enron (S14.97/sh) Enron (S14.97/sh) Compaq Computer Total Market Value of Collateral Less: Collateral Required (80% LTV) 71,701 790 9440 19.920 20.000 20.000 1.551 332.256 61.6.4% SI,41S.963 3120.~o $3.1 23.206 54,542.169 S3,500.000 68.8% 100.O~/a Excess (Deficit) Collateral SI,042,169 Borrowing Power S833,735 Available to Borrow 5833.735 * .. In B ~tes t. Outstanding Loan Balance S5~543.000 Collateral Pledged Shares Value Compaq 113,064 51,062.802 Eli Lilly & Co. 20,220 51,568.263 EOfl Energy Par~ers 5,000 5100.250 Enron Corp. 60,000 $1,187,400 TOW Galileo Select Equities 131,738 51,933,914 TOW Galileo Aggressive Growth 37,949 $390,875 TOW Small Cap Growth 41,485 ~2jj4 Total Market Value of Collateral 56.883.617 Less; Collateral Required (LTV 80%) 80.520/o 56,928,750 Excess (Deficit) Collateral Borrowing Power LOC...011023 8d8/2002 (545.133 Cu,nrujen:aaI ireamen: kequesaed under FOIA LAY-SEC-I. 000000290 15.4% 22.8% 1.5% 17.2% 28.1% 5.70/a 9.3% l00.0O/o Collateral Valuation Bank of America Available to Borrow LA..1 000000291 so LOC.0 11023 8/812002 C:onf~den,~ai F reifflefir I~CquesIed under POIA Collateral Valuation Sank of America Outstanding Loan Balance S5.OOO.OOO Collateral Pledged Shares Value Enron Corp. 23S.534 ~205SS Total Market Value of Collateral S4.720.S88 Less: Collateral Required (800/o LTV) 105.9% S6.250.OOO Excess (Deficit) Collateral fS1,S29.4l2~ Borrowing Power SO AvaIlable to Borrow So cash call below $30 w/ 208.333 shares of ENE valued @ $6. 25mm 30.20] shares can be moved to personal LOC L0C011C23 8/8/2002 Confidential Treament Requested under FOIA LAY-sEC.. 1 000000292 Collateral Valuation Chase 3.Oct-0 I Siock Price Assumptions Enron S19.79 Comoaa $9.40 S 15.0 N'fillion Non Purpose Credit Line STOCK Symbol Certif. No. EnronCorp(SI7.7 ENE ChaseAcct Enron Corp (SI 1.7 ENE Chase AccC Total ENE Compaq Shares 3.936 S.388 86.324 Value Ownership I 5 ~~S93 Personal S 1.630 459 Personal S 1,708.352 90 ~'. CPQ BB125523 20.000 5 ISS.000 Personal Total CPQ 20.000 $ 188.000 99% Total Value of Collateral 5 1.896.352 LTV 80% AVAILABLE BALANCE . S1,42,264.. Funded (SI.O0O.000) REMAINING BALANCE S4ZZ,264 ConAdenhaf Tre.men Requested under FOSA LOCC 11023 8~BI2002 LAY-SEC-i 000000293 Collateral Valuation Compass 23-Oct-01 Stock Price Assurn tion Enron S19.79 Eli Lilly $77.56 S 10.0 Million Non Purpose Credit Line STOCK Symbol Certif. No, Shares Ownership Eli Lilly LLY FC24922 5.000 Personal Eli Lilly LLY CNY183BO 5000 Personal Total LLY 10,000 775,600 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 7792 Personal Enron Corp ENE HC127094 94.40 Personal Total ENE 59,518 1,177.861 TOTAL $ 1,953,461 LTV 80% AVAILABLE BALANCE S1J6Z.769 Funded~.~'(S7S9ii~ REMAINING BALANCE S772.898 Additional Collateral I Sanders Moms Hams (30% LTV, capped at $1,000,000) Total $ 3,500,000 LTV 300/. AVAILABLE BALANCE S 1,000,000 Funded - - SO~ REMAINING BALANCE si.ooo.boo Summary Total Collateral S 5,453,461 Available Balance S Z,562,769 Funded ($789,871) Combined Balance (for all Assets) SI,772,898 14.5% LOC...01 1023 81812002 39.7% 60.3% Conticiengial Treamen, Requested under POIA LAY.SEC' 1. oo0000294 Collateral Valuation Compass Outstanding Loan Balance 5520.000 ~Collaterai Pledged Enron Co~ Total Market Value of Collateral Less: Collateral Required Shares I Value :5.000 34Q.750 5494.750 10~10~~o 5650.000 Conhiden,iai Trcame,ii kcque~,,~ Ufltfrr 101A LOCO 11023 8/812002 LAY-SEC-i 000000295