Collateral Valuation - Summary SiocA Price Assumptions as of 2~-Oc(4I Eriron $15.40 Conapaq .. $9.50 Eli Lilly S79.7Q BA Chase Coni ass' FU Enro. Total LIV Original LOC Oulstandloel Curretal LTV Mki Val. Collateral Collaleral Req. Excess ~Delicit) 30.0% 80.0% $40,000,000 $15,000,000 80.0% 7S.0% SI 0,000,000 '~ 3p~I,pOp I 2uo,Qoq I 78~7J I 5.5% $5,416,444 S315.000 S5,041,444 83.3% $240,235 5250.000 ($9,765) 18.4% $4,297,000 S 1.637.600 $7,500,000 2,063,919 I. $7,250,000 64.3% $3,211,698 $2.75 $459,806 n/a lila n/a Borrowing Poweri S~,Q3Li~ I~~(1~ 4S'~1'5)I '~v~ p~*~z~ If: *.$3A4,854 I ~.. $25~h0ItQ SI 0,603,790 $13,165,376 $5,014,492 Original LOC $1,000,000 $1,000,000 $500,000 n/a n/a $2,500,000 Outstanding $0 $0 $0 n/a n/a SO Available Line $l,09I~,000 7 Sl,0Q0,~0~ ",. ~ PS~09 :, q . . j~f~ $2,500,000 Eamun Compaq Eli Lilly Cypress Oilier various Allocation of Collateral for Secured LOC BA Chase Conapass' ~FU 4 1.7% 20.9% 0.0% 0.0% 58.3% 79.1% 0.0% 0.0% 0.0% 00% 100.0% 0.0% 0.0% 0.0% 0.0% 93.1% 0.0% 0.0% 0.0% 6.9% 100.0% 100.0% 100.0% 100.0% $7,965,973 $313,461 * Conuj'ass LOC laos 80% LTV on all liquid assets lucid as collateral; the e.xcept ion is the Sanders' account whole consists of illiquid assets that Conupass offers the lesser of. 30% Lu' or SImm 81812002 BA -NFL Loan 80.0% $3,000,000 73.8% $4,063,461 53 750 000 $313,461 blat all NFL TuBal Available 0rii WI 'a C C U- Cohn feral Valuation - Surnmaiy StocA I'rice Assumptions as of 26-Oct-01 liOf U S 19.89 Euro,, $15.40 TCW - Select $15.39 Compaq $9.50 GW-Agge, SIQ84 lila Lilly 579.70 ICW - Small S 16.15 I BA I Compass I FIJ I Sub-Total I A/P KLL/LPL 80.0% 80.0% 75.0% lotal all I O,igiuual LOC $ 10,000,000 S 1,000,000 (Ju(standIng~ ~ .,1~oqo I* *. ~52O,0U9 I $2,000,000 SI 3.000,000 SIA49;~6.~ I $6,502,363 4,298,5(111 $10,800,863 77.1% $5,358,869 51166 250 $192,619 135.1% $385,000 (5265,000) Current urv Mkt Val. Collateual Collateral Req. ______ __________ Excess (Deticit) lIorro~vlng Powerj. $IM.QR%~i!~I 'd$~5,Q9U)I ."'. 2d ~ ~SeW~4flI 85.2% 52.170,974 52.465.817 ($294.1542) 57,914,844 S8.282.067 (S367,223) Original LOC Outstanding Available t..I.,ej SI ,000,000 $0 u/a n/a ru/a jr/a 51,000,000 50 ~i,uo ,ooq . a14 *: /~ *' 1~SI,900,000 I.~801t,863 total I'ayatulcs - 1otal Available t.( II, III 1026 10812002 LTV or- 0' Cu) wo 0 *~~ .0. C -) C. - Cs. -U Enroui Compaq Eli lilly liOll TCw Cypress Fayei Allocation of Collateral E3A~ Coauu lass FL) 17.2% 100.0% 35.5% 20.0% 0.0% 0.0% 30.1% 0.0% 0.0% 1.9% 0.0% 0.0% 30.8% 0 0% 0.0% 00% 0.0% 20.9% 0.0% 0.0% 43.6% 100.0% 100.0% 100.0% Collateral Valuation Bank of America Stock Price assumptions 26-Oct-01 Enron SIS.40 TOW-Select SIS.39 Compaq 39.50 TCW.Aggr. 510.84 Eli Lilly $79.70 TOW. Small 316.15 EOTT 519.88 Outstanding Loan balance 5300.000 Collateral Pledged Shares Value Enron Corp. 146,754 52,260,01 1.60 Compaq Computer 332,256 ~ 432 Total Market Value of Collateral S5.41 6,444 Less: Collateral Required (80% LTV) 5.54% 5375,000 Excess (Deficit) Collateral 55,041,444 Borrowing Power 54,033,155 Available to Borrow 54.033.155 eta ma Outstanding Loan Balance [':~.. $4;133.000 Collateral Pledged Shares Value Compaq (KLL owns) 113,064 51,074,108 Eli Lilly & Co. 20.220 51,611,534 EOTT Energy Parmers 5,000 599,400 Enron Corp. 60,000 5924,000 TOW Galileo Select Equities 84,777 51,304,718 TOW Galileo Ag~essive Growth 50 TOW Small Cap Growth 21,369 5345.109 Total Market Value of Collateral 55,358,869 Less: Collateral Required (LTV 80%) 77.12% 55,166,250 Excess (Deficit) Collateral S192,619 Borrowing Power 5154,096 Available to Borrow 5154.096 Confidential Treument Requested under FOIA LOCO1 1026 8/8/2002 LAY-SEC-i 000000321 ( 41.7% 5 8.3% 100.0% 20.0% 30.1% 1.9% 17.2% 24.3% 0.0% 6.4% 100.0% Collateral Valuation Bank of America P~e~ e et Outstanding Loan Balance IZIIiiť=f~oooo. Collateral Pledged Shares Value Enron Corp. 2i0~40O S3,240,160 Enron ~ 12.44/share 79-69 SI.2T241 Enron (S15.81/sh) $145376 Enron (S 17.75/sb) S5.629 Enron (516.25/sb) 5i. 66 Enron Corp. (from Compass & BA) Lilly 10330 S823.301 Total Market Value of Collateral 54.063,461 Less: Collateral Required (80% LTV) 73.8% S3,750.000 Excess (Deficit) Collateral $313,461 Borrowing Power S250,769 Available to Borrow S250.769 797~'o 20.3% Before Tresment RequeS'~ under FOIA LOC..01 1026 8/8/2002 LAY-SEC-i 000000322 26-Sep 26-Oct % Ch~ 2.644.016 2.988.923 13.0% P ~RTNERsmP Fayez Cypress TCW.Seiect TCW-Mid TCW.SrnaU 26-Sep 869.563 406.5 17 1.688.881 327,879 547,187 26-Oct /o Ch~ 946,079 8.8% 454,092 11.7% 1,304,718 .22.7% -100.0% 345.109 .36.9% COnCgd~~1g~1 Treamcrn ReqUe3~~~ Under FOIA LAY-SEC-i 000000323 PERSONAL Cypress Collateral Valuation Chase 26.Oct-0 I Stock Pricg AssumplWnS Enron 515.40 ComDao 59.50 S 15.0 Million Non Purpose Credit Line Symbol Enron Corp ~S1 1.7 ENE CerxiL No. Chase Acct Total ENE Shares 3,262 Value S 50.235 S 50.235 Ownership Personal :0.9% CPQ BB12S523 ~QQQ S 190.000 Personal Total CPQ 20,000 S 190.000 79.1% Total Value at Collateral S 240.235 LTV 80% AVAILABLE BALANCE - ,S19Z188. Funded (5200.000) REMAINING BALANCE (S7,8~) Confld~ngiai T reament Requested under FOIA LOC..011026 8/8/2002 LAY-SEC-i 000000324 Compaq Collateral Valuation Compass 26-Oct-01 j9~jPri~sumti~~J EnronSl5.40J Eli Liii $79.70 $10.0 Million Non Purpose Credit Line STOCK Symbol Certif. No. Shares Ownersr?ip Eli Lilly LLY FC24922 5,000 Personal Eli Lilly LLY CNY1S38O 5 000 Personal Total LLY 10,000 797,000 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 HC1 64653 4,521 Personal Enron Corp ENE HC119360 7,792 Personal Enron Corp ENE HC12709.4 9 440 Personal Total ENE TOTAL $ 797,000 LTV 80% AVAILABLE BALANCE S637.600 ---I Funded'~7.S9~8~ REMAINING BALANCE (Sl32~7I) AddItional Collateral Sanders Moms Hams (30% LTV. ca~oed at $1 000.000) Total $ 3,500,000 LTV 30% AVAILABLE BALANCE S 1,000.000 Funded ~t'z'.S~ REMAINING BALANCE~0.00O Summary Total Collateral S 4,297,000 Available Balance $ 1,637,600 Funded (3789,871) Combined Balance (for all Assets) 5847.729 18.40/c LOC,..0 11026 8/8/2002 LA Y-sEc...i 000000325 0.0% 1 ream~1 keqIlesmed Under 101A Collateral Valuation Compass Outstanding Loan Balance Collateral Pledged Enron Corp Total Market Value of Collateral Less: Collateral Required Shares _____ :5.000 j~~O00 SJ8S.OOO 135.06% S650.OOO C.oni~I~enhaI Trcume,it Reques,~j under FOIA ~ooooo326 S520.OOO I LOCO1 1026 8/8/2002