Collateral Valraa lion - Srarnnaary

Stoch Price Assumplioirs ~rs of    26-Qc(-0l             Enron       SIS.O0
						       Compaq         $9.78 I
						       Eli Lilly     $79.00 I

 I    BA      I   Chase    I  Compass ~  I     FIJ     I   Enroms         Total

LTV

(:flrov~ SIoc-44

    Original [OC
    OulsIarrding~

    (,rrrenl [TV

Mid Vat. Collateral
   Collateral Req.
  Excess (Deficit)

     80.0%
  1., 15 at
S40.OO0,O0O

     800%
  .~' l~pl

$15,O00,OoO

300,000 I      200,000 I

     5 50/0

$5,450,774
 LlliQflQ
55,075,774

Borrowing t'owerl    $4,060,619

  85.5%
$233,865
125fl.OQQ
($16,135)

(516,135)1

     80.0%
     521
$10,000,000

  789,871 I

    18.4%
$4,290,000

750%

	      $1,500,000
2,063,919     $7,250,000

    64.3%
$3,211,380
1U~Lfl22
 $459,488

ri/a
n/a

ri/a

5842,129 I      $344,616 I     $250,000

 I      4-:ar

 Original lOC
  ()rrtsiandirrg
Available I.IneI

     [oroir

    Compaq
    [Ii l.iIIy

    Cypress

Otl,cr various1

$1,000,000
      $0

51.000.000
      so

$500,000

	 n/a

SO       ri/a

n/a
n/a

510,603,790

I

$13,186,019
 S 5.008,892

   4
	   ~y'


       BA -NFL Loan
		800%


	   53,000,000

		7550,~,


	   $3,') 72.07(1
	   $3 150 000
		2,070


     Iot~t ,rll
     Nil.

     blat Available


     turecA ķaharc~ of EI~
~t-:~~  0A~tc to ~cIi
 to Et~iEi*

     lit

$5,481,229

$2,500,000
      $0

51,000,000    S 1,000,000       $500,000       n/a            n/a        $2,500,000

1000%

100 0%

1000%

100 0%

~l,229
7~ii~oio

o Cr'nrposs LOU lra~ 80% LTI'orr nil irqrri~in.rsets held as colinrerai; iire erceplion is lire So,rde,s'nccrrrnl rriirrir
 consists oJrlirqr~id assets ii. at Conrpass offers lire lesser of 30% LTU,r S loon

				  1(11 hI 5452'; ,Is


~L~VK

GOVERNMENT
  EXHIBIT
  24240
 Crim No. H 04-0025

	NFL        %1~o
I    I*vi.Ptr     3S.~oo
			       -'

C .-,

Os
Ow

      Allocation of Coiiaterai for Secured LOC
BA          Cirase      Corripass         [U

40.4%         16.4%         0.0%          0.0%
59.6%         83.6%         00%           00%
00%           00%          100.0%         0.0%
00%           00%           00%           92.8%
00%           0.0%          00%           7.2%





						  &oIlale,-al Valuation - Suniv,aaey

					Stock Price lss,aiueplio,is as of    26-Oct-SI            EOTT         519.35

							    Fniou                515.00      TCW - Select      $15.39
							  Co:iipaq                S9.78      TGV-Aggr~         $10.83
							  Eli Lilly              579.00      TCW - Small       516.10

					    BA        Corn ass         Fit        Sub-Total    Air KLI.JLI'L     Total all
					      800%         80.0%      75.0%

    Original l.OC
    Oulslandtngj


    Cmgrrenl t;rv
Mkt Val. Collateral
   Collateral Req.
  Excess (Ijelicil)

BorrowIng Powerj

SI 0,000.000

S 1.000.000     52.000,000    SI 3.000.000

4,133,000       520,000      $1,849,363     56,502,363     4,298,500   $10,800,863

   77.3%
55.348.655
w
 $182,405

  138.7%
53 75,000
1~Q~
(5275,000)

   86.1%
52,147,077
S2A~i&U
($318,740)

37,870.731
1LZ~LQ~l
($411,335)

5145,924 I     (5275,000)1    .($51~'l4p)I     ($447,e16)I

 Otigiriat lOC
  Outstanding
Available Ilnel

St .000,000
      $0

of a
n/a

S 1,000,000      n/a

wila

n/a

$1,000,000
     So

n/a     ~    $1,000,000 I

												   total AvaIlable


									  LOC .01 102G xl,
									     IflI2C,I(Jl

LIV

0'
0m
U0
In

C. -


C--..

  Enion
Coiitpaq
Eli Lilly
  13011
  1.Cw
Cypress
  Faye2

       Allocaleon of Collateral
 ISA         Corn ass         FU
16.8%        100.0%         34.9%
20.7%         00%            00%
29.9%         0.0%           0.0%
1.8%          0.0%           0.0%
30.8%         0 0%           0.0%
00%           00%           21.1%
0.0%          0.0%          43.9%

100.0%

100.0%

100.0%