Collateral Valuation - Summary

					SiocA Price Assunqi~ions as opj  21-Sep-01    I        Enron        123.30
				       I                                                      Compaq         17.99
				       I                                                      Eli Lilly     S73.99

 I ~              p~q4uI.8pwq(fdjw        . .~  .~::'f .~ ~ ~ I .                 I
 I    BA          Chase       Comi ass'        FU           Euro.        Total
				    80.0%     75.0%

 I   BA -NFL Loam
	    30.0%

    Original I.OC
    On Winding

    Current l.TV
Mki Val. Collateral
   Collaleral Req.
  Excess (liclicit)

140,000,000   SI 5.000,000

    0.0%
14,932,3 38
      $9
14,932,333

     0.0%
$2,602,769
      $0
12,602,769

S l0,D00,000
   789,371

     13.3%
15,924,259
52.939.403

	       S4,000,000
3,031,617      14,000,300  112,328,483

     72.3%
111,111,600
110.7 13.156
  1393,444

n/a
n/a
n/a

Borrowing Poweri

53,945,370 I   52.362.215 I

52,149,537 I     5295.363 I

56 I   53,472,705 I

 Original LOC
  Outstanding
A,'allable Ilnel

					     .. . -. .. . . ,
	  4~                   ,. '*4*..¶'~,**"             ,'
..~. -.   4           ..         .   -*         ,;tJ,;-~

1I.000,000     $1,000,000      1500,000        ti/a             n/a         12.500.000
       10      .     $0              $0        n/a              ti/a              SO
51,000         51,000000       5500            Wa               n/a

													  ~J!~!2~J I otal all
														201.145   NIL
													      111,l80,850 wINlI.
													      ($j,7tItI,ttlltt) Tax due ()cI IS


													       6,916,350  lotal Aiiailable


		       Compass LOU has 80% L TV on all liquid assets held as collateral; the exception is the Sanderi' uccounh which
			consuuls of illiquid assets that Compass offers the lesser of 30% Liv or Simm

					      100.0%

							   100.0%

									 100.0%

									  tAJI~ Ott)9it iii,
									     9IiJAJt

				 Enron
				Conipaq
				Eli Lilly
				 EOTi
				 1Cw

ITY

30.0%

80.0%

15,000,000

    71.4%
16.453.145
$6.2~ 000
  203,145

ii
St


ii

0-c
0.
ow
em

     AllocatIon of Collateral for Secured LOC
BA          Chase       Corn ass         FU
  46.2%        93.9%         69.5%
  53.3%         6.1%           0.0%
		0 0%         30.5%     diversilied
   0.0%         0.0%           0.0%
   0.0%         0.0%           0.0%





					      Collateral Valuation - Summauy

				       Stoch Price Assunspdons as oft I   21-Sep.-01  I       EOTT         Sf9.70
							  Enron               52330      TCW - Select      Sf2.29
							 Compaq                57.99     TCW - Aggr.       5357
							 Eli Lilly            573.99     TCW - Small       513.22

			       I      P-&em~4 LI..
				   BA        Corn ass     FIJ       Total
				      10.0%      30.0%   30.0%

Original LOC   $1 0.000.000
OulsIandlag      4,423,000

51.000,000      $2,000,000   S 13,000.000
  520,000       51,841,377    56,734,377

4,273,500    St 1,057,177

			   Currcflt LTV
			Mkt Val. Collateral
			   Collateral Req.
			  Excess (Deficit)

BorrowIng Poweri

5927,939 I      546,000 I     5264,849 U  51,231,718 I

1~ul

 Original LOC
  Outstanding
AvaIlable Unel

51,000.000
S 1.000,000

n/a
n/a

n/a
n/a

51,000 .000
SI .000.000

SO      rn/a          rn/a                S.

51,000,006

$12,057,877  Total Payables

    Allocudon of Colluieral
BA        Coin ass        FU
  25.4%       100.0%
  13.5%        0.0%
  21.4%        0.0%     diversified
   1.5%        0.0%
  37.3%        0.0%

100.0%

100.0%

51,238,718 ITotal AvaIlable

IA )C..tiItIiI2 I .itu
   9/23/01

LTV

A/I' KLL

Total all

   66.1%
$6,633,674
55.523.750
SI,159,924

  73.5%
$707,500

$57,506

   69.9%
$2,632,733
S2.301.721
 533 1,662

510.023.957
53.430.471
51,543,435

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am
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11

  Enron
Compaq
Eli Lilly
  EOTT
  TCW