Collateral Valuation Bank of America Stock Price assumptions 9-Nov-01 Enron S&63 TCW- Select 514.33 Compaq S7.73 TCW - Aggr. S 10.84 Eli Lilly £78.47 TCW - Small S 16.63 EOTT $19.05 Outstanding Loan Balance so Collateral Pledged Shares Value Enron Corp. £0.00 Compaq Computer 83,06.4 ~~08472 Compaq Computer I 1.970 Compaq Computer 71,094 Total Market Value of Collateral 5642.085 Less: Collateral Required (800/a LTV) 0.00% SO Excess (Deficit) Collateral S642.085 Borrowing Power 5513.668 Available to Borrow S513.668 .0 in - Outstanding Loan Balance S1.730,O00 Collateral Pledged Shares Value Compaq (KLL owns) 113,064 S873,985 Eli Lilly & Co. 20,220 £ 1.586,663 EOTT Energy Partners 5,000 395,250 Enron Corp. 60.000 3517,800 Enron 25.000 Enron @ S 12.44/share (owed by KLL personal) 35.000 TCW Galileo Select Equities $0 TCW Galileo Aggressive Growth $0 TCW Small Cap Growth 21,369 5355.366 Total Market Value of Collateral 33,429,065 Less: Collateral Required (LTV 80%) 50.45% 32.162,500 Excess (Deficit) Collateral 31.266,565 Borrowing Power 31,013.252 Available to Borrow 31,013.252 Confidential Treamneut Requ~ted under FOIA LAY-SEC.. 1 000000357 0.0% 100.0% 100.0% 25.5% 46.2% 2.8% 15.1% 0.0% 0.0% 10.40/c 100.0% LOC...0111OS 818/2002 Collateral Valuation Bank of America ent outstanding Loan Balance S3.O0O.OO0 320.724 Collateral Pled ed Shares Value Compaq 124,596 3963, 127 Enron Corp. 210400 31.815,752 Enron @ 12.44/share 79.691 S687.33 Enron (SIS.81/sh) 9.440 381.467 Enron (S17.7S/sh) 1.859 S 16.043 Enron (S16.25/sh) 790 S6.513 Enron Corp. (from Compass & BA) 118.620 31.023.691 Lilly 5.330 3418.245 Total Market Value of Collateral S3.l 97,124 Less: Collateral Required (80% LTV) 93.8% 53.750,000 ~ Excess (flefi~lt) Collateral (5552.876) Borrowing Power SO Available to Borrow SO RcquIal Treamen, Uhder ~OZA LAY-SEC-i 000000358 30.1% 56.8% 13.1% 100% 8/5/2002 4. I Acci nunki lilay I dr I housc req @ 75% I Cypress T~W-MId Immdiv. Ilolil TGW-8tket En, ous 48259883 48259885 Fayer 48259887 (.ypress 48259889 48259881 * 5,197.87 0.00 0.00 0.00 0.00 0.00 0.00 3,025,844.95 0.00 226,4 30.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 182.642.721 756,461.24 0.00 56,607.50 000 0.00 0 00 0 00 50361954 50361958 50361960 54154324 54154326 54154330 50361952 (I. 5,198 3,252,275 (1.182,643) 813,069 Assets 3,257,473 Igabaligics 1,182,643 Total Equily 2,074,830 Requirement 813,069 Excess (call) . .. :7 1,~I,76i Acci nunkt 1 litay I dr I house ieg @ 75% I 0 13,461 180 0 13,64 I~ 431,500 0 944.026 459,582 0 (360,179) 0 0 0 (I ,006,010) 1,835,108 (1,366,189) Accur~,~t# 50)61960 (Isadie.idual iIvIdi,ag&) Iloldigi s Shares S/Share Value Celesgica 500 37.36 18,680 Lilly - 78.47 - F,nron - 8.63 - 12 5,000 6.45 32,250 New I'owcr 150,000 1.17 175,500 216,430 I Accound# 4523988.1 I loldins Shares $/Shase 50,000 107.875 I:inon 0 [Ally 236,007 114.895 8 63 $18.47 V v~. 43 1,5(10 I 431,500J 0 4 58.777 - C. CW 0I~ 0> 0' ow WI-a 'V Assets 1,848,749 Liabilities (1.366,189) I:qully 482,56(1 Reqraareniieni 458,717 Excess (call) 23,783