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UNITED
 
STATES
 
BANKRUPTCY
 
COURT
 
SOUTHERN
 
DISTRICT
 
OF
 
NEW
 
YORK
 
‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐
x
 
In
 
re
 
LEHMAN
 
BROTHERS
 
HOLDINGS
 
INC.,
 
et
 
al.
 ,
 
Debtors.
 
:
 
:
 
:
 
:
 
:
 
:
 
:
 
Chapter
 
11
 
Case
 
No.
 
08
13555
 
(JMP)
 
(Jointly
 
Administered)
 ‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐
x
 
REPORT
 
OF
 
ANTON
 
R.
 
VALUKAS,
 
EXAMINER
 
March
 
11,
 
2010
 
 Jenner
 
&
 
Block
 
LLP
 
353
 
N.
 
Clark
 
Street
 
Chicago,
 
IL
 
60654
3456
 
312
222
9350
 
919
 
Third
 
Avenue
 
37th
 
Floor
 
New
 
York,
 
NY
 
10022
3908
 
212
891
1600
 
Counsel
 
to
 
the
 
Examiner
 
VOLUME
 
8
 
OF
 
9
 
Appendices 8 - 22
 
 
 i
EXAMINER’S REPORTTABLE OF APPENDICES
VOLUME 6Tab 1
Legal Issues
VOLUME 7Tab 2
Glossary, Acronyms & Abbreviations
Tab 3
Key Individuals
Tab 4
Witness Interview List
Tab 5
 
Document Collection & Review
Tab 6
 
Lehman Systems
Tab 7
 
Bibliography
VOLUME 8Tab 8
 
Risk Management Organization and Controls
Tab 9
 
Risk Appetite and VaR Usage Versus Limits Chart
Tab 10
 
Calculation of Certain Increases in Risk Appetite Limits
Tab 11
 
Compensation
Tab 12
 
Valuation - Archstone
Tab 13
 
Survival Strategies Supplement
Tab 14
 
Valuation - CDO
Tab 15
 
Narrative of September 4 Through 15, 2008
Tab 16
 
Valuation - Residential Whole Loans
 
 ii
Tab 17
 
Repo 105
Tab 18
 
Summary of Lehman Collateral at JPMorgan
Tab 19
 
Lehman’s Dealings with Bank of America
Tab 20
 
Knowledge of Senior Lehman Executives Regarding TheInclusion of Clearing-Bank Collateral in the Liquidity Pool
Tab 21
 
LBHI Solvency Analysis
Tab 22
 
Preferences Against LBHI and Other Lehman Entities
VOLUME 9Tab 23
 
Analysis of APB, Journal Entry, Cash Disbursement, and JPMorgan Collateral
Tab 24
 
Foreign Exchange Transactions
Tab 25
 
Intercompany Transactions Occurring Within Thirty Days BeforeBankruptcy
Tab 26
 
CUSIPs with Blank Legal Entity Identifiers
Tab 27
 
CUSIPs Not Associated with an LBHI Affiliate
Tab 28
 
CUSIPs Associated Solely with an LBHI Affiliate
Tab 29
 
CUSIPs Associated with Both LBI and LBHI Affiliates
Tab 30
 
CUSIPs Associated with Subordinated Entities
Tab 31
 
CUSIPs Associated with LBHI Affiliates Not Delivered to LBI in aFinancing Trade
Tab 32
 
September 19, 2008 GFS Dataset
Tab 33
 
Summary Balance Sheets of LBHI Affiliates
Tab 34
 
Tangible Asset Balance Sheet Variations
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