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SEPTEMBER
2008
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ExposureSummary
LEHMANBROTHERS
Committed32994
Secured60
~ O
Unsecured26934
Uncommitted62
2Secured00Unsecured622
Counterparty4,626
2,949
Derivatives3,2032,316SecuritiesTrading177
13
SecuritiesLoanTrading
49
6Securities
L.ending
3182MBS/Whote
Loan
Trading3223SecuritiesFinancing554
42
Faa
Ctearing40
Risk
Participations-
LCs
516
Other
3rd
PTY
Support-
RE
Deats
52
Overdrafts0TotalPrimary
CDS
Hedges0Derivatives5,450Intraday/Funds
Transl
ACH
4,845SecuritiesTrading/Financing376DepositGuidance/Local250(668)
(10.4%)
'(11.9%)
23.9x
14.5x639,43226,276154,45826,596
24,902
29,390
09/05/2008
09/0512008
3,500
8.60%
0.81%
31.7x15.4x786,00024,832
153,241
28,70031,80036,100
$16.20
325.0
$12.02
135.2
$67.73
450.8
Net
revenues
ROE
Adj.
ROE
(exc/.
OVA
gains)
Gross
LeverageRatio
Net
LeverageRatio
Total
Assets
TotalEquityTotal
Long-Term
Capital'
Lending
Commitments(funded
8:
unfunded)Residential
MortgagePositions
Commercial
MortgagePositionsStock
c . p ~ ~ p r ~ ~ 9 s
.
2
As
of09/05/2008;includescash,
G7
Gov'tbonds,
U.S.
Agency
Sees,highly-rated
ABS
andotherliquidsecurities'
1
Includes
Long-Term
Debtandstockholder'sequity
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CommittedLoanExposure
LehmanBrothersBankhaus
AG
LehmanBrothersHoldingInc.LehmanBrothersHoldingJapanInc.
1
USD
1,500
USD
2,000
JPY
10,000
N
Y
Bi-lateral
75
160
94
o
o
94
UnsecuredUnsecuredPartially1Apr-10Mar-11Nov-10
1
$60MM
of
the
facility
is
secured
by
cash
collateral.
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