Lehman, UBS Among Firms Involved in Tax Dodge, U.S. Probe Says

By Alison Fitzgerald

Sept. 11 (Bloomberg) -- Lehman Brothers Holdings Inc., UBS AG and
Merrill Lynch & Co. are among Wall Street firms that concocted
derivatives and stock-loan deals to help offshore hedge funds dodge
hundreds of millions of dollars in U.S. taxes, according to a U.S.
Senate committee investigation.

The Internal Revenue Service looked the other way while securities
firms sold complicated financial products designed to skirt a law
requiring them to withhold U.S. taxes on stock dividends paid to
offshore investors, said Senator Carl Levin, chairman of the Permanent
Subcommittee on Investigations.

Levin, a Michigan Democrat, said he wants the IRS to pursue back taxes
or penalties against Wall Street firms and their hedge-fund clients
that got around a 30 percent dividend tax.

``We are going to press the IRS to go after what is obviously a
scheme,'' Levin said, while briefing reporters yesterday about the
committee's yearlong probe. ``The IRS should be going after this. They
are not. They have been pussyfooting around this.''

Citigroup Inc., Morgan Stanley, and Deutsche Bank AG also profited by
creating and selling ``dividend-enhancement'' products with no
legitimate investment purpose besides letting investors avoid taxes,
the committee report said.

Morgan Stanley's dividend-enhancement products generated $25 million
of revenue for the company in 2004 alone, and cost the U.S. government
more than $300 million in unpaid taxes from 2000 through 2007, the
report said.

`Dividend Enhancement'

Lehman Brothers, in an internal document described in the Senate
report, estimated that it helped clients avoid $115 million in taxes
in 2004. Lehman spokeswoman Monique Wise declined to comment on the
report.

Dividend-enhancement transactions earned about $5 million of profit
for UBS in 2005, and $4 million for Deutsche Bank in 2007, the report
said.

Levin said he plans to introduce legislation making it harder to
structure swaps and stock loans for the sole purpose of avoiding
taxes.

The dividend tax applies to offshore investors who don't pay U.S.
taxes on interest or capital gains. The 30 percent rate generally only
applies to investors based in countries that don't have a tax treaty
with the U.S., Levin said.

Tax authorities have ``a number of investigations under way''
involving issues cited in the committee report, IRS spokesman Frank
Keith said. ``The IRS intends to aggressively pursue transactions that
it believes to be abusive.''

Citigroup's Disclosure

Citigroup, aware the IRS might deem its so-called dividend- uplift
transactions to be illegal, voluntarily disclosed them and paid $24
million in withholding taxes for 2003 through 2005, the report said.

Citigroup spokesman Daniel Noonan said the bank treated the
transactions properly. ``The report recognizes that there are
ambiguities in how the law should be applied,'' Noonan said in an e-
mail statement. ``We support efforts by the IRS, Treasury and Congress
to clarify the proper tax treatment.''

In one kind of dividend-enhancement product, offshore hedge funds
would sell stocks to Wall Street firms near the time for a dividend
payment. At the same time, the securities firms entered into swap
contracts in which, for a fee, they agreed to pay investors the
equivalent of the dividend plus any stock gains.

The swaps changed the definition of the income under IRS rules,
letting offshore funds claim they didn't earn dividends subject to the
30 percent withholding tax. The Wall Street firms, in turn, might owe
taxes on the dividends -- at the lower, 15 percent rate for U.S.
taxpayers -- while claiming even larger deductions for the swap
payments to investors.

Stock Loans

Some firms helped clients avoid the tax through stock-loan
transactions that used more steps and more complex structures to make
it harder to trace any wrongdoing, according to the report.

The dividend-enhancement business got a boost in 2004, when Microsoft
Corp. announced a special $3 dividend. Securities firms, including
Morgan Stanley and Lehman, saw a huge business opportunity, according
to e-mails quoted in the Senate report.

A Morgan Stanley e-mail called Microsoft's dividend ``a great
opportunity,'' the report said. Another e-mail said Morgan Stanley
employees shouldn't enter into swaps too close to the date of
Microsoft's payment.

``We do not want to put on trades close to record date. Tax risk
increases dramatically,'' the e-mail said, according to the report.

Morgan Stanley spokesman Mark Lake said the company ``fully complied
and continues to comply with all relevant tax laws and regulations.''

Limiting Risk

Firms marketing the products and hedge funds buying them knew they
risked being accused of tax evasion, the report said. Lehman
instituted a ``tax risk'' cap permitting only $25 million of such
transactions per year, the report said. That limited the company's
additional tax liability if the IRS determined the transactions were
illegal.

Merrill Lynch, promoting a product it called ``Gemini,'' offered
Olayan Group a tax-indemnification agreement and estimated that Olayan
could save $7 million a year just on its Occidental Petroleum Corp.
stock. Olayan, a Saudi Arabia-based fund with an office in New York,
didn't buy, saying such a transaction ``would provide a strong case
for the IRS to assert tax evasion,'' according to the Senate report.

Olayan spokesman Richard Hobson confirmed that the company declined to
make dividend-related transactions with Merrill.

Merrill Lynch spokesman Mark Herr said the firm ``acted in good faith
when we advised our clients and acted appropriately under existing tax
law.''

`Letter and Spirit' of Law

Ted Meyer, a Deutsche Bank spokesman, said the firm's business
``operates within the letter and spirit of the law.''

UBS spokeswoman Rohini Pragasam said the company has cooperated with
Levin's committee. She declined to comment on specific information in
the report, which said UBS ended a Cayman Islands stock-lending
program in November 2007.

Citigroup's lawyers had warned employees that they couldn't buy stocks
from offshore funds and promise to sell them back after the dividend
payment because the IRS might see that as a tax-avoidance maneuver. An
internal Citigroup audit found that some employees arranged such
transactions anyway, the committee report found.

In a memo to the IRS that was quoted in the committee report,
Citigroup said it paid the tax ``even though liability was
uncertain.''

To contact the reporter on this story: Alison Fitzgerald in Washington
at [EMAIL PROTECTED]
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