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t the end of the presentation. The 2008 return includes a OAAP reserve of up to -2.61% relating to a write-off of the total exposure relating to the Lehman bankruptcy The 2009 return includes a gain of up to 0.67% relating to accrued recoveries in the Lehman bankruptcy that are attributable only to certa
limits Reporting • Investment Risk Management department produces and distributes daily, weekly and monthly internal reports to senior management, the Investment Risk Committee and portfolio managers The accompanying footnotes and disclaimers at the end of the presentation are an integral part of this presentation and shoul
ss EE-II, FF-II, MM-II, NN-II, EE-III, FF-III, MM-III and NN-III interests, except that they will be affected by any gains or losses attributable to Lehman Exposure (as defined, and further discussed, below in this Appendix in "Treatment of Millennium USA's Exposure to Lehman Brothers Holdings Inc. and
Georgia, and received an MBA from the Ross School of Business at the University of Michigan. Mr. Gelband is a member of the Executive Committee and the Investment Risk Committee of the General Partner. • Hyung Lee, 43 (joined in 2008,) is a Senior Managing Director and the Global Head of Equities of the General Partner. Mr
ss EE-II, FF-II, MM-II, NN-II, EE-III, FF-III, MM-III and NN-III interests, except that they will be affected by any gains or losses attributable to Lehman Exposure (as defined, and further discussed, below in this Appendix in "Treatment of Millennium USA's Exposure to Lehman Brothers Holdings Inc. and
Georgia, and received an MBA from the Ross School of Business at the University of Michigan. Mr. Gelband is a member of the Executive Committee and the Investment Risk Committee of the General Partner. • Hyung Lee, 43 (joined in 2008,) is a Senior Managing Director and the Global Head of Equities of the General Partner. Mr
Entities connected to both Lehman and the Investment Risk Committee

Ghislaine Maxwell
PERSON
United States
LOCATION
New York
LOCATION
U.S. Treasury
ORGANIZATION
JPMorgan Chase
ORGANIZATION
George W. Bush
PERSON
Wilbur Ross
PERSON
New York State
LOCATIONCayman
LOCATION
Tokyo
LOCATION
Malaysia
LOCATIONMillennium USA LP
ORGANIZATION
England
LOCATION
Millennium
ORGANIZATIONDavid Nolan
PERSON
Mohammed bin Salman
PERSONthe Commodity Futures Trading Commission
ORGANIZATIONNovogratz
PERSONthe Cayman Islands Monetary Authority
ORGANIZATIONErnst & Young LLP
ORGANIZATION