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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
n Chief Legal Officer Chief Operating Officer Gil Rawly General Counsel Martin Schwartz Chief Compliance Officer Global Head Fixed Income Michael Gelband Hyung Lee Mark Meskin John Novogratz Vlad Torgovnik Chief Trading Officer Global Head Marketing! Investor Relational" PinlitEM1 Da Chief
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
Feeney (Co-President and Chief Operating Officer of the General Partner), David Nolan (Co-President and Chief Risk Officer of the General Partner), Michael Gelband (Senior Managing Director and the Global Head of Fixed Income of the General Partner) and Hyung Lee (Senior Managing Director and the Global Head o
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
Feeney (Co-President and Chief Operating Officer of the General Partner), David Nolan (Co-President and Chief Risk Officer of the General Partner), Michael Gelband (Senior Managing Director and the Global Head of Fixed Income of the General Partner) and Hyung Lee (Senior Managing Director and the Global Head o
Entities connected to both Lehman and Michael Gelband

Ghislaine Maxwell
PERSON
Jeffrey Epstein
PERSON
United States
LOCATION
New York
LOCATION
Bloomberg L.P.
ORGANIZATION
JPMorgan Chase
ORGANIZATION
U.S. Treasury
ORGANIZATION
Tokyo
LOCATION
Wilbur Ross
PERSON
George W. Bush
PERSON
New York State
LOCATION
Millennium
ORGANIZATION
Malaysia
LOCATIONCayman
LOCATION
England
LOCATIONMillennium USA LP
ORGANIZATIONDavid Nolan
PERSON
Mohammed bin Salman
PERSONErnst & Young LLP
ORGANIZATIONthe Commodity Futures Trading Commission
ORGANIZATION