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ir net investment income. Qualified Retirement Plans. Employee benefit plans subject to the provisions of ERISA, Individual Retirement Accounts and Keogh Plans should consult their counsel as to the implications of such an investment under ERISA and the Code. (See "ERISA Considerations.") Endowment F
ennium USA may be employed in direct investments made by Millennium USA. (See "Millennium USA's Investment Program and Strategy.") Millennium USA's Organization, Management, Structure, and Operations Organization Millennium USA is a Delaware limited partnership formed in November 1997. Millennium USA's principal office is locate
Plan Investor" (as defined in the Plan Assets Rules and described below and including, without limitation, an individual retirement account and a "Keogh" plan) who has investment discretion (a "Fiduciary") should consider before deciding to invest such Benefit Plan Investor's assets in the Alpha Key
Interests of Millennium USA 1-24 Millennium USA's Investment Program and Strategy 1-26 Use of Proceeds by Millennium USA I-26 Millennium USA's Organization, Management, Structure, and Operations 1-26 Management of Millennium USA I-33 The Administrator I-33 Fees and Expenses Relating to Millennium USA 1-35 Allocation of
Plan Investor" (as defined in the Plan Assets Rules and described below and including, without limitation, an individual retirement account and a "Keogh" plan) who has investment discretion (a "Fiduciary") should consider before deciding to invest such Benefit Plan Investor's assets in the Alpha Key
Interests of Millennium USA 1-24 Millennium USA's Investment Program and Strategy 1-26 Use of Proceeds by Millennium USA I-26 Millennium USA's Organization, Management, Structure, and Operations 1-26 Management of Millennium USA I-33 The Administrator I-33 Fees and Expenses Relating to Millennium USA 1-35 Allocation of
Entities connected to both Keogh and Organization, Management, Structure

United States
LOCATIONCayman
LOCATION
U.S. Treasury
ORGANIZATION
Ghislaine Maxwell
PERSON
New York
LOCATIONthe District of Columbia
LOCATION
the Internal Revenue Service
ORGANIZATIONthe U.S. Investment Company Act
ORGANIZATIONInvestment Company
ORGANIZATION
Paul Volcker
PERSON
Cayman Islands
LOCATIONthe U.S. Department of Labor
ORGANIZATIONSchulte Roth & Zabel LLP
ORGANIZATIONMillennium Partners
ORGANIZATION
Millennium
ORGANIZATION
the Cayman Islands
LOCATIONErnst & Young LLP
ORGANIZATIONTrigger Event
ORGANIZATIONMillennium International, Ltd.
ORGANIZATIONMillennium USA's
LOCATION