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SA is a Delaware limited partnership formed in November 1997. Millennium USA's principal office is located at 666 Fifth Avenue, 8th Floor, New York, New York 10103-0899. Master-Feeder Relationship As discussed in Part Two of this Confidential Memorandum under "The Master Partnership's Organization — Org
uch trade or business as not being subject to the foregoing limitations on deductibility. However, there can be no assurance that New York State and New York City will not treat such expenses as investment expenses which are subject to such limitations. Further, these limitations may apply to certain expenses
Fund's Investment Program and Strategy 8 The Master Partnership's Organization 9 Certain Risk Factors Relating to an Investment in the Fund 11 The Fund's Management, Structure and Operations 50 The Fund's Investment Program and Description: Eligible Investments 54 The Fund's Investment Program and Description: Investment Strategies an
eds an applicable threshold amount. Failure to comply with the reporting requirements gives rise to substantial penalties. Certain states, including New York, may also have similar disclosure requirements. Investors should consult their tax advisors to determine whether filing Form 8886 in accordance with
nvestment Program and Strategy 11-8 The Master Partnership's Organization II-9 Certain Risk Factors Relating to an Investment in the Fund II-11 The Fund's Management, Structure and Operations II-37 The Fund's Investment Program and Description: Eligible Investments 11-42 The Fund's Investment Program and Description: Investment Strateg
eds an applicable threshold amount. Failure to comply with the reporting requirements gives rise to substantial penalties. Certain states, including New York, may also have similar disclosure requirements. Investors should consult their tax advisors to determine whether filing Form 8886 in accordance with
nvestment Program and Strategy 11-8 The Master Partnership's Organization II-9 Certain Risk Factors Relating to an Investment in the Fund II-11 The Fund's Management, Structure and Operations II-37 The Fund's Investment Program and Description: Eligible Investments 11-42 The Fund's Investment Program and Description: Investment Strateg
Entities connected to both New York and The Fund's Management, Structure and Operations

Ghislaine Maxwell
PERSON
United States
LOCATION
Philadelphia
LOCATION
U.S. Treasury
ORGANIZATION
Federal Reserve
ORGANIZATIONthe District of Columbia
LOCATION
the Internal Revenue Service
ORGANIZATIONCayman
LOCATIONthe New York Stock Exchange
ORGANIZATION
UBS AG
ORGANIZATIONKeogh
ORGANIZATIONErnst & Young LLP
ORGANIZATION
Millennium
ORGANIZATIONthe U.S. Department of Labor
ORGANIZATION
Paul Volcker
PERSONthe U.S. Investment Company Act
ORGANIZATIONSchulte Roth & Zabel LLP
ORGANIZATION
Cayman Islands
LOCATION
FDIC
ORGANIZATIONthe Federal Reserve System
ORGANIZATION