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Investors should consult their tax advisors regarding the application of the "straddle" rules to their investment in Millennium USA. Limitation on Deductibility of Interest and Short Sale Expenses. For noncorporate taxpayers, Section 163(d) of the Code limits the deduction for "investment interest" (i.e., interest or
financial markets, the emerging markets as a group may suffer major price declines and illiquidity. Membership on Exchanges and/or in Clearing or Self-Regulatory Organizations In an effort to facilitate certain investment strategies, the Fund and certain of its subsidiaries and affiliates have become, and/or may become, m
Investors should consult their tax advisors regarding the application of the "straddle" rules to their investment in Millennium USA. Limitation on Deductibility of Interest and Short Sale Expenses. For noncorporate taxpayers, Section 163(d) of the Code limits the deduction for "investment interest" (i.e., interest or
d financial markets, the emerging markets as a group may suffer major price declines and illiquidity. Membership on Exchanges and/or in Clearing or Self-Regulatory Organizations In an effort to facilitate certain investment strategies, the Fund and certain of its subsidiaries and affiliates have become, and/or may become, m
Investors should consult their tax advisors regarding the application of the "straddle" rules to their investment in Millennium USA. Limitation on Deductibility of Interest and Short Sale Expenses. For noncorporate taxpayers, Section 163(d) of the Code limits the deduction for "investment interest" (i.e., interest or
d financial markets, the emerging markets as a group may suffer major price declines and illiquidity. Membership on Exchanges and/or in Clearing or Self-Regulatory Organizations In an effort to facilitate certain investment strategies, the Fund and certain of its subsidiaries and affiliates have become, and/or may become, m
Entities connected to both Deductibility of Interest and Self-Regulatory Organizations

the Cayman Islands
LOCATIONIndividual Limited Partners
ORGANIZATION
U.S. Treasury
ORGANIZATION
New York
LOCATIONCayman
LOCATIONKeogh
ORGANIZATIONDistributions of Property
ORGANIZATIONMillennium International, Ltd.
ORGANIZATION
New York State
LOCATION
United Kingdom
LOCATIONOptions and Special Allocations
ORGANIZATION
the University of Michigan
ORGANIZATIONMunger, Tolles & Olson LLP
ORGANIZATION
Millennium
ORGANIZATION
Luxembourg
LOCATION
Occidental College
ORGANIZATIONErnst & Young LLP
ORGANIZATION
Wilbur Ross
PERSONthe Delaware
ORGANIZATIONthe U.S. Investment Company Act
ORGANIZATION