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y the applicable Portfolio Managers. Millennium may negotiate any other appropriate return-enhancing or other arrangements in its sole discretion. Strategy Development There are no substantive limits on the investment strategies that may be pursued by the Fund. The Fund's capital may be invested in strategies othe
follows: (i) to allocate such losses among such Negative Basis Members until either the full amount of such losses shall have been so allocated or the Negative Basis of each such Negative Basis Member shall have been eliminated and (ii) to allocate any losses not so allocated to Negative Basis Members to the oth
y the applicable Portfolio Managers. Millennium may negotiate any other appropriate return-enhancing or other arrangements in its sole discretion. Strategy Development There are no substantive limits on the investment strategies that may be pursued by the Fund. The Fund's capital may be invested in strategies othe
follows: (i) to allocate such losses among such Negative Basis Members until either the full amount of such losses shall have been so allocated or the Negative Basis of each such Negative Basis Member shall have been eliminated and (ii) to allocate any losses not so allocated to Negative Basis Members to the oth
y the applicable Portfolio Managers. Millennium may negotiate any other appropriate return-enhancing or other arrangements in its sole discretion. Strategy Development There are no substantive limits on the investment strategies that may be pursued by the Fund. The Fund's capital may be invested in strategies othe
follows: (i) to allocate such losses among such Negative Basis Members until either the full amount of such losses shall have been so allocated or the Negative Basis of each such Negative Basis Member shall have been eliminated and (ii) to allocate any losses not so allocated to Negative Basis Members to the oth
Entities connected to both Strategy Development and the Negative Basis

Federal Reserve
ORGANIZATIONUBS Securities LLC
ORGANIZATION
New York
LOCATION
Samantha Power
PERSON
New York State
LOCATIONthe Positive Basis
ORGANIZATION
Marc Rich
PERSON
Mohammed bin Salman
PERSON
United States
LOCATIONLehman
ORGANIZATION
England
LOCATIONthe U.S. Department of Labor
ORGANIZATION
Department of Justice
ORGANIZATION
Internal Revenue Service
ORGANIZATIONErnst & Young LLP
ORGANIZATIONthe Confidential Information
ORGANIZATIONAnti-Money Laundering Regulations
ORGANIZATION
Fannie Mae
ORGANIZATION
JPMorgan Chase
ORGANIZATION
Wilmington
LOCATION