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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
ncial products that relate to investment in investment funds increases, Millennium will continually evaluate new sources of financing and leverage. The Fund's Risk Management Program Millennium maintains an investment risk assessment and management program designed to identify, measure, monitor, manage and report on the market r
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
llennium will continually evaluate new sources of financing and leverage. ML281817-MAXWELL II-5I CONFIDENTIAL UBSTERRAMAR00002467 EFTA00238023 The Fund's Risk Management Program Millennium maintains an investment risk assessment and management program designed to identify, measure, monitor, manage and report on the market r
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
ases, Millennium will continually evaluate new sources of financing and leverage. -MAXWELL II-5I CONFIDENTIAL UBSTERRAMAR00001414 EFTA00237060 The Fund's Risk Management Program Millennium maintains an investment risk assessment and management program designed to identify, measure, monitor, manage and report on the market r
Entities connected to both the Negative Basis and The Fund's Risk Management Program

Millennium
ORGANIZATIONCayman
LOCATION
New York
LOCATIONMillennium USA LP
ORGANIZATIONErnst & Young LLP
ORGANIZATION
United States
LOCATION
Mohammed bin Salman
PERSONthe Positive Basis
ORGANIZATIONCayman Islands Tax Matters
ORGANIZATION
England
LOCATION
Samantha Power
PERSONUBS Fund Advisor
ORGANIZATIONthe Administrative Services Agreement
ORGANIZATIONthe Securities and Exchange Commission
ORGANIZATIONLegal and Regulatory Matters Relating
ORGANIZATION
UBS AG
ORGANIZATIONRelated-Party Transactions
ORGANIZATION
New York State
LOCATIONMillennium Management LLC
ORGANIZATIONthe Mutual Funds Law
ORGANIZATION