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the Service so as to relieve the Limited Partners of these reporting obligations. Regulations also generally impose a reporting requirement on any U.S. Limited Partner which, at any time during the taxable year of the Master Partnership, owns (indirectly or by attribution) more than 50% of the capital or p
t risk, and/or restrictions imposed on the management and nature of the permissible reference assets and costs of creating the structured products. Interest-Rate and Foreign Exchange-Rate Risks The prices of assets held by the Fund may be sensitive to interest-rate and foreign exchange-rate fluctuations; suc
the Service so as to relieve the Limited Partners of these reporting obligations. Regulations also generally impose a reporting requirement on any U.S. Limited Partner which, at any time during the taxable year of the Master Partnership, owns (indirectly or by attribution) more than 50% of the capital or p
t risk, and/or restrictions imposed on the management and nature of the permissible reference assets and costs of creating the structured products. Interest-Rate and Foreign Exchange-Rate Risks The prices of assets held by the Fund may be sensitive to interest-rate and foreign exchange-rate fluctuations; suc
the Service so as to relieve the Limited Partners of these reporting obligations. Regulations also generally impose a reporting requirement on any U.S. Limited Partner which, at any time during the taxable year of the Master Partnership, owns (indirectly or by attribution) more than 50% of the capital or p
t risk, and/or restrictions imposed on the management and nature of the permissible reference assets and costs of creating the structured products. Interest-Rate and Foreign Exchange-Rate Risks The prices of assets held by the Fund may be sensitive to interest-rate and foreign exchange-rate fluctuations; suc
Entities connected to both U.S. Limited and Interest-Rate

Occidental College
ORGANIZATIONCayman
LOCATIONthe Cayman Islands Monetary Authority
ORGANIZATIONthe Mutual Funds Law
ORGANIZATION
the Cayman Islands
LOCATIONthe U.S. Investment Advisers Act
ORGANIZATIONReliance
ORGANIZATIONMillennium USA LP
ORGANIZATIONMillennium International, Ltd.
ORGANIZATION
U.S. Treasury
ORGANIZATIONOptions and Special Allocations
ORGANIZATION
Mohammed bin Salman
PERSONMunger, Tolles & Olson LLP
ORGANIZATION
United Kingdom
LOCATIONErnst & Young LLP
ORGANIZATIONthe Delaware
ORGANIZATIONthe U.S. Investment Company Act
ORGANIZATION
England
LOCATIONMillennium USA's
LOCATION
Wilbur Ross
PERSON