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expenses may be able to be recovered under such a policy. II-I5 CONFIDENTIAL UBSTERRAMAR00004018 EFTA00239350 FOR EXISTING INVESTOR USE ONLY Business Continuity Millennium's headquarters, located in New York, are important to the continued business of the Fund. A disaster or a disruption in the infrastructu
00239344 FOR EXISTING INVESTOR USE ONLY and therefore, as described below under "Certain Tax Matters Relating to the Master Partnership — Certain Cayman Islands Tax Matters," general and limited partners in the Master Partnership are not currently subject to income, corporation, capital gains or other taxes in the Caym
crease from its current level. Such a failure to accommodate growth or such an increase in costs could have a material adverse effect on the Fund. Business Continuity Millennium's headquarters, located in New York, are important to the continued business of the Fund. A disaster or a disruption in the infrastructu
limited partnership in the Cayman Islands and therefore, as described below under "Certain Tax Matters Relating to the Master Partnership — Certain Cayman Islands Tax Matters," general and limited partners in the Master Partnership are not currently subject to income, corporation, capital gains or other taxes in the Cayma
crease from its current level. Such a failure to accommodate growth or such an increase in costs could have a material adverse effect on the Fund. Business Continuity Millennium's headquarters, located in New York, are important to the continued business of the Fund. A disaster or a disruption in the infrastructu
limited partnership in the Cayman Islands and therefore, as described below under "Certain Tax Matters Relating to the Master Partnership — Certain Cayman Islands Tax Matters," general and limited partners in the Master Partnership are not currently subject to income, corporation, capital gains or other taxes in the Cayma
Entities connected to both Business Continuity and Cayman Islands Tax Matters

New York State
LOCATION
Millennium
ORGANIZATIONthe Mutual Funds Law
ORGANIZATION
England
LOCATIONMillennium USA LP
ORGANIZATIONCayman
LOCATIONErnst & Young LLP
ORGANIZATIONthe Non-USD Shares
ORGANIZATION
Mohammed bin Salman
PERSON
New York
LOCATIONthe Cayman Islands Monetary Authority
ORGANIZATION
United States
LOCATIONLehman
ORGANIZATIONthe "Service
ORGANIZATION
JPMorgan Chase
ORGANIZATION
Tokyo
LOCATION
Ghislaine Maxwell
PERSON
Wilbur Ross
PERSON
United Kingdom
LOCATION
U.S. Treasury
ORGANIZATION