EFTA01511677

02 Account Number: FINANCIAL TRUST COMPANY, INC. February 01, 2004 - February 29. 2004 JPMorgan Chase Bank 2004 345 Park Avenue, New York, NY 10154-1002 ° JPMorgan Private Bank Asset Account Portfolio Page 6 of 15 Private Investments * Private Investments Summary Direct Investments LPs, LLCs, and Other Total Eatiniated Current Value USD 24.802.500 00 1,363.608 00 26,166,108.00 Private Investment Holdings by Type Des cnption Direct Investments CALIBER ONE LP 01-04 N,0 Client Description LPs,LLCs, and Other NESTOR 2000 SPECIAL LLC COMMITMENT EXPRESSED IN EUROS) Unit Value Estimated unrealized Bernet«, Annual Currency Units Unit Cost Nay Unri Cost VW Value USO Gain/toss USO Income USD USD 25,000.000 000 1 00 0.9921 25,000,000 00 24.802.500 00 0.00 1 /30/04 Linn; CatIVSeCunty Commitment USO Capital Called Distnbutions Estimated Currency Net of Origins non Fee Since Inception LSD Since Inception UW Vak,. USD USD 3,000,000 00 1,436,362.76 0.00 1,363,608.00 ' See Important inetmaton About "valets at Zr,. end delis statement Important informetion about Mang and Valuations prees same of when we provided by pricing sonnets o &n or sources n*ch ne doom rektbla are not guaranteed For sea/mayor es table values Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00037507 SDNY_GM_00306705 EFTA01511677