Commitment Amount Since Inception FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Alternative Assets Summary Asset Categories Estimated Value Estimated Value Beginning Ending Change Gwent In Value Allocation Hard Assets 24.235 35 0.00 ( 1.235.38) Note P indicates position adjusted for Pending Trade Activity Alternative Assets Detail Quantity/Original Cost/Net Capital Called Net Distributions Since Inception Estimated Est. Annual Inc. Value Acaued Div. Yield Real Estate & Infrastructure P AMERICAN CAPITAL AGENCY CORP 02503X-10-5 AGNC J.P.Morgan 0.00 15 77% Account W23560001 Page 9 of 43 Consolidated Statement Page 12 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 16830 SDNY_GM_00286028 EFTA01493901