Statement of assets NS MODEL BALANCED USD. As of Performance Overview Page 1. Performance Evolution Page 2. Reference Currency :

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1 Statement of assets As of Performance Overview Page 1 Reference Currency : USD Performance Evolution Page 2 Asset Allocation Overview Page 3 Currency Hedge Page 5 Detailed positions Page 6

2 Performance Overview Portfolio Net Performance Total Value 1'173'512 1'178'87 Year-to-date.45% Market Value 1'173'512 1'178'87 Accrued Interest Capital Increase 5'295 Total Contributions or Withdrawals Contributions of cash Withdrawals of cash Contributions of securities Withdrawals of securities Net Performance 5'295 Average invested capital 1'173' :5:57 Page: 1

3 Performance Evolution Monthly Performance Date Value Contributions Withdrawals Performance in % Monthly Yearly Cum '178' %.45%.4%.35%.3%.25%.2%.15%.1%.5%.% 1/215 Yearly Performance Date Value Contributions Withdrawals Result Performance in % Net Yearly Cum '125'48 112' '173'512 48' '178'87 5' % 16.% 14.% 12.% 1.% 8.% 6.% 4.% 2.%.% :6:1 Page: 2

4 Asset Allocation Overview As of (Trade dated) Total USD EUR CHF Currency Hedge 19' % 24' % -185' % Cash 45' % 44' % % 8.% Global Bonds 13' % 56' % 46'661 4.% Emerging Markets Bonds 5' % 5'46 4.3% Credit/High Yield/Convertible 19' % 19'64 9.3% Flexible 45' % 45' % Equities Long Only 369' % 275' % 93'917 8.% Equities Long/Short 23' % 174' % 29' % Relative Value 231' % 231' % Total 1'178'87 1. % 1'147' % 31' % 8.% :6:3 Page: 3

5 Asset Allocation Overview As of (Trade dated) Asset Allocation by Sub-Strategy Asset Allocation by Currency Currency Hedge Cash USD Global Bonds Emerging Markets Bonds Credit/High Yield/Convert EUR Flexible Equities Long Only Equities Long/Short CHF Relative Value In % of the Total value of USD 1'178'87 In % of the Total value of USD 1'178' :6:3 Page: 4

6 Description Maturity Date Currency 1 Currency 2 Trade date Negotiated Actual Forward Forward Spot Rate (Actual) Market Value (Trade) Currency Hedge As of (Trade dated) Market Value (Actual) Gain / Loss EUR / USD Forward Sell EUR -165' USD 24' ' '42 19'873 EUR -165' USD 24' ' '42 19'873 Total 24' '42 19' :6:11 Page: 5

7 Detailed positions As of Description Nominal/Quantity/Contract Acquisition Value Market Value Market Value Unr G/L. Expiry/Maturity (incl. AI) Unr G/L Local FX Rate FX Rate Acc. Interest Unr G/L FX CURRENCY HEDGE Currency Hedge YTD YTD Local In % of Total FS EUR/USD EUR -165' 19'873 19'873 19' Total Currency Hedge '873 19'873 19'873 Total CURRENCY HEDGE 19'873 19'873 19' CASH Cash VIRTUAL BANK USD 44' '947 44'947 44' VIRTUAL BANK EUR VIRTUAL BANK CHF Total Cash '888 45'797 45' Total CASH 45'888 45'797 45' FIXED INCOME Global Bonds NSP FIT A USD 1'96 54'617 56'428 56'428 1'811.24% 4.79 USD USD ' :6:12 Page: 6

8 Detailed positions As of Description Nominal/Quantity/Contract Acquisition Value Market Value Market Value Unr G/L. Expiry/Maturity (incl. AI) Unr G/L Local FX Rate FX Rate Acc. Interest Unr G/L FX YTD YTD Local In % of Total BOND EURO 255 5'264 46'661 46'661-3' % 3.96 EUR EUR '294.48% '897 Total Global Bonds '881 13'89 13'89-1'792 Emerging Markets Bonds FISCH UMBRELLA BOND VALUE INV. GRADE FD 415 5'299 5'46 5' % 4.28 USD USD Total Emerging Markets Bonds '299 5'46 5'46 17 Credit/High Yield/Convertible CONVERTIBLE & CREDIT A USD '871 57'797 57'797 5' % 4.9 USD USD '926 MUZINICH SHORT DURATION HY A HEDGED USD '915 51'87 51'87 1' % 4.39 USD USD '892 Total Credit/High Yield/Convertible '786 19'64 19'64 7'818 Total FIXED INCOME 256' '99 263'99 6' EQUITIES Flexible FLEXIBLE ALLOCATION EUR 34 43'87 45'846 45'846 1' % 3.89 EUR EUR ' % '2 Total Flexible '87 45'846 45'846 1' :6:12 Page: 7

9 Detailed positions As of Description Nominal/Quantity/Contract Acquisition Value Market Value Market Value Unr G/L. Expiry/Maturity (incl. AI) Unr G/L Local FX Rate FX Rate Acc. Interest Unr G/L FX YTD YTD Local In % of Total Equities Long Only EQUITY WORLD USD 1'45 147' ' '212 44' % USD USD '927 STOCK SELECTION A USD 31 32'414 37'274 37'274 4' % 3.16 USD USD '86 VITRUVIUS JAPAN EQUITY BI EUR '18 31'52 31'52-2' % 2.63 EUR EUR '6-2.21% '134 ALLIANCE BERNSTEIN SELECT US EQUITY - I 93 17'548 23'817 23'817 6'269.4% 2.2 USD USD '269 ETF LYXOR JPX-NIKKEI 4 - C - EUR UCITS '785 21'976 21' % 1.86 EUR EUR ' % '339 CONVENTUM LYRICAL FD -I- CAP '394 21'859 21'859 2' % 1.85 USD USD '465 MFS MERIDIAN FD EUROPEAN VALUE -I '24 21'829 21' % 1.85 EUR EUR ' % '361 ACATIS SELECT FCP - AKTIEN DEUTSCHLAND E 7 21'526 19'6 19'6-2' % 1.62 EUR EUR '57 5.8% '973 Total Equities Long Only ' '79 369'79 53'923 Equities Long/Short COLUMBUS USD 19 14' ' '137 33'671.% USD USD ' :6:12 Page: 8

10 Detailed positions As of Description Nominal/Quantity/Contract Acquisition Value Market Value Market Value Unr G/L. Expiry/Maturity (incl. AI) Unr G/L Local FX Rate FX Rate Acc. Interest Unr G/L FX YTD YTD Local In % of Total LYNX A EUR 75 34'459 29'311 29'311-5' % 2.49 EUR EUR '47.% '618 Total Equities Long/Short '925 23'448 23'448 28'523 Total EQUITIES 533' ' '373 84' ABSOLUTE RETURN Relative Value PENDULUM I USD '93 173' '856 23'953.% USD USD '953 LOW VOLATILITY A USD 57 58'5 57'89 57' % 4.9 USD USD Total Relative Value '98 231' '665 23'757 Total ABSOLUTE RETURN 27'98 231' '665 23' Grand Total 1'44'713 1'178'87 1'178'87 134'94 1. Exchange Rates CHF 1 = USD EUR 1 = USD JPY 1 =.849 USD :6:12 Page: 9