SGAM Fund >SGAM Fund BOOK - Self Bank

SGAM Fund EQUI. US RELATIVE VALUEPerformance figures (Net of management fees, in USD, with monthly data. B (Instit.))Cumulative returnsCumulative returnsAnnualized returns1 Month3 Mon.YTD1 year3 years5 yearsInception160.0From06-30-1004-30-1012-31-0907-31-0907-31-0707-29-0507-05-01140.0To07-30-1007-30-1007-30-1007-30-1007-30-1007-30-1007-30-10SGAM Fund EQUI. US RELATIVE VALUE8.34%-9.01%-1.65%11.21%-12.14%-3.92%1.02%120.0S&P 500 (RI)7.01%-6.69%-0.11%13.84%-6.78%-0.17%0.80%100.0RUSSELL 1000 VALUE (RI)6.77%-7.52%1.30%15.39%-8.96%-0.91%2.23%80.060.0Top 10 holdingsSector breakdown12-2002 12-2004 12-2006 12-2008 12-2010FundBenchmark 1Benchmark 2> THE TRAVELERS COS.> JP MORGAN CHASE AND CO> CHEVRONTEXACO> IBM> KRAFT FOODS CL.A3.6%3.4%3.4%3.3%2.9%UtilitiesTelecommunicationServicesMaterialsFund data> Assets as of 07-30-10> Number of shares as of 07-30-10> N.A.V. as of 07-30-10> Legal type686,206,569 USD236,832.241,096.85 USDLuxembourg SICAV> TYCO ELECTRONICS2.9%Consumer Staples> Net Asset Value calculationDaily> HOME DEPOT> HONEYWELL INTERNATIONAL2.7%2.6%Health Care> KIMBERLY CLARK2.6%Industrials> WATSON PHARMACEUTICALS2.6%EnergyStatistical links with the index*> TotalSecurities in direct holding30.0%Consumer DiscretionaryFinancials> Information ratio> Tracking error> Fund Volatility0.045.77%18.59%Information Technology0.0% 4.0% 8.0% 12.0% 16.0% 20.0%FundBenchmark> Bench Volatility> Sharpe Ratio for the fund> Sharpe Ratio for the benchmark* Annualized figures from 07-05-01 to 07-30-1015.99%-0.08-0.11> Page 31/58 Past performance is not a guarantee of future performance.> Report as of 07-30-10