SGAM Fund >SGAM Fund BOOK - Self Bank

SGAM Fund BONDS US OPPORTUNISTIC COREPLUSPerformance figures (Net of management fees, in USD, with monthly data. B (Instit.))Cumulative returnsCumulative returnsAnnualized returns135.01 Month3 Mon.YTD1 year3 years5 yearsInception130.0From06-30-1004-30-1012-31-0907-31-0907-31-0707-31-0501-12-07125.0To07-30-1007-30-1007-30-1007-30-1007-30-1007-30-1007-30-10120.0SGAM Fund BONDS US OPPORTUNISTIC CORE PLUS1.62%3.20%6.77%11.98%9.87%-8.90%115.0BARCLAYS CAPITAL U.S. AGGREGATE BOND INDEX (TR)1.07%3.52%6.46%8.91%7.63%-6.97%110.0105.0100.095.0RatingsFund's modified duration12-2006 12-2007 12-2008 12-2009Fund Benchmark 1> AAA> AA+36.70%1.07%>>Portfolio's Global modified durationBenchmark's Global modified duration3.724.13Fund data> AA> AA-> Others0.65%3.52%58.06%> Assets as of 07-30-10> Number of shares as of 07-30-10> N.A.V. as of 07-30-1055,804,050 USD62.471,672.10 USD> Legal typeLuxembourg SICAV> Net Asset Value calculationDailyYield Curve PositioningModified Duration HistoryWeight by duration level27.00%18.00%9.00%0.00%-9.00%-18.00%-27.00%U.S. Yield Curve6.00%5.00%4.00%3.00%2.00%1.00%0.00%< 0.25 0.25 - 1 1 - 3 3 - 5 5 - 7 7 - 10 +10DurationExposure as of 07-30-10Exposure as of 06-30-10Yield Curve - 07-30-10Yield Curve - 06-30-10Yield4.503.753.002.251.500.750.0004-30-10 05-28-10 06-30-10 07-30-10FundBenchmarkStatistical links with the index*> Information ratio> Tracking error> Fund Volatility> Bench Volatility> Sharpe Ratio for the fund> Sharpe Ratio for the benchmark* Annualized figures from 01-12-07 to 07-30-100.603.20%4.51%3.92%1.371.12> Page 55/58 Past performance is not a guarantee of future performance.> Report as of 07-30-10