Profile

Strategy Facts - As of 3/31/10 Strategy Assets $87.7 million Composite Inception Date March 29, 2007 Availability Open Minimum Investment - Asset Allocation - As of 3/31/10  Stocks 98.9%  Cash 1.1%  Total 100.0% Characteristics - As of 3/31/10   Portfolio MSCI EM No. of Holdings 109 771 Wtd Avg Mkt Cap (Bil $US) $18,457 $18,451 NTM Price/ Earnings 9.1 12.0 Price/ Book Value 1.5 2.1 NTM EPS Revision (Wtd. Avg) 9.6% 7.2% Dividend Yield 2.8 2.0 Sector Breakdown - As of 3/31/10 . Portfolio MSCI EM Utilities 4.5 3.6 Materials 12.9 15.2 Information Technology 14.9 13.3 Consumer Staples 6.6 5.6 Energy 13.6 14.3 Health Care 2.4 2.5 Consumer Discretionary 6.7 5.9 Telecommunication Services 9.9 8.5 Industrials 5.8 6.8 Financials 21.6 24.3 Other 0.0 0.0 Cash 1.1 - TOTAL 100.0 100.0 Top 10 Countries - As of 3/31/10 Country Portfolio MSCI EM China 18.3 17.5 South Korea 14.8 12.8 Brazil 14.3 16.3 Taiwan 11.8 10.7 India 8.1 7.7 Russia 7.0 6.6 South Africa 5.1 7.0 Israel 4.9 3.0 Mexico 4.1 4.5 Thailand 3.1 1.5 Back to top Top 10 Equity Holdings - As of 3/31/10 Company Name Country Industry Weight VALE SA-ADR Brazil Materials 3.3 SAMSUNG ELECTRONICS CO LTD South Korea Semiconductors & Semi Equipment 3.1 GAZPROM Russia Energy 2.9 LUKOIL-SPON ADR Russia Energy 2.7 PETROLEO BRASILEIRO ADR Brazil Energy 2.4 CHINA CONSTRUCTION BANK-H SHARES China Banks 2.3 TEVA PHARMACEUTICAL-ADR Israel Pharmaceuticals & Biotechnology 2.2 BANK OF CHINA LTD - H SHARES China Banks 2.1 AMERICA MOVIL-ADR SERIES L Mexico Telecommunication Services 1.9 CHAROEN POKPHAND FOODS PUB Thailand Food Beverage & Tobacco 1.8 Back to top Exchange Traded Funds are excluded from Sector breakdown, Top Ten Countries and Top Ten Holdings.