Profile

Strategy Facts - As of 3/31/10 Strategy Assets $1.7 billion Composite Inception Date March 31, 2005 Availability Open Minimum Investment $50 million Asset Allocation - As of 3/31/10  Stocks 97.2%  Cash 2.8%  Total 100.0% Characteristics - As of 3/31/10 . Composite MSCI EAFE FY2 Price/ Earnings 11.5 12.0 Price/ Book Value 1.8 1.6 Dividend Yield 2.9 2.9 No. of Holdings 54 952 Wtd Avg Mkt Cap (Mn $US) $38,410 $44,995 Sector Breakdown - As of 3/31/10   % of Total MSCI EAFE Utilities 4.7 5.6 Materials 11.7 10.5 Information Technology 3.0 5.3 Consumer Staples 1.7 10.0 Energy 7.2 8.0 Health Care 6.9 8.1 Consumer Discretionary 12.8 9.9 Telecommunication Services 6.4 5.5 Industrials 23.9 11.8 Financials 18.9 25.3 Cash 2.8 - TOTAL 100.0 100.0 Top 10 Countries - As of 3/31/10 Country % of Total MSCI EAFE Japan 16.8 22.2 France 16.7 10.6 United Kingdom 14.3 21.0 Switzerland 11.1 7.9 Germany 9.4 7.9 Netherlands 9.0 2.6 Spain 3.6 3.9 South Korea 3.5 0.0 Norway 3.0 0.7 Italy 3.0 3.2 Back to top Top 10 Equity Holdings - As of 3/31/10 HYUNDAI HEAVY INDUSTRIES South Korea Capital Goods 3.5 SIEMENS AG Germany Capital Goods 3.2 TECHNIP S.A. France Energy 3.1 AKER SOLUTIONS ASA Norway Energy 3.0 TNT NV Netherlands Transportation 2.9 REED ELSEVIER NV Netherlands Media 2.8 SONY FINANCIAL HOLDINGS INC Japan Insurance 2.6 SANOFI-AVENTIS France Pharmaceuticals & Biotechnology 2.6 ROLLS-ROYCE GROUP PLC United Kingdom Capital Goods 2.5 VINCI SA France Capital Goods 2.5 Back to top