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Investment Asset Allocation
As of December 31, 2009




Fourth Quarter 2009
Asset Class
September 30, 2007
December 31, 2009
New Long-Term Targets
Total U.S. Equity
44.0%
25.6%
25.0%
Total Non-U.S. Equity
19.2%
--
--
Total Global Equity
--
33.5%
30.0%
Total Fixed Income
22.7%
24.5%
20.0%
Total Private Equity
4.7%
7.2%
10.0%
Total Real Estate
5.1%
5.7%
10.0%
Total Timberland
2.3%
--
--
Total Alternatives*
--
2.7%
5.0%
Arkansas Related**
1.7%
--
--
Total Cash
0.4%
0.8%
--
Total Fund
100.0%
100.0%
100.0%

* As of 3/31/08, Total Alternatives was created to include the Timberland asset class.
** As of 3/31/08, Arkansas Related was broken into real estate components and fixed income components that have gone to those respective asset classes.




Return Summary Ending December 31, 2009
Fourth Quarter
1 Year Ending
12/31/09
5 Year Ending
12/31/09
10 Years Ending
12/31/09
Return
Rank
Return
Rank
Return
Rank
Return
Rank
Total Fund
4.5%
7
22.4%
27
4.5%
9
4.0%
17
Performance Benchmark
3.9%
23
16.1%
77
3.5%
37
2.8%
64
Total U.S. Equity
6.8%
10
39.9%
4
3.2%
5
2.8%
9
Dow Jones U.S. Total Stock Market Index
5.8%
49
28.6%
51
1.0%
39
-0.2%
68
Total Non-U.S. Equity
5.7%
26
39.1%
12
5.0%
26
2.5%
35
MSCI All Country World ex-U.S. Index
4.6%
49
34.6%
31
5.7%
19
2.6%
31
Total Global Equity
5.7%
26
39.1%
12
--
--
--
--
MSCI All Country World Index
4.6%
49
34.6%
31
--
--
--
--
Total Fixed Income
3.2%
4
24.6%
4
5.3%
33
6.0%
60
Performance Benchmark
0.6%
59
8.6%
66
5.0%
44
6.4%
45
Total Private Equity
5.3%
--
-12.2%
--
15.1%
--
9.3%
--
Private Equity Policy
n/a
--
n/a
--
3.9%
--
2.9%
--
Total Real Estate
-4.0%
65
-28.0%
42
6.4%
2
8.1%
--
NCREIF Property Index
-3.3%
55
-22.1%
23
6.2%
2
7.9%
--
Total Alternatives
-2.1%
--
-8.1%
--
5.6%
--
7.1%
--
South Timberland Index
-5.2%
--
-5.4%
--
10.7%
--
7.2%
--





Historical Returns
Total Fund
Performance Benchmark
Return Difference
Return
Rank
Return
Rank
1986 (9 months)
5.3%
--
4.1%
--
1.2%
1987
2.8%
--
0.7%
--
2.1%
1988
10.1%
--
12.8%
--
-2.7%
1989
17.7%
62
21.5%
1
-3.8%
1990
4.6%
2
1.8%
19
2.8%
1991
19.0%
73
25.9%
5
-6.9%
1992
8.8%
12
8.9%
12
-0.1%
1993
10.4%
79
10.6%
77
-0.2%
1994
7.9%
1
-0.1%
31
8.0%
1995
8.2%
99
25.1%
42
-16.9%
1996
13.2%
58
13.2%
58
0.0%
1997
17.8%
48
18.0%
45
-0.2%
1998
14.6%
43
18.0%
7
-3.4%
1999
17.7%
32
15.5%
59
2.2%
2000
-1.0%
56
-2.2%
81
1.2%
2001
-4.1%
38
-6.2%
71
2.1%
2002
-10.0%
68
-12.3%
93
2.3%
2003
22.8%
62
22.8%
62
0.0%
2004
13.0%
27
12.0%
54
1.0%
2005
9.1%
31
8.6%
38
0.5%
2006
15.3%
23
14.2%
40
1.1%
2007
10.4%
14
9.5%
22
0.9%
2008
-26.6%
41
-24.6%
32
-2.0%
2009
22.4%
27
16.1%
77
6.3%
Trailing 3-Year
-0.3%
26
-1.4%
49
1.1%
Trailing 5-Year
4.5%
9
3.5%
37
1.0%
Trailing 10-Year
4.0%
17
2.8%
64
1.2%
Since Inception (3/31/86)
8.2%
--
8.3%
--
-0.1%

Total Fund - The Total Fund and its benchmark are ranked in our Public Fund Universe. The universe is calculated based on data provided by BNY Mellon Performance & Risk Analytics, LLC, and includes 106 funds with aggregate market value of $939.3 billion.
Last Updated ( Wednesday, 07 April 2010 )