REPORTS May - West Virginia Legislature

I I I I I I I I I I I I I lr I I I I IWest Virginia Investment Management BoardComposte Asset Allocation & Performance Net of FeesAs of March 31, 2009Asset S %1Month3N4onthFYTD1 3 5 10Investment Pools Composite7,979,904,558 100 00Total Equ|ty CompositeTotol Equity Policy tndexExcess ReturnUS tquity CompositeRussell 30oA tndexExcess ReturnLarge Cap Composite5&P 5AOExcess Return3,589,264,329 44.98r,804,051,123 22 611,533,512,546 79.221.45842o9l8.458760 318.62876014-10 97-14 71o26-11041A 8Ao24-1111110101039 30 -40 564148 42.222.18 166-37 54 -371937 14 .38 20040 04136 98 -3813,35 35 38 09061 00413 6214 550.9313 8313 55028,13.4313 06431-3.18377059-4.14-4 590.45-4 69476007o67034101o.262251.99300006Non-Large Cap CompositeRussell 25OO lndexExcess Return210,478,577 3 39L48913165-10 611143082'39 4239 A70 35-37.2938 23o9414 66-15 981.32-3 344451114.44333151International Equity CompositeMSCI AC warld ex USAExcess Returnr,785,213,206 22 315.41LA715070 92-10 62030-410945.714.62,43 35-46 18283-12.0812.75067-0 55-o 240113.11089228Fixed Income CompositeFixed lncone PalicyExcess Return2,302,643,840 28.861.45150005192039153,10 801.93-72 7f-11.1511.1.12 21,0 335085410913722 81458549091TRS Annuity251,720,6453.15037108Cash ComposdeCitiqroup 90 Day T-8i11 + 15bpsExcess Return191,882,953244006oa30.03016009oot1.06085o2r1641290.353.963580383.453.22o23348342006Private Equrty Composite555,540,9896960.46-0 1027 t3-21.81RealEstate Composite37,244,491o.41020-o 42,20.3023 22Hedge Funds Composite7,045 ,601 ,32113 10025363-12.47Summit Stn{egies 6tuap