University of Arkansas

Generated outreach message alignment report
1. You delegate investment oversight to the UA Foundation and Cambridge Associates, who in turn allocate to external managers/commingled vehicles.
As a boutique, owner-managed hedge fund, we fit well into OCIO-led manager lineups and commingled structures, making it straightforward to slot into your externally managed allocations.
Evidence
“In January 2010, the University of Arkansas Investment Committee approved an agreement which delegated authority to the UA Foundation to manage university funds held in the pool.” “The agreement also delegated to the UA Foundation authority for further delegation of portfolio implementation decisions to one or more investment managers.” “In January 2010, the UA Foundation entered into such an agreement with Cambridge Associates, LLC.”
2. You already allocate to hedge funds/hedged equity and absolute return strategies and are comfortable with LP structures and Level 3 valuations.
Our high-conviction, low-correlation hedge strategy aligns with your hedge equity/absolute return sleeve and fits your governance around LP structures and manager-reported NAVs.
Evidence
“HEDGE FUND $ 767,963 $ 624,790 Hedge Equity 767,963 624,790” “Absolute Return 5 3.36” “Limited partner interests in private equity and other partnerships and hedge fund investments are included in Level 3 and are valued using the individual investment manager’s reported estimates of fair value”
3. You maintain a meaningful international equity allocation and hold non‑U.S. currency exposures.
Our global mandate and emerging markets capability can complement your 24% international equity exposure with a concentrated, best‑ideas approach across regions.
Evidence
“International Equity 24 6.77” “FOREIGN CURRENCY RISK BY INVESTMENT TYPE ... British Pound Sterling ... Hong Kong Dollar ... Japanese Yen ...” “Commingled Funds: ... International Equity 52 52”
4. You target ~7%+ returns and use private equity to drive higher returns.
A concentrated, high‑conviction hedge strategy with a long track record and low correlation can help bridge the gap to your return targets alongside PE without materially increasing beta.
Evidence
“Net Expected Rate of Return 7.44 %” “A single discount rate of 7.00% was used to measure the total pension liability. This single discount rate was based on the expected rate of return on pension plan investments of 7.00%.” “Private equity 12 7.3”
5. You intentionally use diversifiers (absolute return, alternatives, real assets) to manage correlation and volatility.
Our low‑correlation return profile and risk‑aware, best‑ideas portfolio can serve as a diversifying sleeve alongside your alternatives and real assets allocations.
Evidence
“Absolute Return 5 3.36” “Alternatives 5 4.8 Real assets 15 4.5”
6. You invest through external pooled vehicles with defined liquidity and notice terms.
We offer commingled fund structures with institutional liquidity terms, aligning with your existing NAV‑based pools and redemption governance.
Evidence
“INVESTMENTS MEASURED AT THE NAV ... EXTERNAL INVESTMENT POOLS ... Total Return Pool ... Daily ... 0–30 days ... UA System Short-Intermediate Pool ... Daily ... 0–3 days” “A one-week notice is required for redemptions over $1 million.” “There is also a requirement for 30-days written notice if total withdrawals will exceed $25 million in any 30-day period.”