University of Miami

Generated outreach message alignment report
1. You allocate to concentrated, high‑conviction long/short equity managers (10–20 longs, 5–15 shorts) focused on small/mid‑caps and decentralized stock selection.
Our best‑ideas, high‑conviction approach in smaller/mid‑cap names aligns with your willingness to back concentrated hedge funds, and our smaller AUM can be an advantage in less liquid segments.
Evidence
“(i) This class consists of hedge funds that focus on decentralized stock selection, predominately long equity strategy with some opportunistic debt investing. Firms typically hold 10-20 long positions and 5-15 shorts positions, with a gross exposure usually below 140%, focused on the small and mid-cap portion of the market.”
2. You favor fundamental, bottom‑up managers focused on quality companies at compelling valuations.
Our owner‑managed, research‑driven process and concentrated portfolio construction are built around bottom‑up stock picking and valuation discipline.
Evidence
“The firms utilize a fundamental, bottom-up process and focus on finding quality companies at compelling valuations.”
3. You actively invest in international and emerging markets equities and reference MSCI EAFE and MSCI EM.
Our global mandate with dedicated emerging markets capability can complement your non‑US sleeves and add differentiated alpha relative to MSCI EAFE/EM benchmarks.
Evidence
“Public Equity securities include investments in large-mid cap and small cap companies primarily located in the United States, as well as international companies similar to the MSCI EAFE and MSCI EM Indices.” “Equities: Emerging markets (b) $ 119.5 ... (M),(D) 1-30 days”
4. You access managers via pooled vehicles (LP/LLCs, hedge funds at NAV, mutual funds, 103‑12 entities) and your Growth Pool is run by multiple external managers.
As an entrepreneurial hedge fund offered via LP/LLC structures, we fit your preferred implementation format and can plug in alongside existing external manager lineups.
Evidence
“The Growth Pool is managed by multiple investment managers with asset allocation per the University’s investment policy.” “The University uses the NAV of certain hedge funds and limited partnerships and limited liability companies as fair value as a practical expedient except where certain conditions exist.”
5. You seek low‑correlation/hedged exposures (beta‑neutral, event arbitrage, multi‑strategy, long/short).
Our strategy targets a low‑correlation return profile and can complement your beta‑neutral and event‑driven sleeves while helping stabilize portfolio volatility.
Evidence
“Overall investments are geared to be long/short beta neutral with exposures in line with the S&P 500.” “Event arbitrage (h) 59.7 ... (Q),(*) 1-90 days”
6. Public equities are the majority of your target allocation (about 60–66%), indicating ongoing demand for differentiated equity alpha.
Our concentrated, high‑conviction equity approach can be a targeted alpha sleeve within your sizable public equity allocation.
Evidence
“The weighted average target allocations for University assets is 66.0% Public Equity, 10.0% Fixed Income, and 24.0% other investments.” “The weighted average target allocations for University assets are 64.0% Public Equity, 15.0% Fixed Income, and 21.0% other investments.”
7. You are comfortable with a range of liquidity terms (monthly/quarterly/annual) and even long‑dated lockups for certain strategies.
We can customize liquidity to align with your policy—offering standard hedge fund redemption terms while maintaining a stable capital base for high‑conviction positions.
Evidence
“Redemption Frequency: (A) Annually, (Q) Quarterly, (M) Monthly, (D) Daily, (W) Weekly” “(*) The expected liquidation date for these assets ranges up to 2037”