University of Missouri System

Columbia | Kansas City | Rolla | St. Louis

Skip to content

University of Missouri

Office of the Treasurer

Endowment Funds

September 30 , 2006 Asset Allocation ($ thousands)

Endowment Fund (Balanced Pool) (1) (2)

 

    Asset Allocation  
Sector   U.S.   Int'l    Total
Equity Alliance Capital $83,011 $8,686 $91,697 11.0%
AllianceBernstein 65,612 4,749 70,361 8.5%
American Century 65,904 2,661 68,565 8.2%
Artisan Partners 42,714 2,377 45,091 5.4%
EARNEST Partners 67,528 554 68,082 8.2%
TCW Asset Mgmt 35,189 1,057 36,246 4.4%
Capital Guardian- Int'l 0 109,638 109,638 13.2%
JP Morgan 0 55,092 55,092 6.6%
Cap Guardian- Emerg 0 26,756 26,756 3.2%
Templeton Inv- Emerg 0 23,725 23,725 2.8%
  Total $359,958 $235,295 $595,253  
  % 43.2% 28.3% 71.5%  
  Target Range 37.5 - 47.5% 15 - 35% 52.5 - 82.5%  
 
Alternatives: Abs Return Bridgewater 7,033 0.8%
Ramius Capital     8,477 1.0%
  Total     $15,510  
  %     1.9%  
  Target Range     0 - 5%  
 
Alternatives:  Private Eq Quadrangle Cap II     461 0.1%
RiverVest II     90 0.0%
Vectis Life Sci I     685 0.1%
Vestar Capital V     712 0.1%
Welsh Carson X     896 0.1%
  Total     $2,844  
  %     0.3%  
  Target Range     0 - 5%  
 
Real Estate RREEF America II     27,245 3.3%
TA Realty Fund IV     734 0.1%
TA Realty Fund V     14,235 1.7%
  Total     $42,214  
  %     5.1%  
  Target Range     0 - 10%  
 
Fixed
Income
Capital Guardian     88,743 10.7%
Pacific Investment     88,071 10.6%
  Total     $176,814  
  %     21.2%  
  Target Range     17.5 - 27.5%  
 
  Fund     $832,635 100.0%
Funds for annual distribution     1,147  
Total Fund     $833,782  

 

Notes: 
  1. All amounts are U.S. dollars; all amounts are market value
  2. Percentages shown are on the base of invested assets; i.e., they do not include the gift funds to be allocated.

 

Contact webmaster@umsystem.edu. Reviewed July 02, 2007.
Copyright © 2003-2008 The Curators of the University of Missouri. DMCA and other copyright information.