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Harvard University

Endowment

Massachusetts · as of FY2024

AUM
$52B
Held in U.S. securities
$8B
16% of AUM
Return target
~8% nominal long-run; preserve real value plus 5%+ distribution

Asset allocation policy

Target weights set by the investment committee in the plan's Investment Policy Statement; performance is measured against the listed benchmarks.

Asset class Target Benchmark $ value
Private equity (incl. venture) 39% Cambridge Associates blended PE/VC $20B
Hedge funds 32% HFRI Fund Weighted Composite $17B
Public equity 14% MSCI ACWI IMI $7B
Real estate 5% NCREIF Property Index $3B
Bonds / TIPS 5% Bloomberg U.S. Treasury / TIPS blend $3B
Cash & other 4% $2B
Natural resources 1% $1B

Holdings overview

Roughly 80% allocated through external managers across hedge funds and private equity. Limited direct equity book. Private equity sleeve emphasizes top-quartile mega-buyout and venture funds.

Board mandates

Spending rule
~5% of trailing market value, smoothed over multiple years

Source: www.hmc.harvard.edu