Do US 501(c)(3) non-profits have to divulge their investments? Do US non-profit organizations with tax exemption under Section 501(c)(3) of its Internal Revenue Code which have investments (such as university endowment funds) have to divulge these investments in any sort of filings? If so, are these required to be available to the public?
Form 990 and associated schedules:


  The Form 990 provides the public with financial information about a
  nonprofit organization, and is often the only source of such
  information. It is also used by government agencies to prevent
  organizations from abusing their tax-exempt status. In June 2007, the
  IRS released a new Form 990 that requires significant disclosures on
  corporate governance and boards of directors. These new disclosures
  are required for all nonprofit filers for the 2009 tax year, with more
  significant reporting requirements for nonprofits with over \$1 million
  in revenues or \$2.5 million in assets. In addition, certain nonprofits
  have more comprehensive reporting requirements, such as hospitals and
  other health care organizations (Schedule H). The Form 990 may be
  filed with the IRS by mail or electronically with an Authorized IRS
  e-file Provider.
  
  The Form 990 disclosures do not require but strongly encourage
  nonprofit boards to adopt a variety of board policies regarding
  governance practices. These suggestions go beyond Sarbanes-Oxley
  requirements for nonprofits to adopt whistleblower and document
  retention policies. The IRS has indicated they will use the Form 990
  as an enforcement tool, particularly regarding executive compensation.
  For example, nonprofits that adopt specific procedures regarding
  executive compensation are offered safe harbor from excessive
  compensation rules under section 4958 of the Internal Revenue Code and
  Treasury Regulation section 53.4958-6.


Wikipedia on Form 990 

In particular, SCHEDULE D. The level of detail is not rich but the information is public enough for Charity Navigator to make use of these filings in their evaluations. You can search for a charity's form 990 here.