Free private markets document template
Portfolio Diversification Report Template
Generate a private markets diversification report across managers, funds, vintages, strategies, geographies and sectors.
01
Executive assessment
Endowment Investment Office's $540m private markets portfolio is broadly diversified across 17 managers and 29 funds, with selected vintage, geography and sector concentrations requiring attention as of December 31, 2026.
02
Manager concentration
The largest manager represents 12.5% of NAV; the top five represent 44% of NAV. Manager exposure should be evaluated across multiple funds and affiliated strategies.
03
Fund concentration
The portfolio holds 29 funds. The largest single-fund exposure is 7.8% of NAV, which remains a primary idiosyncratic risk measure.
04
Vintage diversification
The largest vintage is 2021 at 24% of NAV. Forward pacing should avoid compounding exposure to adjacent overrepresented years.
05
Strategy diversification
The largest strategy is Buyout at 46% of NAV. Assess diversification by economic driver, not only strategy label.
06
Geographic diversification
The largest geography is North America at 76% of NAV. Use underlying company revenue and asset exposure where available.
07
Sector diversification
The largest sector is Technology at 31% of look-through NAV. Look-through sector data should include co-investments and direct holdings.
08
Cross-factor concentration
2021 North American technology growth funds create the largest correlated exposure
09
Policy gaps
Current exposures should be tested against 15% per manager, 10% per fund, 25% per vintage, 50% per strategy. A portfolio can remain within each single limit while still carrying material correlated risk.
10
Recommended actions
Favor 2027-2028 Europe, secondaries and private credit; moderate new technology growth exposure