LP Toolkit/Institutional Portfolio Illiquidity Capacity Calculator
Institutional Portfolio Illiquidity Capacity Calculator
Check your policy limit on assets that are hard to sell. For pension, endowment and family-office teams.
Questions this calculator answers
- If $2.4 billion of our $10 billion portfolio is in illiquid assets, what share is that?
- With a 30% illiquidity limit, how much more could we put in assets that are hard to sell?
- If that share rises to 35%, how far would we be over our limit?
Illiquidity policy at a glance
Estimate based on the inputs shown.
Remaining illiquidity capacity
$600m
6.0 percentage points remain to the policy maximum.
Maximum illiquid allocation$3,000m30.0% of total portfolio value.
Current illiquidity ratio24.0%Current illiquid assets divided by total portfolio value.
Illiquidity capacity used80.0%Divide current illiquid assets by the amount your policy allows.
How it is calculated
Remaining capacity = portfolio value × policy maximum − current illiquid assets
If your illiquid assets are above the policy limit, the result says so.
Read the result in context
See how much room your LP policy leaves for illiquid assets today. This is a snapshot, not the Amihud ratio. It does not forecast calls or cash returned.
What counts as illiquid?
Use the rules in your institution’s policy to decide which assets count.
Can the tool show a policy breach?
Yes. It reports the dollar and percentage-point amount above the maximum.
Does unfunded commitment belong in current illiquid assets?
Only if your institution’s policy says to count it.