LP Toolkit/LP Private Markets Concentration Calculator

LP Private Markets Concentration Calculator

For LP portfolio teams identifying the largest dependency across six private-markets concentration lenses.

Which manager, fund, vintage or strategy creates the greatest concentration in an LP’s $1bn private-markets portfolio?

Concentration profile at a glance

Estimate based on the inputs shown.

Largest reported concentration

How it is calculated

Each concentration = selected exposure ÷ total private-markets NAV

The six lenses overlap and must not be added together. Every exposure must use the same NAV scope and date.

Read the result in context

A single LP diagnostic makes it easier to see whether manager, fund, vintage, geographic or strategy exposure is the dominant dependency in an institutional private-markets portfolio.

Why are the concentration measures not additive?

They are overlapping views of the same portfolio, not mutually exclusive asset buckets.

What should top-five exposure include?

Aggregate current NAV for the five largest manager relationships.

Is 50% always a breach?

No. The tool flags high dependence, but policy limits are institution-specific.