LP Toolkit/LP Private Markets Concentration Calculator

LP Private Markets Concentration Calculator

See where your private-markets portfolio is most concentrated across six measures of exposure.

Questions this calculator answers
  1. If one manager holds $180 million of our $1 billion private-markets portfolio, what is our manager concentration?
  2. If our five largest managers hold $460 million, what share of our private-markets portfolio do they hold?
  3. Which fund, start year, strategy or region holds the largest share of our private-markets portfolio?

Concentration profile at a glance

Estimate based on the inputs shown.

Largest reported concentration
62.0%

Geography is the largest reported concentration lens at $620m of NAV. Other lenses are ranked below from highest to lowest.

Top-five managers concentration46.0%$460m divided by $1,000m of private-markets NAV.
Vintage concentration22.5%$225m divided by $1,000m of private-markets NAV.
Single manager concentration18.0%$180m divided by $1,000m of private-markets NAV.
Strategy concentration18.0%$180m divided by $1,000m of private-markets NAV.
Single fund concentration9.0%$90m divided by $1,000m of private-markets NAV.

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

See where your LP portfolio has the largest exposure. Compare managers, funds, vintage years, regions and strategies in one view.

Why are the concentration measures not additive?

They are different views of the same portfolio. The same assets can appear in more than one view.

What should top-five exposure include?

Add the current NAV held with your five largest managers.

Is 50% always a breach?

No. The tool flags high dependence. Your own institution sets its policy limits.